PREVIEW / futures_1hour / 2019-12-18

all futures 1-hour files

  file:    by_date/futures_1hour/2019/2019-12-18.parquet
  size:    57 KB
  rows:    1,837

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2019-12-18 00:00:00	ES	Futures	3463.0	3463.8	3462.4	3463.3	3176.0
2019-12-18 01:00:00	ES	Futures	3463.3	3463.3	3460.5	3461.1	4590.0
2019-12-18 02:00:00	ES	Futures	3461.4	3462.4	3460.0	3460.5	7024.0
2019-12-18 03:00:00	ES	Futures	3460.8	3465.7	3460.5	3464.3	18748.0
2019-12-18 04:00:00	ES	Futures	3464.3	3467.6	3464.1	3466.8	9233.0
2019-12-18 05:00:00	ES	Futures	3466.8	3467.6	3466.0	3466.5	6968.0
2019-12-18 06:00:00	ES	Futures	3466.5	3466.8	3464.1	3465.2	6447.0
2019-12-18 07:00:00	ES	Futures	3464.9	3466.5	3462.4	3465.2	9762.0
2019-12-18 08:00:00	ES	Futures	3465.4	3467.6	3464.3	3464.6	14480.0
2019-12-18 09:00:00	ES	Futures	3464.6	3470.8	3464.3	3466.0	135445.0
2019-12-18 10:00:00	ES	Futures	3465.7	3469.8	3463.8	3469.2	114478.0
2019-12-18 11:00:00	ES	Futures	3468.9	3471.9	3466.8	3467.0	104459.0
2019-12-18 12:00:00	ES	Futures	3467.0	3468.9	3466.2	3467.0	52748.0
2019-12-18 13:00:00	ES	Futures	3467.0	3469.2	3467.0	3469.2	40979.0
2019-12-18 14:00:00	ES	Futures	3468.9	3470.0	3467.0	3469.8	51094.0
2019-12-18 15:00:00	ES	Futures	3469.5	3470.0	3464.9	3465.2	170030.0
2019-12-18 16:00:00	ES	Futures	3465.2	3468.7	3464.3	3467.9	59950.0
2019-12-18 18:00:00	ES	Futures	3468.1	3469.2	3466.8	3467.3	6159.0
2019-12-18 19:00:00	ES	Futures	3467.6	3470.6	3466.8	3468.7	7727.0
2019-12-18 20:00:00	ES	Futures	3468.7	3469.5	3465.7	3466.5	9905.0
2019-12-18 21:00:00	ES	Futures	3466.5	3466.8	3464.9	3465.2	6338.0
2019-12-18 22:00:00	ES	Futures	3465.2	3466.8	3465.2	3466.2	3682.0
2019-12-18 23:00:00	ES	Futures	3466.2	3467.3	3465.7	3465.7	2974.0
2019-12-18 00:00:00	NQ	Futures	9950.74	9953.63	9949.3	9951.61	1168.0
2019-12-18 01:00:00	NQ	Futures	9951.61	9951.61	9943.22	9946.11	1950.0
2019-12-18 02:00:00	NQ	Futures	9945.83	9949.3	9942.07	9944.38	2951.0
2019-12-18 03:00:00	NQ	Futures	9944.38	9959.13	9943.8	9954.79	6685.0
2019-12-18 04:00:00	NQ	Futures	9954.79	9963.47	9953.34	9962.6	4624.0
2019-12-18 05:00:00	NQ	Futures	9962.31	9965.78	9959.13	9961.44	2506.0
2019-12-18 06:00:00	NQ	Futures	9961.15	9962.31	9955.37	9959.13	2548.0
2019-12-18 07:00:00	NQ	Futures	9958.84	9963.47	9951.03	9960.57	3913.0
2019-12-18 08:00:00	NQ	Futures	9960.57	9967.51	9957.39	9958.55	5550.0
2019-12-18 09:00:00	NQ	Futures	9958.84	9981.1	9957.97	9963.18	45445.0
2019-12-18 10:00:00	NQ	Futures	9962.89	9979.08	9956.24	9976.19	37738.0
2019-12-18 11:00:00	NQ	Futures	9976.19	9995.27	9968.96	9984.29	40362.0
2019-12-18 12:00:00	NQ	Futures	9984.29	9990.07	9981.68	9983.13	16976.0
2019-12-18 13:00:00	NQ	Futures	9982.84	9987.47	9978.21	9984.57	13315.0
2019-12-18 14:00:00	NQ	Futures	9984.57	9989.2	9980.24	9988.62	13425.0
2019-12-18 15:00:00	NQ	Futures	9988.62	9989.2	9961.44	9962.02	35031.0
2019-12-18 16:00:00	NQ	Futures	9962.02	9976.19	9959.99	9975.61	10843.0
2019-12-18 18:00:00	NQ	Futures	9976.19	9979.66	9970.12	9973.01	3458.0
2019-12-18 19:00:00	NQ	Futures	9972.72	9982.55	9970.12	9978.5	4355.0
2019-12-18 20:00:00	NQ	Futures	9978.5	9980.82	9966.36	9968.96	4229.0
2019-12-18 21:00:00	NQ	Futures	9968.67	9969.54	9961.44	9963.47	3287.0
2019-12-18 22:00:00	NQ	Futures	9962.89	9966.65	9962.02	9965.49	1927.0
2019-12-18 23:00:00	NQ	Futures	9965.2	9967.8	9964.33	9965.2	1219.0
2019-12-18 00:00:00	YM	Futures	30789.6	30796.2	30784.2	30790.7	876.0
2019-12-18 01:00:00	YM	Futures	30790.7	30790.7	30767.9	30773.3	1391.0
2019-12-18 02:00:00	YM	Futures	30773.3	30784.2	30764.6	30766.8	1785.0
2019-12-18 03:00:00	YM	Futures	30766.8	30813.6	30765.7	30797.3	5287.0

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