PREVIEW / futures_1hour / 2011-03-16

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-03-16.parquet
  size:    53 KB
  rows:    1,521

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
2011-03-16 00:00:00	ES	Futures	1265.51	1267.74	1265.01	1265.75	3757.0
2011-03-16 01:00:00	ES	Futures	1265.75	1269.73	1264.76	1269.23	6614.0
2011-03-16 02:00:00	ES	Futures	1269.23	1269.23	1264.26	1267.0	7932.0
2011-03-16 03:00:00	ES	Futures	1267.0	1271.72	1266.5	1270.97	27775.0
2011-03-16 04:00:00	ES	Futures	1270.97	1271.47	1267.74	1270.97	40630.0
2011-03-16 05:00:00	ES	Futures	1270.97	1270.97	1264.01	1266.5	40824.0
2011-03-16 06:00:00	ES	Futures	1266.5	1266.5	1260.04	1263.52	49957.0
2011-03-16 07:00:00	ES	Futures	1263.27	1266.25	1262.28	1265.75	36854.0
2011-03-16 08:00:00	ES	Futures	1265.75	1269.73	1264.51	1267.74	104611.0
2011-03-16 09:00:00	ES	Futures	1267.74	1268.49	1259.05	1263.52	356290.0
2011-03-16 10:00:00	ES	Futures	1263.27	1268.24	1260.29	1260.78	391388.0
2011-03-16 11:00:00	ES	Futures	1260.54	1261.03	1247.62	1254.08	763566.0
2011-03-16 12:00:00	ES	Futures	1254.33	1255.57	1248.36	1254.08	444224.0
2011-03-16 13:00:00	ES	Futures	1253.83	1255.82	1246.62	1248.12	289875.0
2011-03-16 14:00:00	ES	Futures	1248.12	1254.82	1235.45	1251.84	707382.0
2011-03-16 15:00:00	ES	Futures	1251.84	1254.57	1243.64	1244.64	538219.0
2011-03-16 16:00:00	ES	Futures	1244.64	1248.36	1243.15	1244.89	178860.0
2011-03-16 17:00:00	ES	Futures	1244.89	1245.38	1238.18	1240.91	24068.0
2011-03-16 18:00:00	ES	Futures	1240.17	1240.41	1233.46	1238.43	39737.0
2011-03-16 19:00:00	ES	Futures	1238.43	1244.89	1236.44	1243.89	21562.0
2011-03-16 20:00:00	ES	Futures	1243.64	1249.11	1239.67	1248.61	52312.0
2011-03-16 21:00:00	ES	Futures	1248.61	1250.6	1246.38	1249.61	23200.0
2011-03-16 22:00:00	ES	Futures	1249.85	1249.85	1245.63	1245.88	10828.0
2011-03-16 23:00:00	ES	Futures	1246.13	1251.34	1244.64	1250.85	11422.0
2011-03-16 00:00:00	NQ	Futures	2576.93	2581.81	2576.35	2577.21	768.0
2011-03-16 01:00:00	NQ	Futures	2577.21	2586.7	2576.35	2586.12	707.0
2011-03-16 02:00:00	NQ	Futures	2586.7	2586.7	2579.51	2583.25	965.0
2011-03-16 03:00:00	NQ	Futures	2582.39	2596.18	2582.39	2595.03	2969.0
2011-03-16 04:00:00	NQ	Futures	2594.74	2597.04	2590.43	2595.03	3643.0
2011-03-16 05:00:00	NQ	Futures	2595.03	2596.18	2580.09	2582.67	2740.0
2011-03-16 06:00:00	NQ	Futures	2583.25	2583.25	2571.47	2578.36	3608.0
2011-03-16 07:00:00	NQ	Futures	2578.36	2583.25	2575.78	2581.24	2538.0
2011-03-16 08:00:00	NQ	Futures	2581.52	2589.57	2577.21	2583.53	10867.0
2011-03-16 09:00:00	NQ	Futures	2583.82	2585.55	2567.44	2574.05	69474.0
2011-03-16 10:00:00	NQ	Futures	2574.05	2585.26	2569.74	2570.32	57430.0
2011-03-16 11:00:00	NQ	Futures	2570.32	2570.61	2542.16	2546.76	110266.0
2011-03-16 12:00:00	NQ	Futures	2546.76	2554.8	2538.14	2553.08	62048.0
2011-03-16 13:00:00	NQ	Futures	2552.79	2556.24	2535.55	2539.58	39658.0
2011-03-16 14:00:00	NQ	Futures	2539.29	2553.94	2512.86	2549.06	98416.0
2011-03-16 15:00:00	NQ	Futures	2548.77	2555.09	2528.66	2530.67	78880.0
2011-03-16 16:00:00	NQ	Futures	2530.96	2542.74	2527.8	2535.27	16993.0
2011-03-16 17:00:00	NQ	Futures	2535.27	2536.7	2519.46	2525.5	1260.0
2011-03-16 18:00:00	NQ	Futures	2524.92	2526.65	2511.99	2523.2	2719.0
2011-03-16 19:00:00	NQ	Futures	2522.34	2533.83	2518.6	2531.24	2128.0
2011-03-16 20:00:00	NQ	Futures	2530.96	2542.16	2523.49	2540.15	5060.0
2011-03-16 21:00:00	NQ	Futures	2540.15	2542.74	2535.27	2541.3	1478.0
2011-03-16 22:00:00	NQ	Futures	2540.44	2541.01	2535.27	2536.99	961.0
2011-03-16 23:00:00	NQ	Futures	2536.99	2543.89	2534.69	2543.6	771.0
2011-03-16 00:00:00	YM	Futures	11327.1	11344.4	11326.1	11330.0	161.0
2011-03-16 01:00:00	YM	Futures	11328.1	11364.7	11325.2	11361.8	332.0

> showing 50 of 1,521 rows — these rows as CSV

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