PREVIEW / futures_1hour / 2020-05-08

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-05-08.parquet
  size:    48 KB
  rows:    1,400

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
2020-05-08 00:00:00	ES	Futures	3198.02	3201.59	3196.1	3197.48	6497.0
2020-05-08 01:00:00	ES	Futures	3197.75	3204.06	3197.2	3203.51	9823.0
2020-05-08 02:00:00	ES	Futures	3203.79	3208.45	3191.16	3192.26	15734.0
2020-05-08 03:00:00	ES	Futures	3192.26	3194.18	3188.42	3190.07	21356.0
2020-05-08 04:00:00	ES	Futures	3190.07	3191.44	3184.58	3191.16	22564.0
2020-05-08 05:00:00	ES	Futures	3191.16	3196.93	3188.42	3196.65	15220.0
2020-05-08 06:00:00	ES	Futures	3196.65	3199.95	3195.01	3196.38	11519.0
2020-05-08 07:00:00	ES	Futures	3196.38	3196.65	3189.52	3190.34	13800.0
2020-05-08 08:00:00	ES	Futures	3190.34	3202.96	3184.85	3194.73	75403.0
2020-05-08 09:00:00	ES	Futures	3194.73	3199.4	3178.54	3188.97	160796.0
2020-05-08 10:00:00	ES	Futures	3188.97	3197.2	3185.95	3188.97	156924.0
2020-05-08 11:00:00	ES	Futures	3189.24	3200.49	3184.85	3199.12	119307.0
2020-05-08 12:00:00	ES	Futures	3199.12	3202.41	3196.38	3201.59	71321.0
2020-05-08 13:00:00	ES	Futures	3201.32	3202.69	3188.15	3192.26	91953.0
2020-05-08 14:00:00	ES	Futures	3192.26	3199.4	3188.69	3198.3	84210.0
2020-05-08 15:00:00	ES	Futures	3198.3	3211.75	3196.65	3206.81	241190.0
2020-05-08 16:00:00	ES	Futures	3206.81	3219.43	3206.26	3216.68	69245.0
2020-05-08 00:00:00	NQ	Futures	10519.86	10529.29	10511.0	10521.86	3057.0
2020-05-08 01:00:00	NQ	Futures	10522.14	10542.71	10518.72	10540.14	4451.0
2020-05-08 02:00:00	NQ	Futures	10540.43	10554.99	10499.86	10503.58	7134.0
2020-05-08 03:00:00	NQ	Futures	10504.15	10509.29	10486.72	10495.01	7260.0
2020-05-08 04:00:00	NQ	Futures	10494.72	10496.72	10475.01	10495.58	6745.0
2020-05-08 05:00:00	NQ	Futures	10495.29	10515.86	10485.58	10515.57	5006.0
2020-05-08 06:00:00	NQ	Futures	10515.0	10525.0	10507.86	10518.15	5002.0
2020-05-08 07:00:00	NQ	Futures	10517.86	10519.86	10499.58	10502.72	5772.0
2020-05-08 08:00:00	NQ	Futures	10503.58	10533.86	10480.16	10494.72	24567.0
2020-05-08 09:00:00	NQ	Futures	10495.29	10508.72	10415.6	10445.88	53552.0
2020-05-08 10:00:00	NQ	Futures	10446.16	10505.58	10446.16	10480.16	48311.0
2020-05-08 11:00:00	NQ	Futures	10481.01	10520.14	10463.02	10515.57	32917.0
2020-05-08 12:00:00	NQ	Futures	10515.57	10531.57	10507.29	10527.57	20446.0
2020-05-08 13:00:00	NQ	Futures	10527.57	10532.43	10464.44	10475.58	24165.0
2020-05-08 14:00:00	NQ	Futures	10475.87	10498.44	10455.02	10494.15	23106.0
2020-05-08 15:00:00	NQ	Futures	10494.44	10535.0	10487.01	10522.43	41364.0
2020-05-08 16:00:00	NQ	Futures	10522.72	10544.71	10520.72	10537.28	9396.0
2020-05-08 00:00:00	YM	Futures	26433.3	26455.2	26410.3	26425.6	1432.0
2020-05-08 01:00:00	YM	Futures	26428.9	26476.0	26422.3	26471.6	1702.0
2020-05-08 02:00:00	YM	Futures	26471.6	26505.6	26367.6	26377.4	3414.0
2020-05-08 03:00:00	YM	Futures	26378.5	26396.1	26342.4	26356.6	3715.0
2020-05-08 04:00:00	YM	Futures	26355.5	26372.0	26305.1	26365.4	3512.0
2020-05-08 05:00:00	YM	Futures	26364.3	26408.1	26341.3	26403.7	2234.0
2020-05-08 06:00:00	YM	Futures	26404.8	26435.5	26393.9	26398.2	2155.0
2020-05-08 07:00:00	YM	Futures	26398.2	26398.2	26338.0	26347.9	2707.0
2020-05-08 08:00:00	YM	Futures	26349.0	26451.9	26298.6	26397.2	11631.0
2020-05-08 09:00:00	YM	Futures	26396.1	26438.8	26304.0	26393.9	18889.0
2020-05-08 10:00:00	YM	Futures	26395.0	26445.3	26361.0	26386.2	18248.0
2020-05-08 11:00:00	YM	Futures	26387.3	26480.4	26355.5	26456.3	14822.0
2020-05-08 12:00:00	YM	Futures	26456.3	26474.9	26432.2	26459.6	7392.0
2020-05-08 13:00:00	YM	Futures	26459.6	26468.3	26356.6	26382.9	8311.0
2020-05-08 14:00:00	YM	Futures	26382.9	26453.0	26358.8	26438.8	8446.0
2020-05-08 15:00:00	YM	Futures	26438.8	26575.7	26430.0	26541.7	19409.0

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