PREVIEW / futures_1hour / 2020-12-30

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-12-30.parquet
  size:    60 KB
  rows:    1,869

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
2020-12-30 00:00:00	ES	Futures	4190.63	4195.96	4186.98	4187.26	8334.0
2020-12-30 01:00:00	ES	Futures	4187.26	4192.31	4187.26	4188.38	4635.0
2020-12-30 02:00:00	ES	Futures	4188.38	4195.12	4187.26	4189.79	5606.0
2020-12-30 03:00:00	ES	Futures	4189.79	4196.8	4188.95	4192.31	11215.0
2020-12-30 04:00:00	ES	Futures	4192.31	4192.31	4189.51	4190.63	5809.0
2020-12-30 05:00:00	ES	Futures	4190.63	4194.84	4190.63	4194.0	3883.0
2020-12-30 06:00:00	ES	Futures	4194.0	4194.84	4188.38	4191.75	6573.0
2020-12-30 07:00:00	ES	Futures	4191.75	4192.03	4186.7	4190.07	6832.0
2020-12-30 08:00:00	ES	Futures	4190.35	4191.75	4185.02	4185.3	11758.0
2020-12-30 09:00:00	ES	Futures	4185.3	4192.31	4182.77	4191.47	98768.0
2020-12-30 10:00:00	ES	Futures	4191.19	4194.56	4184.46	4189.51	116407.0
2020-12-30 11:00:00	ES	Futures	4189.79	4191.19	4184.74	4187.54	71858.0
2020-12-30 12:00:00	ES	Futures	4187.82	4189.51	4183.61	4185.3	48996.0
2020-12-30 13:00:00	ES	Futures	4185.58	4188.38	4183.33	4184.74	47225.0
2020-12-30 14:00:00	ES	Futures	4184.74	4185.58	4178.56	4179.96	63974.0
2020-12-30 15:00:00	ES	Futures	4179.96	4187.26	4177.44	4181.93	147310.0
2020-12-30 16:00:00	ES	Futures	4181.93	4183.33	4177.16	4181.65	38604.0
2020-12-30 18:00:00	ES	Futures	4181.93	4185.02	4181.09	4183.61	3913.0
2020-12-30 19:00:00	ES	Futures	4183.61	4186.14	4183.61	4185.58	1903.0
2020-12-30 20:00:00	ES	Futures	4185.58	4186.42	4180.25	4186.42	4850.0
2020-12-30 21:00:00	ES	Futures	4186.14	4186.98	4182.49	4183.61	3310.0
2020-12-30 22:00:00	ES	Futures	4183.33	4185.02	4180.53	4181.93	5003.0
2020-12-30 23:00:00	ES	Futures	4182.21	4182.21	4178.0	4180.53	3761.0
2020-12-30 00:00:00	NQ	Futures	14915.1	14926.97	14905.26	14905.84	3193.0
2020-12-30 01:00:00	NQ	Futures	14905.84	14925.52	14904.97	14915.39	2156.0
2020-12-30 02:00:00	NQ	Futures	14915.97	14930.15	14910.76	14918.86	4870.0
2020-12-30 03:00:00	NQ	Futures	14918.57	14929.57	14915.68	14916.55	4591.0
2020-12-30 04:00:00	NQ	Futures	14916.55	14922.05	14909.31	14920.31	3330.0
2020-12-30 05:00:00	NQ	Futures	14920.02	14927.83	14920.02	14922.34	2248.0
2020-12-30 06:00:00	NQ	Futures	14921.76	14922.62	14903.81	14918.57	3511.0
2020-12-30 07:00:00	NQ	Futures	14918.28	14925.52	14908.73	14922.91	5175.0
2020-12-30 08:00:00	NQ	Futures	14922.62	14941.73	14911.34	14932.47	7804.0
2020-12-30 09:00:00	NQ	Futures	14932.47	14946.07	14876.6	14894.55	60232.0
2020-12-30 10:00:00	NQ	Futures	14894.26	14899.76	14842.74	14881.52	63849.0
2020-12-30 11:00:00	NQ	Futures	14881.24	14901.79	14868.21	14899.18	36744.0
2020-12-30 12:00:00	NQ	Futures	14899.47	14903.23	14874.0	14881.81	24938.0
2020-12-30 13:00:00	NQ	Futures	14882.39	14902.94	14881.24	14896.58	18660.0
2020-12-30 14:00:00	NQ	Futures	14896.29	14899.47	14865.32	14874.58	23391.0
2020-12-30 15:00:00	NQ	Futures	14874.58	14887.02	14844.77	14868.5	40041.0
2020-12-30 16:00:00	NQ	Futures	14869.37	14879.21	14857.5	14866.76	7233.0
2020-12-30 18:00:00	NQ	Futures	14865.32	14882.68	14865.32	14876.6	2047.0
2020-12-30 19:00:00	NQ	Futures	14876.6	14883.26	14876.32	14878.34	1091.0
2020-12-30 20:00:00	NQ	Futures	14877.76	14887.31	14865.61	14886.16	2126.0
2020-12-30 21:00:00	NQ	Futures	14885.29	14887.89	14869.08	14873.42	2176.0
2020-12-30 22:00:00	NQ	Futures	14872.84	14878.63	14864.74	14872.84	1909.0
2020-12-30 23:00:00	NQ	Futures	14872.84	14872.84	14857.79	14867.34	1552.0
2020-12-30 00:00:00	YM	Futures	33618.6	33664.1	33598.6	33603.1	1766.0
2020-12-30 01:00:00	YM	Futures	33602.0	33633.0	33597.5	33607.5	1200.0
2020-12-30 02:00:00	YM	Futures	33607.5	33658.5	33598.6	33620.8	1921.0
2020-12-30 03:00:00	YM	Futures	33619.7	33691.8	33611.9	33644.1	3279.0

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