PREVIEW / futures_1hour / 2020-01-06

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-01-06.parquet
  size:    60 KB
  rows:    1,865

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
2020-01-06 00:00:00	ES	Futures	3499.3	3500.1	3496.9	3497.7	8414.0
2020-01-06 01:00:00	ES	Futures	3497.4	3498.2	3491.4	3494.4	13709.0
2020-01-06 02:00:00	ES	Futures	3494.7	3499.8	3493.6	3493.9	20148.0
2020-01-06 03:00:00	ES	Futures	3493.9	3496.3	3478.2	3478.7	58676.0
2020-01-06 04:00:00	ES	Futures	3478.7	3484.9	3478.2	3483.9	35154.0
2020-01-06 05:00:00	ES	Futures	3484.1	3487.1	3482.8	3486.6	20477.0
2020-01-06 06:00:00	ES	Futures	3486.3	3488.2	3484.4	3486.8	16147.0
2020-01-06 07:00:00	ES	Futures	3487.1	3493.3	3486.8	3491.7	21589.0
2020-01-06 08:00:00	ES	Futures	3491.7	3491.7	3485.2	3488.2	28519.0
2020-01-06 09:00:00	ES	Futures	3488.2	3498.2	3483.0	3496.3	234187.0
2020-01-06 10:00:00	ES	Futures	3496.3	3506.3	3495.2	3503.4	195567.0
2020-01-06 11:00:00	ES	Futures	3503.6	3507.2	3501.7	3503.9	117171.0
2020-01-06 12:00:00	ES	Futures	3503.9	3506.6	3502.5	3505.3	68955.0
2020-01-06 13:00:00	ES	Futures	3505.3	3510.7	3504.7	3509.1	81086.0
2020-01-06 14:00:00	ES	Futures	3509.1	3513.9	3507.4	3511.8	88568.0
2020-01-06 15:00:00	ES	Futures	3511.8	3520.2	3510.7	3519.1	260409.0
2020-01-06 16:00:00	ES	Futures	3519.1	3522.3	3514.5	3515.0	79263.0
2020-01-06 18:00:00	ES	Futures	3515.8	3517.2	3513.9	3514.7	8572.0
2020-01-06 19:00:00	ES	Futures	3514.7	3521.5	3514.2	3519.6	15402.0
2020-01-06 20:00:00	ES	Futures	3519.6	3522.3	3518.8	3521.2	12049.0
2020-01-06 21:00:00	ES	Futures	3521.2	3524.5	3521.0	3521.8	12974.0
2020-01-06 22:00:00	ES	Futures	3522.1	3522.6	3520.7	3521.8	5688.0
2020-01-06 23:00:00	ES	Futures	3522.1	3526.7	3522.1	3524.8	8419.0
2020-01-06 00:00:00	NQ	Futures	10165.02	10167.04	10156.05	10157.21	4648.0
2020-01-06 01:00:00	NQ	Futures	10156.92	10159.52	10135.81	10148.25	7782.0
2020-01-06 02:00:00	NQ	Futures	10148.25	10167.33	10144.2	10145.36	9386.0
2020-01-06 03:00:00	NQ	Futures	10145.36	10154.9	10093.59	10096.48	23834.0
2020-01-06 04:00:00	NQ	Futures	10096.77	10111.52	10089.83	10108.63	16274.0
2020-01-06 05:00:00	NQ	Futures	10108.63	10120.2	10104.87	10117.59	9159.0
2020-01-06 06:00:00	NQ	Futures	10117.88	10123.38	10108.63	10118.75	7427.0
2020-01-06 07:00:00	NQ	Futures	10119.33	10139.86	10119.33	10134.37	8694.0
2020-01-06 08:00:00	NQ	Futures	10134.37	10134.66	10110.37	10122.8	12802.0
2020-01-06 09:00:00	NQ	Futures	10122.51	10179.48	10096.77	10176.01	78470.0
2020-01-06 10:00:00	NQ	Futures	10175.72	10213.6	10169.93	10206.37	65205.0
2020-01-06 11:00:00	NQ	Futures	10206.37	10221.12	10199.43	10205.79	36271.0
2020-01-06 12:00:00	NQ	Futures	10205.79	10206.66	10192.49	10204.64	26021.0
2020-01-06 13:00:00	NQ	Futures	10204.64	10220.83	10203.48	10214.47	22874.0
2020-01-06 14:00:00	NQ	Futures	10214.47	10232.69	10208.39	10225.46	24633.0
2020-01-06 15:00:00	NQ	Futures	10225.46	10255.53	10220.54	10252.35	46060.0
2020-01-06 16:00:00	NQ	Futures	10252.64	10263.34	10230.08	10239.63	18087.0
2020-01-06 18:00:00	NQ	Futures	10240.49	10247.14	10232.4	10235.58	3358.0
2020-01-06 19:00:00	NQ	Futures	10235.58	10260.74	10234.13	10253.51	7238.0
2020-01-06 20:00:00	NQ	Futures	10253.51	10267.39	10251.19	10262.18	7036.0
2020-01-06 21:00:00	NQ	Futures	10262.18	10274.9	10261.89	10264.78	6128.0
2020-01-06 22:00:00	NQ	Futures	10265.07	10265.65	10259.0	10262.76	3391.0
2020-01-06 23:00:00	NQ	Futures	10263.05	10282.71	10262.76	10274.04	6068.0
2020-01-06 00:00:00	YM	Futures	31060.7	31065.1	31032.4	31042.2	1914.0
2020-01-06 01:00:00	YM	Futures	31042.2	31046.6	30990.0	31011.7	2802.0
2020-01-06 02:00:00	YM	Futures	31011.7	31056.4	30999.8	31003.0	5583.0
2020-01-06 03:00:00	YM	Futures	31003.0	31028.1	30866.9	30871.3	14622.0

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