PREVIEW / futures_1hour / 2021-12-27

all futures 1-hour files

  file:    by_date/futures_1hour/2021/2021-12-27.parquet
  size:    60 KB
  rows:    1,872

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
2021-12-27 00:00:00	ES	Futures	5339.59	5341.0	5337.89	5339.02	2281.0
2021-12-27 01:00:00	ES	Futures	5338.74	5339.87	5333.93	5337.61	3715.0
2021-12-27 02:00:00	ES	Futures	5337.61	5341.28	5331.67	5335.06	6001.0
2021-12-27 03:00:00	ES	Futures	5335.06	5343.26	5333.36	5340.43	7788.0
2021-12-27 04:00:00	ES	Futures	5340.43	5344.96	5336.19	5343.83	6741.0
2021-12-27 05:00:00	ES	Futures	5344.11	5346.09	5341.57	5344.11	6525.0
2021-12-27 06:00:00	ES	Futures	5344.11	5344.96	5341.85	5344.11	2666.0
2021-12-27 07:00:00	ES	Futures	5344.11	5354.01	5343.26	5350.33	11368.0
2021-12-27 08:00:00	ES	Futures	5350.33	5356.27	5349.77	5354.01	13210.0
2021-12-27 09:00:00	ES	Futures	5353.73	5369.56	5350.05	5363.91	124347.0
2021-12-27 10:00:00	ES	Futures	5363.91	5384.27	5362.49	5383.99	138966.0
2021-12-27 11:00:00	ES	Futures	5384.27	5387.66	5380.03	5387.1	88222.0
2021-12-27 12:00:00	ES	Futures	5387.1	5393.6	5386.81	5393.04	56020.0
2021-12-27 13:00:00	ES	Futures	5393.04	5399.26	5391.62	5399.26	60146.0
2021-12-27 14:00:00	ES	Futures	5399.26	5402.65	5394.73	5397.56	74240.0
2021-12-27 15:00:00	ES	Futures	5397.56	5411.14	5392.19	5410.29	178917.0
2021-12-27 16:00:00	ES	Futures	5410.57	5411.98	5408.31	5409.72	42755.0
2021-12-27 18:00:00	ES	Futures	5407.74	5410.29	5404.91	5405.48	7287.0
2021-12-27 19:00:00	ES	Futures	5405.48	5408.31	5401.52	5407.18	8707.0
2021-12-27 20:00:00	ES	Futures	5406.89	5407.46	5401.24	5403.78	5972.0
2021-12-27 21:00:00	ES	Futures	5403.5	5403.78	5399.82	5402.37	3849.0
2021-12-27 22:00:00	ES	Futures	5402.37	5404.35	5400.95	5403.78	2973.0
2021-12-27 23:00:00	ES	Futures	5403.5	5405.76	5402.65	5404.35	2603.0
2021-12-27 00:00:00	NQ	Futures	18936.94	18942.45	18933.46	18936.36	1580.0
2021-12-27 01:00:00	NQ	Futures	18935.49	18940.13	18911.73	18929.7	2981.0
2021-12-27 02:00:00	NQ	Futures	18929.12	18941.29	18901.3	18914.63	3760.0
2021-12-27 03:00:00	NQ	Futures	18913.76	18939.26	18904.48	18931.73	4687.0
2021-12-27 04:00:00	NQ	Futures	18932.31	18949.11	18920.13	18944.48	3398.0
2021-12-27 05:00:00	NQ	Futures	18945.06	18953.46	18939.55	18942.45	2330.0
2021-12-27 06:00:00	NQ	Futures	18941.58	18946.22	18932.89	18942.74	1508.0
2021-12-27 07:00:00	NQ	Futures	18942.16	18987.66	18937.52	18974.33	5727.0
2021-12-27 08:00:00	NQ	Futures	18974.62	18994.62	18966.5	18983.89	6304.0
2021-12-27 09:00:00	NQ	Futures	18983.6	19067.65	18947.67	19053.16	65417.0
2021-12-27 10:00:00	NQ	Futures	19053.74	19158.36	19045.62	19149.67	66551.0
2021-12-27 11:00:00	NQ	Futures	19149.38	19170.83	19117.21	19141.26	39885.0
2021-12-27 12:00:00	NQ	Futures	19141.55	19165.32	19138.37	19163.0	21946.0
2021-12-27 13:00:00	NQ	Futures	19163.0	19185.61	19153.44	19184.74	18186.0
2021-12-27 14:00:00	NQ	Futures	19185.03	19194.01	19165.9	19175.75	21094.0
2021-12-27 15:00:00	NQ	Futures	19175.46	19201.55	19146.48	19198.07	47802.0
2021-12-27 16:00:00	NQ	Futures	19197.49	19221.54	19194.59	19209.08	10154.0
2021-12-27 18:00:00	NQ	Futures	19204.15	19211.11	19189.37	19191.4	2977.0
2021-12-27 19:00:00	NQ	Futures	19191.4	19195.46	19171.98	19187.92	5337.0
2021-12-27 20:00:00	NQ	Futures	19187.92	19190.24	19166.19	19184.74	4823.0
2021-12-27 21:00:00	NQ	Futures	19184.45	19185.9	19168.51	19176.91	2530.0
2021-12-27 22:00:00	NQ	Futures	19177.78	19188.5	19173.43	19183.87	1840.0
2021-12-27 23:00:00	NQ	Futures	19183.58	19195.75	19180.68	19187.63	1884.0
2021-12-27 00:00:00	YM	Futures	40268.0	40269.1	40243.3	40251.2	732.0
2021-12-27 01:00:00	YM	Futures	40250.0	40256.8	40208.4	40230.9	1672.0
2021-12-27 02:00:00	YM	Futures	40229.8	40259.0	40186.0	40212.9	2111.0
2021-12-27 03:00:00	YM	Futures	40212.9	40277.0	40207.3	40262.4	2304.0

> showing 50 of 1,872 rows — these rows as CSV

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