PREVIEW / futures_1hour / 2020-01-24

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-01-24.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
2020-01-24 00:00:00	ES	Futures	3609.3	3609.6	3608.2	3609.6	2923.0
2020-01-24 01:00:00	ES	Futures	3609.6	3609.9	3608.5	3609.0	2151.0
2020-01-24 02:00:00	ES	Futures	3608.8	3608.8	3606.6	3608.0	8110.0
2020-01-24 03:00:00	ES	Futures	3607.7	3617.2	3607.2	3615.6	37646.0
2020-01-24 04:00:00	ES	Futures	3615.6	3616.6	3612.6	3612.8	19487.0
2020-01-24 05:00:00	ES	Futures	3612.8	3614.5	3610.9	3611.5	14229.0
2020-01-24 06:00:00	ES	Futures	3611.2	3614.7	3611.2	3614.5	11826.0
2020-01-24 07:00:00	ES	Futures	3614.7	3615.3	3611.2	3613.1	19978.0
2020-01-24 08:00:00	ES	Futures	3613.1	3614.7	3611.2	3611.8	20498.0
2020-01-24 09:00:00	ES	Futures	3612.0	3613.7	3603.9	3609.0	207080.0
2020-01-24 10:00:00	ES	Futures	3608.8	3609.0	3593.9	3597.4	300415.0
2020-01-24 11:00:00	ES	Futures	3597.7	3601.5	3583.8	3584.4	339483.0
2020-01-24 12:00:00	ES	Futures	3584.4	3584.4	3570.3	3582.2	368359.0
2020-01-24 13:00:00	ES	Futures	3582.2	3582.8	3563.0	3567.9	217826.0
2020-01-24 14:00:00	ES	Futures	3567.9	3569.8	3555.9	3569.5	316072.0
2020-01-24 15:00:00	ES	Futures	3569.5	3576.8	3561.1	3571.1	411887.0
2020-01-24 16:00:00	ES	Futures	3571.1	3574.4	3566.8	3567.3	84084.0
2020-01-24 00:00:00	NQ	Futures	10721.1	10721.39	10717.63	10720.52	1435.0
2020-01-24 01:00:00	NQ	Futures	10720.52	10721.97	10718.5	10718.79	1251.0
2020-01-24 02:00:00	NQ	Futures	10718.5	10718.5	10710.4	10711.27	3975.0
2020-01-24 03:00:00	NQ	Futures	10710.98	10742.5	10707.51	10738.16	15314.0
2020-01-24 04:00:00	NQ	Futures	10738.16	10741.63	10730.93	10731.8	7504.0
2020-01-24 05:00:00	NQ	Futures	10731.51	10734.98	10725.44	10726.59	5180.0
2020-01-24 06:00:00	NQ	Futures	10726.59	10737.58	10726.59	10736.71	4498.0
2020-01-24 07:00:00	NQ	Futures	10737.0	10738.16	10724.57	10727.75	6896.0
2020-01-24 08:00:00	NQ	Futures	10727.46	10735.56	10723.41	10726.88	9779.0
2020-01-24 09:00:00	NQ	Futures	10726.88	10737.87	10706.35	10721.39	63786.0
2020-01-24 10:00:00	NQ	Futures	10721.39	10722.26	10674.54	10691.6	91726.0
2020-01-24 11:00:00	NQ	Futures	10691.89	10706.06	10647.94	10648.81	89361.0
2020-01-24 12:00:00	NQ	Futures	10648.81	10649.96	10597.33	10639.26	111536.0
2020-01-24 13:00:00	NQ	Futures	10639.26	10639.84	10564.08	10584.9	81043.0
2020-01-24 14:00:00	NQ	Futures	10585.19	10590.1	10536.9	10589.24	104802.0
2020-01-24 15:00:00	NQ	Futures	10589.24	10607.74	10556.27	10585.77	111586.0
2020-01-24 16:00:00	NQ	Futures	10586.06	10592.71	10568.13	10568.42	15724.0
2020-01-24 00:00:00	YM	Futures	31753.2	31754.3	31739.0	31752.1	825.0
2020-01-24 01:00:00	YM	Futures	31752.1	31755.4	31741.2	31743.4	710.0
2020-01-24 02:00:00	YM	Futures	31743.4	31746.6	31726.0	31740.1	2222.0
2020-01-24 03:00:00	YM	Futures	31739.0	31827.2	31734.7	31808.7	8711.0
2020-01-24 04:00:00	YM	Futures	31808.7	31816.3	31772.8	31778.2	5788.0
2020-01-24 05:00:00	YM	Futures	31778.2	31791.3	31759.7	31764.1	2824.0
2020-01-24 06:00:00	YM	Futures	31764.1	31802.2	31764.1	31802.2	2382.0
2020-01-24 07:00:00	YM	Futures	31802.2	31810.9	31779.3	31796.7	4431.0
2020-01-24 08:00:00	YM	Futures	31796.7	31821.8	31782.6	31797.8	4517.0
2020-01-24 09:00:00	YM	Futures	31795.6	31835.9	31769.5	31829.4	26495.0
2020-01-24 10:00:00	YM	Futures	31829.4	31831.6	31657.4	31697.6	34431.0
2020-01-24 11:00:00	YM	Futures	31698.7	31753.2	31580.1	31588.8	40266.0
2020-01-24 12:00:00	YM	Futures	31587.7	31604.0	31479.9	31577.9	41030.0
2020-01-24 13:00:00	YM	Futures	31576.8	31579.0	31422.2	31451.6	27583.0
2020-01-24 14:00:00	YM	Futures	31451.6	31516.9	31351.4	31513.6	36767.0
2020-01-24 15:00:00	YM	Futures	31512.6	31581.2	31425.5	31512.6	44704.0

> showing 50 of 1,511 rows — these rows as CSV

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