PREVIEW / futures_1hour / 2009-07-24

all futures 1-hour files

  file:    by_date/futures_1hour/2009/2009-07-24.parquet
  size:    36 KB
  rows:    1,020

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
2009-07-24 00:00:00	ES	Futures	929.45	930.42	929.45	929.94	2347.0
2009-07-24 01:00:00	ES	Futures	929.94	930.66	929.45	930.42	2797.0
2009-07-24 02:00:00	ES	Futures	930.66	932.59	930.18	932.11	8536.0
2009-07-24 03:00:00	ES	Futures	932.11	934.76	930.66	934.28	16414.0
2009-07-24 04:00:00	ES	Futures	934.28	939.34	933.79	936.69	35002.0
2009-07-24 05:00:00	ES	Futures	936.69	937.89	935.72	937.65	11470.0
2009-07-24 06:00:00	ES	Futures	937.41	937.89	935.96	937.41	10479.0
2009-07-24 07:00:00	ES	Futures	937.41	937.89	936.21	936.93	16838.0
2009-07-24 08:00:00	ES	Futures	936.93	937.17	932.83	933.31	34446.0
2009-07-24 09:00:00	ES	Futures	933.31	937.65	930.66	931.38	244395.0
2009-07-24 10:00:00	ES	Futures	931.14	934.04	928.49	929.45	315711.0
2009-07-24 11:00:00	ES	Futures	929.45	936.69	928.49	935.96	219673.0
2009-07-24 12:00:00	ES	Futures	935.72	936.69	934.52	935.24	109950.0
2009-07-24 13:00:00	ES	Futures	935.0	940.06	934.52	938.62	169309.0
2009-07-24 14:00:00	ES	Futures	938.86	940.55	937.41	938.62	131642.0
2009-07-24 15:00:00	ES	Futures	938.86	942.72	938.14	941.75	220164.0
2009-07-24 16:00:00	ES	Futures	941.99	944.41	941.27	944.16	86405.0
2009-07-24 00:00:00	NQ	Futures	1792.6	1793.17	1791.74	1792.03	222.0
2009-07-24 01:00:00	NQ	Futures	1792.03	1793.74	1791.74	1793.45	182.0
2009-07-24 02:00:00	NQ	Futures	1793.74	1798.58	1793.45	1798.29	1048.0
2009-07-24 03:00:00	NQ	Futures	1798.58	1803.7	1797.15	1803.42	1446.0
2009-07-24 04:00:00	NQ	Futures	1803.13	1812.82	1802.57	1808.83	3640.0
2009-07-24 05:00:00	NQ	Futures	1808.55	1808.83	1803.7	1808.26	1646.0
2009-07-24 06:00:00	NQ	Futures	1807.98	1809.97	1804.84	1807.69	1906.0
2009-07-24 07:00:00	NQ	Futures	1807.69	1807.69	1802.0	1804.84	3447.0
2009-07-24 08:00:00	NQ	Futures	1804.84	1805.13	1795.16	1796.01	6141.0
2009-07-24 09:00:00	NQ	Futures	1795.73	1812.82	1794.02	1796.58	49453.0
2009-07-24 10:00:00	NQ	Futures	1796.01	1806.27	1794.31	1798.86	40985.0
2009-07-24 11:00:00	NQ	Futures	1798.86	1811.39	1797.44	1810.26	31129.0
2009-07-24 12:00:00	NQ	Futures	1810.26	1813.39	1806.84	1808.55	22889.0
2009-07-24 13:00:00	NQ	Futures	1808.26	1819.08	1807.12	1815.67	24741.0
2009-07-24 14:00:00	NQ	Futures	1815.67	1820.22	1811.68	1813.96	24399.0
2009-07-24 15:00:00	NQ	Futures	1813.96	1821.36	1811.96	1820.51	32354.0
2009-07-24 16:00:00	NQ	Futures	1820.79	1823.07	1819.65	1821.36	9132.0
2009-07-24 00:00:00	YM	Futures	8282.0	8288.5	8281.1	8283.8	124.0
2009-07-24 01:00:00	YM	Futures	8283.8	8290.3	8280.1	8287.5	305.0
2009-07-24 02:00:00	YM	Futures	8287.5	8302.3	8284.8	8299.6	593.0
2009-07-24 03:00:00	YM	Futures	8299.6	8319.0	8288.5	8314.4	1073.0
2009-07-24 04:00:00	YM	Futures	8316.2	8357.8	8313.4	8340.2	2091.0
2009-07-24 05:00:00	YM	Futures	8338.4	8345.8	8332.8	8343.9	376.0
2009-07-24 06:00:00	YM	Futures	8343.0	8348.6	8331.0	8344.9	637.0
2009-07-24 07:00:00	YM	Futures	8343.0	8346.7	8333.8	8339.3	653.0
2009-07-24 08:00:00	YM	Futures	8338.4	8339.3	8307.0	8310.7	2166.0
2009-07-24 09:00:00	YM	Futures	8310.7	8343.0	8291.2	8297.7	16809.0
2009-07-24 10:00:00	YM	Futures	8297.7	8329.1	8285.7	8297.7	21503.0
2009-07-24 11:00:00	YM	Futures	8297.7	8337.5	8288.5	8332.8	13143.0
2009-07-24 12:00:00	YM	Futures	8331.9	8338.4	8319.0	8323.6	6400.0
2009-07-24 13:00:00	YM	Futures	8324.5	8364.3	8319.0	8353.2	10243.0
2009-07-24 14:00:00	YM	Futures	8354.1	8365.2	8334.7	8343.9	8736.0
2009-07-24 15:00:00	YM	Futures	8343.9	8374.5	8337.5	8369.8	11824.0

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