PREVIEW / futures_1hour / 2011-08-22

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-08-22.parquet
  size:    47 KB
  rows:    1,398

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
2011-08-22 00:00:00	ES	Futures	1119.33	1120.33	1117.34	1117.34	4176.0
2011-08-22 01:00:00	ES	Futures	1117.59	1118.83	1116.09	1117.84	7555.0
2011-08-22 02:00:00	ES	Futures	1117.84	1121.08	1112.85	1115.84	23687.0
2011-08-22 03:00:00	ES	Futures	1115.84	1132.8	1115.84	1132.3	95397.0
2011-08-22 04:00:00	ES	Futures	1132.55	1132.55	1126.56	1131.05	45324.0
2011-08-22 05:00:00	ES	Futures	1131.05	1132.55	1128.31	1129.06	34714.0
2011-08-22 06:00:00	ES	Futures	1129.06	1134.3	1127.56	1133.05	33240.0
2011-08-22 07:00:00	ES	Futures	1133.05	1140.28	1132.05	1139.04	69365.0
2011-08-22 08:00:00	ES	Futures	1139.04	1140.78	1133.55	1139.28	72694.0
2011-08-22 09:00:00	ES	Futures	1139.28	1143.77	1132.55	1133.3	307332.0
2011-08-22 10:00:00	ES	Futures	1133.3	1136.04	1125.82	1126.07	379172.0
2011-08-22 11:00:00	ES	Futures	1126.07	1128.31	1116.34	1119.08	418447.0
2011-08-22 12:00:00	ES	Futures	1118.83	1129.56	1118.33	1128.81	227464.0
2011-08-22 13:00:00	ES	Futures	1128.81	1131.05	1121.08	1125.07	175155.0
2011-08-22 14:00:00	ES	Futures	1125.32	1128.81	1119.58	1119.83	175328.0
2011-08-22 15:00:00	ES	Futures	1120.08	1125.32	1115.84	1119.33	434547.0
2011-08-22 16:00:00	ES	Futures	1119.33	1121.83	1118.33	1120.33	98088.0
2011-08-22 17:00:00	ES	Futures	1120.08	1121.08	1119.83	1120.58	2447.0
2011-08-22 18:00:00	ES	Futures	1120.33	1120.83	1119.83	1120.08	3319.0
2011-08-22 19:00:00	ES	Futures	1120.08	1120.58	1117.34	1119.08	4078.0
2011-08-22 20:00:00	ES	Futures	1119.08	1121.33	1115.84	1119.58	13793.0
2011-08-22 21:00:00	ES	Futures	1119.83	1124.07	1119.08	1120.83	13496.0
2011-08-22 22:00:00	ES	Futures	1120.83	1129.31	1120.58	1127.31	15689.0
2011-08-22 23:00:00	ES	Futures	1127.31	1128.81	1124.57	1128.56	6543.0
2011-08-22 00:00:00	NQ	Futures	2347.88	2349.6	2344.42	2344.42	256.0
2011-08-22 01:00:00	NQ	Futures	2344.14	2347.01	2340.97	2343.27	503.0
2011-08-22 02:00:00	NQ	Futures	2342.7	2349.6	2335.22	2340.68	1179.0
2011-08-22 03:00:00	NQ	Futures	2340.68	2378.67	2340.68	2377.52	5613.0
2011-08-22 04:00:00	NQ	Futures	2376.65	2378.96	2366.58	2376.94	2498.0
2011-08-22 05:00:00	NQ	Futures	2376.65	2380.39	2371.76	2371.76	1977.0
2011-08-22 06:00:00	NQ	Futures	2372.05	2382.41	2369.46	2378.96	1372.0
2011-08-22 07:00:00	NQ	Futures	2378.67	2395.07	2378.09	2392.48	3091.0
2011-08-22 08:00:00	NQ	Futures	2392.48	2395.07	2381.83	2393.06	4296.0
2011-08-22 09:00:00	NQ	Futures	2392.77	2400.54	2377.8	2380.11	39151.0
2011-08-22 10:00:00	NQ	Futures	2380.11	2391.91	2366.29	2367.16	37338.0
2011-08-22 11:00:00	NQ	Futures	2366.87	2371.76	2344.14	2347.3	39860.0
2011-08-22 12:00:00	NQ	Futures	2347.3	2375.5	2345.86	2374.06	23259.0
2011-08-22 13:00:00	NQ	Futures	2373.78	2378.96	2351.33	2361.69	20562.0
2011-08-22 14:00:00	NQ	Futures	2361.98	2370.61	2348.16	2348.74	20152.0
2011-08-22 15:00:00	NQ	Futures	2349.03	2364.57	2345.57	2350.47	39931.0
2011-08-22 16:00:00	NQ	Futures	2350.47	2358.24	2349.89	2353.34	8263.0
2011-08-22 17:00:00	NQ	Futures	2353.06	2354.21	2353.06	2353.06	80.0
2011-08-22 18:00:00	NQ	Futures	2353.06	2354.5	2351.62	2352.19	247.0
2011-08-22 19:00:00	NQ	Futures	2351.91	2352.48	2348.16	2349.89	511.0
2011-08-22 20:00:00	NQ	Futures	2350.18	2355.07	2344.71	2352.77	698.0
2011-08-22 21:00:00	NQ	Futures	2352.48	2361.11	2350.18	2354.78	497.0
2011-08-22 22:00:00	NQ	Futures	2354.78	2371.19	2353.92	2368.6	854.0
2011-08-22 23:00:00	NQ	Futures	2368.02	2370.61	2362.27	2370.32	384.0
2011-08-22 00:00:00	YM	Futures	10455.8	10465.5	10442.3	10442.3	171.0
2011-08-22 01:00:00	YM	Futures	10444.2	10449.0	10423.9	10441.3	472.0

> showing 50 of 1,398 rows — these rows as CSV

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