PREVIEW / futures_1hour / 2021-09-24

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-09-24.parquet
  size:    54 KB
  rows:    1,579

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
2021-09-24 00:00:00	ES	Futures	5012.66	5013.22	5010.12	5010.68	1757.0
2021-09-24 01:00:00	ES	Futures	5010.68	5013.5	5003.34	5006.73	8385.0
2021-09-24 02:00:00	ES	Futures	5007.01	5009.55	4999.39	5001.09	9113.0
2021-09-24 03:00:00	ES	Futures	5001.09	5001.65	4987.82	4990.93	37630.0
2021-09-24 04:00:00	ES	Futures	4991.21	4998.55	4984.72	4997.7	26839.0
2021-09-24 05:00:00	ES	Futures	4997.42	4997.98	4985.85	4986.69	13789.0
2021-09-24 06:00:00	ES	Futures	4986.41	4997.98	4985.85	4989.8	17948.0
2021-09-24 07:00:00	ES	Futures	4990.08	4993.47	4983.87	4984.15	23519.0
2021-09-24 08:00:00	ES	Futures	4984.44	4987.26	4979.07	4982.46	36695.0
2021-09-24 09:00:00	ES	Futures	4982.18	5014.63	4979.64	5014.07	183669.0
2021-09-24 10:00:00	ES	Futures	5014.07	5017.74	4998.26	5003.63	189288.0
2021-09-24 11:00:00	ES	Futures	5003.63	5011.81	4997.42	5009.83	107980.0
2021-09-24 12:00:00	ES	Futures	5009.55	5015.2	5006.73	5012.66	64953.0
2021-09-24 13:00:00	ES	Futures	5012.37	5013.79	5005.04	5005.04	55164.0
2021-09-24 14:00:00	ES	Futures	5005.04	5018.58	5005.04	5018.3	64638.0
2021-09-24 15:00:00	ES	Futures	5018.3	5026.77	5011.53	5018.3	197576.0
2021-09-24 16:00:00	ES	Futures	5018.58	5020.84	5017.74	5018.87	42050.0
2021-09-24 00:00:00	NQ	Futures	17730.43	17732.75	17726.09	17726.96	885.0
2021-09-24 01:00:00	NQ	Futures	17726.96	17732.75	17694.79	17709.57	4098.0
2021-09-24 02:00:00	NQ	Futures	17709.57	17721.74	17677.11	17682.9	5365.0
2021-09-24 03:00:00	NQ	Futures	17683.19	17684.35	17639.43	17654.5	12742.0
2021-09-24 04:00:00	NQ	Futures	17655.08	17676.24	17627.84	17673.63	10272.0
2021-09-24 05:00:00	NQ	Futures	17673.05	17680.3	17633.35	17638.27	7218.0
2021-09-24 06:00:00	NQ	Futures	17637.4	17675.08	17636.53	17644.65	7070.0
2021-09-24 07:00:00	NQ	Futures	17645.52	17660.01	17617.12	17622.91	10364.0
2021-09-24 08:00:00	NQ	Futures	17623.78	17633.63	17593.93	17608.13	15578.0
2021-09-24 09:00:00	NQ	Futures	17608.13	17681.74	17600.02	17675.66	84761.0
2021-09-24 10:00:00	NQ	Futures	17675.95	17693.63	17626.68	17642.33	85705.0
2021-09-24 11:00:00	NQ	Futures	17642.04	17688.7	17629.58	17683.77	50190.0
2021-09-24 12:00:00	NQ	Futures	17683.48	17727.25	17672.47	17719.71	35450.0
2021-09-24 13:00:00	NQ	Futures	17720.0	17732.46	17692.18	17692.76	27317.0
2021-09-24 14:00:00	NQ	Futures	17692.47	17740.87	17689.57	17739.71	24853.0
2021-09-24 15:00:00	NQ	Futures	17739.71	17776.51	17712.18	17755.07	48580.0
2021-09-24 16:00:00	NQ	Futures	17754.78	17762.31	17749.56	17758.84	7522.0
2021-09-24 00:00:00	YM	Futures	38850.7	38856.3	38831.6	38835.0	578.0
2021-09-24 01:00:00	YM	Futures	38835.0	38851.8	38786.8	38814.8	1743.0
2021-09-24 02:00:00	YM	Futures	38815.9	38831.6	38773.3	38785.6	2787.0
2021-09-24 03:00:00	YM	Futures	38786.8	38792.4	38691.5	38715.0	9415.0
2021-09-24 04:00:00	YM	Futures	38716.1	38794.6	38671.3	38774.4	7219.0
2021-09-24 05:00:00	YM	Futures	38773.3	38775.5	38689.2	38694.8	3087.0
2021-09-24 06:00:00	YM	Futures	38696.0	38777.8	38689.2	38710.5	3627.0
2021-09-24 07:00:00	YM	Futures	38713.9	38738.6	38669.1	38671.3	4065.0
2021-09-24 08:00:00	YM	Futures	38673.5	38685.9	38625.3	38648.9	5626.0
2021-09-24 09:00:00	YM	Futures	38650.0	38908.9	38634.3	38904.5	26730.0
2021-09-24 10:00:00	YM	Futures	38904.5	38925.8	38756.5	38793.5	23661.0
2021-09-24 11:00:00	YM	Futures	38794.6	38837.2	38743.0	38821.5	13870.0
2021-09-24 12:00:00	YM	Futures	38822.6	38847.3	38794.6	38820.4	6741.0
2021-09-24 13:00:00	YM	Futures	38821.5	38832.7	38787.9	38787.9	5185.0
2021-09-24 14:00:00	YM	Futures	38789.0	38876.4	38789.0	38874.2	5613.0
2021-09-24 15:00:00	YM	Futures	38875.3	38924.6	38832.7	38864.1	14109.0

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