PREVIEW / futures_1hour / 2009-05-11

all futures 1-hour files

  file:    by_date/futures_1hour/2009/2009-05-11.parquet
  size:    43 KB
  rows:    1,261

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
2009-05-11 00:00:00	ES	Futures	878.5	882.33	878.5	882.33	3280.0
2009-05-11 01:00:00	ES	Futures	882.09	883.29	879.94	880.65	2823.0
2009-05-11 02:00:00	ES	Futures	880.65	882.33	879.7	880.89	5348.0
2009-05-11 03:00:00	ES	Futures	880.89	880.89	874.42	875.62	28123.0
2009-05-11 04:00:00	ES	Futures	875.62	877.06	873.7	876.1	14751.0
2009-05-11 05:00:00	ES	Futures	875.86	876.58	873.47	873.47	10562.0
2009-05-11 06:00:00	ES	Futures	873.47	877.78	873.23	877.3	13801.0
2009-05-11 07:00:00	ES	Futures	877.06	877.78	874.66	875.14	17508.0
2009-05-11 08:00:00	ES	Futures	875.38	876.58	872.51	874.18	38233.0
2009-05-11 09:00:00	ES	Futures	874.18	875.62	868.19	870.83	255279.0
2009-05-11 10:00:00	ES	Futures	870.83	877.06	869.39	875.62	349915.0
2009-05-11 11:00:00	ES	Futures	875.62	878.5	872.75	872.99	234188.0
2009-05-11 12:00:00	ES	Futures	872.99	874.9	871.79	871.79	144113.0
2009-05-11 13:00:00	ES	Futures	871.79	876.82	870.35	875.38	182399.0
2009-05-11 14:00:00	ES	Futures	875.14	876.58	872.75	874.9	238781.0
2009-05-11 15:00:00	ES	Futures	874.9	875.38	868.19	869.63	397223.0
2009-05-11 16:00:00	ES	Futures	869.63	872.03	869.15	869.87	100901.0
2009-05-11 17:00:00	ES	Futures	870.11	870.35	868.19	868.43	3220.0
2009-05-11 18:00:00	ES	Futures	868.43	868.67	865.8	867.0	6996.0
2009-05-11 19:00:00	ES	Futures	867.0	868.19	866.04	866.52	3282.0
2009-05-11 20:00:00	ES	Futures	866.28	868.67	865.8	867.71	5314.0
2009-05-11 21:00:00	ES	Futures	867.95	868.19	865.56	866.76	4155.0
2009-05-11 22:00:00	ES	Futures	866.76	867.95	866.28	866.76	2984.0
2009-05-11 23:00:00	ES	Futures	866.76	868.67	866.76	867.23	4180.0
2009-05-11 00:00:00	NQ	Futures	1565.89	1572.71	1565.89	1572.43	169.0
2009-05-11 01:00:00	NQ	Futures	1572.43	1574.42	1568.45	1569.87	161.0
2009-05-11 02:00:00	NQ	Futures	1569.87	1572.43	1567.6	1569.59	252.0
2009-05-11 03:00:00	NQ	Futures	1568.45	1568.45	1553.39	1556.8	4624.0
2009-05-11 04:00:00	NQ	Futures	1556.52	1558.51	1552.54	1556.8	1683.0
2009-05-11 05:00:00	NQ	Futures	1557.09	1558.22	1553.96	1554.53	1274.0
2009-05-11 06:00:00	NQ	Futures	1554.53	1560.5	1553.68	1559.36	1442.0
2009-05-11 07:00:00	NQ	Futures	1559.08	1561.92	1557.94	1559.08	1676.0
2009-05-11 08:00:00	NQ	Futures	1559.08	1561.35	1555.38	1557.94	4421.0
2009-05-11 09:00:00	NQ	Futures	1557.94	1566.46	1553.96	1564.47	46387.0
2009-05-11 10:00:00	NQ	Futures	1564.47	1598.0	1561.92	1588.06	85224.0
2009-05-11 11:00:00	NQ	Futures	1587.77	1595.45	1582.94	1585.5	36636.0
2009-05-11 12:00:00	NQ	Futures	1585.22	1592.04	1582.66	1588.06	22299.0
2009-05-11 13:00:00	NQ	Futures	1587.77	1602.26	1585.5	1599.42	32269.0
2009-05-11 14:00:00	NQ	Futures	1599.42	1599.99	1593.74	1595.73	31218.0
2009-05-11 15:00:00	NQ	Futures	1595.73	1596.87	1581.81	1584.93	50644.0
2009-05-11 16:00:00	NQ	Futures	1584.93	1588.91	1583.23	1584.36	9019.0
2009-05-11 17:00:00	NQ	Futures	1584.93	1584.93	1581.81	1582.37	150.0
2009-05-11 18:00:00	NQ	Futures	1581.81	1583.51	1577.83	1579.53	749.0
2009-05-11 19:00:00	NQ	Futures	1579.82	1582.09	1578.97	1580.39	146.0
2009-05-11 20:00:00	NQ	Futures	1579.82	1583.23	1579.53	1583.23	209.0
2009-05-11 21:00:00	NQ	Futures	1582.37	1582.37	1577.83	1579.82	166.0
2009-05-11 22:00:00	NQ	Futures	1579.82	1582.09	1578.97	1579.53	180.0
2009-05-11 23:00:00	NQ	Futures	1579.53	1582.37	1579.53	1580.39	94.0
2009-05-11 00:00:00	YM	Futures	7775.2	7801.0	7772.5	7801.0	329.0
2009-05-11 01:00:00	YM	Futures	7800.0	7806.5	7783.5	7791.8	281.0

> showing 50 of 1,261 rows — these rows as CSV

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