PREVIEW / futures_1hour / 2021-08-17

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-08-17.parquet
  size:    64 KB
  rows:    1,973

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
2021-08-17 00:00:00	ES	Futures	5027.65	5029.06	5027.37	5028.5	2715.0
2021-08-17 01:00:00	ES	Futures	5028.21	5028.21	5024.27	5024.55	7847.0
2021-08-17 02:00:00	ES	Futures	5024.83	5025.4	5016.95	5020.61	19841.0
2021-08-17 03:00:00	ES	Futures	5020.61	5021.17	5008.78	5016.11	30873.0
2021-08-17 04:00:00	ES	Futures	5016.11	5020.61	5014.7	5017.8	15696.0
2021-08-17 05:00:00	ES	Futures	5017.8	5022.3	5016.11	5017.51	10674.0
2021-08-17 06:00:00	ES	Futures	5017.8	5019.2	5014.42	5016.95	13382.0
2021-08-17 07:00:00	ES	Futures	5016.67	5018.08	5011.32	5016.95	26074.0
2021-08-17 08:00:00	ES	Futures	5016.95	5019.48	5009.35	5016.95	38517.0
2021-08-17 09:00:00	ES	Futures	5017.23	5017.23	4996.68	5001.18	255647.0
2021-08-17 10:00:00	ES	Futures	5001.18	5016.11	4997.8	5009.07	245535.0
2021-08-17 11:00:00	ES	Futures	5009.07	5010.76	4993.58	4994.42	164733.0
2021-08-17 12:00:00	ES	Futures	4994.14	4996.96	4969.64	4971.33	259111.0
2021-08-17 13:00:00	ES	Futures	4971.05	4984.57	4969.08	4983.44	169747.0
2021-08-17 14:00:00	ES	Futures	4983.44	4995.55	4979.78	4994.42	160582.0
2021-08-17 15:00:00	ES	Futures	4994.71	5006.53	4990.76	5005.97	238188.0
2021-08-17 16:00:00	ES	Futures	5005.97	5007.1	4996.11	4998.08	59104.0
2021-08-17 18:00:00	ES	Futures	4997.24	5000.06	4994.71	4997.8	4965.0
2021-08-17 19:00:00	ES	Futures	4997.8	4999.21	4993.58	4993.86	4746.0
2021-08-17 20:00:00	ES	Futures	4993.86	5000.9	4992.45	4998.93	9515.0
2021-08-17 21:00:00	ES	Futures	4999.21	5005.12	4998.08	5002.31	10414.0
2021-08-17 22:00:00	ES	Futures	5002.31	5008.22	5000.9	5007.38	8658.0
2021-08-17 23:00:00	ES	Futures	5007.38	5010.19	5006.53	5008.5	5725.0
2021-08-17 00:00:00	NQ	Futures	17508.62	17515.0	17508.34	17511.52	1135.0
2021-08-17 01:00:00	NQ	Futures	17511.52	17514.13	17499.93	17501.38	3462.0
2021-08-17 02:00:00	NQ	Futures	17501.09	17507.18	17487.48	17492.69	5135.0
2021-08-17 03:00:00	NQ	Futures	17492.4	17497.04	17448.08	17466.04	11876.0
2021-08-17 04:00:00	NQ	Futures	17467.2	17478.5	17463.72	17473.57	5284.0
2021-08-17 05:00:00	NQ	Futures	17473.57	17486.9	17459.09	17467.49	4965.0
2021-08-17 06:00:00	NQ	Futures	17467.49	17482.55	17463.14	17477.34	5227.0
2021-08-17 07:00:00	NQ	Futures	17476.76	17481.11	17457.93	17473.28	5914.0
2021-08-17 08:00:00	NQ	Futures	17472.41	17473.28	17418.82	17436.2	15873.0
2021-08-17 09:00:00	NQ	Futures	17436.49	17436.49	17328.73	17353.65	114190.0
2021-08-17 10:00:00	NQ	Futures	17353.65	17448.08	17320.91	17411.0	108985.0
2021-08-17 11:00:00	NQ	Futures	17411.0	17415.06	17308.46	17311.35	78857.0
2021-08-17 12:00:00	NQ	Futures	17311.06	17351.91	17262.69	17269.93	92383.0
2021-08-17 13:00:00	NQ	Futures	17269.06	17327.28	17261.53	17311.64	61215.0
2021-08-17 14:00:00	NQ	Futures	17311.64	17361.47	17303.53	17356.54	59409.0
2021-08-17 15:00:00	NQ	Futures	17356.25	17384.93	17329.31	17381.45	80169.0
2021-08-17 16:00:00	NQ	Futures	17380.88	17384.93	17337.13	17345.24	11040.0
2021-08-17 18:00:00	NQ	Futures	17346.4	17354.8	17332.79	17342.93	2801.0
2021-08-17 19:00:00	NQ	Futures	17343.22	17346.98	17329.02	17330.47	2502.0
2021-08-17 20:00:00	NQ	Futures	17331.05	17356.25	17324.68	17352.2	4577.0
2021-08-17 21:00:00	NQ	Futures	17352.49	17374.5	17349.88	17361.18	5251.0
2021-08-17 22:00:00	NQ	Futures	17361.18	17385.51	17358.86	17380.59	4074.0
2021-08-17 23:00:00	NQ	Futures	17380.88	17402.6	17380.88	17395.65	3738.0
2021-08-17 00:00:00	YM	Futures	39592.1	39607.7	39589.8	39599.9	520.0
2021-08-17 01:00:00	YM	Futures	39599.9	39599.9	39565.2	39567.5	1625.0
2021-08-17 02:00:00	YM	Futures	39568.6	39573.1	39488.2	39528.4	4308.0
2021-08-17 03:00:00	YM	Futures	39530.6	39541.8	39427.8	39522.8	7722.0

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