PREVIEW / futures_1hour / 2020-02-04

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-02-04.parquet
  size:    63 KB
  rows:    1,936

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
2020-02-04 00:00:00	ES	Futures	3537.5	3543.2	3536.7	3540.8	20023.0
2020-02-04 01:00:00	ES	Futures	3541.0	3547.3	3540.5	3545.1	13479.0
2020-02-04 02:00:00	ES	Futures	3545.1	3546.4	3537.8	3544.0	17818.0
2020-02-04 03:00:00	ES	Futures	3544.3	3558.4	3542.7	3554.6	62434.0
2020-02-04 04:00:00	ES	Futures	3554.3	3560.5	3552.1	3559.2	27391.0
2020-02-04 05:00:00	ES	Futures	3559.2	3560.0	3553.8	3554.0	19958.0
2020-02-04 06:00:00	ES	Futures	3554.3	3558.9	3553.2	3556.2	25541.0
2020-02-04 07:00:00	ES	Futures	3556.5	3564.3	3554.6	3564.1	41287.0
2020-02-04 08:00:00	ES	Futures	3563.8	3566.0	3560.5	3565.1	55477.0
2020-02-04 09:00:00	ES	Futures	3565.1	3571.4	3557.8	3569.2	268780.0
2020-02-04 10:00:00	ES	Futures	3568.9	3576.0	3564.1	3571.7	252050.0
2020-02-04 11:00:00	ES	Futures	3571.4	3581.9	3570.3	3578.2	162029.0
2020-02-04 12:00:00	ES	Futures	3578.4	3581.4	3577.1	3580.1	93452.0
2020-02-04 13:00:00	ES	Futures	3580.1	3580.9	3573.0	3578.7	68945.0
2020-02-04 14:00:00	ES	Futures	3579.0	3582.8	3577.3	3579.5	76252.0
2020-02-04 15:00:00	ES	Futures	3579.8	3581.4	3570.6	3572.7	220910.0
2020-02-04 16:00:00	ES	Futures	3573.0	3580.1	3570.8	3577.3	96204.0
2020-02-04 18:00:00	ES	Futures	3577.3	3577.9	3570.3	3570.6	17721.0
2020-02-04 19:00:00	ES	Futures	3570.6	3575.2	3567.0	3568.7	21423.0
2020-02-04 20:00:00	ES	Futures	3568.7	3574.9	3564.3	3574.4	25799.0
2020-02-04 21:00:00	ES	Futures	3574.4	3574.4	3568.9	3568.9	15624.0
2020-02-04 22:00:00	ES	Futures	3569.2	3571.7	3566.5	3570.3	9687.0
2020-02-04 23:00:00	ES	Futures	3570.3	3572.7	3569.5	3571.9	4839.0
2020-02-04 00:00:00	NQ	Futures	10611.5	10625.38	10606.88	10618.73	7056.0
2020-02-04 01:00:00	NQ	Futures	10618.44	10638.68	10615.26	10630.01	5023.0
2020-02-04 02:00:00	NQ	Futures	10629.72	10638.11	10605.72	10627.12	7746.0
2020-02-04 03:00:00	NQ	Futures	10627.12	10673.96	10621.33	10662.11	21083.0
2020-02-04 04:00:00	NQ	Futures	10661.82	10684.08	10654.88	10679.46	11794.0
2020-02-04 05:00:00	NQ	Futures	10679.75	10683.8	10665.87	10665.87	6867.0
2020-02-04 06:00:00	NQ	Futures	10666.16	10682.35	10660.37	10674.25	9054.0
2020-02-04 07:00:00	NQ	Futures	10674.54	10708.66	10665.29	10707.51	16898.0
2020-02-04 08:00:00	NQ	Futures	10707.22	10716.18	10696.81	10713.29	17635.0
2020-02-04 09:00:00	NQ	Futures	10712.71	10729.49	10672.81	10717.63	89627.0
2020-02-04 10:00:00	NQ	Futures	10717.92	10752.33	10702.01	10740.18	79748.0
2020-02-04 11:00:00	NQ	Futures	10739.9	10791.08	10738.16	10785.01	60211.0
2020-02-04 12:00:00	NQ	Futures	10785.3	10795.42	10779.8	10791.08	36673.0
2020-02-04 13:00:00	NQ	Futures	10791.08	10798.6	10769.39	10796.57	29110.0
2020-02-04 14:00:00	NQ	Futures	10796.86	10819.42	10794.26	10813.35	33980.0
2020-02-04 15:00:00	NQ	Futures	10813.35	10826.36	10793.68	10804.38	53365.0
2020-02-04 16:00:00	NQ	Futures	10804.09	10837.35	10796.28	10826.94	17298.0
2020-02-04 18:00:00	NQ	Futures	10823.18	10832.43	10799.75	10801.49	6660.0
2020-02-04 19:00:00	NQ	Futures	10801.2	10819.71	10787.32	10791.66	12876.0
2020-02-04 20:00:00	NQ	Futures	10791.95	10817.39	10778.64	10813.63	12737.0
2020-02-04 21:00:00	NQ	Futures	10813.92	10814.21	10794.84	10795.13	8618.0
2020-02-04 22:00:00	NQ	Futures	10795.42	10805.54	10787.03	10800.62	5143.0
2020-02-04 23:00:00	NQ	Futures	10800.33	10812.19	10799.47	10809.01	2993.0
2020-02-04 00:00:00	YM	Futures	31053.1	31097.7	31042.2	31077.1	4578.0
2020-02-04 01:00:00	YM	Futures	31076.0	31130.4	31072.7	31111.9	3396.0
2020-02-04 02:00:00	YM	Futures	31111.9	31123.9	31047.7	31098.8	4735.0
2020-02-04 03:00:00	YM	Futures	31097.7	31218.6	31083.6	31187.0	11707.0

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