PREVIEW / futures_1hour / 2020-01-31

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-01-31.parquet
  size:    53 KB
  rows:    1,533

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
2020-01-31 00:00:00	ES	Futures	3571.4	3573.0	3566.5	3566.5	8773.0
2020-01-31 01:00:00	ES	Futures	3566.5	3566.8	3561.1	3564.1	14202.0
2020-01-31 02:00:00	ES	Futures	3564.1	3565.1	3557.3	3558.1	23567.0
2020-01-31 03:00:00	ES	Futures	3557.8	3559.7	3553.5	3554.0	37190.0
2020-01-31 04:00:00	ES	Futures	3554.3	3556.2	3549.7	3553.0	32896.0
2020-01-31 05:00:00	ES	Futures	3552.7	3554.0	3539.9	3547.0	59481.0
2020-01-31 06:00:00	ES	Futures	3546.7	3550.8	3544.3	3548.6	39636.0
2020-01-31 07:00:00	ES	Futures	3548.6	3555.9	3548.3	3552.1	45131.0
2020-01-31 08:00:00	ES	Futures	3552.1	3553.0	3547.3	3551.9	53362.0
2020-01-31 09:00:00	ES	Futures	3551.9	3555.4	3533.4	3540.2	299251.0
2020-01-31 10:00:00	ES	Futures	3539.9	3540.2	3515.3	3517.5	395537.0
2020-01-31 11:00:00	ES	Futures	3517.5	3521.8	3503.1	3519.1	432300.0
2020-01-31 12:00:00	ES	Futures	3519.1	3519.1	3497.1	3503.6	319797.0
2020-01-31 13:00:00	ES	Futures	3503.4	3508.8	3492.5	3501.2	237848.0
2020-01-31 14:00:00	ES	Futures	3501.2	3509.6	3497.9	3501.2	231393.0
2020-01-31 15:00:00	ES	Futures	3501.5	3504.2	3482.5	3493.1	561761.0
2020-01-31 16:00:00	ES	Futures	3493.1	3500.4	3492.0	3497.9	152670.0
2020-01-31 00:00:00	NQ	Futures	10688.71	10692.18	10667.6	10668.18	3237.0
2020-01-31 01:00:00	NQ	Futures	10667.89	10669.05	10654.59	10666.45	5604.0
2020-01-31 02:00:00	NQ	Futures	10666.73	10667.89	10631.46	10632.9	9979.0
2020-01-31 03:00:00	NQ	Futures	10632.9	10640.42	10615.55	10619.02	14372.0
2020-01-31 04:00:00	NQ	Futures	10619.02	10625.38	10603.98	10614.39	10722.0
2020-01-31 05:00:00	NQ	Futures	10613.82	10619.6	10569.86	10593.28	18402.0
2020-01-31 06:00:00	NQ	Futures	10593.0	10611.79	10587.21	10608.32	13055.0
2020-01-31 07:00:00	NQ	Futures	10608.61	10641.0	10608.32	10624.8	17226.0
2020-01-31 08:00:00	NQ	Futures	10624.8	10633.19	10606.01	10626.25	19055.0
2020-01-31 09:00:00	NQ	Futures	10626.54	10642.73	10529.09	10560.32	107229.0
2020-01-31 10:00:00	NQ	Futures	10558.87	10559.74	10470.96	10482.53	124182.0
2020-01-31 11:00:00	NQ	Futures	10482.24	10499.01	10424.41	10493.52	132716.0
2020-01-31 12:00:00	NQ	Futures	10493.52	10493.81	10427.59	10452.17	90227.0
2020-01-31 13:00:00	NQ	Futures	10451.59	10466.92	10405.9	10436.26	75147.0
2020-01-31 14:00:00	NQ	Futures	10436.26	10463.45	10423.83	10438.0	66788.0
2020-01-31 15:00:00	NQ	Futures	10438.29	10448.41	10370.91	10404.74	119411.0
2020-01-31 16:00:00	NQ	Futures	10404.74	10432.21	10400.98	10425.56	15203.0
2020-01-31 00:00:00	YM	Futures	31403.7	31416.8	31363.4	31363.4	1784.0
2020-01-31 01:00:00	YM	Futures	31363.4	31364.5	31320.9	31344.9	3206.0
2020-01-31 02:00:00	YM	Futures	31346.0	31360.1	31286.1	31299.2	5018.0
2020-01-31 03:00:00	YM	Futures	31298.1	31307.9	31254.5	31264.3	8495.0
2020-01-31 04:00:00	YM	Futures	31263.2	31283.9	31217.5	31248.0	6463.0
2020-01-31 05:00:00	YM	Futures	31246.9	31257.8	31120.6	31189.2	12518.0
2020-01-31 06:00:00	YM	Futures	31188.1	31226.2	31145.7	31200.1	11796.0
2020-01-31 07:00:00	YM	Futures	31201.2	31260.0	31200.1	31229.5	7880.0
2020-01-31 08:00:00	YM	Futures	31230.6	31230.6	31167.4	31192.5	9184.0
2020-01-31 09:00:00	YM	Futures	31193.6	31225.1	31052.0	31107.5	35961.0
2020-01-31 10:00:00	YM	Futures	31108.6	31108.6	30922.5	30941.0	49152.0
2020-01-31 11:00:00	YM	Futures	30941.0	30982.3	30827.7	30948.6	47238.0
2020-01-31 12:00:00	YM	Futures	30947.5	30948.6	30762.4	30809.2	34148.0
2020-01-31 13:00:00	YM	Futures	30808.1	30850.6	30702.5	30765.7	26949.0
2020-01-31 14:00:00	YM	Futures	30765.7	30819.0	30726.5	30753.7	26238.0
2020-01-31 15:00:00	YM	Futures	30753.7	30774.4	30599.1	30684.0	48318.0

> showing 50 of 1,533 rows — these rows as CSV

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