PREVIEW / futures_1hour / 2020-11-20

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-11-20.parquet
  size:    51 KB
  rows:    1,552

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
2020-11-20 00:00:00	ES	Futures	3994.15	3996.39	3990.51	3992.75	5616.0
2020-11-20 01:00:00	ES	Futures	3992.47	3993.59	3987.43	3990.51	5737.0
2020-11-20 02:00:00	ES	Futures	3990.51	3994.99	3987.99	3990.51	7486.0
2020-11-20 03:00:00	ES	Futures	3990.51	3998.07	3988.55	3997.23	16555.0
2020-11-20 04:00:00	ES	Futures	3997.23	4007.03	3993.87	4002.55	17497.0
2020-11-20 05:00:00	ES	Futures	4002.55	4010.95	4001.15	4006.75	16246.0
2020-11-20 06:00:00	ES	Futures	4006.75	4012.91	4004.51	4012.63	13957.0
2020-11-20 07:00:00	ES	Futures	4012.63	4013.75	4005.91	4007.59	15633.0
2020-11-20 08:00:00	ES	Futures	4007.59	4010.39	4000.59	4000.87	32418.0
2020-11-20 09:00:00	ES	Futures	4000.87	4009.55	3994.99	4000.31	176717.0
2020-11-20 10:00:00	ES	Futures	4000.31	4002.55	3990.79	3998.35	152070.0
2020-11-20 11:00:00	ES	Futures	3998.63	4006.47	3993.59	3998.91	103795.0
2020-11-20 12:00:00	ES	Futures	3998.91	4000.59	3994.99	3999.19	50842.0
2020-11-20 13:00:00	ES	Futures	3999.19	4003.95	3995.55	4001.99	47873.0
2020-11-20 14:00:00	ES	Futures	4002.27	4005.07	3996.39	3998.35	60522.0
2020-11-20 15:00:00	ES	Futures	3998.63	4001.15	3980.42	3981.26	245030.0
2020-11-20 16:00:00	ES	Futures	3981.54	3982.66	3969.22	3979.02	81056.0
2020-11-20 00:00:00	NQ	Futures	13900.87	13903.47	13873.66	13882.34	3780.0
2020-11-20 01:00:00	NQ	Futures	13880.89	13887.55	13866.71	13876.26	3073.0
2020-11-20 02:00:00	NQ	Futures	13876.55	13891.89	13856.58	13860.05	4711.0
2020-11-20 03:00:00	NQ	Futures	13861.21	13881.47	13851.08	13879.16	6772.0
2020-11-20 04:00:00	NQ	Futures	13879.73	13893.63	13859.76	13884.08	5711.0
2020-11-20 05:00:00	NQ	Futures	13883.5	13901.73	13871.92	13897.97	4257.0
2020-11-20 06:00:00	NQ	Futures	13897.97	13907.81	13890.16	13906.66	3964.0
2020-11-20 07:00:00	NQ	Futures	13906.37	13918.81	13896.52	13901.16	4882.0
2020-11-20 08:00:00	NQ	Futures	13901.16	13909.26	13878.29	13878.87	23104.0
2020-11-20 09:00:00	NQ	Futures	13879.16	13889.58	13831.97	13853.97	56245.0
2020-11-20 10:00:00	NQ	Futures	13853.97	13902.31	13845.0	13888.71	43671.0
2020-11-20 11:00:00	NQ	Futures	13889.0	13912.16	13856.0	13866.42	39734.0
2020-11-20 12:00:00	NQ	Futures	13866.42	13891.6	13857.45	13883.5	23833.0
2020-11-20 13:00:00	NQ	Futures	13883.5	13893.05	13860.34	13880.89	19367.0
2020-11-20 14:00:00	NQ	Futures	13881.47	13891.89	13862.95	13870.76	16890.0
2020-11-20 15:00:00	NQ	Futures	13871.34	13876.55	13781.03	13783.92	50400.0
2020-11-20 16:00:00	NQ	Futures	13784.21	13793.47	13748.03	13787.97	15428.0
2020-11-20 00:00:00	YM	Futures	32351.5	32364.8	32329.4	32350.4	2021.0
2020-11-20 01:00:00	YM	Futures	32348.2	32362.6	32309.5	32341.6	2118.0
2020-11-20 02:00:00	YM	Futures	32339.4	32375.9	32315.0	32341.6	2531.0
2020-11-20 03:00:00	YM	Futures	32342.7	32436.7	32329.4	32423.4	5728.0
2020-11-20 04:00:00	YM	Futures	32424.5	32503.0	32399.1	32452.1	4028.0
2020-11-20 05:00:00	YM	Futures	32448.8	32537.3	32442.2	32495.3	3402.0
2020-11-20 06:00:00	YM	Futures	32494.2	32542.8	32467.6	32541.7	2552.0
2020-11-20 07:00:00	YM	Futures	32542.8	32549.4	32489.7	32504.1	2517.0
2020-11-20 08:00:00	YM	Futures	32505.2	32528.4	32446.6	32449.9	6153.0
2020-11-20 09:00:00	YM	Futures	32451.0	32538.4	32392.4	32444.4	19519.0
2020-11-20 10:00:00	YM	Futures	32444.4	32463.2	32342.7	32373.6	18078.0
2020-11-20 11:00:00	YM	Futures	32373.6	32461.0	32353.7	32392.4	14242.0
2020-11-20 12:00:00	YM	Futures	32391.3	32405.7	32331.6	32369.2	8348.0
2020-11-20 13:00:00	YM	Futures	32369.2	32403.5	32343.8	32394.6	5693.0
2020-11-20 14:00:00	YM	Futures	32394.6	32428.9	32357.1	32380.3	6263.0
2020-11-20 15:00:00	YM	Futures	32381.4	32425.6	32257.6	32291.8	20341.0

> showing 50 of 1,552 rows — these rows as CSV

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