Extracting Time of Day from a Futures Timestamp with Pandas

Summary

The document answers a data-preparation question: how to retain the time of day from a timestamp column while omitting its calendar date. It describes applying a datetime formatting operation to each value in a pandas column, creating a separate time field, and then selecting that field alongside the original date, instrument, and open-price columns. The example reads one-minute Chinese futures data for a single contract, illustrating the context in which the transformation is used.

This is a narrow data-handling technique rather than a trading signal or strategy. It can help when preparing intraday records for inspection or analysis that depends on clock time. The example assumes the source values are datetime objects with a formatting method; the document does not discuss missing or string-formatted values, time zones, session boundaries, or whether retaining the date is necessary to distinguish observations from different days. It provides code but no performance or analytical results.

Key ideas

• A datetime column can be formatted to extract its hour, minute, and second components.
• The extracted time can be stored in a separate column while preserving the original date and market fields.
• The example applies this transformation to one-minute futures data.
• The method assumes the input values support datetime formatting and does not address time zones or missing values.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.