PREVIEW / futures_1hour / 2020-11-24

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-11-24.parquet
  size:    62 KB
  rows:    1,915

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
2020-11-24 00:00:00	ES	Futures	4039.52	4040.08	4032.8	4035.6	7656.0
2020-11-24 01:00:00	ES	Futures	4035.88	4037.84	4034.48	4035.04	3822.0
2020-11-24 02:00:00	ES	Futures	4035.6	4038.68	4030.28	4031.68	8084.0
2020-11-24 03:00:00	ES	Futures	4031.68	4040.08	4030.28	4033.36	19682.0
2020-11-24 04:00:00	ES	Futures	4033.08	4038.12	4031.12	4037.0	10021.0
2020-11-24 05:00:00	ES	Futures	4037.0	4038.96	4034.2	4037.84	13346.0
2020-11-24 06:00:00	ES	Futures	4038.12	4042.04	4034.76	4035.04	12337.0
2020-11-24 07:00:00	ES	Futures	4035.32	4037.84	4028.88	4037.28	18683.0
2020-11-24 08:00:00	ES	Futures	4037.56	4041.2	4035.88	4037.28	24839.0
2020-11-24 09:00:00	ES	Futures	4037.0	4038.12	4025.8	4037.28	136883.0
2020-11-24 10:00:00	ES	Futures	4037.56	4053.53	4035.32	4050.45	192324.0
2020-11-24 11:00:00	ES	Futures	4050.73	4073.41	4050.45	4067.25	174426.0
2020-11-24 12:00:00	ES	Futures	4067.53	4069.49	4063.05	4067.53	85782.0
2020-11-24 13:00:00	ES	Futures	4067.53	4076.78	4063.33	4068.65	98790.0
2020-11-24 14:00:00	ES	Futures	4068.37	4072.57	4059.69	4068.65	122325.0
2020-11-24 15:00:00	ES	Futures	4068.65	4072.85	4063.05	4069.77	193018.0
2020-11-24 16:00:00	ES	Futures	4069.49	4078.18	4068.65	4076.22	53379.0
2020-11-24 18:00:00	ES	Futures	4073.13	4082.38	4072.01	4080.42	8731.0
2020-11-24 19:00:00	ES	Futures	4080.7	4094.98	4077.06	4087.7	28471.0
2020-11-24 20:00:00	ES	Futures	4087.7	4093.58	4086.86	4089.94	10110.0
2020-11-24 21:00:00	ES	Futures	4090.22	4092.46	4084.34	4087.14	7263.0
2020-11-24 22:00:00	ES	Futures	4087.42	4089.38	4077.34	4081.82	9520.0
2020-11-24 23:00:00	ES	Futures	4081.82	4084.06	4078.74	4079.02	5372.0
2020-11-24 00:00:00	NQ	Futures	13861.79	13863.81	13845.87	13853.68	2353.0
2020-11-24 01:00:00	NQ	Futures	13853.97	13865.55	13847.02	13859.18	2058.0
2020-11-24 02:00:00	NQ	Futures	13859.76	13868.45	13845.0	13849.92	3077.0
2020-11-24 03:00:00	NQ	Futures	13849.92	13868.45	13814.6	13823.87	7571.0
2020-11-24 04:00:00	NQ	Futures	13823.29	13838.92	13816.92	13835.45	4305.0
2020-11-24 05:00:00	NQ	Futures	13835.45	13838.92	13818.66	13824.16	3065.0
2020-11-24 06:00:00	NQ	Futures	13823.58	13840.95	13819.81	13825.6	3184.0
2020-11-24 07:00:00	NQ	Futures	13825.89	13833.42	13809.39	13823.58	4948.0
2020-11-24 08:00:00	NQ	Futures	13823.29	13847.6	13821.84	13840.37	15228.0
2020-11-24 09:00:00	NQ	Futures	13840.37	13850.5	13747.16	13805.05	63203.0
2020-11-24 10:00:00	NQ	Futures	13804.76	13879.45	13779.87	13878.58	74270.0
2020-11-24 11:00:00	NQ	Futures	13878.87	13936.47	13878.0	13913.89	52857.0
2020-11-24 12:00:00	NQ	Futures	13914.47	13959.34	13900.87	13946.31	31781.0
2020-11-24 13:00:00	NQ	Futures	13946.02	13993.5	13933.0	13990.6	30832.0
2020-11-24 14:00:00	NQ	Futures	13990.31	14004.5	13958.47	13979.31	28961.0
2020-11-24 15:00:00	NQ	Futures	13979.31	13994.94	13955.58	13981.63	36683.0
2020-11-24 16:00:00	NQ	Futures	13981.92	14015.5	13977.0	14011.44	10272.0
2020-11-24 18:00:00	NQ	Futures	14008.55	14042.71	14002.76	14041.26	5628.0
2020-11-24 19:00:00	NQ	Futures	14040.97	14077.73	14031.42	14061.52	8068.0
2020-11-24 20:00:00	NQ	Futures	14060.94	14094.81	14058.63	14084.39	4688.0
2020-11-24 21:00:00	NQ	Futures	14084.97	14091.34	14068.76	14075.99	3372.0
2020-11-24 22:00:00	NQ	Futures	14075.71	14090.76	14042.71	14054.86	4752.0
2020-11-24 23:00:00	NQ	Futures	14055.44	14062.39	14042.71	14046.76	2814.0
2020-11-24 00:00:00	YM	Futures	32979.5	32988.4	32907.7	32938.6	2112.0
2020-11-24 01:00:00	YM	Futures	32939.7	32960.7	32924.2	32935.3	1026.0
2020-11-24 02:00:00	YM	Futures	32938.6	32969.6	32899.9	32918.7	2321.0
2020-11-24 03:00:00	YM	Futures	32922.0	32983.9	32919.8	32947.5	4255.0

> showing 50 of 1,915 rows — these rows as CSV

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