PREVIEW / futures_1hour / 2021-12-03

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-12-03.parquet
  size:    56 KB
  rows:    1,602

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
2021-12-03 00:00:00	ES	Futures	5163.92	5170.7	5159.97	5168.44	6568.0
2021-12-03 01:00:00	ES	Futures	5168.72	5173.52	5165.05	5167.59	8359.0
2021-12-03 02:00:00	ES	Futures	5168.16	5173.52	5159.12	5172.39	9489.0
2021-12-03 03:00:00	ES	Futures	5172.39	5174.36	5156.87	5162.23	18939.0
2021-12-03 04:00:00	ES	Futures	5161.95	5169.0	5157.43	5160.54	13055.0
2021-12-03 05:00:00	ES	Futures	5160.25	5163.36	5144.73	5149.53	19330.0
2021-12-03 06:00:00	ES	Futures	5149.81	5164.2	5147.84	5163.08	18125.0
2021-12-03 07:00:00	ES	Futures	5163.08	5172.95	5160.54	5170.13	23116.0
2021-12-03 08:00:00	ES	Futures	5170.41	5194.97	5168.72	5184.52	93883.0
2021-12-03 09:00:00	ES	Futures	5184.81	5200.05	5141.35	5144.73	277719.0
2021-12-03 10:00:00	ES	Futures	5144.45	5152.92	5101.55	5105.79	453891.0
2021-12-03 11:00:00	ES	Futures	5105.79	5124.41	5087.73	5089.14	332357.0
2021-12-03 12:00:00	ES	Futures	5089.14	5119.9	5084.62	5103.53	248860.0
2021-12-03 13:00:00	ES	Futures	5103.25	5118.77	5086.6	5089.14	206427.0
2021-12-03 14:00:00	ES	Futures	5088.85	5100.14	5076.72	5078.98	253311.0
2021-12-03 15:00:00	ES	Futures	5079.26	5124.41	5070.79	5121.87	479670.0
2021-12-03 16:00:00	ES	Futures	5122.16	5128.65	5110.87	5117.36	93133.0
2021-12-03 00:00:00	NQ	Futures	18514.97	18553.22	18501.06	18540.18	6197.0
2021-12-03 01:00:00	NQ	Futures	18541.05	18568.3	18520.48	18533.81	5787.0
2021-12-03 02:00:00	NQ	Futures	18534.1	18554.09	18493.23	18544.82	6318.0
2021-12-03 03:00:00	NQ	Futures	18545.11	18548.01	18462.8	18498.45	9802.0
2021-12-03 04:00:00	NQ	Futures	18499.32	18533.81	18478.16	18492.07	8128.0
2021-12-03 05:00:00	NQ	Futures	18491.2	18507.43	18446.86	18472.08	8139.0
2021-12-03 06:00:00	NQ	Futures	18472.37	18532.07	18468.02	18528.01	6514.0
2021-12-03 07:00:00	NQ	Futures	18529.17	18577.28	18517.0	18570.61	8520.0
2021-12-03 08:00:00	NQ	Futures	18570.61	18689.44	18565.98	18603.07	35532.0
2021-12-03 09:00:00	NQ	Futures	18603.65	18653.21	18351.51	18365.13	95582.0
2021-12-03 10:00:00	NQ	Futures	18370.06	18399.04	18148.06	18186.9	162050.0
2021-12-03 11:00:00	NQ	Futures	18186.32	18224.57	18060.54	18068.65	121840.0
2021-12-03 12:00:00	NQ	Futures	18069.23	18181.39	18038.8	18121.69	83159.0
2021-12-03 13:00:00	NQ	Futures	18121.11	18181.68	18044.02	18061.41	65074.0
2021-12-03 14:00:00	NQ	Futures	18060.83	18132.99	18024.89	18049.23	74312.0
2021-12-03 15:00:00	NQ	Futures	18049.81	18229.21	18012.72	18219.07	121320.0
2021-12-03 16:00:00	NQ	Futures	18220.22	18249.79	18170.67	18186.03	23293.0
2021-12-03 00:00:00	YM	Futures	38841.7	38886.5	38812.5	38867.5	1865.0
2021-12-03 01:00:00	YM	Futures	38868.6	38898.8	38836.1	38865.2	1730.0
2021-12-03 02:00:00	YM	Futures	38870.8	38913.4	38805.8	38904.5	2333.0
2021-12-03 03:00:00	YM	Futures	38905.6	38933.6	38806.9	38836.1	4756.0
2021-12-03 04:00:00	YM	Futures	38835.0	38869.7	38796.8	38811.4	3707.0
2021-12-03 05:00:00	YM	Futures	38811.4	38829.4	38678.0	38713.9	4699.0
2021-12-03 06:00:00	YM	Futures	38716.1	38805.8	38689.2	38798.0	3958.0
2021-12-03 07:00:00	YM	Futures	38798.0	38859.6	38780.0	38833.8	4061.0
2021-12-03 08:00:00	YM	Futures	38836.1	38975.1	38802.5	38930.2	12844.0
2021-12-03 09:00:00	YM	Futures	38929.1	39002.0	38681.4	38731.8	27523.0
2021-12-03 10:00:00	YM	Futures	38736.3	38841.7	38506.5	38530.1	40561.0
2021-12-03 11:00:00	YM	Futures	38529.0	38725.1	38509.9	38523.3	27809.0
2021-12-03 12:00:00	YM	Futures	38525.6	38764.3	38495.3	38645.5	22166.0
2021-12-03 13:00:00	YM	Futures	38644.4	38745.3	38534.6	38560.3	19408.0
2021-12-03 14:00:00	YM	Futures	38557.0	38595.1	38429.2	38438.2	20625.0
2021-12-03 15:00:00	YM	Futures	38440.4	38778.9	38387.7	38747.5	41752.0

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