PREVIEW / futures_1hour / 2021-11-17

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-11-17.parquet
  size:    64 KB
  rows:    2,000

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
2021-11-17 00:00:00	ES	Futures	5299.38	5301.36	5297.97	5298.26	4108.0
2021-11-17 01:00:00	ES	Futures	5298.54	5301.36	5297.41	5300.23	3558.0
2021-11-17 02:00:00	ES	Futures	5300.23	5303.34	5297.69	5302.49	4698.0
2021-11-17 03:00:00	ES	Futures	5302.77	5306.72	5301.08	5305.31	10282.0
2021-11-17 04:00:00	ES	Futures	5305.31	5305.59	5299.1	5299.67	7451.0
2021-11-17 05:00:00	ES	Futures	5299.67	5300.8	5298.54	5299.1	5413.0
2021-11-17 06:00:00	ES	Futures	5299.1	5301.08	5297.41	5299.95	7150.0
2021-11-17 07:00:00	ES	Futures	5300.23	5302.77	5299.1	5299.1	12090.0
2021-11-17 08:00:00	ES	Futures	5299.38	5299.38	5292.61	5296.84	24155.0
2021-11-17 09:00:00	ES	Futures	5296.84	5300.23	5282.17	5283.58	160776.0
2021-11-17 10:00:00	ES	Futures	5283.58	5297.69	5282.45	5293.74	178224.0
2021-11-17 11:00:00	ES	Futures	5294.02	5301.64	5290.07	5300.51	92479.0
2021-11-17 12:00:00	ES	Futures	5300.51	5301.92	5284.71	5289.79	128895.0
2021-11-17 13:00:00	ES	Futures	5289.51	5297.13	5287.53	5296.56	73259.0
2021-11-17 14:00:00	ES	Futures	5296.56	5296.84	5287.81	5294.02	71854.0
2021-11-17 15:00:00	ES	Futures	5294.02	5297.13	5288.38	5290.07	156132.0
2021-11-17 16:00:00	ES	Futures	5290.35	5290.92	5285.56	5288.94	51721.0
2021-11-17 18:00:00	ES	Futures	5288.94	5292.89	5288.1	5292.61	5603.0
2021-11-17 19:00:00	ES	Futures	5292.61	5295.43	5291.48	5293.46	5350.0
2021-11-17 20:00:00	ES	Futures	5293.18	5294.02	5291.48	5292.33	5125.0
2021-11-17 21:00:00	ES	Futures	5292.33	5295.15	5289.79	5293.18	5105.0
2021-11-17 22:00:00	ES	Futures	5293.18	5294.59	5291.76	5293.46	2648.0
2021-11-17 23:00:00	ES	Futures	5293.46	5296.0	5293.18	5295.72	2079.0
2021-11-17 00:00:00	NQ	Futures	18888.83	18899.56	18881.59	18886.51	2071.0
2021-11-17 01:00:00	NQ	Futures	18886.51	18902.16	18883.33	18888.54	2418.0
2021-11-17 02:00:00	NQ	Futures	18888.54	18907.09	18876.95	18904.77	2885.0
2021-11-17 03:00:00	NQ	Futures	18905.06	18933.75	18898.4	18920.13	6274.0
2021-11-17 04:00:00	NQ	Futures	18920.71	18927.09	18911.15	18911.73	3353.0
2021-11-17 05:00:00	NQ	Futures	18911.73	18919.84	18900.14	18912.31	3184.0
2021-11-17 06:00:00	NQ	Futures	18912.6	18923.03	18904.19	18920.42	2765.0
2021-11-17 07:00:00	NQ	Futures	18920.71	18930.86	18911.73	18915.21	4521.0
2021-11-17 08:00:00	NQ	Futures	18915.21	18916.08	18884.78	18906.8	9965.0
2021-11-17 09:00:00	NQ	Futures	18907.09	18922.16	18861.3	18878.11	67473.0
2021-11-17 10:00:00	NQ	Futures	18878.11	18958.39	18876.08	18935.49	78735.0
2021-11-17 11:00:00	NQ	Futures	18934.91	19001.28	18928.25	18998.96	49117.0
2021-11-17 12:00:00	NQ	Futures	18999.54	19007.95	18889.12	18901.87	67072.0
2021-11-17 13:00:00	NQ	Futures	18901.87	18953.75	18882.46	18951.72	40500.0
2021-11-17 14:00:00	NQ	Futures	18951.72	18953.46	18916.08	18945.64	31121.0
2021-11-17 15:00:00	NQ	Futures	18945.64	18946.51	18900.14	18910.86	54386.0
2021-11-17 16:00:00	NQ	Futures	18911.44	18922.45	18877.24	18921.87	12620.0
2021-11-17 18:00:00	NQ	Futures	18922.16	18933.18	18919.55	18930.28	2862.0
2021-11-17 19:00:00	NQ	Futures	18929.99	18940.42	18926.22	18933.18	2564.0
2021-11-17 20:00:00	NQ	Futures	18933.18	18943.61	18932.89	18940.13	2625.0
2021-11-17 21:00:00	NQ	Futures	18940.13	18945.93	18929.12	18936.94	2551.0
2021-11-17 22:00:00	NQ	Futures	18937.52	18949.98	18933.46	18943.03	1727.0
2021-11-17 23:00:00	NQ	Futures	18942.74	18952.3	18941.87	18950.27	968.0
2021-11-17 00:00:00	YM	Futures	40427.8	40441.2	40417.7	40418.8	649.0
2021-11-17 01:00:00	YM	Futures	40419.9	40442.3	40411.0	40434.5	983.0
2021-11-17 02:00:00	YM	Futures	40434.5	40454.7	40416.6	40449.1	1289.0
2021-11-17 03:00:00	YM	Futures	40450.2	40462.5	40430.0	40453.5	2123.0

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