PREVIEW / futures_1hour / 2019-12-27

all futures 1-hour files

  file:    by_date/futures_1hour/2019/2019-12-27.parquet
  size:    48 KB
  rows:    1,458

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
2019-12-27 00:00:00	ES	Futures	3521.8	3522.3	3520.7	3521.2	3776.0
2019-12-27 01:00:00	ES	Futures	3521.5	3521.8	3520.4	3521.0	3520.0
2019-12-27 02:00:00	ES	Futures	3521.0	3522.1	3520.4	3521.5	7237.0
2019-12-27 03:00:00	ES	Futures	3521.2	3525.0	3521.2	3522.3	23459.0
2019-12-27 04:00:00	ES	Futures	3522.6	3522.6	3520.7	3522.3	8147.0
2019-12-27 05:00:00	ES	Futures	3522.3	3526.7	3522.1	3525.9	13958.0
2019-12-27 06:00:00	ES	Futures	3525.9	3526.9	3524.8	3525.9	10810.0
2019-12-27 07:00:00	ES	Futures	3525.9	3526.4	3524.8	3525.6	8320.0
2019-12-27 08:00:00	ES	Futures	3525.6	3527.2	3523.4	3523.7	14810.0
2019-12-27 09:00:00	ES	Futures	3523.7	3524.5	3509.9	3510.4	152591.0
2019-12-27 10:00:00	ES	Futures	3510.4	3518.0	3509.9	3517.2	154484.0
2019-12-27 11:00:00	ES	Futures	3517.5	3520.2	3517.2	3517.7	75835.0
2019-12-27 12:00:00	ES	Futures	3518.0	3518.8	3515.0	3517.5	60504.0
2019-12-27 13:00:00	ES	Futures	3517.5	3518.0	3513.4	3513.9	54841.0
2019-12-27 14:00:00	ES	Futures	3514.2	3518.3	3513.9	3517.5	56649.0
2019-12-27 15:00:00	ES	Futures	3517.5	3517.5	3507.2	3513.7	198766.0
2019-12-27 16:00:00	ES	Futures	3513.4	3513.7	3507.4	3508.2	52158.0
2019-12-27 00:00:00	NQ	Futures	10210.42	10212.15	10206.08	10208.39	1776.0
2019-12-27 01:00:00	NQ	Futures	10208.68	10210.71	10203.77	10206.66	2572.0
2019-12-27 02:00:00	NQ	Futures	10206.66	10210.71	10204.06	10207.82	3555.0
2019-12-27 03:00:00	NQ	Futures	10207.53	10217.65	10206.95	10213.31	7086.0
2019-12-27 04:00:00	NQ	Futures	10213.31	10213.6	10206.37	10210.13	3240.0
2019-12-27 05:00:00	NQ	Futures	10209.84	10226.03	10208.39	10221.99	5463.0
2019-12-27 06:00:00	NQ	Futures	10222.28	10228.06	10216.78	10221.7	4660.0
2019-12-27 07:00:00	NQ	Futures	10221.99	10227.48	10217.94	10221.7	4470.0
2019-12-27 08:00:00	NQ	Futures	10221.41	10229.22	10217.36	10218.23	6489.0
2019-12-27 09:00:00	NQ	Futures	10217.94	10221.7	10156.34	10157.5	62006.0
2019-12-27 10:00:00	NQ	Futures	10157.5	10193.65	10155.77	10189.89	54216.0
2019-12-27 11:00:00	NQ	Futures	10189.89	10202.32	10189.02	10189.31	28048.0
2019-12-27 12:00:00	NQ	Futures	10189.31	10194.8	10173.98	10185.26	26200.0
2019-12-27 13:00:00	NQ	Futures	10185.26	10187.86	10163.86	10173.12	21978.0
2019-12-27 14:00:00	NQ	Futures	10173.12	10188.15	10169.93	10187.29	17876.0
2019-12-27 15:00:00	NQ	Futures	10187.0	10187.29	10143.04	10170.22	42783.0
2019-12-27 16:00:00	NQ	Futures	10170.51	10171.96	10152.87	10154.9	9346.0
2019-12-27 00:00:00	YM	Futures	31214.2	31217.5	31204.4	31211.0	778.0
2019-12-27 01:00:00	YM	Futures	31212.1	31213.2	31203.4	31207.7	678.0
2019-12-27 02:00:00	YM	Futures	31206.6	31229.5	31203.4	31215.3	3199.0
2019-12-27 03:00:00	YM	Futures	31215.3	31250.2	31214.2	31229.5	6617.0
2019-12-27 04:00:00	YM	Futures	31229.5	31233.8	31215.3	31228.4	3200.0
2019-12-27 05:00:00	YM	Futures	31228.4	31266.5	31226.2	31258.9	3336.0
2019-12-27 06:00:00	YM	Futures	31260.0	31269.8	31250.2	31260.0	3001.0
2019-12-27 07:00:00	YM	Futures	31261.1	31264.3	31248.0	31255.6	1793.0
2019-12-27 08:00:00	YM	Futures	31255.6	31267.6	31226.2	31228.4	3674.0
2019-12-27 09:00:00	YM	Futures	31227.3	31239.3	31143.5	31146.7	18007.0
2019-12-27 10:00:00	YM	Futures	31146.7	31213.2	31142.4	31203.4	15671.0
2019-12-27 11:00:00	YM	Futures	31204.4	31230.6	31204.4	31215.3	8501.0
2019-12-27 12:00:00	YM	Futures	31216.4	31221.9	31197.9	31213.2	7373.0
2019-12-27 13:00:00	YM	Futures	31214.2	31218.6	31188.1	31191.4	6507.0
2019-12-27 14:00:00	YM	Futures	31191.4	31219.7	31191.4	31209.9	6545.0
2019-12-27 15:00:00	YM	Futures	31209.9	31213.2	31133.7	31177.2	18880.0

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