PREVIEW / futures_1hour / 2020-11-11

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-11-11.parquet
  size:    63 KB
  rows:    1,900

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
2020-11-11 00:00:00	ES	Futures	3973.42	3977.06	3966.42	3972.86	7816.0
2020-11-11 01:00:00	ES	Futures	3972.58	3984.9	3971.74	3978.46	9569.0
2020-11-11 02:00:00	ES	Futures	3978.74	3993.31	3969.5	3970.9	24464.0
2020-11-11 03:00:00	ES	Futures	3970.9	3997.23	3969.78	3996.11	43818.0
2020-11-11 04:00:00	ES	Futures	3996.11	3998.91	3987.43	3993.03	25318.0
2020-11-11 05:00:00	ES	Futures	3993.03	3998.35	3991.63	3995.83	13950.0
2020-11-11 06:00:00	ES	Futures	3995.55	4004.51	3994.15	4001.15	23287.0
2020-11-11 07:00:00	ES	Futures	4000.87	4003.39	3993.03	4000.31	21665.0
2020-11-11 08:00:00	ES	Futures	4000.03	4004.23	3991.91	3994.99	34845.0
2020-11-11 09:00:00	ES	Futures	3994.99	3996.39	3979.3	3981.82	168382.0
2020-11-11 10:00:00	ES	Futures	3981.82	3993.31	3979.58	3989.39	195414.0
2020-11-11 11:00:00	ES	Futures	3989.67	4000.31	3987.15	4000.03	97722.0
2020-11-11 12:00:00	ES	Futures	4000.03	4005.35	3997.79	4002.27	70016.0
2020-11-11 13:00:00	ES	Futures	4002.27	4007.31	3996.95	3997.51	96292.0
2020-11-11 14:00:00	ES	Futures	3997.79	4004.23	3978.74	3986.3	152433.0
2020-11-11 15:00:00	ES	Futures	3986.59	3999.75	3981.82	3996.39	190604.0
2020-11-11 16:00:00	ES	Futures	3996.39	4007.03	3996.39	4003.67	47177.0
2020-11-11 18:00:00	ES	Futures	4004.79	4004.79	3997.23	3998.35	8856.0
2020-11-11 19:00:00	ES	Futures	3998.07	4001.99	3993.31	3995.83	10291.0
2020-11-11 20:00:00	ES	Futures	3995.55	3999.19	3989.67	3991.63	11341.0
2020-11-11 21:00:00	ES	Futures	3991.63	3993.31	3980.42	3985.74	13531.0
2020-11-11 22:00:00	ES	Futures	3985.74	3988.27	3968.38	3970.9	16485.0
2020-11-11 23:00:00	ES	Futures	3970.9	3973.42	3964.18	3967.54	8344.0
2020-11-11 00:00:00	NQ	Futures	13506.32	13521.08	13480.27	13500.82	4903.0
2020-11-11 01:00:00	NQ	Futures	13500.53	13534.11	13489.24	13508.06	4093.0
2020-11-11 02:00:00	NQ	Futures	13508.93	13538.45	13402.69	13422.95	10147.0
2020-11-11 03:00:00	NQ	Futures	13422.95	13615.45	13420.93	13599.53	19887.0
2020-11-11 04:00:00	NQ	Futures	13599.82	13606.19	13554.08	13584.19	9927.0
2020-11-11 05:00:00	NQ	Futures	13583.9	13605.03	13559.58	13594.9	4283.0
2020-11-11 06:00:00	NQ	Futures	13594.61	13633.98	13573.19	13601.56	8671.0
2020-11-11 07:00:00	NQ	Futures	13600.4	13630.5	13560.16	13617.48	10385.0
2020-11-11 08:00:00	NQ	Futures	13616.32	13645.55	13565.95	13585.92	26149.0
2020-11-11 09:00:00	NQ	Futures	13585.06	13695.63	13550.61	13646.71	70077.0
2020-11-11 10:00:00	NQ	Futures	13647.0	13712.71	13633.98	13670.16	82855.0
2020-11-11 11:00:00	NQ	Futures	13670.16	13737.32	13640.92	13737.03	49601.0
2020-11-11 12:00:00	NQ	Futures	13737.03	13763.66	13719.37	13728.92	39360.0
2020-11-11 13:00:00	NQ	Futures	13729.21	13771.76	13722.55	13742.53	33891.0
2020-11-11 14:00:00	NQ	Futures	13743.11	13777.55	13695.05	13713.58	53797.0
2020-11-11 15:00:00	NQ	Futures	13713.87	13776.39	13708.08	13755.55	50460.0
2020-11-11 16:00:00	NQ	Futures	13755.55	13799.26	13752.37	13770.6	12147.0
2020-11-11 18:00:00	NQ	Futures	13776.97	13794.05	13755.84	13774.95	4229.0
2020-11-11 19:00:00	NQ	Futures	13774.66	13781.6	13735.0	13743.11	5312.0
2020-11-11 20:00:00	NQ	Futures	13743.11	13760.47	13702.29	13715.03	6653.0
2020-11-11 21:00:00	NQ	Futures	13716.18	13722.84	13676.82	13717.34	5384.0
2020-11-11 22:00:00	NQ	Futures	13716.18	13725.45	13641.21	13667.84	7283.0
2020-11-11 23:00:00	NQ	Futures	13667.26	13686.37	13659.16	13669.87	4140.0
2020-11-11 00:00:00	YM	Futures	32494.2	32529.5	32443.3	32488.6	2499.0
2020-11-11 01:00:00	YM	Futures	32487.5	32592.6	32483.1	32535.1	3726.0
2020-11-11 02:00:00	YM	Futures	32537.3	32665.5	32529.5	32545.0	8959.0
2020-11-11 03:00:00	YM	Futures	32545.0	32666.6	32489.7	32642.3	10763.0

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