PREVIEW / futures_1hour / 2020-04-22

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-04-22.parquet
  size:    62 KB
  rows:    1,837

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
2020-04-22 00:00:00	ES	Futures	3006.21	3011.42	2994.68	2998.8	12394.0
2020-04-22 01:00:00	ES	Futures	2999.07	3022.67	2998.25	3020.2	16222.0
2020-04-22 02:00:00	ES	Futures	3020.48	3035.3	3011.42	3025.97	25237.0
2020-04-22 03:00:00	ES	Futures	3025.97	3031.18	3017.19	3024.87	26530.0
2020-04-22 04:00:00	ES	Futures	3024.59	3045.18	3021.85	3043.53	26665.0
2020-04-22 05:00:00	ES	Futures	3043.8	3048.19	3037.22	3039.69	25893.0
2020-04-22 06:00:00	ES	Futures	3039.96	3042.71	3027.61	3033.92	22037.0
2020-04-22 07:00:00	ES	Futures	3034.2	3043.8	3030.63	3037.49	28071.0
2020-04-22 08:00:00	ES	Futures	3037.22	3055.33	3026.24	3052.58	52022.0
2020-04-22 09:00:00	ES	Futures	3052.58	3058.35	3038.04	3046.27	168795.0
2020-04-22 10:00:00	ES	Futures	3046.55	3056.15	3036.39	3044.08	156195.0
2020-04-22 11:00:00	ES	Futures	3044.35	3060.27	3040.24	3056.15	133270.0
2020-04-22 12:00:00	ES	Futures	3056.43	3063.01	3052.04	3055.33	88225.0
2020-04-22 13:00:00	ES	Futures	3055.33	3065.48	3050.94	3062.74	78339.0
2020-04-22 14:00:00	ES	Futures	3062.74	3073.44	3059.17	3070.7	97441.0
2020-04-22 15:00:00	ES	Futures	3070.97	3082.22	3059.99	3061.37	224767.0
2020-04-22 16:00:00	ES	Futures	3061.37	3063.01	3053.68	3062.46	67698.0
2020-04-22 18:00:00	ES	Futures	3063.01	3065.21	3050.12	3052.58	16540.0
2020-04-22 19:00:00	ES	Futures	3052.86	3053.68	3043.8	3050.39	13925.0
2020-04-22 20:00:00	ES	Futures	3050.66	3059.45	3043.53	3055.6	16412.0
2020-04-22 21:00:00	ES	Futures	3055.88	3067.68	3054.23	3055.6	20669.0
2020-04-22 22:00:00	ES	Futures	3055.6	3057.25	3045.45	3048.47	10778.0
2020-04-22 23:00:00	ES	Futures	3048.47	3053.13	3045.18	3047.65	11662.0
2020-04-22 00:00:00	NQ	Futures	9662.08	9686.36	9621.8	9636.66	4050.0
2020-04-22 01:00:00	NQ	Futures	9636.09	9721.78	9635.8	9708.64	5224.0
2020-04-22 02:00:00	NQ	Futures	9709.21	9754.06	9688.93	9722.06	8859.0
2020-04-22 03:00:00	NQ	Futures	9722.06	9741.2	9701.5	9719.49	9988.0
2020-04-22 04:00:00	NQ	Futures	9718.64	9770.91	9709.78	9766.34	9741.0
2020-04-22 05:00:00	NQ	Futures	9766.91	9789.48	9758.91	9765.77	7672.0
2020-04-22 06:00:00	NQ	Futures	9766.62	9773.19	9722.64	9743.49	7734.0
2020-04-22 07:00:00	NQ	Futures	9743.77	9756.63	9729.49	9754.91	9525.0
2020-04-22 08:00:00	NQ	Futures	9754.63	9800.04	9724.35	9794.05	14744.0
2020-04-22 09:00:00	NQ	Futures	9793.19	9823.75	9750.34	9796.33	51688.0
2020-04-22 10:00:00	NQ	Futures	9796.62	9835.75	9764.05	9796.05	49000.0
2020-04-22 11:00:00	NQ	Futures	9796.05	9835.18	9783.19	9820.9	35806.0
2020-04-22 12:00:00	NQ	Futures	9821.47	9853.17	9814.61	9836.32	25052.0
2020-04-22 13:00:00	NQ	Futures	9836.89	9885.74	9824.9	9880.6	22433.0
2020-04-22 14:00:00	NQ	Futures	9880.31	9917.73	9870.6	9911.44	25965.0
2020-04-22 15:00:00	NQ	Futures	9912.02	9940.29	9876.88	9880.88	40948.0
2020-04-22 16:00:00	NQ	Futures	9881.45	9882.31	9850.6	9864.03	10950.0
2020-04-22 18:00:00	NQ	Futures	9867.46	9877.45	9840.03	9848.6	4442.0
2020-04-22 19:00:00	NQ	Futures	9848.6	9852.03	9828.32	9844.6	4085.0
2020-04-22 20:00:00	NQ	Futures	9845.46	9859.46	9809.47	9839.46	6977.0
2020-04-22 21:00:00	NQ	Futures	9840.03	9885.74	9840.03	9845.46	7041.0
2020-04-22 22:00:00	NQ	Futures	9845.46	9851.75	9803.76	9818.04	3944.0
2020-04-22 23:00:00	NQ	Futures	9816.61	9833.75	9807.47	9816.9	2998.0
2020-04-22 00:00:00	YM	Futures	25154.0	25196.7	25065.2	25102.5	3708.0
2020-04-22 01:00:00	YM	Futures	25102.5	25289.8	25098.1	25269.0	5034.0
2020-04-22 02:00:00	YM	Futures	25266.8	25409.2	25187.9	25333.6	6134.0
2020-04-22 03:00:00	YM	Futures	25331.4	25375.2	25264.6	25324.8	6705.0

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