PREVIEW / futures_1hour / 2011-05-17

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-05-17.parquet
  size:    49 KB
  rows:    1,452

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
2011-05-17 00:00:00	ES	Futures	1316.18	1317.43	1316.18	1317.18	5280.0
2011-05-17 01:00:00	ES	Futures	1317.18	1318.92	1316.68	1318.17	8228.0
2011-05-17 02:00:00	ES	Futures	1318.17	1319.66	1317.68	1319.17	10084.0
2011-05-17 03:00:00	ES	Futures	1319.41	1320.66	1317.18	1319.91	34637.0
2011-05-17 04:00:00	ES	Futures	1320.16	1322.4	1318.67	1320.66	22313.0
2011-05-17 05:00:00	ES	Futures	1320.91	1323.64	1319.66	1320.41	30884.0
2011-05-17 06:00:00	ES	Futures	1320.16	1323.14	1320.16	1321.65	20855.0
2011-05-17 07:00:00	ES	Futures	1321.4	1321.65	1318.17	1318.67	41695.0
2011-05-17 08:00:00	ES	Futures	1318.67	1319.41	1312.96	1314.2	79818.0
2011-05-17 09:00:00	ES	Futures	1314.2	1317.92	1311.22	1316.93	303336.0
2011-05-17 10:00:00	ES	Futures	1317.18	1320.41	1313.2	1314.94	344956.0
2011-05-17 11:00:00	ES	Futures	1314.69	1314.94	1307.74	1311.46	457333.0
2011-05-17 12:00:00	ES	Futures	1311.46	1315.44	1310.22	1311.71	202037.0
2011-05-17 13:00:00	ES	Futures	1311.71	1316.43	1310.97	1314.94	142697.0
2011-05-17 14:00:00	ES	Futures	1315.19	1319.17	1312.46	1318.67	182111.0
2011-05-17 15:00:00	ES	Futures	1318.92	1319.17	1315.44	1318.67	261686.0
2011-05-17 16:00:00	ES	Futures	1318.67	1318.67	1316.43	1318.42	85252.0
2011-05-17 17:00:00	ES	Futures	1318.42	1319.17	1318.17	1318.42	3401.0
2011-05-17 18:00:00	ES	Futures	1318.67	1319.41	1318.42	1319.17	2680.0
2011-05-17 19:00:00	ES	Futures	1319.17	1319.66	1318.42	1319.17	3769.0
2011-05-17 20:00:00	ES	Futures	1318.92	1322.4	1318.42	1320.91	12043.0
2011-05-17 21:00:00	ES	Futures	1320.91	1323.14	1320.16	1322.64	9815.0
2011-05-17 22:00:00	ES	Futures	1322.4	1323.39	1321.9	1322.4	8266.0
2011-05-17 23:00:00	ES	Futures	1322.64	1323.14	1322.4	1322.89	2341.0
2011-05-17 00:00:00	NQ	Futures	2681.22	2683.23	2681.22	2682.95	239.0
2011-05-17 01:00:00	NQ	Futures	2682.66	2686.97	2682.66	2685.53	626.0
2011-05-17 02:00:00	NQ	Futures	2685.24	2688.12	2684.67	2687.54	938.0
2011-05-17 03:00:00	NQ	Futures	2687.54	2689.55	2682.66	2687.83	3139.0
2011-05-17 04:00:00	NQ	Futures	2687.83	2692.43	2684.96	2689.55	2708.0
2011-05-17 05:00:00	NQ	Futures	2689.55	2696.16	2687.83	2688.98	2817.0
2011-05-17 06:00:00	NQ	Futures	2688.69	2693.58	2687.83	2689.27	3219.0
2011-05-17 07:00:00	NQ	Futures	2689.27	2689.55	2681.22	2682.95	3075.0
2011-05-17 08:00:00	NQ	Futures	2683.23	2684.38	2672.31	2672.89	8376.0
2011-05-17 09:00:00	NQ	Futures	2672.89	2677.49	2666.86	2675.76	59140.0
2011-05-17 10:00:00	NQ	Futures	2675.48	2687.54	2670.02	2673.75	59184.0
2011-05-17 11:00:00	NQ	Futures	2674.04	2674.33	2664.27	2671.74	58781.0
2011-05-17 12:00:00	NQ	Futures	2672.03	2682.66	2669.73	2672.89	33445.0
2011-05-17 13:00:00	NQ	Futures	2672.89	2682.95	2672.31	2680.65	18984.0
2011-05-17 14:00:00	NQ	Futures	2680.36	2688.4	2674.9	2688.12	25743.0
2011-05-17 15:00:00	NQ	Futures	2688.12	2691.85	2684.67	2690.42	44048.0
2011-05-17 16:00:00	NQ	Futures	2690.7	2693.0	2685.24	2692.43	9068.0
2011-05-17 17:00:00	NQ	Futures	2693.0	2694.44	2692.14	2692.14	86.0
2011-05-17 18:00:00	NQ	Futures	2692.14	2693.86	2691.56	2693.29	266.0
2011-05-17 19:00:00	NQ	Futures	2693.0	2694.44	2692.14	2692.14	404.0
2011-05-17 20:00:00	NQ	Futures	2691.85	2698.46	2690.99	2695.59	1152.0
2011-05-17 21:00:00	NQ	Futures	2696.16	2699.04	2694.44	2698.46	1041.0
2011-05-17 22:00:00	NQ	Futures	2698.17	2699.04	2697.31	2697.89	1467.0
2011-05-17 23:00:00	NQ	Futures	2697.89	2699.04	2697.6	2698.46	478.0
2011-05-17 00:00:00	YM	Futures	12037.9	12047.6	12037.0	12044.7	125.0
2011-05-17 01:00:00	YM	Futures	12044.7	12056.2	12041.8	12053.3	310.0

> showing 50 of 1,452 rows — these rows as CSV

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