PREVIEW / futures_1hour / 2021-09-01

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-09-01.parquet
  size:    63 KB
  rows:    1,946

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
2021-09-01 00:00:00	ES	Futures	5104.8	5106.49	5104.24	5104.52	2998.0
2021-09-01 01:00:00	ES	Futures	5104.8	5109.59	5104.52	5107.34	7056.0
2021-09-01 02:00:00	ES	Futures	5107.62	5112.13	5107.34	5111.28	10106.0
2021-09-01 03:00:00	ES	Futures	5111.28	5113.53	5110.44	5111.84	26811.0
2021-09-01 04:00:00	ES	Futures	5111.84	5112.97	5109.87	5110.72	18512.0
2021-09-01 05:00:00	ES	Futures	5110.44	5111.0	5106.49	5106.78	15524.0
2021-09-01 06:00:00	ES	Futures	5106.78	5110.44	5105.93	5110.15	15786.0
2021-09-01 07:00:00	ES	Futures	5110.44	5110.72	5106.78	5110.15	13675.0
2021-09-01 08:00:00	ES	Futures	5110.15	5112.97	5106.78	5106.78	25617.0
2021-09-01 09:00:00	ES	Futures	5106.78	5107.9	5092.98	5094.95	172459.0
2021-09-01 10:00:00	ES	Futures	5095.23	5102.27	5094.39	5101.71	159880.0
2021-09-01 11:00:00	ES	Futures	5101.71	5102.83	5096.36	5099.17	82566.0
2021-09-01 12:00:00	ES	Futures	5099.45	5106.21	5098.89	5105.93	63916.0
2021-09-01 13:00:00	ES	Futures	5106.21	5107.9	5104.8	5106.78	46914.0
2021-09-01 14:00:00	ES	Futures	5106.78	5107.06	5097.76	5098.89	92382.0
2021-09-01 15:00:00	ES	Futures	5098.89	5100.3	5090.16	5093.26	181152.0
2021-09-01 16:00:00	ES	Futures	5093.54	5096.64	5091.57	5094.1	43502.0
2021-09-01 18:00:00	ES	Futures	5093.82	5095.79	5092.98	5094.39	3475.0
2021-09-01 19:00:00	ES	Futures	5094.39	5095.51	5093.26	5094.67	2587.0
2021-09-01 20:00:00	ES	Futures	5094.67	5097.76	5086.5	5088.47	13895.0
2021-09-01 21:00:00	ES	Futures	5088.47	5092.7	5087.63	5089.32	8638.0
2021-09-01 22:00:00	ES	Futures	5089.6	5091.85	5088.47	5088.75	4651.0
2021-09-01 23:00:00	ES	Futures	5088.75	5090.72	5087.35	5089.88	3714.0
2021-09-01 00:00:00	NQ	Futures	18089.44	18093.49	18087.99	18092.91	1459.0
2021-09-01 01:00:00	NQ	Futures	18092.91	18113.77	18092.62	18104.21	3449.0
2021-09-01 02:00:00	NQ	Futures	18104.5	18127.67	18102.76	18125.07	3870.0
2021-09-01 03:00:00	NQ	Futures	18125.07	18132.31	18103.92	18104.79	6579.0
2021-09-01 04:00:00	NQ	Futures	18105.08	18109.71	18081.61	18085.38	6451.0
2021-09-01 05:00:00	NQ	Futures	18085.96	18089.73	18059.89	18085.67	6937.0
2021-09-01 06:00:00	NQ	Futures	18085.67	18101.31	18083.93	18098.71	4624.0
2021-09-01 07:00:00	NQ	Futures	18099.29	18109.13	18085.96	18106.82	4493.0
2021-09-01 08:00:00	NQ	Futures	18107.69	18130.86	18103.34	18115.8	11551.0
2021-09-01 09:00:00	NQ	Futures	18115.51	18190.82	18099.86	18157.22	85310.0
2021-09-01 10:00:00	NQ	Futures	18158.09	18179.24	18145.92	18164.75	68545.0
2021-09-01 11:00:00	NQ	Futures	18164.75	18177.5	18145.92	18163.88	43282.0
2021-09-01 12:00:00	NQ	Futures	18163.59	18177.21	18158.38	18167.07	35562.0
2021-09-01 13:00:00	NQ	Futures	18167.36	18177.5	18160.41	18169.39	28112.0
2021-09-01 14:00:00	NQ	Futures	18169.39	18170.26	18109.71	18126.52	45670.0
2021-09-01 15:00:00	NQ	Futures	18126.52	18139.26	18079.59	18089.44	72423.0
2021-09-01 16:00:00	NQ	Futures	18090.02	18105.08	18081.04	18087.7	10116.0
2021-09-01 18:00:00	NQ	Futures	18087.7	18100.15	18085.09	18092.91	2220.0
2021-09-01 19:00:00	NQ	Futures	18092.91	18099.0	18089.73	18098.13	1587.0
2021-09-01 20:00:00	NQ	Futures	18097.84	18112.61	18076.69	18089.44	6830.0
2021-09-01 21:00:00	NQ	Futures	18089.44	18105.08	18084.22	18095.23	3734.0
2021-09-01 22:00:00	NQ	Futures	18094.36	18099.57	18084.8	18086.25	2551.0
2021-09-01 23:00:00	NQ	Futures	18086.54	18094.36	18082.19	18090.88	1733.0
2021-09-01 00:00:00	YM	Futures	39585.4	39601.0	39578.7	39583.1	584.0
2021-09-01 01:00:00	YM	Futures	39583.1	39613.3	39576.4	39601.0	1462.0
2021-09-01 02:00:00	YM	Futures	39602.1	39635.6	39601.0	39625.6	2293.0
2021-09-01 03:00:00	YM	Futures	39626.7	39655.7	39620.0	39643.5	5475.0

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