PREVIEW / futures_1hour / 2020-12-24

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-12-24.parquet
  size:    36 KB
  rows:    1,009

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
2020-12-24 00:00:00	ES	Futures	4140.39	4141.23	4137.58	4140.11	3207.0
2020-12-24 01:00:00	ES	Futures	4140.39	4142.36	4139.83	4142.36	2708.0
2020-12-24 02:00:00	ES	Futures	4142.36	4143.48	4138.99	4141.79	3465.0
2020-12-24 03:00:00	ES	Futures	4141.51	4147.69	4139.55	4141.51	6186.0
2020-12-24 04:00:00	ES	Futures	4141.51	4145.44	4140.95	4143.2	3870.0
2020-12-24 05:00:00	ES	Futures	4143.48	4145.44	4142.36	4143.48	2266.0
2020-12-24 06:00:00	ES	Futures	4143.48	4143.76	4140.95	4142.92	4200.0
2020-12-24 07:00:00	ES	Futures	4142.92	4142.92	4137.02	4140.11	5308.0
2020-12-24 08:00:00	ES	Futures	4140.11	4140.67	4138.15	4139.55	6335.0
2020-12-24 09:00:00	ES	Futures	4139.55	4143.48	4137.02	4141.79	62122.0
2020-12-24 10:00:00	ES	Futures	4141.51	4145.44	4138.71	4139.27	59618.0
2020-12-24 11:00:00	ES	Futures	4139.27	4143.2	4133.09	4135.9	56425.0
2020-12-24 12:00:00	ES	Futures	4135.9	4148.81	4131.13	4148.53	85273.0
2020-12-24 13:00:00	ES	Futures	4148.53	4149.37	4145.16	4145.72	20333.0
2020-12-24 00:00:00	NQ	Futures	14667.63	14674.29	14659.82	14667.63	3540.0
2020-12-24 01:00:00	NQ	Futures	14667.63	14671.97	14656.35	14668.79	2552.0
2020-12-24 02:00:00	NQ	Futures	14668.21	14670.24	14651.14	14657.5	3474.0
2020-12-24 03:00:00	NQ	Futures	14657.21	14676.32	14655.77	14662.42	4100.0
2020-12-24 04:00:00	NQ	Futures	14662.42	14673.13	14662.13	14665.9	3120.0
2020-12-24 05:00:00	NQ	Futures	14665.61	14671.11	14660.4	14663.29	1658.0
2020-12-24 06:00:00	NQ	Futures	14663.29	14673.13	14663.0	14667.92	2112.0
2020-12-24 07:00:00	NQ	Futures	14667.63	14667.92	14654.9	14662.13	2391.0
2020-12-24 08:00:00	NQ	Futures	14662.13	14666.77	14656.92	14658.95	2390.0
2020-12-24 09:00:00	NQ	Futures	14658.95	14723.49	14652.29	14707.86	32626.0
2020-12-24 10:00:00	NQ	Futures	14707.86	14731.02	14679.79	14680.08	35122.0
2020-12-24 11:00:00	NQ	Futures	14680.08	14697.73	14662.71	14677.76	28982.0
2020-12-24 12:00:00	NQ	Futures	14677.76	14711.34	14661.56	14707.58	25273.0
2020-12-24 13:00:00	NQ	Futures	14707.86	14713.36	14700.34	14706.71	4411.0
2020-12-24 00:00:00	YM	Futures	33379.0	33387.9	33352.4	33380.1	1278.0
2020-12-24 01:00:00	YM	Futures	33377.9	33393.4	33374.6	33391.2	741.0
2020-12-24 02:00:00	YM	Futures	33391.2	33404.5	33369.0	33384.6	1202.0
2020-12-24 03:00:00	YM	Futures	33384.6	33443.3	33367.9	33381.2	2378.0
2020-12-24 04:00:00	YM	Futures	33381.2	33416.7	33379.0	33400.1	1084.0
2020-12-24 05:00:00	YM	Futures	33396.8	33413.4	33390.1	33393.4	738.0
2020-12-24 06:00:00	YM	Futures	33392.3	33396.8	33364.6	33387.9	1074.0
2020-12-24 07:00:00	YM	Futures	33387.9	33387.9	33335.8	33363.5	1436.0
2020-12-24 08:00:00	YM	Futures	33364.6	33366.8	33343.5	33355.7	1272.0
2020-12-24 09:00:00	YM	Futures	33355.7	33374.6	33315.8	33366.8	7837.0
2020-12-24 10:00:00	YM	Futures	33365.7	33372.4	33322.4	33359.0	6087.0
2020-12-24 11:00:00	YM	Futures	33359.0	33381.2	33286.9	33309.1	7386.0
2020-12-24 12:00:00	YM	Futures	33309.1	33403.4	33272.5	33401.2	8937.0
2020-12-24 13:00:00	YM	Futures	33400.1	33406.7	33379.0	33389.0	1010.0
2020-12-24 00:00:00	CL	Futures	32.85	32.85	32.76	32.82	3138.0
2020-12-24 01:00:00	CL	Futures	32.82	32.84	32.67	32.73	3945.0
2020-12-24 02:00:00	CL	Futures	32.73	32.73	32.57	32.64	5047.0
2020-12-24 03:00:00	CL	Futures	32.64	32.86	32.45	32.46	11572.0
2020-12-24 04:00:00	CL	Futures	32.46	32.59	32.4	32.46	8132.0
2020-12-24 05:00:00	CL	Futures	32.46	32.56	32.29	32.31	8800.0
2020-12-24 06:00:00	CL	Futures	32.31	32.44	32.29	32.38	5547.0
2020-12-24 07:00:00	CL	Futures	32.38	32.38	32.21	32.31	10123.0

> showing 50 of 1,009 rows — these rows as CSV

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