PREVIEW / futures_1hour / 2009-05-05

all futures 1-hour files

  file:    by_date/futures_1hour/2009/2009-05-05.parquet
  size:    43 KB
  rows:    1,251

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
2009-05-05 00:00:00	ES	Futures	862.44	864.36	862.2	862.44	2441.0
2009-05-05 01:00:00	ES	Futures	862.68	863.88	862.2	862.92	1695.0
2009-05-05 02:00:00	ES	Futures	862.92	863.88	861.96	862.44	6565.0
2009-05-05 03:00:00	ES	Futures	862.44	862.68	860.29	861.0	23954.0
2009-05-05 04:00:00	ES	Futures	861.0	864.84	860.76	864.6	15143.0
2009-05-05 05:00:00	ES	Futures	864.6	867.47	864.12	866.04	15500.0
2009-05-05 06:00:00	ES	Futures	866.04	866.52	864.84	865.8	7085.0
2009-05-05 07:00:00	ES	Futures	865.8	866.52	861.24	861.96	21108.0
2009-05-05 08:00:00	ES	Futures	861.96	862.92	861.0	861.96	23930.0
2009-05-05 09:00:00	ES	Futures	861.96	867.23	861.72	864.84	279631.0
2009-05-05 10:00:00	ES	Futures	864.6	866.76	856.93	856.93	474551.0
2009-05-05 11:00:00	ES	Futures	857.17	862.68	856.93	861.48	253525.0
2009-05-05 12:00:00	ES	Futures	861.72	862.68	858.85	860.05	116370.0
2009-05-05 13:00:00	ES	Futures	859.81	861.96	857.89	860.29	123200.0
2009-05-05 14:00:00	ES	Futures	860.29	861.96	856.45	858.61	204887.0
2009-05-05 15:00:00	ES	Futures	858.85	864.84	858.37	862.68	310158.0
2009-05-05 16:00:00	ES	Futures	862.68	866.28	862.44	866.04	86406.0
2009-05-05 17:00:00	ES	Futures	865.8	866.52	865.32	865.8	1985.0
2009-05-05 18:00:00	ES	Futures	866.28	867.0	865.32	866.52	2390.0
2009-05-05 19:00:00	ES	Futures	866.52	866.76	864.84	865.08	1156.0
2009-05-05 20:00:00	ES	Futures	865.32	865.32	863.4	863.64	2851.0
2009-05-05 21:00:00	ES	Futures	863.4	863.88	854.53	856.21	19027.0
2009-05-05 22:00:00	ES	Futures	856.21	859.09	854.05	857.65	14662.0
2009-05-05 23:00:00	ES	Futures	857.65	857.89	855.25	856.45	4558.0
2009-05-05 00:00:00	NQ	Futures	1616.76	1619.88	1615.9	1616.47	165.0
2009-05-05 01:00:00	NQ	Futures	1616.19	1618.74	1615.9	1617.32	69.0
2009-05-05 02:00:00	NQ	Futures	1617.04	1619.03	1615.05	1615.9	327.0
2009-05-05 03:00:00	NQ	Futures	1615.9	1615.9	1612.21	1613.63	1462.0
2009-05-05 04:00:00	NQ	Futures	1613.63	1619.88	1613.35	1618.46	973.0
2009-05-05 05:00:00	NQ	Futures	1618.46	1623.29	1617.32	1619.03	1275.0
2009-05-05 06:00:00	NQ	Futures	1619.31	1619.6	1616.76	1618.74	832.0
2009-05-05 07:00:00	NQ	Futures	1618.74	1619.6	1612.49	1614.48	1917.0
2009-05-05 08:00:00	NQ	Futures	1614.2	1615.34	1611.93	1614.2	2762.0
2009-05-05 09:00:00	NQ	Futures	1614.2	1618.18	1605.67	1611.64	35070.0
2009-05-05 10:00:00	NQ	Futures	1611.36	1614.77	1599.14	1599.14	50336.0
2009-05-05 11:00:00	NQ	Futures	1599.42	1609.08	1598.85	1606.24	29297.0
2009-05-05 12:00:00	NQ	Futures	1606.24	1608.52	1603.12	1604.25	15634.0
2009-05-05 13:00:00	NQ	Futures	1604.25	1608.52	1601.13	1606.24	19321.0
2009-05-05 14:00:00	NQ	Futures	1606.53	1610.22	1598.29	1602.83	33082.0
2009-05-05 15:00:00	NQ	Futures	1603.12	1618.18	1602.26	1616.47	45882.0
2009-05-05 16:00:00	NQ	Futures	1616.76	1622.72	1616.19	1621.02	11347.0
2009-05-05 17:00:00	NQ	Futures	1620.45	1621.59	1619.6	1620.45	80.0
2009-05-05 18:00:00	NQ	Futures	1620.73	1621.87	1620.17	1621.3	142.0
2009-05-05 19:00:00	NQ	Futures	1621.3	1621.59	1619.6	1620.73	147.0
2009-05-05 20:00:00	NQ	Futures	1619.88	1620.17	1618.74	1619.03	185.0
2009-05-05 21:00:00	NQ	Futures	1618.74	1619.31	1606.81	1608.23	1210.0
2009-05-05 22:00:00	NQ	Futures	1608.23	1613.35	1603.4	1609.08	1143.0
2009-05-05 23:00:00	NQ	Futures	1608.52	1609.37	1604.54	1607.38	275.0
2009-05-05 00:00:00	YM	Futures	7665.0	7678.7	7664.0	7665.0	138.0
2009-05-05 01:00:00	YM	Futures	7665.0	7674.1	7665.0	7671.4	126.0

> showing 50 of 1,251 rows — these rows as CSV

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