PREVIEW / futures_1hour / 2020-12-31

all futures 1-hour files

  file:    by_date/futures_1hour/2020/2020-12-31.parquet
  size:    41 KB
  rows:    1,194

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
2020-12-31 00:00:00	ES	Futures	4180.53	4183.33	4179.96	4182.77	2419.0
2020-12-31 01:00:00	ES	Futures	4182.77	4183.61	4180.81	4181.09	1591.0
2020-12-31 02:00:00	ES	Futures	4181.09	4182.49	4174.07	4178.28	5102.0
2020-12-31 03:00:00	ES	Futures	4178.28	4181.37	4172.39	4174.63	8935.0
2020-12-31 04:00:00	ES	Futures	4174.91	4176.88	4170.7	4174.35	6065.0
2020-12-31 05:00:00	ES	Futures	4174.35	4182.49	4172.39	4181.37	5491.0
2020-12-31 06:00:00	ES	Futures	4181.37	4185.86	4179.68	4183.33	5495.0
2020-12-31 07:00:00	ES	Futures	4183.33	4185.58	4179.12	4179.68	10550.0
2020-12-31 08:00:00	ES	Futures	4179.68	4180.81	4176.32	4178.84	9381.0
2020-12-31 09:00:00	ES	Futures	4178.84	4180.53	4173.79	4178.56	81166.0
2020-12-31 10:00:00	ES	Futures	4178.56	4184.74	4178.56	4179.96	74520.0
2020-12-31 11:00:00	ES	Futures	4179.96	4182.49	4174.35	4175.47	85471.0
2020-12-31 12:00:00	ES	Futures	4175.19	4183.61	4174.63	4181.37	53497.0
2020-12-31 13:00:00	ES	Futures	4181.37	4182.49	4178.28	4179.96	38568.0
2020-12-31 14:00:00	ES	Futures	4179.96	4194.84	4176.88	4192.03	99680.0
2020-12-31 15:00:00	ES	Futures	4192.31	4213.36	4192.03	4203.82	320720.0
2020-12-31 16:00:00	ES	Futures	4203.82	4213.36	4203.26	4208.59	85563.0
2020-12-31 00:00:00	NQ	Futures	14867.05	14877.76	14867.05	14875.45	803.0
2020-12-31 01:00:00	NQ	Futures	14875.16	14882.39	14872.84	14877.18	1939.0
2020-12-31 02:00:00	NQ	Futures	14876.89	14882.68	14864.45	14873.71	2071.0
2020-12-31 03:00:00	NQ	Futures	14873.13	14879.5	14860.69	14869.37	3173.0
2020-12-31 04:00:00	NQ	Futures	14869.66	14874.29	14862.13	14871.11	2101.0
2020-12-31 05:00:00	NQ	Futures	14871.11	14883.84	14865.9	14881.81	2089.0
2020-12-31 06:00:00	NQ	Futures	14882.1	14892.81	14878.34	14885.58	3054.0
2020-12-31 07:00:00	NQ	Futures	14885.0	14892.81	14877.76	14881.24	3232.0
2020-12-31 08:00:00	NQ	Futures	14881.52	14882.97	14870.24	14874.0	3760.0
2020-12-31 09:00:00	NQ	Futures	14874.29	14885.58	14845.06	14857.21	44736.0
2020-12-31 10:00:00	NQ	Futures	14858.66	14884.71	14858.66	14874.0	35291.0
2020-12-31 11:00:00	NQ	Futures	14873.42	14880.08	14814.96	14821.32	33514.0
2020-12-31 12:00:00	NQ	Futures	14821.61	14857.21	14817.56	14847.66	27018.0
2020-12-31 13:00:00	NQ	Futures	14847.66	14850.56	14835.79	14837.24	14840.0
2020-12-31 14:00:00	NQ	Futures	14836.95	14875.45	14824.22	14867.34	27521.0
2020-12-31 15:00:00	NQ	Futures	14867.63	14930.15	14861.26	14899.76	51114.0
2020-12-31 16:00:00	NQ	Futures	14899.18	14927.83	14898.89	14915.1	9897.0
2020-12-31 00:00:00	YM	Futures	33617.5	33641.9	33615.3	33637.5	492.0
2020-12-31 01:00:00	YM	Futures	33637.5	33644.1	33623.0	33626.4	389.0
2020-12-31 02:00:00	YM	Futures	33626.4	33634.1	33566.5	33602.0	1375.0
2020-12-31 03:00:00	YM	Futures	33602.0	33619.7	33549.8	33577.6	1724.0
2020-12-31 04:00:00	YM	Futures	33576.4	33588.6	33535.4	33572.0	1485.0
2020-12-31 05:00:00	YM	Futures	33570.9	33620.8	33554.3	33608.6	1211.0
2020-12-31 06:00:00	YM	Futures	33608.6	33637.5	33596.4	33616.4	1523.0
2020-12-31 07:00:00	YM	Futures	33616.4	33631.9	33576.4	33593.1	1837.0
2020-12-31 08:00:00	YM	Futures	33589.8	33608.6	33573.1	33606.4	1279.0
2020-12-31 09:00:00	YM	Futures	33605.3	33616.4	33531.0	33576.4	8259.0
2020-12-31 10:00:00	YM	Futures	33576.4	33626.4	33566.5	33566.5	8844.0
2020-12-31 11:00:00	YM	Futures	33566.5	33589.8	33542.1	33567.6	6599.0
2020-12-31 12:00:00	YM	Futures	33568.7	33617.5	33562.0	33605.3	3715.0
2020-12-31 13:00:00	YM	Futures	33606.4	33625.3	33575.3	33592.0	3194.0
2020-12-31 14:00:00	YM	Futures	33593.1	33722.9	33579.8	33696.2	9362.0
2020-12-31 15:00:00	YM	Futures	33697.3	33858.2	33697.3	33795.0	21713.0

> showing 50 of 1,194 rows — these rows as CSV

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