PREVIEW / futures_1hour / 2020-09-17

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-09-17.parquet
  size:    61 KB
  rows:    1,871

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
2020-09-17 00:00:00	ES	Futures	3747.1	3748.78	3740.94	3741.22	9237.0
2020-09-17 01:00:00	ES	Futures	3741.5	3751.31	3740.1	3745.98	9307.0
2020-09-17 02:00:00	ES	Futures	3745.98	3747.1	3708.73	3725.54	49659.0
2020-09-17 03:00:00	ES	Futures	3725.26	3739.54	3718.81	3733.1	47024.0
2020-09-17 04:00:00	ES	Futures	3733.1	3747.38	3733.1	3743.18	29433.0
2020-09-17 05:00:00	ES	Futures	3743.46	3749.63	3739.26	3748.5	26851.0
2020-09-17 06:00:00	ES	Futures	3748.5	3749.91	3736.46	3737.86	25540.0
2020-09-17 07:00:00	ES	Futures	3738.14	3747.1	3734.78	3735.9	42277.0
2020-09-17 08:00:00	ES	Futures	3736.18	3736.74	3719.09	3721.9	56169.0
2020-09-17 09:00:00	ES	Futures	3721.62	3744.02	3714.89	3741.78	251438.0
2020-09-17 10:00:00	ES	Futures	3741.78	3765.59	3738.14	3754.95	310103.0
2020-09-17 11:00:00	ES	Futures	3754.95	3770.35	3739.26	3742.34	334959.0
2020-09-17 12:00:00	ES	Futures	3742.06	3745.42	3717.13	3734.5	391620.0
2020-09-17 13:00:00	ES	Futures	3734.5	3739.54	3724.14	3733.1	364675.0
2020-09-17 14:00:00	ES	Futures	3733.38	3743.74	3720.78	3728.9	116145.0
2020-09-17 15:00:00	ES	Futures	3728.9	3751.87	3717.41	3750.19	251304.0
2020-09-17 16:00:00	ES	Futures	3750.19	3758.03	3748.78	3750.47	58447.0
2020-09-17 18:00:00	ES	Futures	3747.66	3759.71	3747.1	3759.15	7856.0
2020-09-17 19:00:00	ES	Futures	3759.15	3762.79	3751.03	3751.59	9010.0
2020-09-17 20:00:00	ES	Futures	3751.87	3758.03	3740.94	3744.3	16508.0
2020-09-17 21:00:00	ES	Futures	3744.3	3749.34	3731.98	3743.18	18191.0
2020-09-17 22:00:00	ES	Futures	3742.9	3748.22	3740.38	3746.54	7085.0
2020-09-17 23:00:00	ES	Futures	3746.54	3752.71	3745.14	3746.26	6398.0
2020-09-17 00:00:00	NQ	Futures	12872.38	12888.3	12847.2	12855.59	6551.0
2020-09-17 01:00:00	NQ	Futures	12856.46	12911.46	12850.38	12879.91	6801.0
2020-09-17 02:00:00	NQ	Futures	12879.62	12886.86	12739.23	12788.73	19251.0
2020-09-17 03:00:00	NQ	Futures	12787.86	12840.83	12762.1	12813.04	14140.0
2020-09-17 04:00:00	NQ	Futures	12813.62	12877.88	12811.88	12869.49	10745.0
2020-09-17 05:00:00	NQ	Futures	12869.78	12938.96	12853.57	12924.49	12750.0
2020-09-17 06:00:00	NQ	Futures	12924.2	12926.51	12816.52	12819.12	14212.0
2020-09-17 07:00:00	NQ	Futures	12819.7	12857.62	12763.25	12777.44	21972.0
2020-09-17 08:00:00	NQ	Futures	12778.02	12782.94	12696.68	12712.02	32319.0
2020-09-17 09:00:00	NQ	Futures	12711.73	12816.23	12625.76	12810.15	112995.0
2020-09-17 10:00:00	NQ	Futures	12809.86	12886.28	12743.86	12834.17	119860.0
2020-09-17 11:00:00	NQ	Futures	12834.17	12909.73	12736.62	12742.99	93855.0
2020-09-17 12:00:00	NQ	Futures	12742.7	12772.52	12637.05	12718.97	91705.0
2020-09-17 13:00:00	NQ	Futures	12718.1	12781.49	12679.02	12745.02	44555.0
2020-09-17 14:00:00	NQ	Futures	12744.44	12789.31	12682.78	12724.18	41288.0
2020-09-17 15:00:00	NQ	Futures	12724.47	12820.57	12673.81	12814.49	63657.0
2020-09-17 16:00:00	NQ	Futures	12814.49	12854.73	12811.6	12815.36	12118.0
2020-09-17 18:00:00	NQ	Futures	12813.62	12851.83	12795.1	12848.36	3091.0
2020-09-17 19:00:00	NQ	Futures	12849.23	12872.67	12816.52	12817.38	4989.0
2020-09-17 20:00:00	NQ	Futures	12817.38	12856.75	12790.75	12806.67	8716.0
2020-09-17 21:00:00	NQ	Futures	12807.25	12841.7	12762.1	12820.57	11023.0
2020-09-17 22:00:00	NQ	Futures	12822.02	12844.31	12802.04	12832.15	7395.0
2020-09-17 23:00:00	NQ	Futures	12832.73	12869.49	12818.25	12825.49	6258.0
2020-09-17 00:00:00	YM	Futures	30615.7	30623.4	30561.5	30563.7	1875.0
2020-09-17 01:00:00	YM	Futures	30563.7	30634.5	30556.0	30599.1	1669.0
2020-09-17 02:00:00	YM	Futures	30598.0	30605.8	30322.7	30462.0	8102.0
2020-09-17 03:00:00	YM	Futures	30459.8	30567.1	30400.1	30515.1	7106.0

> showing 50 of 1,871 rows — these rows as CSV

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