PREVIEW / futures_1hour / 2020-01-02

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-01-02.parquet
  size:    60 KB
  rows:    1,826

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
2020-01-02 00:00:00	ES	Futures	3511.8	3512.3	3510.4	3512.3	3241.0
2020-01-02 01:00:00	ES	Futures	3512.3	3512.6	3511.2	3512.0	2555.0
2020-01-02 02:00:00	ES	Futures	3512.3	3515.8	3512.0	3515.3	10426.0
2020-01-02 03:00:00	ES	Futures	3515.3	3520.7	3514.5	3519.9	31828.0
2020-01-02 04:00:00	ES	Futures	3519.9	3522.6	3519.6	3522.1	21826.0
2020-01-02 05:00:00	ES	Futures	3522.1	3524.0	3521.5	3522.9	13471.0
2020-01-02 06:00:00	ES	Futures	3522.9	3523.4	3519.9	3520.2	11616.0
2020-01-02 07:00:00	ES	Futures	3520.2	3522.3	3519.9	3522.3	11974.0
2020-01-02 08:00:00	ES	Futures	3522.1	3524.8	3522.1	3524.0	19011.0
2020-01-02 09:00:00	ES	Futures	3524.2	3524.5	3517.5	3522.3	224841.0
2020-01-02 10:00:00	ES	Futures	3522.3	3522.6	3508.2	3515.3	262072.0
2020-01-02 11:00:00	ES	Futures	3515.0	3516.1	3507.2	3512.8	130482.0
2020-01-02 12:00:00	ES	Futures	3513.1	3517.2	3511.5	3516.1	81752.0
2020-01-02 13:00:00	ES	Futures	3516.4	3516.4	3511.8	3514.2	69310.0
2020-01-02 14:00:00	ES	Futures	3514.2	3521.8	3513.7	3521.0	80775.0
2020-01-02 15:00:00	ES	Futures	3521.0	3532.4	3520.4	3532.1	258258.0
2020-01-02 16:00:00	ES	Futures	3532.1	3535.6	3530.7	3535.3	83997.0
2020-01-02 18:00:00	ES	Futures	3534.8	3537.5	3534.5	3535.1	7440.0
2020-01-02 19:00:00	ES	Futures	3534.8	3536.7	3534.3	3535.3	6366.0
2020-01-02 20:00:00	ES	Futures	3535.1	3536.7	3525.3	3526.4	17581.0
2020-01-02 21:00:00	ES	Futures	3526.4	3527.8	3506.6	3510.4	66154.0
2020-01-02 22:00:00	ES	Futures	3510.4	3512.6	3502.3	3506.6	30288.0
2020-01-02 23:00:00	ES	Futures	3506.6	3512.0	3505.3	3508.5	13865.0
2020-01-02 00:00:00	NQ	Futures	10164.73	10166.75	10159.81	10166.18	1639.0
2020-01-02 01:00:00	NQ	Futures	10166.18	10167.04	10161.55	10165.6	2057.0
2020-01-02 02:00:00	NQ	Futures	10165.31	10178.9	10165.31	10173.98	5851.0
2020-01-02 03:00:00	NQ	Futures	10173.98	10189.02	10170.51	10185.55	11204.0
2020-01-02 04:00:00	NQ	Futures	10185.55	10197.98	10183.82	10196.54	7765.0
2020-01-02 05:00:00	NQ	Futures	10196.54	10204.35	10195.38	10199.72	5082.0
2020-01-02 06:00:00	NQ	Futures	10199.72	10200.01	10187.86	10188.44	5236.0
2020-01-02 07:00:00	NQ	Futures	10188.73	10200.88	10187.86	10200.3	4874.0
2020-01-02 08:00:00	NQ	Futures	10200.3	10214.76	10199.43	10211.86	8602.0
2020-01-02 09:00:00	NQ	Futures	10211.86	10239.63	10196.54	10234.42	72161.0
2020-01-02 10:00:00	NQ	Futures	10234.42	10236.44	10181.5	10212.15	75673.0
2020-01-02 11:00:00	NQ	Futures	10212.15	10218.23	10184.97	10212.73	44470.0
2020-01-02 12:00:00	NQ	Futures	10212.73	10231.82	10209.84	10230.08	28135.0
2020-01-02 13:00:00	NQ	Futures	10230.08	10230.95	10219.09	10230.37	23446.0
2020-01-02 14:00:00	NQ	Futures	10230.37	10252.93	10229.5	10251.19	29561.0
2020-01-02 15:00:00	NQ	Futures	10251.19	10282.42	10250.61	10281.84	48834.0
2020-01-02 16:00:00	NQ	Futures	10281.84	10296.3	10276.64	10295.73	13960.0
2020-01-02 18:00:00	NQ	Futures	10289.36	10302.95	10289.36	10292.54	3991.0
2020-01-02 19:00:00	NQ	Futures	10292.54	10299.2	10290.81	10297.17	3022.0
2020-01-02 20:00:00	NQ	Futures	10296.88	10302.09	10259.87	10264.21	9228.0
2020-01-02 21:00:00	NQ	Futures	10264.21	10268.83	10215.62	10222.56	27834.0
2020-01-02 22:00:00	NQ	Futures	10221.7	10224.88	10182.08	10204.92	15600.0
2020-01-02 23:00:00	NQ	Futures	10205.21	10222.56	10199.43	10213.89	7834.0
2020-01-02 00:00:00	YM	Futures	31131.5	31136.9	31119.5	31134.8	832.0
2020-01-02 01:00:00	YM	Futures	31134.8	31136.9	31125.0	31132.6	690.0
2020-01-02 02:00:00	YM	Futures	31132.6	31167.4	31132.6	31164.2	3296.0
2020-01-02 03:00:00	YM	Futures	31164.2	31217.5	31154.4	31205.5	9266.0

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