PREVIEW / futures_1hour / 2021-11-11

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-11-11.parquet
  size:    64 KB
  rows:    1,968

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
2021-11-11 00:00:00	ES	Futures	5241.53	5248.02	5240.4	5245.2	7401.0
2021-11-11 01:00:00	ES	Futures	5245.48	5249.15	5244.35	5247.46	5668.0
2021-11-11 02:00:00	ES	Futures	5247.74	5251.97	5246.05	5247.46	9409.0
2021-11-11 03:00:00	ES	Futures	5247.74	5251.69	5242.94	5249.72	19041.0
2021-11-11 04:00:00	ES	Futures	5250.0	5259.87	5249.72	5258.75	18899.0
2021-11-11 05:00:00	ES	Futures	5258.75	5261.85	5254.79	5256.49	11690.0
2021-11-11 06:00:00	ES	Futures	5256.49	5260.72	5255.92	5260.44	8093.0
2021-11-11 07:00:00	ES	Futures	5260.16	5262.13	5256.49	5259.31	12986.0
2021-11-11 08:00:00	ES	Futures	5259.31	5260.16	5257.05	5259.59	20882.0
2021-11-11 09:00:00	ES	Futures	5259.31	5259.59	5245.76	5254.23	148766.0
2021-11-11 10:00:00	ES	Futures	5254.51	5254.79	5242.1	5248.87	154286.0
2021-11-11 11:00:00	ES	Futures	5248.87	5255.36	5245.76	5250.84	81660.0
2021-11-11 12:00:00	ES	Futures	5250.84	5252.54	5241.25	5247.74	76168.0
2021-11-11 13:00:00	ES	Futures	5247.74	5248.59	5241.81	5247.18	56907.0
2021-11-11 14:00:00	ES	Futures	5247.18	5252.54	5244.92	5246.05	60601.0
2021-11-11 15:00:00	ES	Futures	5245.76	5248.02	5240.12	5240.97	137159.0
2021-11-11 16:00:00	ES	Futures	5240.97	5245.76	5240.4	5245.2	31895.0
2021-11-11 18:00:00	ES	Futures	5245.76	5250.56	5244.92	5250.28	5036.0
2021-11-11 19:00:00	ES	Futures	5250.28	5258.46	5250.0	5254.23	11993.0
2021-11-11 20:00:00	ES	Futures	5254.23	5256.21	5252.25	5254.79	6981.0
2021-11-11 21:00:00	ES	Futures	5255.08	5255.36	5248.3	5248.87	8676.0
2021-11-11 22:00:00	ES	Futures	5248.87	5250.0	5246.05	5248.02	4261.0
2021-11-11 23:00:00	ES	Futures	5248.02	5250.28	5246.61	5248.02	3719.0
2021-11-11 00:00:00	NQ	Futures	18546.85	18578.15	18537.28	18569.45	4228.0
2021-11-11 01:00:00	NQ	Futures	18568.87	18581.34	18560.47	18573.22	2854.0
2021-11-11 02:00:00	NQ	Futures	18573.22	18596.12	18569.16	18574.38	4842.0
2021-11-11 03:00:00	NQ	Futures	18575.25	18588.58	18544.24	18579.02	8592.0
2021-11-11 04:00:00	NQ	Futures	18579.31	18649.73	18579.31	18643.36	10050.0
2021-11-11 05:00:00	NQ	Futures	18643.65	18659.01	18612.35	18635.82	6097.0
2021-11-11 06:00:00	NQ	Futures	18636.11	18652.05	18630.03	18647.71	4295.0
2021-11-11 07:00:00	NQ	Futures	18647.13	18655.53	18631.48	18649.15	6027.0
2021-11-11 08:00:00	NQ	Futures	18649.44	18680.45	18641.33	18673.79	9380.0
2021-11-11 09:00:00	NQ	Futures	18674.66	18677.85	18610.03	18658.14	73380.0
2021-11-11 10:00:00	NQ	Futures	18658.43	18663.93	18592.93	18635.24	82825.0
2021-11-11 11:00:00	NQ	Futures	18635.53	18660.75	18609.74	18634.66	39763.0
2021-11-11 12:00:00	NQ	Futures	18634.95	18640.46	18575.54	18610.03	40115.0
2021-11-11 13:00:00	NQ	Futures	18609.74	18616.69	18577.57	18610.61	26376.0
2021-11-11 14:00:00	NQ	Futures	18610.61	18639.59	18589.16	18594.38	26727.0
2021-11-11 15:00:00	NQ	Futures	18592.64	18602.2	18553.22	18574.38	50074.0
2021-11-11 16:00:00	NQ	Futures	18574.38	18593.22	18570.32	18590.32	7097.0
2021-11-11 18:00:00	NQ	Futures	18599.02	18624.23	18590.32	18623.36	2234.0
2021-11-11 19:00:00	NQ	Futures	18623.07	18656.98	18622.2	18639.01	5244.0
2021-11-11 20:00:00	NQ	Futures	18638.72	18654.37	18633.79	18648.86	2849.0
2021-11-11 21:00:00	NQ	Futures	18648.86	18652.92	18614.96	18619.59	4442.0
2021-11-11 22:00:00	NQ	Futures	18619.3	18623.65	18600.46	18614.96	2491.0
2021-11-11 23:00:00	NQ	Futures	18614.67	18626.84	18609.16	18612.06	1626.0
2021-11-11 00:00:00	YM	Futures	40301.1	40342.6	40298.9	40325.8	1096.0
2021-11-11 01:00:00	YM	Futures	40326.9	40362.8	40319.0	40354.9	961.0
2021-11-11 02:00:00	YM	Futures	40354.9	40388.5	40339.2	40356.0	2268.0
2021-11-11 03:00:00	YM	Futures	40354.9	40379.6	40322.4	40372.8	3341.0

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