PREVIEW / futures_1hour / 2020-10-06

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-10-06.parquet
  size:    62 KB
  rows:    1,899

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
2020-10-06 00:00:00	ES	Futures	3803.96	3807.6	3803.12	3803.68	4419.0
2020-10-06 01:00:00	ES	Futures	3803.68	3804.52	3799.48	3803.68	5487.0
2020-10-06 02:00:00	ES	Futures	3803.68	3803.96	3798.92	3803.12	6472.0
2020-10-06 03:00:00	ES	Futures	3802.84	3807.88	3793.6	3795.28	22728.0
2020-10-06 04:00:00	ES	Futures	3795.0	3796.12	3787.44	3792.48	18555.0
2020-10-06 05:00:00	ES	Futures	3792.2	3794.44	3790.24	3791.36	14487.0
2020-10-06 06:00:00	ES	Futures	3791.64	3797.8	3787.16	3793.88	23164.0
2020-10-06 07:00:00	ES	Futures	3793.88	3804.8	3792.48	3803.12	25023.0
2020-10-06 08:00:00	ES	Futures	3803.4	3812.65	3800.6	3808.44	30119.0
2020-10-06 09:00:00	ES	Futures	3808.73	3812.37	3798.92	3802.56	123793.0
2020-10-06 10:00:00	ES	Futures	3802.56	3815.73	3798.92	3808.44	173290.0
2020-10-06 11:00:00	ES	Futures	3808.44	3811.53	3793.88	3797.52	142959.0
2020-10-06 12:00:00	ES	Futures	3797.24	3814.05	3796.96	3813.21	89083.0
2020-10-06 13:00:00	ES	Futures	3813.49	3820.77	3811.81	3814.61	85930.0
2020-10-06 14:00:00	ES	Futures	3814.89	3833.65	3761.11	3775.95	318800.0
2020-10-06 15:00:00	ES	Futures	3775.95	3777.07	3746.26	3752.43	446824.0
2020-10-06 16:00:00	ES	Futures	3752.71	3759.71	3731.42	3735.34	73986.0
2020-10-06 18:00:00	ES	Futures	3739.82	3749.34	3733.38	3739.26	20819.0
2020-10-06 19:00:00	ES	Futures	3739.26	3751.03	3737.3	3748.78	18427.0
2020-10-06 20:00:00	ES	Futures	3748.78	3753.27	3746.82	3750.47	10966.0
2020-10-06 21:00:00	ES	Futures	3750.47	3758.87	3744.86	3757.75	14035.0
2020-10-06 22:00:00	ES	Futures	3757.47	3764.47	3750.19	3754.67	20386.0
2020-10-06 23:00:00	ES	Futures	3754.95	3760.83	3751.31	3758.03	11045.0
2020-10-06 00:00:00	NQ	Futures	13258.82	13272.43	13251.88	13260.27	2559.0
2020-10-06 01:00:00	NQ	Futures	13260.27	13262.59	13240.59	13257.38	3312.0
2020-10-06 02:00:00	NQ	Futures	13257.09	13270.11	13243.48	13266.64	3507.0
2020-10-06 03:00:00	NQ	Futures	13266.06	13300.8	13235.67	13242.32	8654.0
2020-10-06 04:00:00	NQ	Futures	13241.46	13244.64	13212.8	13233.93	7066.0
2020-10-06 05:00:00	NQ	Futures	13232.77	13233.64	13218.3	13221.48	3359.0
2020-10-06 06:00:00	NQ	Futures	13222.35	13243.19	13204.4	13232.19	7129.0
2020-10-06 07:00:00	NQ	Futures	13231.61	13263.17	13226.98	13245.22	7652.0
2020-10-06 08:00:00	NQ	Futures	13245.22	13273.01	13234.51	13253.9	13386.0
2020-10-06 09:00:00	NQ	Futures	13254.19	13291.24	13220.61	13254.19	53156.0
2020-10-06 10:00:00	NQ	Futures	13254.19	13314.11	13238.85	13255.35	71423.0
2020-10-06 11:00:00	NQ	Futures	13255.35	13273.59	13150.27	13176.62	70075.0
2020-10-06 12:00:00	NQ	Futures	13176.9	13258.53	13173.14	13250.14	40369.0
2020-10-06 13:00:00	NQ	Futures	13250.14	13276.19	13237.69	13263.46	33316.0
2020-10-06 14:00:00	NQ	Futures	13263.46	13343.93	13068.06	13134.35	84804.0
2020-10-06 15:00:00	NQ	Futures	13134.35	13141.01	13012.78	13055.91	131127.0
2020-10-06 16:00:00	NQ	Futures	13055.33	13073.27	12965.3	12976.59	19223.0
2020-10-06 18:00:00	NQ	Futures	12991.93	13031.59	12977.46	13000.91	9488.0
2020-10-06 19:00:00	NQ	Futures	12999.17	13041.72	12991.07	13033.33	7302.0
2020-10-06 20:00:00	NQ	Futures	13033.33	13049.25	13023.78	13038.83	4543.0
2020-10-06 21:00:00	NQ	Futures	13037.96	13066.62	13018.28	13060.54	7375.0
2020-10-06 22:00:00	NQ	Futures	13059.67	13086.3	13034.2	13051.85	8858.0
2020-10-06 23:00:00	NQ	Futures	13052.43	13079.06	13044.04	13068.64	4815.0
2020-10-06 00:00:00	YM	Futures	31017.0	31048.0	31014.8	31019.3	1345.0
2020-10-06 01:00:00	YM	Futures	31018.2	31023.7	30983.9	31012.6	2326.0
2020-10-06 02:00:00	YM	Futures	31012.6	31013.7	30967.3	31001.6	2845.0
2020-10-06 03:00:00	YM	Futures	31000.5	31032.5	30912.0	30931.9	8253.0

> showing 50 of 1,899 rows — these rows as CSV

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