PREVIEW / futures_1hour / 2009-08-19

all futures 1-hour files

  file:    by_date/futures_1hour/2009/2009-08-19.parquet
  size:    41 KB
  rows:    1,206

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
2009-08-19 00:00:00	ES	Futures	952.85	954.53	952.85	953.81	2794.0
2009-08-19 01:00:00	ES	Futures	954.05	954.05	947.78	948.26	11140.0
2009-08-19 02:00:00	ES	Futures	948.26	949.23	944.89	945.61	15346.0
2009-08-19 03:00:00	ES	Futures	945.37	947.3	942.96	944.89	26163.0
2009-08-19 04:00:00	ES	Futures	945.13	945.85	943.2	945.61	15119.0
2009-08-19 05:00:00	ES	Futures	945.61	945.85	943.92	945.13	10759.0
2009-08-19 06:00:00	ES	Futures	945.13	945.61	944.16	944.65	9618.0
2009-08-19 07:00:00	ES	Futures	944.65	947.78	944.65	945.85	39721.0
2009-08-19 08:00:00	ES	Futures	945.85	946.09	942.23	944.65	54057.0
2009-08-19 09:00:00	ES	Futures	944.65	950.43	943.44	948.99	293639.0
2009-08-19 10:00:00	ES	Futures	948.99	953.81	948.75	950.92	370894.0
2009-08-19 11:00:00	ES	Futures	950.68	958.63	950.19	958.39	270811.0
2009-08-19 12:00:00	ES	Futures	958.15	962.25	957.67	960.8	277023.0
2009-08-19 13:00:00	ES	Futures	960.8	963.46	960.56	962.01	143140.0
2009-08-19 14:00:00	ES	Futures	962.25	962.73	959.12	961.05	158170.0
2009-08-19 15:00:00	ES	Futures	960.8	961.05	956.46	960.56	315789.0
2009-08-19 16:00:00	ES	Futures	960.32	962.25	959.84	961.05	88022.0
2009-08-19 17:00:00	ES	Futures	961.05	961.53	960.8	961.29	1637.0
2009-08-19 18:00:00	ES	Futures	961.53	961.77	961.05	961.29	2295.0
2009-08-19 19:00:00	ES	Futures	961.29	961.77	961.05	961.29	1663.0
2009-08-19 20:00:00	ES	Futures	961.29	961.53	960.32	961.29	4231.0
2009-08-19 21:00:00	ES	Futures	961.29	963.46	960.32	962.98	6543.0
2009-08-19 22:00:00	ES	Futures	962.73	963.46	961.29	961.53	4346.0
2009-08-19 23:00:00	ES	Futures	961.53	964.66	961.53	964.42	7487.0
2009-08-19 00:00:00	NQ	Futures	1802.28	1804.84	1802.0	1803.7	353.0
2009-08-19 01:00:00	NQ	Futures	1803.99	1803.99	1794.02	1794.59	962.0
2009-08-19 02:00:00	NQ	Futures	1794.88	1796.3	1788.61	1789.18	1853.0
2009-08-19 03:00:00	NQ	Futures	1788.89	1792.6	1784.62	1789.18	2199.0
2009-08-19 04:00:00	NQ	Futures	1789.18	1789.46	1785.48	1789.18	1318.0
2009-08-19 05:00:00	NQ	Futures	1789.18	1789.46	1784.91	1786.62	973.0
2009-08-19 06:00:00	NQ	Futures	1786.9	1787.19	1784.05	1784.91	1658.0
2009-08-19 07:00:00	NQ	Futures	1785.19	1791.17	1784.91	1787.19	4289.0
2009-08-19 08:00:00	NQ	Futures	1786.9	1787.76	1782.34	1786.62	5853.0
2009-08-19 09:00:00	NQ	Futures	1786.62	1801.43	1782.91	1796.87	50309.0
2009-08-19 10:00:00	NQ	Futures	1797.15	1807.69	1796.87	1799.43	49735.0
2009-08-19 11:00:00	NQ	Futures	1799.72	1812.82	1797.15	1812.25	33664.0
2009-08-19 12:00:00	NQ	Futures	1812.25	1821.08	1811.39	1818.23	37925.0
2009-08-19 13:00:00	NQ	Futures	1818.23	1822.22	1817.66	1821.93	24027.0
2009-08-19 14:00:00	NQ	Futures	1821.93	1823.36	1814.81	1819.65	24819.0
2009-08-19 15:00:00	NQ	Futures	1819.65	1819.94	1811.96	1817.94	37945.0
2009-08-19 16:00:00	NQ	Futures	1818.23	1821.65	1817.09	1819.65	9859.0
2009-08-19 17:00:00	NQ	Futures	1819.94	1820.22	1819.65	1819.94	61.0
2009-08-19 18:00:00	NQ	Futures	1820.22	1823.36	1820.22	1821.65	307.0
2009-08-19 19:00:00	NQ	Futures	1821.36	1822.79	1820.51	1821.65	148.0
2009-08-19 20:00:00	NQ	Futures	1821.65	1821.65	1818.51	1819.65	322.0
2009-08-19 21:00:00	NQ	Futures	1819.94	1822.22	1817.38	1821.65	471.0
2009-08-19 22:00:00	NQ	Futures	1821.36	1822.79	1820.22	1820.79	383.0
2009-08-19 23:00:00	NQ	Futures	1820.79	1825.92	1820.79	1825.35	402.0
2009-08-19 00:00:00	YM	Futures	8496.5	8508.5	8495.6	8504.8	241.0
2009-08-19 01:00:00	YM	Futures	8505.8	8505.8	8457.7	8462.3	614.0

> showing 50 of 1,206 rows — these rows as CSV

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