PREVIEW / futures_1hour / 2009-01-15

all futures 1-hour files

  file:    by_date/futures_1hour/2009/2009-01-15.parquet
  size:    46 KB
  rows:    1,307

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
2009-01-15 00:00:00	ES	Futures	789.59	790.3	788.88	789.83	2128.0
2009-01-15 01:00:00	ES	Futures	789.59	791.25	788.64	790.78	2726.0
2009-01-15 02:00:00	ES	Futures	790.78	795.05	789.35	795.05	10179.0
2009-01-15 03:00:00	ES	Futures	795.05	798.37	785.8	788.17	35687.0
2009-01-15 04:00:00	ES	Futures	788.17	794.57	786.74	793.86	14887.0
2009-01-15 05:00:00	ES	Futures	793.86	796.47	791.49	795.52	13284.0
2009-01-15 06:00:00	ES	Futures	795.52	798.84	790.78	795.28	30057.0
2009-01-15 07:00:00	ES	Futures	795.28	796.47	786.98	789.35	38718.0
2009-01-15 08:00:00	ES	Futures	789.12	797.65	788.17	795.05	55043.0
2009-01-15 09:00:00	ES	Futures	795.28	795.99	782.47	786.27	356710.0
2009-01-15 10:00:00	ES	Futures	786.03	788.17	773.94	777.26	586045.0
2009-01-15 11:00:00	ES	Futures	777.49	782.0	776.54	778.44	267527.0
2009-01-15 12:00:00	ES	Futures	778.44	779.87	771.09	775.12	241417.0
2009-01-15 13:00:00	ES	Futures	774.88	791.49	774.65	789.83	364468.0
2009-01-15 14:00:00	ES	Futures	789.83	805.01	788.64	798.6	641177.0
2009-01-15 15:00:00	ES	Futures	798.6	802.87	786.51	797.89	615021.0
2009-01-15 16:00:00	ES	Futures	797.65	800.26	794.81	797.89	106111.0
2009-01-15 17:00:00	ES	Futures	797.89	799.31	797.42	798.13	2755.0
2009-01-15 18:00:00	ES	Futures	799.55	802.4	799.55	801.45	5087.0
2009-01-15 19:00:00	ES	Futures	801.45	802.4	800.5	801.92	3158.0
2009-01-15 20:00:00	ES	Futures	801.92	804.06	801.69	803.11	4034.0
2009-01-15 21:00:00	ES	Futures	803.11	803.82	800.5	800.97	3124.0
2009-01-15 22:00:00	ES	Futures	801.21	802.87	800.74	801.69	2644.0
2009-01-15 23:00:00	ES	Futures	801.45	802.16	800.74	802.16	1801.0
2009-01-15 00:00:00	NQ	Futures	1296.97	1297.26	1294.72	1296.97	96.0
2009-01-15 01:00:00	NQ	Futures	1296.97	1297.82	1295.0	1296.97	92.0
2009-01-15 02:00:00	NQ	Futures	1296.97	1298.39	1295.56	1298.39	760.0
2009-01-15 03:00:00	NQ	Futures	1298.39	1298.95	1285.96	1290.48	2732.0
2009-01-15 04:00:00	NQ	Futures	1290.2	1293.59	1286.81	1291.61	1508.0
2009-01-15 05:00:00	NQ	Futures	1291.04	1296.41	1287.66	1294.72	1218.0
2009-01-15 06:00:00	NQ	Futures	1295.0	1298.95	1289.63	1298.39	1604.0
2009-01-15 07:00:00	NQ	Futures	1298.67	1300.36	1290.76	1299.23	3461.0
2009-01-15 08:00:00	NQ	Futures	1299.52	1314.76	1296.13	1309.68	7696.0
2009-01-15 09:00:00	NQ	Futures	1309.68	1311.94	1292.17	1299.8	41470.0
2009-01-15 10:00:00	NQ	Futures	1299.8	1305.16	1287.09	1291.61	60743.0
2009-01-15 11:00:00	NQ	Futures	1291.61	1301.77	1290.76	1297.54	33800.0
2009-01-15 12:00:00	NQ	Futures	1297.54	1300.08	1288.79	1296.97	23357.0
2009-01-15 13:00:00	NQ	Futures	1297.26	1326.34	1296.97	1322.39	48547.0
2009-01-15 14:00:00	NQ	Futures	1322.67	1343.28	1321.54	1335.1	71006.0
2009-01-15 15:00:00	NQ	Futures	1334.81	1345.26	1319.56	1333.97	68454.0
2009-01-15 16:00:00	NQ	Futures	1334.25	1337.64	1328.32	1332.27	12790.0
2009-01-15 17:00:00	NQ	Futures	1332.27	1335.38	1331.99	1335.1	147.0
2009-01-15 18:00:00	NQ	Futures	1335.1	1341.03	1335.1	1339.33	476.0
2009-01-15 19:00:00	NQ	Futures	1339.61	1340.18	1338.48	1340.18	125.0
2009-01-15 20:00:00	NQ	Futures	1339.9	1343.57	1339.9	1340.46	186.0
2009-01-15 21:00:00	NQ	Futures	1341.31	1341.31	1338.48	1338.48	152.0
2009-01-15 22:00:00	NQ	Futures	1339.61	1341.87	1339.33	1340.18	61.0
2009-01-15 23:00:00	NQ	Futures	1339.61	1341.03	1338.48	1340.18	19.0
2009-01-15 00:00:00	YM	Futures	7386.8	7393.2	7383.1	7388.6	101.0
2009-01-15 01:00:00	YM	Futures	7385.0	7400.5	7381.3	7398.6	194.0

> showing 50 of 1,307 rows — these rows as CSV

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