PREVIEW / futures_1hour / 2020-09-03

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-09-03.parquet
  size:    61 KB
  rows:    1,861

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
2020-09-03 00:00:00	ES	Futures	3995.7	3995.7	3991.51	3992.62	7421.0
2020-09-03 01:00:00	ES	Futures	3992.62	3993.46	3985.36	3988.16	10478.0
2020-09-03 02:00:00	ES	Futures	3988.16	3992.62	3984.53	3991.51	14127.0
2020-09-03 03:00:00	ES	Futures	3991.23	4003.51	3990.95	3999.88	30060.0
2020-09-03 04:00:00	ES	Futures	3999.6	4002.12	3992.34	3995.14	20004.0
2020-09-03 05:00:00	ES	Futures	3994.86	3994.86	3982.29	3982.57	24492.0
2020-09-03 06:00:00	ES	Futures	3982.57	3986.76	3978.94	3980.34	33667.0
2020-09-03 07:00:00	ES	Futures	3980.06	3984.8	3977.54	3982.29	27641.0
2020-09-03 08:00:00	ES	Futures	3982.29	3986.76	3975.59	3978.94	52616.0
2020-09-03 09:00:00	ES	Futures	3979.22	3980.34	3966.65	3973.64	242117.0
2020-09-03 10:00:00	ES	Futures	3973.36	3975.31	3912.48	3923.65	485369.0
2020-09-03 11:00:00	ES	Futures	3923.37	3925.33	3854.96	3886.79	508930.0
2020-09-03 12:00:00	ES	Futures	3886.51	3895.73	3857.47	3859.42	261739.0
2020-09-03 13:00:00	ES	Futures	3859.15	3874.5	3843.79	3858.59	256282.0
2020-09-03 14:00:00	ES	Futures	3858.31	3873.67	3840.72	3840.99	203352.0
2020-09-03 15:00:00	ES	Futures	3840.99	3862.78	3825.08	3857.19	454012.0
2020-09-03 16:00:00	ES	Futures	3857.19	3873.67	3856.35	3867.52	109304.0
2020-09-03 18:00:00	ES	Futures	3858.87	3862.22	3837.92	3839.32	27732.0
2020-09-03 19:00:00	ES	Futures	3839.04	3842.39	3827.31	3833.18	22001.0
2020-09-03 20:00:00	ES	Futures	3833.18	3852.72	3833.18	3849.37	31030.0
2020-09-03 21:00:00	ES	Futures	3849.37	3862.5	3848.81	3854.68	24766.0
2020-09-03 22:00:00	ES	Futures	3854.4	3858.59	3844.07	3845.74	18480.0
2020-09-03 23:00:00	ES	Futures	3845.46	3849.09	3838.2	3845.46	11351.0
2020-09-03 00:00:00	NQ	Futures	14336.32	14336.32	14309.13	14326.48	3034.0
2020-09-03 01:00:00	NQ	Futures	14326.48	14337.18	14294.1	14310.0	4832.0
2020-09-03 02:00:00	NQ	Futures	14310.0	14323.3	14288.6	14305.08	5823.0
2020-09-03 03:00:00	NQ	Futures	14305.66	14355.98	14305.66	14323.59	8151.0
2020-09-03 04:00:00	NQ	Futures	14323.3	14337.47	14293.23	14302.77	6311.0
2020-09-03 05:00:00	NQ	Futures	14302.77	14303.93	14218.91	14224.69	10060.0
2020-09-03 06:00:00	NQ	Futures	14224.4	14254.19	14206.47	14212.84	12461.0
2020-09-03 07:00:00	NQ	Futures	14212.26	14238.86	14188.83	14199.53	14398.0
2020-09-03 08:00:00	NQ	Futures	14200.69	14214.57	14174.38	14189.7	20693.0
2020-09-03 09:00:00	NQ	Futures	14189.7	14194.04	14034.41	14085.6	111270.0
2020-09-03 10:00:00	NQ	Futures	14084.15	14120.88	13753.91	13862.64	173301.0
2020-09-03 11:00:00	NQ	Futures	13861.77	13870.16	13584.16	13729.33	152315.0
2020-09-03 12:00:00	NQ	Futures	13729.04	13768.95	13607.59	13628.12	80996.0
2020-09-03 13:00:00	NQ	Futures	13627.25	13712.85	13559.58	13631.3	82472.0
2020-09-03 14:00:00	NQ	Futures	13631.3	13695.78	13553.51	13557.85	63308.0
2020-09-03 15:00:00	NQ	Futures	13556.98	13642.86	13485.55	13617.71	115621.0
2020-09-03 16:00:00	NQ	Futures	13618.57	13682.19	13613.37	13651.83	22655.0
2020-09-03 18:00:00	NQ	Futures	13585.61	13585.61	13447.67	13457.5	13311.0
2020-09-03 19:00:00	NQ	Futures	13456.63	13476.59	13397.64	13420.2	15785.0
2020-09-03 20:00:00	NQ	Futures	13419.33	13494.52	13418.17	13469.65	13073.0
2020-09-03 21:00:00	NQ	Futures	13469.36	13545.12	13458.95	13491.91	12558.0
2020-09-03 22:00:00	NQ	Futures	13491.62	13498.85	13433.5	13446.22	7216.0
2020-09-03 23:00:00	NQ	Futures	13445.36	13477.74	13408.63	13468.2	8140.0
2020-09-03 00:00:00	YM	Futures	32030.0	32035.5	31998.0	32006.8	1129.0
2020-09-03 01:00:00	YM	Futures	32006.8	32012.3	31948.5	31970.5	1720.0
2020-09-03 02:00:00	YM	Futures	31971.6	32023.4	31937.5	32013.4	2709.0
2020-09-03 03:00:00	YM	Futures	32013.4	32125.8	32006.8	32099.3	5871.0

> showing 50 of 1,861 rows — these rows as CSV

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