PREVIEW / futures_1hour / 2020-03-20

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-03-20.parquet
  size:    55 KB
  rows:    1,513

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
2020-03-20 00:00:00	ES	Futures	2603.92	2643.98	2602.55	2630.54	21601.0
2020-03-20 01:00:00	ES	Futures	2630.54	2631.08	2613.25	2621.21	15369.0
2020-03-20 02:00:00	ES	Futures	2620.93	2676.09	2620.38	2674.99	23065.0
2020-03-20 03:00:00	ES	Futures	2674.99	2700.24	2658.25	2699.69	41740.0
2020-03-20 04:00:00	ES	Futures	2699.69	2739.75	2690.63	2729.87	65930.0
2020-03-20 05:00:00	ES	Futures	2729.87	2743.05	2715.6	2736.73	40067.0
2020-03-20 06:00:00	ES	Futures	2736.73	2741.12	2696.94	2704.35	44014.0
2020-03-20 07:00:00	ES	Futures	2704.35	2704.35	2661.82	2684.32	61516.0
2020-03-20 08:00:00	ES	Futures	2684.6	2696.94	2637.94	2639.04	78481.0
2020-03-20 09:00:00	ES	Futures	2639.04	2668.95	2591.57	2620.11	329221.0
2020-03-20 10:00:00	ES	Futures	2619.83	2680.2	2616.54	2676.09	285904.0
2020-03-20 11:00:00	ES	Futures	2676.09	2681.03	2605.84	2617.91	313842.0
2020-03-20 12:00:00	ES	Futures	2617.64	2623.4	2567.97	2602.55	278345.0
2020-03-20 13:00:00	ES	Futures	2602.55	2628.34	2591.02	2606.94	178368.0
2020-03-20 14:00:00	ES	Futures	2606.66	2619.56	2533.94	2545.74	235199.0
2020-03-20 15:00:00	ES	Futures	2545.74	2574.28	2503.48	2507.32	553303.0
2020-03-20 16:00:00	ES	Futures	2507.32	2523.79	2480.71	2487.84	165608.0
2020-03-20 00:00:00	NQ	Futures	8329.57	8420.69	8321.28	8376.41	6656.0
2020-03-20 01:00:00	NQ	Futures	8377.84	8378.7	8326.14	8354.7	4986.0
2020-03-20 02:00:00	NQ	Futures	8353.85	8540.37	8346.71	8534.66	8045.0
2020-03-20 03:00:00	NQ	Futures	8533.8	8660.05	8485.81	8650.34	14159.0
2020-03-20 04:00:00	NQ	Futures	8651.2	8716.61	8620.63	8716.61	11278.0
2020-03-20 05:00:00	NQ	Futures	8716.61	8716.61	8699.76	8716.61	3932.0
2020-03-20 06:00:00	NQ	Futures	8716.61	8716.61	8649.2	8675.76	8177.0
2020-03-20 07:00:00	NQ	Futures	8674.62	8674.62	8547.8	8600.35	12400.0
2020-03-20 08:00:00	NQ	Futures	8603.21	8653.2	8483.53	8483.53	13854.0
2020-03-20 09:00:00	NQ	Futures	8484.1	8556.08	8327.28	8402.69	53358.0
2020-03-20 10:00:00	NQ	Futures	8401.83	8543.8	8389.27	8533.51	80500.0
2020-03-20 11:00:00	NQ	Futures	8534.09	8543.8	8328.14	8348.99	66224.0
2020-03-20 12:00:00	NQ	Futures	8348.42	8368.13	8148.76	8284.15	55759.0
2020-03-20 13:00:00	NQ	Futures	8286.15	8363.56	8242.73	8291.58	28045.0
2020-03-20 14:00:00	NQ	Futures	8290.43	8338.99	8080.49	8111.05	39451.0
2020-03-20 15:00:00	NQ	Futures	8112.48	8194.46	7943.09	7969.95	79904.0
2020-03-20 16:00:00	NQ	Futures	7969.66	8001.65	7873.4	7906.82	21386.0
2020-03-20 00:00:00	YM	Futures	21628.1	21925.0	21621.6	21828.6	4860.0
2020-03-20 01:00:00	YM	Futures	21828.6	21849.4	21703.7	21770.5	3868.0
2020-03-20 02:00:00	YM	Futures	21770.5	22230.6	21768.3	22210.8	3829.0
2020-03-20 03:00:00	YM	Futures	22216.3	22435.4	22060.8	22401.4	5437.0
2020-03-20 04:00:00	YM	Futures	22408.0	22872.4	22376.2	22705.9	10387.0
2020-03-20 05:00:00	YM	Futures	22710.3	22799.0	22601.9	22760.7	4943.0
2020-03-20 06:00:00	YM	Futures	22760.7	22846.1	22459.5	22542.7	5287.0
2020-03-20 07:00:00	YM	Futures	22546.0	22546.0	22163.7	22375.1	7906.0
2020-03-20 08:00:00	YM	Futures	22381.7	22490.2	21963.3	21999.5	8113.0
2020-03-20 09:00:00	YM	Futures	21991.8	22255.8	21627.0	21891.0	28133.0
2020-03-20 10:00:00	YM	Futures	21887.7	22309.4	21860.3	22293.0	40169.0
2020-03-20 11:00:00	YM	Futures	22293.0	22357.6	21746.4	21884.4	32521.0
2020-03-20 12:00:00	YM	Futures	21882.3	21941.4	21450.7	21700.4	27650.0
2020-03-20 13:00:00	YM	Futures	21705.9	21903.1	21542.7	21695.0	14994.0
2020-03-20 14:00:00	YM	Futures	21692.8	21778.2	21052.0	21138.5	20683.0
2020-03-20 15:00:00	YM	Futures	21138.5	21445.2	20779.3	20869.1	34002.0

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