PREVIEW / futures_1hour / 2011-05-02

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-05-02.parquet
  size:    46 KB
  rows:    1,388

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
2011-05-02 00:00:00	ES	Futures	1362.64	1362.89	1360.65	1362.14	7890.0
2011-05-02 01:00:00	ES	Futures	1361.9	1362.39	1360.41	1362.14	4963.0
2011-05-02 02:00:00	ES	Futures	1361.9	1362.14	1360.41	1360.9	11877.0
2011-05-02 03:00:00	ES	Futures	1360.65	1360.9	1359.66	1360.16	11503.0
2011-05-02 04:00:00	ES	Futures	1359.91	1360.9	1358.92	1359.66	13222.0
2011-05-02 05:00:00	ES	Futures	1359.91	1360.41	1358.92	1359.41	8140.0
2011-05-02 06:00:00	ES	Futures	1359.41	1359.41	1357.18	1357.92	10841.0
2011-05-02 07:00:00	ES	Futures	1357.67	1358.42	1357.42	1358.42	9145.0
2011-05-02 08:00:00	ES	Futures	1358.42	1358.67	1356.93	1358.42	20085.0
2011-05-02 09:00:00	ES	Futures	1358.42	1358.67	1353.2	1355.44	195071.0
2011-05-02 10:00:00	ES	Futures	1355.19	1358.67	1354.44	1357.18	197951.0
2011-05-02 11:00:00	ES	Futures	1356.93	1357.92	1352.46	1353.2	228294.0
2011-05-02 12:00:00	ES	Futures	1353.2	1353.95	1348.23	1349.97	285929.0
2011-05-02 13:00:00	ES	Futures	1350.22	1352.7	1349.72	1351.46	98967.0
2011-05-02 14:00:00	ES	Futures	1351.46	1353.45	1348.98	1349.23	124113.0
2011-05-02 15:00:00	ES	Futures	1349.23	1350.97	1346.25	1348.98	280871.0
2011-05-02 16:00:00	ES	Futures	1349.23	1349.97	1348.73	1348.73	85541.0
2011-05-02 17:00:00	ES	Futures	1348.98	1348.98	1348.23	1348.23	1325.0
2011-05-02 18:00:00	ES	Futures	1348.48	1348.73	1347.98	1348.23	2324.0
2011-05-02 19:00:00	ES	Futures	1348.23	1348.98	1347.98	1348.23	3133.0
2011-05-02 20:00:00	ES	Futures	1347.98	1348.73	1345.75	1346.49	15778.0
2011-05-02 21:00:00	ES	Futures	1346.25	1346.99	1345.0	1346.25	14556.0
2011-05-02 22:00:00	ES	Futures	1346.25	1346.25	1345.0	1345.5	8633.0
2011-05-02 23:00:00	ES	Futures	1345.75	1345.75	1344.75	1345.25	3523.0
2011-05-02 00:00:00	NQ	Futures	2786.09	2786.67	2780.92	2782.64	584.0
2011-05-02 01:00:00	NQ	Futures	2782.07	2783.22	2780.35	2782.07	315.0
2011-05-02 02:00:00	NQ	Futures	2781.49	2782.36	2777.47	2778.91	776.0
2011-05-02 03:00:00	NQ	Futures	2778.62	2781.49	2778.62	2779.77	1406.0
2011-05-02 04:00:00	NQ	Futures	2779.77	2779.77	2775.46	2776.32	1079.0
2011-05-02 05:00:00	NQ	Futures	2776.32	2776.9	2774.6	2776.9	1248.0
2011-05-02 06:00:00	NQ	Futures	2776.61	2776.61	2771.44	2772.3	1140.0
2011-05-02 07:00:00	NQ	Futures	2772.3	2773.74	2771.73	2773.45	1022.0
2011-05-02 08:00:00	NQ	Futures	2773.74	2773.74	2770.58	2772.3	3470.0
2011-05-02 09:00:00	NQ	Futures	2772.01	2772.88	2758.8	2762.53	38696.0
2011-05-02 10:00:00	NQ	Futures	2762.53	2775.46	2760.23	2771.15	41474.0
2011-05-02 11:00:00	NQ	Futures	2771.15	2773.74	2759.37	2761.96	26846.0
2011-05-02 12:00:00	NQ	Futures	2761.96	2764.54	2750.75	2756.5	33991.0
2011-05-02 13:00:00	NQ	Futures	2756.79	2766.55	2756.21	2764.83	33743.0
2011-05-02 14:00:00	NQ	Futures	2765.12	2769.71	2759.95	2760.52	41594.0
2011-05-02 15:00:00	NQ	Futures	2760.52	2765.4	2753.05	2759.08	43237.0
2011-05-02 16:00:00	NQ	Futures	2759.37	2762.24	2757.93	2759.95	8889.0
2011-05-02 17:00:00	NQ	Futures	2759.95	2759.95	2758.8	2759.66	57.0
2011-05-02 18:00:00	NQ	Futures	2759.08	2759.66	2757.65	2759.08	169.0
2011-05-02 19:00:00	NQ	Futures	2758.8	2759.66	2758.22	2759.08	102.0
2011-05-02 20:00:00	NQ	Futures	2758.51	2759.66	2754.2	2754.77	658.0
2011-05-02 21:00:00	NQ	Futures	2755.06	2756.21	2752.19	2753.91	929.0
2011-05-02 22:00:00	NQ	Futures	2753.91	2754.49	2751.33	2753.05	622.0
2011-05-02 23:00:00	NQ	Futures	2753.05	2753.34	2752.19	2752.76	176.0
2011-05-02 00:00:00	YM	Futures	12382.7	12388.5	12373.1	12385.6	461.0
2011-05-02 01:00:00	YM	Futures	12383.7	12389.5	12376.0	12384.7	495.0

> showing 50 of 1,388 rows — these rows as CSV

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