PREVIEW / futures_1hour / 2011-08-15

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-08-15.parquet
  size:    47 KB
  rows:    1,384

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
2011-08-15 00:00:00	ES	Futures	1180.19	1183.18	1179.94	1183.18	6188.0
2011-08-15 01:00:00	ES	Futures	1182.93	1183.93	1180.69	1183.68	4725.0
2011-08-15 02:00:00	ES	Futures	1183.68	1184.68	1180.94	1181.18	14923.0
2011-08-15 03:00:00	ES	Futures	1181.43	1183.43	1178.44	1180.94	31485.0
2011-08-15 04:00:00	ES	Futures	1180.94	1183.18	1178.94	1182.43	19711.0
2011-08-15 05:00:00	ES	Futures	1182.43	1183.93	1177.19	1178.69	22143.0
2011-08-15 06:00:00	ES	Futures	1178.69	1180.44	1175.7	1179.94	21800.0
2011-08-15 07:00:00	ES	Futures	1179.69	1180.94	1177.94	1180.44	19552.0
2011-08-15 08:00:00	ES	Futures	1180.44	1182.18	1176.45	1178.19	47357.0
2011-08-15 09:00:00	ES	Futures	1178.19	1190.66	1178.19	1188.17	270961.0
2011-08-15 10:00:00	ES	Futures	1188.17	1194.15	1186.67	1188.42	340090.0
2011-08-15 11:00:00	ES	Futures	1188.42	1189.91	1181.68	1185.92	261969.0
2011-08-15 12:00:00	ES	Futures	1185.92	1191.66	1185.18	1190.91	142833.0
2011-08-15 13:00:00	ES	Futures	1190.91	1192.66	1187.67	1191.41	116910.0
2011-08-15 14:00:00	ES	Futures	1191.66	1195.9	1191.16	1195.4	183570.0
2011-08-15 15:00:00	ES	Futures	1195.4	1198.89	1192.91	1198.39	328276.0
2011-08-15 16:00:00	ES	Futures	1198.39	1198.39	1191.91	1194.9	127530.0
2011-08-15 17:00:00	ES	Futures	1195.15	1195.15	1194.4	1194.65	2180.0
2011-08-15 18:00:00	ES	Futures	1194.15	1194.4	1192.91	1193.41	2878.0
2011-08-15 19:00:00	ES	Futures	1193.41	1194.15	1192.41	1193.16	4388.0
2011-08-15 20:00:00	ES	Futures	1192.91	1194.15	1192.16	1193.65	6041.0
2011-08-15 21:00:00	ES	Futures	1193.9	1193.9	1192.16	1193.41	5237.0
2011-08-15 22:00:00	ES	Futures	1193.16	1194.15	1192.16	1192.16	3790.0
2011-08-15 23:00:00	ES	Futures	1192.16	1192.66	1190.66	1191.16	4348.0
2011-08-15 00:00:00	NQ	Futures	2519.39	2526.58	2519.1	2525.43	719.0
2011-08-15 01:00:00	NQ	Futures	2525.14	2528.31	2521.11	2527.44	406.0
2011-08-15 02:00:00	NQ	Futures	2527.15	2529.46	2521.11	2521.4	679.0
2011-08-15 03:00:00	NQ	Futures	2521.4	2526.29	2514.49	2520.25	1956.0
2011-08-15 04:00:00	NQ	Futures	2520.54	2523.41	2515.64	2521.97	2334.0
2011-08-15 05:00:00	NQ	Futures	2521.97	2524.85	2512.48	2514.78	1917.0
2011-08-15 06:00:00	NQ	Futures	2515.64	2517.95	2509.89	2517.66	1789.0
2011-08-15 07:00:00	NQ	Futures	2517.08	2519.1	2510.46	2513.63	2388.0
2011-08-15 08:00:00	NQ	Futures	2513.63	2517.08	2505.28	2509.31	3407.0
2011-08-15 09:00:00	NQ	Futures	2509.31	2538.67	2509.31	2528.88	40483.0
2011-08-15 10:00:00	NQ	Futures	2528.88	2541.83	2526.0	2530.61	40947.0
2011-08-15 11:00:00	NQ	Futures	2530.32	2533.2	2506.72	2516.51	25499.0
2011-08-15 12:00:00	NQ	Futures	2517.08	2527.73	2514.49	2526.0	15021.0
2011-08-15 13:00:00	NQ	Futures	2526.0	2529.46	2518.23	2526.0	15027.0
2011-08-15 14:00:00	NQ	Futures	2526.29	2535.79	2526.0	2535.5	21210.0
2011-08-15 15:00:00	NQ	Futures	2535.5	2545.57	2530.61	2545.0	36806.0
2011-08-15 16:00:00	NQ	Futures	2545.0	2545.28	2535.5	2540.1	9928.0
2011-08-15 17:00:00	NQ	Futures	2540.39	2540.39	2538.67	2539.24	65.0
2011-08-15 18:00:00	NQ	Futures	2539.24	2539.24	2535.79	2537.51	149.0
2011-08-15 19:00:00	NQ	Futures	2537.23	2538.09	2534.92	2535.79	209.0
2011-08-15 20:00:00	NQ	Futures	2536.08	2537.8	2533.77	2535.5	494.0
2011-08-15 21:00:00	NQ	Futures	2535.79	2536.36	2532.05	2535.5	445.0
2011-08-15 22:00:00	NQ	Futures	2535.79	2537.8	2532.91	2533.2	273.0
2011-08-15 23:00:00	NQ	Futures	2532.91	2534.35	2529.17	2530.32	435.0
2011-08-15 00:00:00	YM	Futures	10935.2	10971.0	10934.2	10967.1	638.0
2011-08-15 01:00:00	YM	Futures	10968.1	10973.9	10948.7	10970.0	251.0

> showing 50 of 1,384 rows — these rows as CSV

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