PREVIEW / futures_1hour / 2020-12-11

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-12-11.parquet
  size:    50 KB
  rows:    1,481

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
2020-12-11 00:00:00	ES	Futures	4105.35	4106.19	4102.82	4103.38	2834.0
2020-12-11 01:00:00	ES	Futures	4103.38	4108.99	4100.86	4107.59	4219.0
2020-12-11 02:00:00	ES	Futures	4107.87	4113.47	4107.03	4108.99	5367.0
2020-12-11 03:00:00	ES	Futures	4108.99	4109.27	4078.74	4085.46	28840.0
2020-12-11 04:00:00	ES	Futures	4085.46	4093.3	4083.22	4084.06	13469.0
2020-12-11 05:00:00	ES	Futures	4084.06	4089.94	4070.89	4072.29	13800.0
2020-12-11 06:00:00	ES	Futures	4072.01	4077.06	4065.01	4076.5	23042.0
2020-12-11 07:00:00	ES	Futures	4076.5	4082.94	4075.94	4082.94	17169.0
2020-12-11 08:00:00	ES	Futures	4082.38	4085.74	4078.46	4084.34	19417.0
2020-12-11 09:00:00	ES	Futures	4084.34	4092.74	4080.7	4089.94	101068.0
2020-12-11 10:00:00	ES	Futures	4089.66	4099.46	4084.9	4088.82	106273.0
2020-12-11 11:00:00	ES	Futures	4088.54	4092.74	4075.09	4081.82	75432.0
2020-12-11 12:00:00	ES	Futures	4081.82	4084.06	4069.49	4080.42	79629.0
2020-12-11 13:00:00	ES	Futures	4080.42	4100.02	4079.3	4096.66	57907.0
2020-12-11 14:00:00	ES	Futures	4096.66	4102.54	4093.3	4096.94	82193.0
2020-12-11 15:00:00	ES	Futures	4096.94	4106.75	4094.42	4103.38	141432.0
2020-12-11 16:00:00	ES	Futures	4103.1	4105.35	4096.38	4100.58	31937.0
2020-12-11 00:00:00	NQ	Futures	14329.28	14332.17	14315.39	14319.44	1346.0
2020-12-11 01:00:00	NQ	Futures	14319.44	14334.49	14304.39	14328.12	2242.0
2020-12-11 02:00:00	NQ	Futures	14328.7	14342.31	14321.46	14330.44	2608.0
2020-12-11 03:00:00	NQ	Futures	14329.57	14335.65	14255.47	14278.04	12789.0
2020-12-11 04:00:00	NQ	Futures	14279.2	14299.75	14266.46	14269.94	4594.0
2020-12-11 05:00:00	NQ	Futures	14268.78	14285.57	14223.33	14226.23	5191.0
2020-12-11 06:00:00	NQ	Futures	14227.39	14244.75	14199.31	14243.31	7700.0
2020-12-11 07:00:00	NQ	Futures	14244.18	14262.7	14235.78	14260.96	4740.0
2020-12-11 08:00:00	NQ	Futures	14260.39	14278.91	14254.31	14274.57	5329.0
2020-12-11 09:00:00	NQ	Futures	14274.57	14306.12	14212.62	14260.68	43456.0
2020-12-11 10:00:00	NQ	Futures	14260.96	14311.62	14239.83	14255.75	43595.0
2020-12-11 11:00:00	NQ	Futures	14255.75	14276.89	14191.49	14217.83	33564.0
2020-12-11 12:00:00	NQ	Futures	14218.12	14234.91	14165.73	14210.31	30109.0
2020-12-11 13:00:00	NQ	Futures	14209.73	14293.1	14207.41	14276.89	26339.0
2020-12-11 14:00:00	NQ	Futures	14277.75	14315.1	14267.33	14294.83	26643.0
2020-12-11 15:00:00	NQ	Futures	14294.25	14333.33	14276.6	14329.86	36202.0
2020-12-11 16:00:00	NQ	Futures	14329.86	14334.2	14302.94	14317.7	6441.0
2020-12-11 00:00:00	YM	Futures	33170.5	33176.0	33146.1	33150.5	365.0
2020-12-11 01:00:00	YM	Futures	33151.6	33186.0	33115.0	33176.0	648.0
2020-12-11 02:00:00	YM	Futures	33176.0	33221.5	33168.3	33196.0	1066.0
2020-12-11 03:00:00	YM	Futures	33196.0	33199.3	32954.2	33003.0	6370.0
2020-12-11 04:00:00	YM	Futures	33001.9	33075.1	32993.0	33003.0	3249.0
2020-12-11 05:00:00	YM	Futures	32999.7	33062.9	32909.8	32923.1	2398.0
2020-12-11 06:00:00	YM	Futures	32919.8	32949.8	32858.8	32936.4	2296.0
2020-12-11 07:00:00	YM	Futures	32939.8	33001.9	32926.5	32989.7	1123.0
2020-12-11 08:00:00	YM	Futures	32988.6	33026.3	32960.8	33023.0	1960.0
2020-12-11 09:00:00	YM	Futures	33018.5	33080.6	32976.4	33064.0	12368.0
2020-12-11 10:00:00	YM	Futures	33062.9	33148.3	33056.2	33093.9	11924.0
2020-12-11 11:00:00	YM	Futures	33092.8	33140.5	33013.0	33062.9	8574.0
2020-12-11 12:00:00	YM	Futures	33064.0	33093.9	32965.3	33084.0	9174.0
2020-12-11 13:00:00	YM	Futures	33084.0	33232.6	33068.4	33207.1	8559.0
2020-12-11 14:00:00	YM	Futures	33207.1	33233.7	33166.0	33181.6	7843.0
2020-12-11 15:00:00	YM	Futures	33181.6	33243.7	33153.8	33211.5	10366.0

> showing 50 of 1,481 rows — these rows as CSV

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