PREVIEW / futures_1hour / 2020-01-03

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-01-03.parquet
  size:    52 KB
  rows:    1,511

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
2020-01-03 00:00:00	ES	Futures	3508.8	3510.1	3501.7	3504.4	14693.0
2020-01-03 01:00:00	ES	Futures	3504.7	3506.1	3502.3	3505.5	10400.0
2020-01-03 02:00:00	ES	Futures	3505.5	3506.6	3497.1	3497.9	30157.0
2020-01-03 03:00:00	ES	Futures	3497.9	3502.3	3493.1	3498.2	43317.0
2020-01-03 04:00:00	ES	Futures	3498.2	3498.8	3490.9	3493.9	30973.0
2020-01-03 05:00:00	ES	Futures	3493.9	3496.9	3476.0	3481.1	44182.0
2020-01-03 06:00:00	ES	Futures	3480.9	3488.2	3479.2	3484.7	32359.0
2020-01-03 07:00:00	ES	Futures	3484.4	3495.0	3484.1	3494.4	33785.0
2020-01-03 08:00:00	ES	Futures	3494.1	3503.4	3493.9	3498.2	51476.0
2020-01-03 09:00:00	ES	Futures	3498.2	3511.5	3490.6	3509.1	261956.0
2020-01-03 10:00:00	ES	Futures	3509.1	3512.8	3501.2	3506.3	224486.0
2020-01-03 11:00:00	ES	Futures	3506.3	3514.5	3502.0	3513.4	119431.0
2020-01-03 12:00:00	ES	Futures	3513.1	3518.8	3513.1	3516.1	93813.0
2020-01-03 13:00:00	ES	Futures	3516.1	3517.7	3504.4	3511.2	129554.0
2020-01-03 14:00:00	ES	Futures	3511.2	3515.3	3507.2	3514.2	71698.0
2020-01-03 15:00:00	ES	Futures	3514.2	3517.7	3505.5	3505.8	276641.0
2020-01-03 16:00:00	ES	Futures	3505.5	3509.1	3505.3	3507.2	71838.0
2020-01-03 00:00:00	NQ	Futures	10213.89	10218.23	10186.13	10200.01	10263.0
2020-01-03 01:00:00	NQ	Futures	10200.59	10202.32	10188.15	10199.72	6236.0
2020-01-03 02:00:00	NQ	Futures	10199.14	10207.24	10169.36	10170.8	14540.0
2020-01-03 03:00:00	NQ	Futures	10170.51	10184.39	10155.19	10172.83	17998.0
2020-01-03 04:00:00	NQ	Futures	10173.4	10174.56	10135.81	10151.43	17811.0
2020-01-03 05:00:00	NQ	Futures	10151.14	10160.39	10104.0	10116.44	20241.0
2020-01-03 06:00:00	NQ	Futures	10116.44	10138.13	10110.08	10128.58	15370.0
2020-01-03 07:00:00	NQ	Futures	10128.58	10160.68	10128.0	10151.72	14777.0
2020-01-03 08:00:00	NQ	Futures	10151.72	10187.57	10150.56	10168.49	25964.0
2020-01-03 09:00:00	NQ	Futures	10168.49	10226.03	10142.75	10208.39	88328.0
2020-01-03 10:00:00	NQ	Futures	10208.11	10222.28	10184.68	10201.17	74373.0
2020-01-03 11:00:00	NQ	Futures	10201.45	10222.28	10185.26	10218.52	39835.0
2020-01-03 12:00:00	NQ	Futures	10218.52	10250.32	10217.65	10240.78	37568.0
2020-01-03 13:00:00	NQ	Futures	10240.78	10243.67	10196.54	10218.23	44528.0
2020-01-03 14:00:00	NQ	Futures	10218.23	10228.93	10204.64	10226.03	29549.0
2020-01-03 15:00:00	NQ	Futures	10225.75	10235.58	10189.89	10190.18	57431.0
2020-01-03 16:00:00	NQ	Futures	10190.18	10197.41	10184.97	10192.49	11991.0
2020-01-03 00:00:00	YM	Futures	31211.0	31219.7	31153.3	31179.4	3874.0
2020-01-03 01:00:00	YM	Futures	31180.5	31189.2	31158.7	31185.9	2219.0
2020-01-03 02:00:00	YM	Futures	31184.8	31188.1	31098.8	31107.5	8117.0
2020-01-03 03:00:00	YM	Futures	31106.5	31151.1	31058.6	31115.2	12461.0
2020-01-03 04:00:00	YM	Futures	31116.3	31121.7	31068.4	31097.7	7899.0
2020-01-03 05:00:00	YM	Futures	31098.8	31119.5	30954.0	30987.8	11812.0
2020-01-03 06:00:00	YM	Futures	30988.9	31036.8	30975.8	31013.9	7689.0
2020-01-03 07:00:00	YM	Futures	31013.9	31105.4	31011.7	31102.1	7145.0
2020-01-03 08:00:00	YM	Futures	31102.1	31174.0	31099.9	31123.9	11342.0
2020-01-03 09:00:00	YM	Futures	31122.8	31211.0	31022.6	31183.8	35515.0
2020-01-03 10:00:00	YM	Futures	31182.7	31184.8	31107.5	31131.5	26118.0
2020-01-03 11:00:00	YM	Futures	31132.6	31193.6	31084.7	31187.0	16202.0
2020-01-03 12:00:00	YM	Futures	31185.9	31230.6	31183.8	31207.7	11562.0
2020-01-03 13:00:00	YM	Futures	31208.8	31221.9	31104.3	31160.9	13770.0
2020-01-03 14:00:00	YM	Futures	31160.9	31203.4	31129.3	31199.0	9870.0
2020-01-03 15:00:00	YM	Futures	31199.0	31225.1	31125.0	31132.6	23285.0

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