PREVIEW / futures_1hour / 2021-03-24

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-03-24.parquet
  size:    62 KB
  rows:    1,929

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
2021-03-24 00:00:00	ES	Futures	4385.37	4385.93	4379.75	4381.44	4859.0
2021-03-24 01:00:00	ES	Futures	4381.72	4384.81	4377.78	4378.35	7412.0
2021-03-24 02:00:00	ES	Futures	4378.35	4384.25	4377.22	4382.84	6883.0
2021-03-24 03:00:00	ES	Futures	4383.12	4386.21	4378.91	4382.0	10346.0
2021-03-24 04:00:00	ES	Futures	4382.28	4399.98	4378.06	4397.73	32130.0
2021-03-24 05:00:00	ES	Futures	4397.73	4403.91	4395.77	4398.57	19269.0
2021-03-24 06:00:00	ES	Futures	4398.57	4400.82	4394.08	4397.17	12430.0
2021-03-24 07:00:00	ES	Futures	4397.17	4404.48	4394.64	4396.05	18215.0
2021-03-24 08:00:00	ES	Futures	4395.77	4404.19	4395.77	4398.29	30585.0
2021-03-24 09:00:00	ES	Futures	4398.29	4410.09	4394.36	4395.2	217552.0
2021-03-24 10:00:00	ES	Futures	4395.2	4414.31	4390.43	4412.62	321537.0
2021-03-24 11:00:00	ES	Futures	4412.62	4418.52	4400.54	4404.19	246533.0
2021-03-24 12:00:00	ES	Futures	4404.48	4413.75	4402.23	4403.07	188858.0
2021-03-24 13:00:00	ES	Futures	4403.07	4403.07	4386.77	4402.51	211546.0
2021-03-24 14:00:00	ES	Futures	4402.51	4403.91	4382.28	4383.4	220981.0
2021-03-24 15:00:00	ES	Futures	4383.4	4390.15	4359.52	4359.52	346999.0
2021-03-24 16:00:00	ES	Futures	4359.8	4364.86	4357.83	4363.73	67308.0
2021-03-24 18:00:00	ES	Futures	4363.73	4367.95	4360.92	4365.14	9159.0
2021-03-24 19:00:00	ES	Futures	4365.14	4369.63	4363.17	4367.67	5868.0
2021-03-24 20:00:00	ES	Futures	4367.67	4372.16	4367.67	4372.16	11009.0
2021-03-24 21:00:00	ES	Futures	4372.16	4372.44	4357.83	4367.11	19891.0
2021-03-24 22:00:00	ES	Futures	4367.11	4378.35	4365.7	4374.97	19674.0
2021-03-24 23:00:00	ES	Futures	4375.25	4375.82	4368.23	4371.04	7470.0
2021-03-24 00:00:00	NQ	Futures	15123.23	15129.02	15100.07	15110.21	3213.0
2021-03-24 01:00:00	NQ	Futures	15109.92	15122.65	15089.94	15090.23	5748.0
2021-03-24 02:00:00	NQ	Futures	15090.81	15108.47	15081.55	15099.78	3528.0
2021-03-24 03:00:00	NQ	Futures	15101.23	15108.76	15077.49	15103.84	4761.0
2021-03-24 04:00:00	NQ	Futures	15104.13	15215.58	15096.6	15203.71	16892.0
2021-03-24 05:00:00	NQ	Futures	15204.58	15221.95	15181.42	15194.74	9463.0
2021-03-24 06:00:00	NQ	Futures	15194.74	15202.84	15155.66	15171.0	9406.0
2021-03-24 07:00:00	NQ	Futures	15171.87	15189.53	15152.76	15162.89	7915.0
2021-03-24 08:00:00	NQ	Futures	15162.89	15185.76	15147.84	15149.87	11258.0
2021-03-24 09:00:00	NQ	Futures	15149.29	15153.63	14991.51	15002.8	78757.0
2021-03-24 10:00:00	NQ	Futures	15003.09	15068.52	14950.4	15056.94	94342.0
2021-03-24 11:00:00	NQ	Futures	15057.23	15109.92	14995.28	15011.2	74745.0
2021-03-24 12:00:00	NQ	Futures	15011.78	15038.99	14975.59	14977.91	53017.0
2021-03-24 13:00:00	NQ	Futures	14978.2	14994.41	14909.3	14992.38	65296.0
2021-03-24 14:00:00	NQ	Futures	14992.09	14997.3	14895.69	14900.61	57681.0
2021-03-24 15:00:00	NQ	Futures	14901.19	14925.22	14808.55	14810.58	80377.0
2021-03-24 16:00:00	NQ	Futures	14811.16	14828.53	14803.63	14817.53	13912.0
2021-03-24 18:00:00	NQ	Futures	14825.63	14839.82	14800.45	14827.08	5755.0
2021-03-24 19:00:00	NQ	Futures	14827.08	14837.79	14814.63	14828.53	2952.0
2021-03-24 20:00:00	NQ	Futures	14828.53	14853.13	14828.53	14842.42	4972.0
2021-03-24 21:00:00	NQ	Futures	14842.42	14845.32	14766.58	14813.47	9881.0
2021-03-24 22:00:00	NQ	Futures	14813.76	14860.66	14805.95	14846.48	8144.0
2021-03-24 23:00:00	NQ	Futures	14846.48	14850.53	14817.53	14833.74	4538.0
2021-03-24 00:00:00	YM	Futures	35977.4	35985.2	35938.5	35948.5	1056.0
2021-03-24 01:00:00	YM	Futures	35948.5	35968.5	35917.3	35927.3	1551.0
2021-03-24 02:00:00	YM	Futures	35926.2	35975.2	35921.8	35966.3	1752.0
2021-03-24 03:00:00	YM	Futures	35967.4	36007.5	35952.9	35979.7	2950.0

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