PREVIEW / futures_1hour / 2020-12-18

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-12-18.parquet
  size:    51 KB
  rows:    1,542

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
2020-12-18 00:00:00	ES	Futures	4159.48	4159.76	4153.02	4158.91	8000.0
2020-12-18 01:00:00	ES	Futures	4159.2	4162.56	4157.79	4162.0	4113.0
2020-12-18 02:00:00	ES	Futures	4161.72	4163.69	4161.16	4162.0	4659.0
2020-12-18 03:00:00	ES	Futures	4161.72	4172.67	4160.32	4171.26	15077.0
2020-12-18 04:00:00	ES	Futures	4171.26	4179.68	4169.3	4170.14	14826.0
2020-12-18 05:00:00	ES	Futures	4170.14	4172.95	4167.33	4172.39	13361.0
2020-12-18 06:00:00	ES	Futures	4172.39	4173.51	4169.86	4172.67	8827.0
2020-12-18 07:00:00	ES	Futures	4172.39	4175.19	4169.58	4169.86	13796.0
2020-12-18 08:00:00	ES	Futures	4170.14	4173.51	4168.18	4170.98	22773.0
2020-12-18 09:00:00	ES	Futures	4171.26	4177.72	4149.65	4156.39	248876.0
2020-12-18 10:00:00	ES	Futures	4156.39	4156.67	4143.48	4150.21	231988.0
2020-12-18 11:00:00	ES	Futures	4149.93	4152.18	4135.06	4145.16	141785.0
2020-12-18 12:00:00	ES	Futures	4145.16	4156.67	4143.76	4149.09	78201.0
2020-12-18 13:00:00	ES	Futures	4149.09	4149.65	4138.43	4142.64	77732.0
2020-12-18 14:00:00	ES	Futures	4142.92	4142.92	4130.57	4134.22	124752.0
2020-12-18 15:00:00	ES	Futures	4134.22	4167.62	4128.32	4154.14	439129.0
2020-12-18 16:00:00	ES	Futures	4153.86	4176.32	4152.46	4172.39	123915.0
2020-12-18 00:00:00	NQ	Futures	14733.62	14735.65	14711.34	14728.41	3422.0
2020-12-18 01:00:00	NQ	Futures	14728.7	14741.15	14725.81	14732.76	2865.0
2020-12-18 02:00:00	NQ	Futures	14732.76	14739.7	14731.31	14732.76	1877.0
2020-12-18 03:00:00	NQ	Futures	14733.05	14767.2	14731.02	14764.88	6252.0
2020-12-18 04:00:00	NQ	Futures	14764.59	14794.69	14753.6	14758.23	6543.0
2020-12-18 05:00:00	NQ	Futures	14757.65	14768.65	14744.04	14754.17	5209.0
2020-12-18 06:00:00	NQ	Futures	14754.17	14766.33	14750.99	14761.41	4431.0
2020-12-18 07:00:00	NQ	Futures	14761.41	14781.67	14758.23	14762.57	5983.0
2020-12-18 08:00:00	NQ	Futures	14762.57	14797.01	14761.41	14793.54	9203.0
2020-12-18 09:00:00	NQ	Futures	14793.83	14807.14	14719.44	14732.18	69558.0
2020-12-18 10:00:00	NQ	Futures	14732.47	14737.97	14683.26	14723.49	66582.0
2020-12-18 11:00:00	NQ	Futures	14723.78	14734.78	14657.5	14695.13	49075.0
2020-12-18 12:00:00	NQ	Futures	14694.84	14731.6	14685.87	14715.68	24746.0
2020-12-18 13:00:00	NQ	Futures	14715.97	14724.94	14674.87	14693.68	25957.0
2020-12-18 14:00:00	NQ	Futures	14693.97	14696.29	14647.08	14660.69	32848.0
2020-12-18 15:00:00	NQ	Futures	14660.69	14727.55	14599.04	14706.13	96264.0
2020-12-18 16:00:00	NQ	Futures	14706.13	14773.28	14701.79	14759.38	25041.0
2020-12-18 00:00:00	YM	Futures	33401.2	33401.2	33353.5	33391.2	2073.0
2020-12-18 01:00:00	YM	Futures	33392.3	33420.0	33379.0	33415.6	1186.0
2020-12-18 02:00:00	YM	Futures	33414.5	33433.4	33406.7	33415.6	1273.0
2020-12-18 03:00:00	YM	Futures	33416.7	33508.8	33402.3	33489.9	3484.0
2020-12-18 04:00:00	YM	Futures	33491.0	33564.2	33481.1	33496.6	3391.0
2020-12-18 05:00:00	YM	Futures	33496.6	33514.3	33474.4	33513.2	2453.0
2020-12-18 06:00:00	YM	Futures	33513.2	33519.9	33484.4	33509.9	1940.0
2020-12-18 07:00:00	YM	Futures	33508.8	33532.1	33486.6	33488.8	2678.0
2020-12-18 08:00:00	YM	Futures	33488.8	33499.9	33464.4	33473.3	3327.0
2020-12-18 09:00:00	YM	Futures	33472.2	33526.5	33359.0	33405.6	22555.0
2020-12-18 10:00:00	YM	Futures	33406.7	33421.2	33290.3	33332.4	23725.0
2020-12-18 11:00:00	YM	Futures	33332.4	33346.8	33213.7	33300.3	16318.0
2020-12-18 12:00:00	YM	Futures	33300.3	33392.3	33293.6	33332.4	10235.0
2020-12-18 13:00:00	YM	Futures	33333.5	33336.9	33263.7	33292.5	6878.0
2020-12-18 14:00:00	YM	Futures	33292.5	33292.5	33217.1	33241.5	11790.0
2020-12-18 15:00:00	YM	Futures	33241.5	33477.7	33194.9	33379.0	34335.0

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