PREVIEW / futures_1hour / 2009-07-27

all futures 1-hour files

  file:    by_date/futures_1hour/2009/2009-07-27.parquet
  size:    40 KB
  rows:    1,245

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
2009-07-27 00:00:00	ES	Futures	945.61	948.99	944.65	948.75	6553.0
2009-07-27 01:00:00	ES	Futures	948.51	949.23	946.82	947.06	3864.0
2009-07-27 02:00:00	ES	Futures	947.3	947.3	944.65	946.33	9615.0
2009-07-27 03:00:00	ES	Futures	946.58	946.58	943.68	944.65	20423.0
2009-07-27 04:00:00	ES	Futures	944.65	944.89	942.48	943.2	12594.0
2009-07-27 05:00:00	ES	Futures	942.96	946.33	942.48	946.09	7538.0
2009-07-27 06:00:00	ES	Futures	946.09	947.3	945.37	946.82	10449.0
2009-07-27 07:00:00	ES	Futures	946.82	946.82	942.72	943.68	20634.0
2009-07-27 08:00:00	ES	Futures	943.68	943.92	940.55	942.96	34170.0
2009-07-27 09:00:00	ES	Futures	942.96	943.2	938.38	940.31	231366.0
2009-07-27 10:00:00	ES	Futures	940.31	945.13	934.76	936.21	375802.0
2009-07-27 11:00:00	ES	Futures	936.45	941.27	936.21	938.38	152225.0
2009-07-27 12:00:00	ES	Futures	938.62	939.82	937.41	939.34	94331.0
2009-07-27 13:00:00	ES	Futures	939.34	941.27	936.45	940.55	101746.0
2009-07-27 14:00:00	ES	Futures	940.55	943.68	939.34	942.72	144444.0
2009-07-27 15:00:00	ES	Futures	942.72	944.89	939.82	944.65	192411.0
2009-07-27 16:00:00	ES	Futures	944.41	945.37	943.92	944.41	81688.0
2009-07-27 17:00:00	ES	Futures	944.41	945.37	944.16	945.37	1748.0
2009-07-27 18:00:00	ES	Futures	945.37	945.61	943.44	943.68	1954.0
2009-07-27 19:00:00	ES	Futures	943.44	943.68	942.96	943.2	1313.0
2009-07-27 20:00:00	ES	Futures	943.2	943.92	942.96	942.96	2708.0
2009-07-27 21:00:00	ES	Futures	942.96	944.65	942.96	943.68	2307.0
2009-07-27 22:00:00	ES	Futures	943.44	943.92	942.48	942.72	2784.0
2009-07-27 23:00:00	ES	Futures	942.72	943.92	942.48	943.44	2775.0
2009-07-27 00:00:00	NQ	Futures	1825.63	1833.04	1823.93	1832.47	1170.0
2009-07-27 01:00:00	NQ	Futures	1832.76	1833.04	1829.05	1829.05	479.0
2009-07-27 02:00:00	NQ	Futures	1829.05	1829.34	1824.78	1827.34	758.0
2009-07-27 03:00:00	NQ	Futures	1827.63	1827.63	1820.79	1823.36	2007.0
2009-07-27 04:00:00	NQ	Futures	1822.79	1823.36	1819.08	1820.79	1386.0
2009-07-27 05:00:00	NQ	Futures	1820.51	1826.77	1819.37	1826.49	1012.0
2009-07-27 06:00:00	NQ	Futures	1826.49	1830.19	1824.5	1829.62	1567.0
2009-07-27 07:00:00	NQ	Futures	1828.77	1828.77	1820.22	1823.93	2631.0
2009-07-27 08:00:00	NQ	Futures	1823.93	1824.21	1815.67	1820.79	5874.0
2009-07-27 09:00:00	NQ	Futures	1821.36	1822.79	1811.11	1812.82	38011.0
2009-07-27 10:00:00	NQ	Futures	1813.1	1823.93	1798.29	1804.27	61548.0
2009-07-27 11:00:00	NQ	Futures	1804.27	1815.38	1803.7	1808.83	30563.0
2009-07-27 12:00:00	NQ	Futures	1808.83	1813.39	1806.84	1809.12	16527.0
2009-07-27 13:00:00	NQ	Futures	1809.4	1813.67	1804.56	1812.53	18100.0
2009-07-27 14:00:00	NQ	Futures	1812.25	1819.94	1810.54	1816.24	25967.0
2009-07-27 15:00:00	NQ	Futures	1815.95	1821.08	1809.12	1820.51	40136.0
2009-07-27 16:00:00	NQ	Futures	1820.79	1823.93	1819.94	1819.94	9026.0
2009-07-27 17:00:00	NQ	Futures	1820.51	1823.93	1820.22	1822.79	281.0
2009-07-27 18:00:00	NQ	Futures	1823.36	1823.93	1818.8	1819.08	356.0
2009-07-27 19:00:00	NQ	Futures	1819.37	1819.65	1818.51	1818.8	137.0
2009-07-27 20:00:00	NQ	Futures	1818.51	1819.94	1817.94	1818.8	223.0
2009-07-27 21:00:00	NQ	Futures	1818.8	1821.36	1818.8	1819.37	128.0
2009-07-27 22:00:00	NQ	Futures	1819.37	1819.37	1817.38	1817.38	200.0
2009-07-27 23:00:00	NQ	Futures	1817.66	1819.65	1817.38	1818.51	228.0
2009-07-27 00:00:00	YM	Futures	8392.0	8427.2	8384.6	8420.7	1039.0
2009-07-27 01:00:00	YM	Futures	8420.7	8427.2	8408.7	8411.4	519.0

> showing 50 of 1,245 rows — these rows as CSV

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