PREVIEW / futures_1hour / 2020-02-25

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-02-25.parquet
  size:    64 KB
  rows:    1,932

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
2020-02-25 00:00:00	ES	Futures	3525.9	3528.0	3523.4	3527.8	16853.0
2020-02-25 01:00:00	ES	Futures	3527.5	3531.5	3525.3	3531.0	17439.0
2020-02-25 02:00:00	ES	Futures	3530.7	3531.5	3521.2	3529.4	29018.0
2020-02-25 03:00:00	ES	Futures	3529.4	3530.2	3513.1	3515.0	76744.0
2020-02-25 04:00:00	ES	Futures	3515.0	3519.9	3505.8	3506.3	63736.0
2020-02-25 05:00:00	ES	Futures	3506.6	3509.3	3490.6	3501.2	78322.0
2020-02-25 06:00:00	ES	Futures	3501.2	3511.2	3495.5	3504.7	62151.0
2020-02-25 07:00:00	ES	Futures	3505.0	3517.2	3500.4	3515.3	72933.0
2020-02-25 08:00:00	ES	Futures	3515.0	3518.3	3507.2	3513.7	91169.0
2020-02-25 09:00:00	ES	Futures	3513.7	3519.9	3492.0	3503.9	322208.0
2020-02-25 10:00:00	ES	Futures	3503.6	3508.8	3452.7	3467.9	606370.0
2020-02-25 11:00:00	ES	Futures	3467.6	3472.5	3442.7	3463.5	471970.0
2020-02-25 12:00:00	ES	Futures	3463.3	3466.2	3436.4	3438.1	282331.0
2020-02-25 13:00:00	ES	Futures	3437.8	3445.1	3415.6	3415.8	373153.0
2020-02-25 14:00:00	ES	Futures	3416.1	3417.5	3383.3	3406.1	581893.0
2020-02-25 15:00:00	ES	Futures	3405.8	3422.1	3379.0	3390.4	715759.0
2020-02-25 16:00:00	ES	Futures	3390.4	3408.5	3387.1	3402.0	151408.0
2020-02-25 18:00:00	ES	Futures	3401.5	3418.3	3399.0	3416.1	39369.0
2020-02-25 19:00:00	ES	Futures	3416.4	3417.5	3397.4	3397.9	45398.0
2020-02-25 20:00:00	ES	Futures	3397.9	3412.3	3389.5	3404.7	55695.0
2020-02-25 21:00:00	ES	Futures	3404.7	3423.7	3397.7	3417.2	55176.0
2020-02-25 22:00:00	ES	Futures	3417.2	3422.6	3412.0	3416.9	26145.0
2020-02-25 23:00:00	ES	Futures	3416.9	3417.7	3406.9	3414.2	24826.0
2020-02-25 00:00:00	NQ	Futures	10631.46	10642.15	10620.76	10640.71	6534.0
2020-02-25 01:00:00	NQ	Futures	10640.42	10667.31	10633.48	10663.55	9095.0
2020-02-25 02:00:00	NQ	Futures	10663.26	10669.63	10623.65	10661.24	15228.0
2020-02-25 03:00:00	NQ	Futures	10661.53	10662.11	10585.19	10592.42	31179.0
2020-02-25 04:00:00	NQ	Futures	10592.71	10614.97	10559.16	10562.34	21791.0
2020-02-25 05:00:00	NQ	Futures	10562.34	10576.8	10491.5	10535.45	28655.0
2020-02-25 06:00:00	NQ	Futures	10535.45	10580.85	10510.58	10561.48	23648.0
2020-02-25 07:00:00	NQ	Futures	10561.19	10616.42	10544.99	10607.45	27900.0
2020-02-25 08:00:00	NQ	Futures	10607.16	10619.89	10574.49	10600.8	34136.0
2020-02-25 09:00:00	NQ	Futures	10601.38	10631.17	10518.68	10560.61	122092.0
2020-02-25 10:00:00	NQ	Futures	10560.61	10579.11	10393.18	10441.76	194697.0
2020-02-25 11:00:00	NQ	Futures	10440.89	10461.71	10342.86	10449.85	152627.0
2020-02-25 12:00:00	NQ	Futures	10449.57	10466.63	10367.73	10374.96	99513.0
2020-02-25 13:00:00	NQ	Futures	10374.67	10402.72	10306.42	10307.0	126390.0
2020-02-25 14:00:00	NQ	Futures	10306.71	10314.23	10204.92	10286.18	171344.0
2020-02-25 15:00:00	NQ	Futures	10286.47	10345.17	10190.47	10224.88	159622.0
2020-02-25 16:00:00	NQ	Futures	10224.3	10288.21	10214.18	10264.21	21433.0
2020-02-25 18:00:00	NQ	Futures	10257.84	10324.93	10253.22	10319.15	15040.0
2020-02-25 19:00:00	NQ	Futures	10319.44	10322.33	10255.53	10257.55	22101.0
2020-02-25 20:00:00	NQ	Futures	10257.84	10311.92	10225.46	10284.16	21082.0
2020-02-25 21:00:00	NQ	Futures	10283.87	10350.38	10256.69	10326.96	20456.0
2020-02-25 22:00:00	NQ	Futures	10327.53	10346.62	10303.24	10323.2	12958.0
2020-02-25 23:00:00	NQ	Futures	10322.91	10328.11	10286.47	10315.39	11518.0
2020-02-25 00:00:00	YM	Futures	30661.2	30699.3	30652.5	30697.1	3022.0
2020-02-25 01:00:00	YM	Futures	30696.0	30723.2	30673.1	30716.7	3813.0
2020-02-25 02:00:00	YM	Futures	30715.6	30722.1	30623.1	30700.4	6297.0
2020-02-25 03:00:00	YM	Futures	30701.4	30711.2	30555.6	30576.2	18440.0

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