PREVIEW / futures_1hour / 2021-12-07

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-12-07.parquet
  size:    65 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
2021-12-07 00:00:00	ES	Futures	5200.33	5214.16	5198.92	5214.16	11700.0
2021-12-07 01:00:00	ES	Futures	5214.16	5215.85	5209.08	5213.87	7183.0
2021-12-07 02:00:00	ES	Futures	5213.87	5225.16	5213.31	5223.47	12684.0
2021-12-07 03:00:00	ES	Futures	5223.75	5240.4	5220.36	5238.99	38725.0
2021-12-07 04:00:00	ES	Futures	5239.27	5245.76	5236.17	5240.68	26335.0
2021-12-07 05:00:00	ES	Futures	5240.68	5256.77	5240.12	5252.25	25035.0
2021-12-07 06:00:00	ES	Futures	5251.97	5253.95	5246.89	5250.84	17057.0
2021-12-07 07:00:00	ES	Futures	5251.13	5252.82	5244.92	5249.43	25672.0
2021-12-07 08:00:00	ES	Futures	5249.15	5253.67	5245.48	5245.76	34800.0
2021-12-07 09:00:00	ES	Futures	5245.76	5279.07	5240.68	5278.78	240432.0
2021-12-07 10:00:00	ES	Futures	5278.78	5296.0	5275.4	5292.33	247987.0
2021-12-07 11:00:00	ES	Futures	5292.61	5297.13	5287.53	5288.66	164431.0
2021-12-07 12:00:00	ES	Futures	5288.94	5294.87	5286.68	5294.3	93035.0
2021-12-07 13:00:00	ES	Futures	5294.3	5296.84	5284.99	5292.61	94237.0
2021-12-07 14:00:00	ES	Futures	5292.61	5293.18	5284.99	5289.22	92091.0
2021-12-07 15:00:00	ES	Futures	5288.94	5293.18	5267.49	5290.07	411624.0
2021-12-07 16:00:00	ES	Futures	5290.35	5302.49	5288.66	5299.95	86163.0
2021-12-07 18:00:00	ES	Futures	5300.23	5301.92	5291.48	5293.74	10030.0
2021-12-07 19:00:00	ES	Futures	5294.02	5305.59	5286.68	5305.31	13256.0
2021-12-07 20:00:00	ES	Futures	5305.59	5306.72	5295.15	5299.67	10536.0
2021-12-07 21:00:00	ES	Futures	5299.67	5310.67	5299.38	5307.29	11463.0
2021-12-07 22:00:00	ES	Futures	5307.57	5312.37	5305.03	5308.98	7095.0
2021-12-07 23:00:00	ES	Futures	5308.98	5311.24	5305.59	5308.13	4177.0
2021-12-07 00:00:00	NQ	Futures	18419.62	18501.06	18412.66	18496.71	8168.0
2021-12-07 01:00:00	NQ	Futures	18497.29	18515.26	18476.42	18500.77	5176.0
2021-12-07 02:00:00	NQ	Futures	18500.48	18539.89	18492.65	18535.84	5774.0
2021-12-07 03:00:00	NQ	Futures	18535.55	18659.59	18529.46	18652.63	19299.0
2021-12-07 04:00:00	NQ	Futures	18652.34	18703.93	18649.73	18672.34	12805.0
2021-12-07 05:00:00	NQ	Futures	18674.08	18742.19	18668.57	18718.71	8586.0
2021-12-07 06:00:00	NQ	Futures	18717.84	18723.06	18682.77	18702.77	8177.0
2021-12-07 07:00:00	NQ	Futures	18703.06	18713.49	18679.01	18698.71	9165.0
2021-12-07 08:00:00	NQ	Futures	18698.71	18726.83	18686.83	18688.57	12725.0
2021-12-07 09:00:00	NQ	Futures	18688.57	18813.77	18661.33	18813.19	99353.0
2021-12-07 10:00:00	NQ	Futures	18813.19	18900.43	18793.77	18863.33	95399.0
2021-12-07 11:00:00	NQ	Futures	18863.33	18913.18	18854.05	18889.99	56655.0
2021-12-07 12:00:00	NQ	Futures	18890.28	18938.39	18884.49	18932.02	37771.0
2021-12-07 13:00:00	NQ	Futures	18932.02	18947.38	18891.15	18938.68	32900.0
2021-12-07 14:00:00	NQ	Futures	18938.68	18939.55	18878.4	18892.6	33431.0
2021-12-07 15:00:00	NQ	Futures	18892.31	18924.19	18827.68	18921.0	90289.0
2021-12-07 16:00:00	NQ	Futures	18919.84	18982.44	18908.54	18973.46	19651.0
2021-12-07 18:00:00	NQ	Futures	18966.21	18978.39	18932.6	18945.93	5164.0
2021-12-07 19:00:00	NQ	Futures	18946.22	18996.93	18927.96	18996.93	7856.0
2021-12-07 20:00:00	NQ	Futures	18996.36	19001.86	18955.78	18976.65	6705.0
2021-12-07 21:00:00	NQ	Futures	18977.81	19023.89	18975.2	19015.48	7786.0
2021-12-07 22:00:00	NQ	Futures	19015.19	19032.58	19006.21	19019.54	5716.0
2021-12-07 23:00:00	NQ	Futures	19019.83	19026.79	19000.41	19007.66	3436.0
2021-12-07 00:00:00	YM	Futures	39630.8	39704.8	39617.4	39700.3	3551.0
2021-12-07 01:00:00	YM	Futures	39700.3	39701.4	39662.2	39689.1	2261.0
2021-12-07 02:00:00	YM	Futures	39688.0	39769.8	39686.8	39757.5	4868.0
2021-12-07 03:00:00	YM	Futures	39756.3	39824.7	39728.3	39811.3	8939.0

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