PREVIEW / futures_1hour / 2011-08-09

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-08-09.parquet
  size:    54 KB
  rows:    1,528

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
2011-08-09 00:00:00	ES	Futures	1081.92	1095.14	1079.68	1093.89	37624.0
2011-08-09 01:00:00	ES	Futures	1094.14	1105.37	1090.4	1104.87	34222.0
2011-08-09 02:00:00	ES	Futures	1104.62	1126.07	1103.37	1125.32	107646.0
2011-08-09 03:00:00	ES	Futures	1125.57	1145.27	1110.35	1111.6	310484.0
2011-08-09 04:00:00	ES	Futures	1111.6	1124.07	1097.38	1109.36	205563.0
2011-08-09 05:00:00	ES	Futures	1109.11	1115.59	1093.39	1110.35	113399.0
2011-08-09 06:00:00	ES	Futures	1110.1	1122.82	1107.86	1122.08	80811.0
2011-08-09 07:00:00	ES	Futures	1122.08	1133.8	1117.59	1126.56	148155.0
2011-08-09 08:00:00	ES	Futures	1126.56	1130.06	1119.08	1123.82	138730.0
2011-08-09 09:00:00	ES	Futures	1123.82	1135.29	1113.85	1133.3	737820.0
2011-08-09 10:00:00	ES	Futures	1133.55	1145.02	1132.3	1140.78	781290.0
2011-08-09 11:00:00	ES	Futures	1141.03	1145.52	1131.3	1144.27	466435.0
2011-08-09 12:00:00	ES	Futures	1144.27	1146.52	1137.79	1138.04	248808.0
2011-08-09 13:00:00	ES	Futures	1138.04	1141.03	1126.81	1131.3	304291.0
2011-08-09 14:00:00	ES	Futures	1131.3	1141.78	1094.39	1111.1	1092711.0
2011-08-09 15:00:00	ES	Futures	1110.85	1167.22	1104.62	1166.72	964438.0
2011-08-09 16:00:00	ES	Futures	1166.47	1172.7	1163.98	1170.46	254258.0
2011-08-09 17:00:00	ES	Futures	1170.46	1175.95	1170.21	1175.95	9551.0
2011-08-09 18:00:00	ES	Futures	1175.2	1175.7	1172.95	1175.45	12112.0
2011-08-09 19:00:00	ES	Futures	1175.2	1175.7	1172.7	1172.95	8255.0
2011-08-09 20:00:00	ES	Futures	1172.95	1173.2	1166.22	1171.96	20551.0
2011-08-09 21:00:00	ES	Futures	1172.21	1174.7	1166.72	1167.47	18914.0
2011-08-09 22:00:00	ES	Futures	1167.22	1169.96	1166.22	1169.46	11512.0
2011-08-09 23:00:00	ES	Futures	1169.46	1169.46	1164.47	1164.97	9744.0
2011-08-09 00:00:00	NQ	Futures	2291.47	2319.68	2287.45	2316.51	2528.0
2011-08-09 01:00:00	NQ	Futures	2317.37	2340.97	2309.03	2338.96	3058.0
2011-08-09 02:00:00	NQ	Futures	2338.96	2378.96	2334.64	2378.67	8217.0
2011-08-09 03:00:00	NQ	Futures	2378.38	2427.59	2349.89	2352.77	17806.0
2011-08-09 04:00:00	NQ	Futures	2353.06	2378.96	2326.29	2349.03	11110.0
2011-08-09 05:00:00	NQ	Futures	2349.32	2362.27	2314.78	2353.34	8155.0
2011-08-09 06:00:00	NQ	Futures	2352.77	2375.5	2346.15	2371.76	4247.0
2011-08-09 07:00:00	NQ	Futures	2371.76	2399.39	2368.02	2386.15	8956.0
2011-08-09 08:00:00	NQ	Futures	2385.0	2391.04	2369.17	2383.27	10229.0
2011-08-09 09:00:00	NQ	Futures	2383.27	2420.97	2373.2	2420.11	102516.0
2011-08-09 10:00:00	NQ	Futures	2420.39	2445.72	2417.52	2438.24	119004.0
2011-08-09 11:00:00	NQ	Futures	2437.95	2449.17	2416.37	2445.14	64820.0
2011-08-09 12:00:00	NQ	Futures	2445.43	2452.62	2433.63	2433.92	39037.0
2011-08-09 13:00:00	NQ	Futures	2433.92	2440.25	2407.44	2418.95	41380.0
2011-08-09 14:00:00	NQ	Futures	2418.95	2440.54	2338.67	2379.82	127736.0
2011-08-09 15:00:00	NQ	Futures	2379.82	2486.0	2366.01	2483.99	100116.0
2011-08-09 16:00:00	NQ	Futures	2483.99	2487.73	2472.77	2484.57	28928.0
2011-08-09 17:00:00	NQ	Futures	2484.57	2495.79	2483.7	2494.93	701.0
2011-08-09 18:00:00	NQ	Futures	2494.93	2494.93	2489.75	2493.49	593.0
2011-08-09 19:00:00	NQ	Futures	2493.77	2494.06	2488.02	2488.31	454.0
2011-08-09 20:00:00	NQ	Futures	2488.02	2488.59	2473.63	2486.0	2489.0
2011-08-09 21:00:00	NQ	Futures	2486.58	2492.05	2476.51	2477.66	1710.0
2011-08-09 22:00:00	NQ	Futures	2477.37	2482.84	2475.64	2481.69	787.0
2011-08-09 23:00:00	NQ	Futures	2481.69	2481.69	2470.75	2473.05	748.0
2011-08-09 00:00:00	YM	Futures	10149.8	10264.1	10126.6	10257.3	1798.0
2011-08-09 01:00:00	YM	Futures	10256.3	10352.2	10219.5	10348.3	2013.0

> showing 50 of 1,528 rows — these rows as CSV

> unlock the full archive -- $79 one-time