PREVIEW / futures_1hour / 2021-11-24

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-11-24.parquet
  size:    63 KB
  rows:    1,929

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
2021-11-24 00:00:00	ES	Futures	5280.76	5292.05	5280.19	5291.76	5764.0
2021-11-24 01:00:00	ES	Futures	5291.76	5296.56	5290.64	5294.02	6710.0
2021-11-24 02:00:00	ES	Futures	5294.3	5296.56	5286.68	5288.66	7740.0
2021-11-24 03:00:00	ES	Futures	5288.38	5290.92	5284.43	5288.1	13141.0
2021-11-24 04:00:00	ES	Futures	5287.81	5290.92	5271.73	5274.83	24171.0
2021-11-24 05:00:00	ES	Futures	5274.83	5282.73	5269.75	5270.32	16588.0
2021-11-24 06:00:00	ES	Futures	5270.6	5284.99	5268.91	5278.22	19448.0
2021-11-24 07:00:00	ES	Futures	5277.94	5282.17	5271.16	5273.99	15139.0
2021-11-24 08:00:00	ES	Futures	5273.99	5281.89	5262.13	5264.95	47726.0
2021-11-24 09:00:00	ES	Futures	5265.24	5273.42	5256.21	5268.06	216183.0
2021-11-24 10:00:00	ES	Futures	5268.06	5284.14	5261.29	5281.32	242894.0
2021-11-24 11:00:00	ES	Futures	5281.61	5296.28	5276.24	5288.66	154831.0
2021-11-24 12:00:00	ES	Futures	5288.94	5296.0	5284.99	5295.43	85893.0
2021-11-24 13:00:00	ES	Futures	5295.43	5299.67	5293.18	5293.46	76018.0
2021-11-24 14:00:00	ES	Futures	5293.46	5300.51	5280.48	5295.15	157559.0
2021-11-24 15:00:00	ES	Futures	5294.87	5306.44	5292.61	5303.9	187441.0
2021-11-24 16:00:00	ES	Futures	5303.62	5308.13	5301.92	5306.16	44957.0
2021-11-24 18:00:00	ES	Futures	5306.16	5309.54	5305.88	5307.57	3730.0
2021-11-24 19:00:00	ES	Futures	5307.57	5315.19	5307.29	5314.06	6167.0
2021-11-24 20:00:00	ES	Futures	5314.06	5316.03	5312.37	5313.5	6261.0
2021-11-24 21:00:00	ES	Futures	5313.5	5314.62	5311.8	5314.62	3174.0
2021-11-24 22:00:00	ES	Futures	5314.62	5320.55	5313.78	5318.86	5987.0
2021-11-24 23:00:00	ES	Futures	5318.86	5320.27	5317.73	5319.7	2595.0
2021-11-24 00:00:00	NQ	Futures	18869.13	18936.36	18866.52	18934.91	4298.0
2021-11-24 01:00:00	NQ	Futures	18933.75	18958.68	18933.75	18945.06	4830.0
2021-11-24 02:00:00	NQ	Futures	18945.64	18961.0	18915.5	18927.38	5025.0
2021-11-24 03:00:00	NQ	Futures	18927.96	18929.12	18878.98	18885.36	9042.0
2021-11-24 04:00:00	NQ	Futures	18886.22	18916.08	18841.01	18850.0	12044.0
2021-11-24 05:00:00	NQ	Futures	18850.0	18883.91	18811.45	18812.32	9678.0
2021-11-24 06:00:00	NQ	Futures	18813.77	18889.41	18811.16	18851.45	9193.0
2021-11-24 07:00:00	NQ	Futures	18851.74	18866.81	18815.8	18828.84	10715.0
2021-11-24 08:00:00	NQ	Futures	18828.26	18867.39	18761.89	18772.91	24886.0
2021-11-24 09:00:00	NQ	Futures	18773.2	18790.3	18666.54	18758.42	111877.0
2021-11-24 10:00:00	NQ	Futures	18758.71	18861.88	18725.38	18835.51	133044.0
2021-11-24 11:00:00	NQ	Futures	18834.64	18939.84	18790.58	18904.19	80422.0
2021-11-24 12:00:00	NQ	Futures	18904.77	18925.06	18863.33	18914.05	49864.0
2021-11-24 13:00:00	NQ	Futures	18913.76	18938.39	18896.37	18899.85	37761.0
2021-11-24 14:00:00	NQ	Futures	18899.56	18939.55	18839.27	18925.64	65593.0
2021-11-24 15:00:00	NQ	Futures	18924.48	18975.49	18909.99	18968.24	53465.0
2021-11-24 16:00:00	NQ	Futures	18967.66	18968.82	18949.98	18959.55	10305.0
2021-11-24 18:00:00	NQ	Futures	18965.63	18970.85	18956.65	18963.9	2186.0
2021-11-24 19:00:00	NQ	Futures	18962.74	18985.05	18961.87	18981.57	3061.0
2021-11-24 20:00:00	NQ	Futures	18981.86	18988.53	18968.82	18973.46	2612.0
2021-11-24 21:00:00	NQ	Futures	18973.46	18980.71	18970.27	18978.39	1473.0
2021-11-24 22:00:00	NQ	Futures	18977.81	19005.63	18976.07	19000.12	3245.0
2021-11-24 23:00:00	NQ	Futures	19000.7	19008.53	18996.64	19003.89	1729.0
2021-11-24 00:00:00	YM	Futures	40000.7	40082.5	39999.6	40069.1	1539.0
2021-11-24 01:00:00	YM	Futures	40066.8	40099.3	40053.4	40079.2	1339.0
2021-11-24 02:00:00	YM	Futures	40079.2	40097.1	40020.9	40034.3	1988.0
2021-11-24 03:00:00	YM	Futures	40032.1	40079.2	40004.1	40070.2	3473.0

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