PREVIEW / futures_1hour / 2011-01-27

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-01-27.parquet
  size:    49 KB
  rows:    1,481

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
2011-01-27 00:00:00	ES	Futures	1281.42	1281.42	1280.44	1280.68	799.0
2011-01-27 01:00:00	ES	Futures	1280.93	1282.17	1280.93	1281.67	2678.0
2011-01-27 02:00:00	ES	Futures	1281.92	1282.41	1276.72	1277.96	21674.0
2011-01-27 03:00:00	ES	Futures	1277.71	1279.69	1275.98	1277.22	41022.0
2011-01-27 04:00:00	ES	Futures	1277.22	1279.94	1276.72	1279.69	16082.0
2011-01-27 05:00:00	ES	Futures	1279.69	1281.67	1278.95	1280.93	22706.0
2011-01-27 06:00:00	ES	Futures	1280.93	1281.67	1277.47	1279.69	22120.0
2011-01-27 07:00:00	ES	Futures	1279.69	1283.16	1278.95	1281.67	30370.0
2011-01-27 08:00:00	ES	Futures	1281.67	1282.91	1277.22	1277.96	85518.0
2011-01-27 09:00:00	ES	Futures	1277.96	1282.91	1277.71	1282.66	200242.0
2011-01-27 10:00:00	ES	Futures	1282.66	1284.64	1280.44	1282.17	213475.0
2011-01-27 11:00:00	ES	Futures	1281.92	1282.41	1277.47	1279.69	278890.0
2011-01-27 12:00:00	ES	Futures	1279.94	1282.41	1279.45	1282.17	107157.0
2011-01-27 13:00:00	ES	Futures	1282.41	1282.91	1281.18	1282.17	68268.0
2011-01-27 14:00:00	ES	Futures	1282.17	1283.4	1280.44	1282.66	92839.0
2011-01-27 15:00:00	ES	Futures	1282.41	1284.89	1281.42	1282.91	237455.0
2011-01-27 16:00:00	ES	Futures	1282.91	1283.4	1281.18	1281.67	82891.0
2011-01-27 17:00:00	ES	Futures	1281.92	1281.92	1280.93	1280.93	2044.0
2011-01-27 18:00:00	ES	Futures	1281.18	1281.67	1280.93	1281.18	2788.0
2011-01-27 19:00:00	ES	Futures	1280.93	1281.42	1280.44	1280.93	2611.0
2011-01-27 20:00:00	ES	Futures	1281.18	1281.18	1279.2	1280.19	7671.0
2011-01-27 21:00:00	ES	Futures	1280.19	1280.44	1277.96	1278.7	7439.0
2011-01-27 22:00:00	ES	Futures	1278.7	1279.2	1278.46	1278.95	2693.0
2011-01-27 23:00:00	ES	Futures	1278.7	1279.94	1278.7	1278.95	4189.0
2011-01-27 00:00:00	NQ	Futures	2661.65	2661.65	2660.5	2660.5	96.0
2011-01-27 01:00:00	NQ	Futures	2660.79	2670.26	2660.79	2665.96	563.0
2011-01-27 02:00:00	NQ	Futures	2665.67	2665.96	2657.35	2659.07	1106.0
2011-01-27 03:00:00	NQ	Futures	2659.07	2662.51	2655.91	2658.49	2432.0
2011-01-27 04:00:00	NQ	Futures	2657.63	2662.23	2657.35	2661.94	1185.0
2011-01-27 05:00:00	NQ	Futures	2662.23	2667.39	2660.79	2666.82	1991.0
2011-01-27 06:00:00	NQ	Futures	2666.82	2668.54	2661.08	2664.24	1115.0
2011-01-27 07:00:00	NQ	Futures	2664.24	2669.4	2662.51	2666.53	1996.0
2011-01-27 08:00:00	NQ	Futures	2666.53	2668.83	2659.36	2660.79	6757.0
2011-01-27 09:00:00	NQ	Futures	2660.79	2672.27	2659.93	2671.41	33840.0
2011-01-27 10:00:00	NQ	Futures	2671.41	2674.86	2664.24	2667.97	39997.0
2011-01-27 11:00:00	NQ	Futures	2668.25	2669.4	2660.5	2667.68	42694.0
2011-01-27 12:00:00	NQ	Futures	2667.39	2678.3	2666.82	2676.0	21435.0
2011-01-27 13:00:00	NQ	Futures	2676.0	2676.86	2671.99	2674.86	13088.0
2011-01-27 14:00:00	NQ	Futures	2674.86	2676.86	2671.41	2676.0	20481.0
2011-01-27 15:00:00	NQ	Futures	2676.0	2680.31	2671.41	2672.56	34738.0
2011-01-27 16:00:00	NQ	Futures	2672.56	2673.99	2664.52	2664.81	18214.0
2011-01-27 17:00:00	NQ	Futures	2664.81	2665.38	2664.24	2664.52	165.0
2011-01-27 18:00:00	NQ	Futures	2665.67	2665.96	2664.81	2664.81	121.0
2011-01-27 19:00:00	NQ	Futures	2664.81	2665.1	2664.24	2664.81	118.0
2011-01-27 20:00:00	NQ	Futures	2664.52	2665.67	2662.51	2665.38	513.0
2011-01-27 21:00:00	NQ	Futures	2665.1	2665.1	2659.93	2661.36	421.0
2011-01-27 22:00:00	NQ	Futures	2661.65	2662.23	2661.08	2661.65	140.0
2011-01-27 23:00:00	NQ	Futures	2661.94	2664.24	2661.94	2663.09	336.0
2011-01-27 00:00:00	YM	Futures	11442.6	11442.6	11435.0	11440.7	60.0
2011-01-27 01:00:00	YM	Futures	11439.8	11448.4	11438.8	11446.5	206.0

> showing 50 of 1,481 rows — these rows as CSV

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