PREVIEW / futures_1hour / 2011-05-19

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-05-19.parquet
  size:    47 KB
  rows:    1,448

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
2011-05-19 00:00:00	ES	Futures	1330.59	1331.09	1329.85	1330.35	3427.0
2011-05-19 01:00:00	ES	Futures	1330.35	1330.35	1328.11	1329.35	8416.0
2011-05-19 02:00:00	ES	Futures	1329.35	1331.09	1328.36	1331.09	9533.0
2011-05-19 03:00:00	ES	Futures	1331.09	1331.84	1326.37	1329.1	33486.0
2011-05-19 04:00:00	ES	Futures	1329.1	1330.35	1328.11	1329.35	18287.0
2011-05-19 05:00:00	ES	Futures	1329.35	1335.56	1328.61	1334.82	34990.0
2011-05-19 06:00:00	ES	Futures	1335.07	1335.56	1333.58	1334.82	26362.0
2011-05-19 07:00:00	ES	Futures	1335.07	1335.07	1333.08	1333.58	16650.0
2011-05-19 08:00:00	ES	Futures	1333.33	1336.31	1333.33	1335.81	59748.0
2011-05-19 09:00:00	ES	Futures	1336.06	1337.05	1333.33	1336.06	183412.0
2011-05-19 10:00:00	ES	Futures	1335.81	1336.06	1326.87	1327.61	426237.0
2011-05-19 11:00:00	ES	Futures	1327.36	1329.1	1326.12	1328.36	234911.0
2011-05-19 12:00:00	ES	Futures	1328.36	1333.82	1327.86	1332.08	174752.0
2011-05-19 13:00:00	ES	Futures	1331.84	1334.82	1331.59	1333.58	118905.0
2011-05-19 14:00:00	ES	Futures	1333.58	1335.07	1327.86	1330.84	187116.0
2011-05-19 15:00:00	ES	Futures	1330.84	1333.82	1330.35	1333.33	181347.0
2011-05-19 16:00:00	ES	Futures	1333.08	1333.58	1332.33	1333.33	71252.0
2011-05-19 17:00:00	ES	Futures	1333.33	1333.58	1333.08	1333.33	1217.0
2011-05-19 18:00:00	ES	Futures	1333.33	1333.58	1332.33	1332.58	2098.0
2011-05-19 19:00:00	ES	Futures	1332.58	1333.33	1332.08	1333.33	1653.0
2011-05-19 20:00:00	ES	Futures	1333.33	1334.32	1332.83	1333.82	5192.0
2011-05-19 21:00:00	ES	Futures	1333.82	1334.07	1332.58	1332.83	2713.0
2011-05-19 22:00:00	ES	Futures	1332.83	1334.07	1332.58	1333.08	2466.0
2011-05-19 23:00:00	ES	Futures	1333.08	1333.33	1332.58	1333.08	1195.0
2011-05-19 00:00:00	NQ	Futures	2715.99	2717.14	2715.12	2715.12	120.0
2011-05-19 01:00:00	NQ	Futures	2715.41	2715.7	2711.39	2713.69	515.0
2011-05-19 02:00:00	NQ	Futures	2713.69	2716.56	2711.68	2715.99	762.0
2011-05-19 03:00:00	NQ	Futures	2716.56	2718.29	2708.23	2713.4	3003.0
2011-05-19 04:00:00	NQ	Futures	2713.4	2715.41	2710.24	2713.11	1798.0
2011-05-19 05:00:00	NQ	Futures	2713.11	2723.46	2711.96	2721.45	2921.0
2011-05-19 06:00:00	NQ	Futures	2721.45	2722.88	2719.43	2720.87	1926.0
2011-05-19 07:00:00	NQ	Futures	2720.87	2721.73	2718.0	2718.0	1473.0
2011-05-19 08:00:00	NQ	Futures	2718.0	2725.47	2717.14	2723.46	6703.0
2011-05-19 09:00:00	NQ	Futures	2723.46	2725.47	2715.7	2722.59	29033.0
2011-05-19 10:00:00	NQ	Futures	2722.02	2722.59	2705.93	2707.65	45096.0
2011-05-19 11:00:00	NQ	Futures	2707.65	2711.96	2704.78	2709.67	22386.0
2011-05-19 12:00:00	NQ	Futures	2709.67	2725.76	2709.67	2722.59	29492.0
2011-05-19 13:00:00	NQ	Futures	2722.59	2726.9	2720.87	2724.61	21049.0
2011-05-19 14:00:00	NQ	Futures	2724.61	2727.48	2714.84	2718.57	24157.0
2011-05-19 15:00:00	NQ	Futures	2718.57	2723.46	2717.71	2721.73	25919.0
2011-05-19 16:00:00	NQ	Futures	2721.73	2723.17	2720.58	2721.16	7394.0
2011-05-19 17:00:00	NQ	Futures	2721.16	2722.31	2720.87	2721.16	116.0
2011-05-19 18:00:00	NQ	Futures	2720.87	2721.45	2719.72	2719.72	218.0
2011-05-19 19:00:00	NQ	Futures	2719.72	2721.45	2719.72	2721.16	48.0
2011-05-19 20:00:00	NQ	Futures	2721.16	2722.59	2720.58	2721.73	342.0
2011-05-19 21:00:00	NQ	Futures	2721.73	2722.02	2719.72	2720.01	134.0
2011-05-19 22:00:00	NQ	Futures	2720.01	2722.88	2720.01	2720.58	128.0
2011-05-19 23:00:00	NQ	Futures	2720.3	2721.45	2720.3	2721.45	55.0
2011-05-19 00:00:00	YM	Futures	12076.4	12080.3	12070.7	12070.7	77.0
2011-05-19 01:00:00	YM	Futures	12073.6	12073.6	12055.3	12063.0	494.0

> showing 50 of 1,448 rows — these rows as CSV

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