PREVIEW / futures_1hour / 2020-11-23

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-11-23.parquet
  size:    62 KB
  rows:    1,939

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
2020-11-23 00:00:00	ES	Futures	3992.47	3993.59	3990.51	3993.59	3646.0
2020-11-23 01:00:00	ES	Futures	3993.59	3996.39	3991.63	3995.55	4211.0
2020-11-23 02:00:00	ES	Futures	3995.27	4008.15	3995.27	4000.59	18407.0
2020-11-23 03:00:00	ES	Futures	4000.59	4010.39	3996.95	4009.27	23283.0
2020-11-23 04:00:00	ES	Futures	4008.99	4010.95	4002.83	4008.15	14394.0
2020-11-23 05:00:00	ES	Futures	4007.87	4008.43	4004.23	4006.75	9636.0
2020-11-23 06:00:00	ES	Futures	4006.75	4007.03	4001.43	4002.83	12766.0
2020-11-23 07:00:00	ES	Futures	4002.83	4009.27	3998.07	4006.75	21619.0
2020-11-23 08:00:00	ES	Futures	4006.47	4009.27	3989.67	3999.47	46738.0
2020-11-23 09:00:00	ES	Futures	3999.47	4019.92	3995.83	4012.91	122603.0
2020-11-23 10:00:00	ES	Futures	4012.91	4014.31	3987.43	4000.87	166746.0
2020-11-23 11:00:00	ES	Futures	4001.15	4002.55	3975.94	3986.59	171959.0
2020-11-23 12:00:00	ES	Futures	3986.3	3996.67	3979.58	3996.39	71138.0
2020-11-23 13:00:00	ES	Futures	3996.39	4000.31	3993.31	3997.51	62978.0
2020-11-23 14:00:00	ES	Futures	3997.51	4007.31	3991.35	4007.31	85449.0
2020-11-23 15:00:00	ES	Futures	4007.31	4015.99	4000.03	4005.91	237508.0
2020-11-23 16:00:00	ES	Futures	4005.63	4007.31	4003.39	4006.47	35056.0
2020-11-23 18:00:00	ES	Futures	4006.47	4030.56	4005.63	4024.12	22566.0
2020-11-23 19:00:00	ES	Futures	4024.12	4027.76	4020.76	4024.4	11685.0
2020-11-23 20:00:00	ES	Futures	4024.4	4030.28	4023.28	4025.52	8885.0
2020-11-23 21:00:00	ES	Futures	4025.52	4033.36	4025.52	4031.68	6019.0
2020-11-23 22:00:00	ES	Futures	4031.68	4038.12	4030.84	4037.28	6967.0
2020-11-23 23:00:00	ES	Futures	4037.0	4040.08	4036.72	4039.24	6790.0
2020-11-23 00:00:00	NQ	Futures	13834.0	13841.81	13828.79	13833.13	2155.0
2020-11-23 01:00:00	NQ	Futures	13832.84	13839.79	13829.08	13836.31	1456.0
2020-11-23 02:00:00	NQ	Futures	13836.89	13870.18	13815.47	13829.95	8563.0
2020-11-23 03:00:00	NQ	Futures	13828.79	13850.5	13821.55	13841.52	5787.0
2020-11-23 04:00:00	NQ	Futures	13841.81	13857.45	13834.58	13844.71	5670.0
2020-11-23 05:00:00	NQ	Futures	13844.13	13845.58	13832.55	13837.18	2325.0
2020-11-23 06:00:00	NQ	Futures	13837.18	13837.47	13825.03	13834.29	2364.0
2020-11-23 07:00:00	NQ	Futures	13833.71	13843.55	13818.66	13839.79	4774.0
2020-11-23 08:00:00	NQ	Futures	13839.21	13845.0	13798.39	13830.24	15480.0
2020-11-23 09:00:00	NQ	Futures	13830.53	13896.52	13825.31	13863.52	55269.0
2020-11-23 10:00:00	NQ	Futures	13863.23	13873.08	13745.42	13789.42	73216.0
2020-11-23 11:00:00	NQ	Futures	13789.71	13793.47	13672.48	13717.05	67557.0
2020-11-23 12:00:00	NQ	Futures	13716.76	13771.76	13692.74	13770.89	35508.0
2020-11-23 13:00:00	NQ	Futures	13771.18	13794.63	13761.63	13770.6	27059.0
2020-11-23 14:00:00	NQ	Futures	13771.18	13807.95	13743.97	13799.55	37033.0
2020-11-23 15:00:00	NQ	Futures	13799.55	13829.95	13763.66	13782.76	54125.0
2020-11-23 16:00:00	NQ	Futures	13783.63	13802.74	13777.55	13800.13	7073.0
2020-11-23 18:00:00	NQ	Futures	13790.0	13859.76	13790.0	13839.5	7692.0
2020-11-23 19:00:00	NQ	Futures	13839.5	13848.18	13828.5	13838.63	3371.0
2020-11-23 20:00:00	NQ	Futures	13838.63	13846.45	13823.29	13830.81	3410.0
2020-11-23 21:00:00	NQ	Futures	13831.1	13854.55	13831.1	13842.1	2485.0
2020-11-23 22:00:00	NQ	Futures	13842.68	13870.47	13839.21	13862.37	2748.0
2020-11-23 23:00:00	NQ	Futures	13862.95	13867.0	13854.84	13861.79	2026.0
2020-11-23 00:00:00	YM	Futures	32393.5	32404.6	32371.4	32403.5	809.0
2020-11-23 01:00:00	YM	Futures	32405.7	32442.2	32392.4	32419.0	1665.0
2020-11-23 02:00:00	YM	Futures	32419.0	32518.5	32419.0	32474.3	6621.0
2020-11-23 03:00:00	YM	Futures	32475.4	32564.9	32444.4	32547.2	6027.0

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