PREVIEW / futures_1hour / 2009-10-28

all futures 1-hour files

  file:    by_date/futures_1hour/2009/2009-10-28.parquet
  size:    47 KB
  rows:    1,370

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
2009-10-28 00:00:00	ES	Futures	1027.02	1027.26	1025.57	1026.05	3116.0
2009-10-28 01:00:00	ES	Futures	1026.05	1026.78	1025.32	1026.05	3794.0
2009-10-28 02:00:00	ES	Futures	1026.05	1028.23	1025.81	1028.23	4465.0
2009-10-28 03:00:00	ES	Futures	1028.23	1028.96	1026.78	1028.23	8574.0
2009-10-28 04:00:00	ES	Futures	1027.99	1028.47	1022.42	1023.14	41990.0
2009-10-28 05:00:00	ES	Futures	1023.14	1024.11	1022.42	1023.39	33958.0
2009-10-28 06:00:00	ES	Futures	1023.14	1023.39	1019.75	1022.42	42405.0
2009-10-28 07:00:00	ES	Futures	1022.42	1023.14	1020.48	1023.14	34077.0
2009-10-28 08:00:00	ES	Futures	1023.14	1024.6	1021.21	1024.11	50084.0
2009-10-28 09:00:00	ES	Futures	1023.87	1027.26	1021.21	1022.66	314018.0
2009-10-28 10:00:00	ES	Futures	1022.42	1023.63	1014.18	1017.33	530589.0
2009-10-28 11:00:00	ES	Futures	1017.33	1020.0	1015.39	1016.6	245599.0
2009-10-28 12:00:00	ES	Futures	1016.6	1018.54	1011.28	1012.97	271855.0
2009-10-28 13:00:00	ES	Futures	1012.97	1019.03	1012.24	1014.67	236510.0
2009-10-28 14:00:00	ES	Futures	1014.67	1015.39	1010.31	1011.03	317031.0
2009-10-28 15:00:00	ES	Futures	1011.03	1012.97	1006.43	1007.4	527182.0
2009-10-28 16:00:00	ES	Futures	1007.16	1007.4	1005.22	1005.95	153846.0
2009-10-28 17:00:00	ES	Futures	1005.95	1006.67	1005.7	1006.19	3224.0
2009-10-28 18:00:00	ES	Futures	1006.43	1006.92	1004.98	1005.95	7017.0
2009-10-28 19:00:00	ES	Futures	1005.95	1006.67	1005.22	1005.7	4138.0
2009-10-28 20:00:00	ES	Futures	1005.7	1006.67	1005.22	1006.67	4925.0
2009-10-28 21:00:00	ES	Futures	1006.67	1008.13	1006.43	1007.64	5702.0
2009-10-28 22:00:00	ES	Futures	1007.64	1008.37	1007.16	1007.64	4536.0
2009-10-28 23:00:00	ES	Futures	1007.64	1007.88	1006.67	1007.64	5308.0
2009-10-28 00:00:00	NQ	Futures	1959.57	1960.42	1957.0	1957.29	210.0
2009-10-28 01:00:00	NQ	Futures	1957.0	1958.43	1956.43	1957.0	324.0
2009-10-28 02:00:00	NQ	Futures	1957.29	1962.42	1957.29	1961.85	647.0
2009-10-28 03:00:00	NQ	Futures	1961.85	1963.85	1960.71	1962.42	950.0
2009-10-28 04:00:00	NQ	Futures	1962.14	1962.71	1954.44	1955.58	4604.0
2009-10-28 05:00:00	NQ	Futures	1955.29	1958.43	1954.44	1958.14	3065.0
2009-10-28 06:00:00	NQ	Futures	1957.57	1958.14	1951.87	1957.29	4230.0
2009-10-28 07:00:00	NQ	Futures	1957.29	1958.43	1954.72	1958.14	3205.0
2009-10-28 08:00:00	NQ	Futures	1958.14	1961.0	1955.01	1960.14	4480.0
2009-10-28 09:00:00	NQ	Futures	1959.85	1960.14	1926.2	1953.87	72213.0
2009-10-28 10:00:00	NQ	Futures	1953.87	1955.86	1931.05	1938.18	83413.0
2009-10-28 11:00:00	NQ	Futures	1938.18	1943.31	1933.9	1937.61	41387.0
2009-10-28 12:00:00	NQ	Futures	1937.32	1940.46	1924.2	1927.06	43530.0
2009-10-28 13:00:00	NQ	Futures	1927.06	1938.18	1924.78	1930.76	33850.0
2009-10-28 14:00:00	NQ	Futures	1931.05	1931.33	1919.93	1924.49	47751.0
2009-10-28 15:00:00	NQ	Futures	1924.2	1927.63	1913.37	1917.65	78648.0
2009-10-28 16:00:00	NQ	Futures	1917.65	1919.64	1913.37	1916.5	16003.0
2009-10-28 17:00:00	NQ	Futures	1916.5	1918.22	1915.65	1917.65	137.0
2009-10-28 18:00:00	NQ	Futures	1916.79	1917.65	1914.51	1915.65	528.0
2009-10-28 19:00:00	NQ	Futures	1915.93	1917.65	1913.94	1915.93	765.0
2009-10-28 20:00:00	NQ	Futures	1915.65	1917.65	1913.37	1917.65	796.0
2009-10-28 21:00:00	NQ	Futures	1917.65	1920.21	1917.36	1918.5	496.0
2009-10-28 22:00:00	NQ	Futures	1918.79	1919.64	1917.65	1918.22	460.0
2009-10-28 23:00:00	NQ	Futures	1917.93	1918.5	1915.93	1917.93	255.0
2009-10-28 00:00:00	YM	Futures	9145.6	9149.3	9136.3	9137.2	203.0
2009-10-28 01:00:00	YM	Futures	9137.2	9143.7	9133.5	9140.0	219.0

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