PREVIEW / futures_1hour / 2011-01-28

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-01-28.parquet
  size:    40 KB
  rows:    1,161

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
2011-01-28 00:00:00	ES	Futures	1279.2	1280.19	1278.7	1279.45	2822.0
2011-01-28 01:00:00	ES	Futures	1279.45	1280.68	1279.2	1280.19	3243.0
2011-01-28 02:00:00	ES	Futures	1279.94	1280.44	1278.21	1278.7	7573.0
2011-01-28 03:00:00	ES	Futures	1278.7	1279.45	1276.97	1278.95	25767.0
2011-01-28 04:00:00	ES	Futures	1279.2	1280.93	1278.46	1280.68	13046.0
2011-01-28 05:00:00	ES	Futures	1280.68	1281.67	1280.44	1280.93	11525.0
2011-01-28 06:00:00	ES	Futures	1280.93	1282.66	1280.44	1282.17	15001.0
2011-01-28 07:00:00	ES	Futures	1282.17	1283.65	1280.93	1282.91	26572.0
2011-01-28 08:00:00	ES	Futures	1282.91	1285.14	1280.93	1283.16	87405.0
2011-01-28 09:00:00	ES	Futures	1283.16	1286.13	1281.92	1281.92	212149.0
2011-01-28 10:00:00	ES	Futures	1282.17	1282.41	1271.28	1271.53	545994.0
2011-01-28 11:00:00	ES	Futures	1271.78	1273.01	1263.12	1264.1	582954.0
2011-01-28 12:00:00	ES	Futures	1264.1	1266.08	1259.4	1265.34	466681.0
2011-01-28 13:00:00	ES	Futures	1265.34	1265.34	1258.91	1264.35	369904.0
2011-01-28 14:00:00	ES	Futures	1264.35	1265.09	1261.14	1263.36	211507.0
2011-01-28 15:00:00	ES	Futures	1263.12	1264.1	1257.92	1259.9	473662.0
2011-01-28 16:00:00	ES	Futures	1259.9	1261.38	1257.42	1257.42	142299.0
2011-01-28 00:00:00	NQ	Futures	2663.09	2664.81	2662.8	2663.66	171.0
2011-01-28 01:00:00	NQ	Futures	2663.09	2665.67	2662.8	2665.1	176.0
2011-01-28 02:00:00	NQ	Futures	2664.81	2665.96	2663.37	2664.52	518.0
2011-01-28 03:00:00	NQ	Futures	2664.24	2664.81	2661.08	2662.8	1521.0
2011-01-28 04:00:00	NQ	Futures	2662.8	2663.66	2661.36	2663.37	3815.0
2011-01-28 05:00:00	NQ	Futures	2663.66	2663.95	2661.65	2662.8	1052.0
2011-01-28 06:00:00	NQ	Futures	2662.8	2667.97	2662.51	2667.68	1635.0
2011-01-28 07:00:00	NQ	Futures	2667.39	2670.84	2665.67	2669.69	1832.0
2011-01-28 08:00:00	NQ	Futures	2669.69	2676.29	2666.24	2671.99	8774.0
2011-01-28 09:00:00	NQ	Futures	2671.99	2675.14	2662.8	2663.37	35265.0
2011-01-28 10:00:00	NQ	Futures	2663.37	2663.66	2635.24	2637.83	77148.0
2011-01-28 11:00:00	NQ	Futures	2637.54	2638.98	2603.1	2605.97	97156.0
2011-01-28 12:00:00	NQ	Futures	2605.68	2612.86	2592.48	2612.0	73834.0
2011-01-28 13:00:00	NQ	Futures	2612.28	2612.57	2598.22	2609.7	40169.0
2011-01-28 14:00:00	NQ	Futures	2609.99	2613.14	2604.82	2607.98	23009.0
2011-01-28 15:00:00	NQ	Futures	2608.26	2609.7	2598.79	2604.53	54487.0
2011-01-28 16:00:00	NQ	Futures	2604.82	2605.97	2600.23	2600.23	11113.0
2011-01-28 00:00:00	YM	Futures	11416.8	11423.5	11414.9	11419.6	133.0
2011-01-28 01:00:00	YM	Futures	11418.7	11429.2	11416.8	11427.3	286.0
2011-01-28 02:00:00	YM	Futures	11426.3	11429.2	11416.8	11418.7	578.0
2011-01-28 03:00:00	YM	Futures	11417.7	11424.4	11408.1	11424.4	1232.0
2011-01-28 04:00:00	YM	Futures	11424.4	11435.9	11420.6	11435.0	415.0
2011-01-28 05:00:00	YM	Futures	11435.9	11439.8	11431.1	11432.1	361.0
2011-01-28 06:00:00	YM	Futures	11432.1	11445.5	11430.2	11442.6	528.0
2011-01-28 07:00:00	YM	Futures	11443.6	11452.2	11434.0	11442.6	1367.0
2011-01-28 08:00:00	YM	Futures	11442.6	11459.9	11435.9	11435.9	4984.0
2011-01-28 09:00:00	YM	Futures	11436.9	11458.0	11435.9	11435.9	10603.0
2011-01-28 10:00:00	YM	Futures	11436.9	11438.8	11364.1	11367.9	28471.0
2011-01-28 11:00:00	YM	Futures	11367.0	11382.3	11296.1	11306.6	35862.0
2011-01-28 12:00:00	YM	Futures	11307.6	11317.2	11266.4	11307.6	27248.0
2011-01-28 13:00:00	YM	Futures	11306.6	11308.5	11265.4	11303.7	17876.0
2011-01-28 14:00:00	YM	Futures	11302.8	11309.5	11277.9	11292.3	9752.0
2011-01-28 15:00:00	YM	Futures	11293.2	11298.0	11256.8	11280.8	26474.0

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