PREVIEW / futures_1hour / 2020-01-23

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-01-23.parquet
  size:    60 KB
  rows:    1,886

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
2020-01-23 00:00:00	ES	Futures	3594.4	3594.7	3590.3	3591.4	14438.0
2020-01-23 01:00:00	ES	Futures	3591.4	3593.1	3590.1	3592.0	7232.0
2020-01-23 02:00:00	ES	Futures	3592.0	3599.6	3591.4	3598.2	17921.0
2020-01-23 03:00:00	ES	Futures	3598.2	3599.0	3594.1	3595.8	24350.0
2020-01-23 04:00:00	ES	Futures	3595.5	3598.2	3595.2	3596.3	15413.0
2020-01-23 05:00:00	ES	Futures	3596.0	3599.6	3596.0	3599.0	11176.0
2020-01-23 06:00:00	ES	Futures	3599.0	3600.1	3597.1	3599.0	10427.0
2020-01-23 07:00:00	ES	Futures	3599.0	3599.8	3592.8	3593.9	23290.0
2020-01-23 08:00:00	ES	Futures	3594.1	3596.3	3591.2	3592.0	36300.0
2020-01-23 09:00:00	ES	Futures	3592.0	3594.1	3578.4	3588.2	308978.0
2020-01-23 10:00:00	ES	Futures	3587.9	3593.6	3585.5	3587.9	234032.0
2020-01-23 11:00:00	ES	Futures	3587.9	3589.0	3580.3	3586.3	189873.0
2020-01-23 12:00:00	ES	Futures	3586.6	3592.0	3584.7	3587.9	141998.0
2020-01-23 13:00:00	ES	Futures	3587.9	3597.9	3586.8	3597.7	147159.0
2020-01-23 14:00:00	ES	Futures	3597.9	3603.6	3597.1	3603.4	135237.0
2020-01-23 15:00:00	ES	Futures	3603.4	3606.3	3600.4	3604.4	201021.0
2020-01-23 16:00:00	ES	Futures	3604.2	3606.3	3603.6	3605.3	55914.0
2020-01-23 18:00:00	ES	Futures	3605.8	3611.8	3605.0	3610.1	15335.0
2020-01-23 19:00:00	ES	Futures	3610.1	3610.4	3606.3	3606.6	10576.0
2020-01-23 20:00:00	ES	Futures	3606.6	3608.8	3604.2	3606.6	9799.0
2020-01-23 21:00:00	ES	Futures	3606.6	3607.7	3605.3	3607.4	5096.0
2020-01-23 22:00:00	ES	Futures	3607.2	3608.0	3606.6	3607.2	3541.0
2020-01-23 23:00:00	ES	Futures	3607.2	3610.1	3607.2	3609.6	3970.0
2020-01-23 00:00:00	NQ	Futures	10628.27	10629.14	10611.21	10613.53	7728.0
2020-01-23 01:00:00	NQ	Futures	10613.53	10622.49	10611.79	10617.58	5277.0
2020-01-23 02:00:00	NQ	Futures	10617.58	10647.94	10616.13	10641.87	9724.0
2020-01-23 03:00:00	NQ	Futures	10641.58	10645.62	10627.41	10636.08	10461.0
2020-01-23 04:00:00	NQ	Futures	10636.08	10640.13	10629.43	10633.77	7463.0
2020-01-23 05:00:00	NQ	Futures	10633.77	10649.67	10633.19	10647.36	5749.0
2020-01-23 06:00:00	NQ	Futures	10647.36	10651.12	10638.97	10644.76	4834.0
2020-01-23 07:00:00	NQ	Futures	10644.76	10654.01	10632.03	10636.08	10686.0
2020-01-23 08:00:00	NQ	Futures	10636.08	10645.34	10624.8	10628.85	18283.0
2020-01-23 09:00:00	NQ	Futures	10629.14	10642.73	10585.77	10629.72	108178.0
2020-01-23 10:00:00	NQ	Futures	10629.14	10658.93	10622.78	10629.43	86481.0
2020-01-23 11:00:00	NQ	Futures	10629.43	10637.82	10613.53	10633.19	67578.0
2020-01-23 12:00:00	NQ	Futures	10633.19	10649.38	10625.96	10630.01	49535.0
2020-01-23 13:00:00	NQ	Futures	10630.01	10657.77	10624.52	10655.46	46792.0
2020-01-23 14:00:00	NQ	Futures	10655.75	10672.23	10651.99	10671.07	45323.0
2020-01-23 15:00:00	NQ	Futures	10671.36	10680.61	10660.95	10673.39	57457.0
2020-01-23 16:00:00	NQ	Futures	10673.39	10703.46	10672.52	10700.86	19722.0
2020-01-23 18:00:00	NQ	Futures	10701.72	10725.44	10699.12	10722.54	8495.0
2020-01-23 19:00:00	NQ	Futures	10722.54	10723.7	10711.85	10713.0	4582.0
2020-01-23 20:00:00	NQ	Futures	10712.71	10721.1	10703.46	10711.85	5913.0
2020-01-23 21:00:00	NQ	Futures	10711.56	10717.92	10706.35	10715.89	3846.0
2020-01-23 22:00:00	NQ	Futures	10715.89	10717.34	10711.27	10713.58	2184.0
2020-01-23 23:00:00	NQ	Futures	10713.87	10722.83	10713.29	10721.1	2591.0
2020-01-23 00:00:00	YM	Futures	31680.2	31680.2	31642.1	31649.7	2585.0
2020-01-23 01:00:00	YM	Futures	31650.8	31667.2	31642.1	31658.5	1685.0
2020-01-23 02:00:00	YM	Futures	31658.5	31722.7	31654.1	31704.2	4675.0
2020-01-23 03:00:00	YM	Futures	31704.2	31714.0	31668.3	31678.0	5272.0

> showing 50 of 1,886 rows — these rows as CSV

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