PREVIEW / futures_1hour / 2011-09-21

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-09-21.parquet
  size:    51 KB
  rows:    1,483

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
2011-09-21 00:00:00	ES	Futures	1205.39	1206.65	1204.64	1205.39	5222.0
2011-09-21 01:00:00	ES	Futures	1205.64	1205.64	1202.64	1203.39	4964.0
2011-09-21 02:00:00	ES	Futures	1203.39	1207.4	1202.64	1205.9	16604.0
2011-09-21 03:00:00	ES	Futures	1205.9	1206.15	1198.12	1204.14	63359.0
2011-09-21 04:00:00	ES	Futures	1204.14	1204.89	1197.87	1202.38	35951.0
2011-09-21 05:00:00	ES	Futures	1202.13	1205.9	1200.88	1202.89	26277.0
2011-09-21 06:00:00	ES	Futures	1202.89	1203.39	1200.88	1201.88	17008.0
2011-09-21 07:00:00	ES	Futures	1201.63	1202.89	1195.87	1195.87	53854.0
2011-09-21 08:00:00	ES	Futures	1195.61	1200.13	1193.36	1199.63	96532.0
2011-09-21 09:00:00	ES	Futures	1199.63	1204.14	1197.37	1202.38	293126.0
2011-09-21 10:00:00	ES	Futures	1201.88	1204.14	1190.6	1193.11	378776.0
2011-09-21 11:00:00	ES	Futures	1192.86	1196.62	1190.35	1194.86	272278.0
2011-09-21 12:00:00	ES	Futures	1194.86	1196.12	1188.59	1191.85	270512.0
2011-09-21 13:00:00	ES	Futures	1191.6	1194.86	1190.1	1192.61	111062.0
2011-09-21 14:00:00	ES	Futures	1192.35	1200.13	1179.57	1184.08	603385.0
2011-09-21 15:00:00	ES	Futures	1184.08	1191.1	1162.51	1162.77	777782.0
2011-09-21 16:00:00	ES	Futures	1162.77	1164.02	1158.5	1161.01	187889.0
2011-09-21 17:00:00	ES	Futures	1160.76	1161.51	1160.01	1161.01	4694.0
2011-09-21 18:00:00	ES	Futures	1159.76	1161.01	1158.0	1159.25	9261.0
2011-09-21 19:00:00	ES	Futures	1159.51	1161.26	1158.75	1160.51	6171.0
2011-09-21 20:00:00	ES	Futures	1160.51	1161.51	1159.51	1159.51	10116.0
2011-09-21 21:00:00	ES	Futures	1159.51	1162.26	1159.25	1161.26	7333.0
2011-09-21 22:00:00	ES	Futures	1161.51	1162.51	1152.99	1153.24	18067.0
2011-09-21 23:00:00	ES	Futures	1153.24	1153.99	1149.47	1152.23	15868.0
2011-09-21 00:00:00	NQ	Futures	2659.49	2659.77	2657.18	2658.04	617.0
2011-09-21 01:00:00	NQ	Futures	2657.18	2658.04	2651.7	2653.72	470.0
2011-09-21 02:00:00	NQ	Futures	2653.72	2661.22	2652.86	2658.62	1335.0
2011-09-21 03:00:00	NQ	Futures	2658.91	2660.64	2644.21	2655.16	3832.0
2011-09-21 04:00:00	NQ	Futures	2655.45	2657.18	2642.76	2651.13	2698.0
2011-09-21 05:00:00	NQ	Futures	2651.7	2659.77	2648.53	2654.01	1443.0
2011-09-21 06:00:00	NQ	Futures	2653.72	2655.45	2650.26	2652.28	968.0
2011-09-21 07:00:00	NQ	Futures	2651.99	2654.58	2634.98	2637.57	6868.0
2011-09-21 08:00:00	NQ	Futures	2637.86	2648.82	2633.83	2647.95	10712.0
2011-09-21 09:00:00	NQ	Futures	2648.24	2670.44	2643.92	2664.1	43144.0
2011-09-21 10:00:00	NQ	Futures	2664.1	2667.85	2637.86	2643.34	49918.0
2011-09-21 11:00:00	NQ	Futures	2643.34	2658.91	2642.19	2657.76	29241.0
2011-09-21 12:00:00	NQ	Futures	2657.47	2662.66	2649.11	2656.6	28759.0
2011-09-21 13:00:00	NQ	Futures	2656.03	2660.64	2653.14	2654.58	12946.0
2011-09-21 14:00:00	NQ	Futures	2654.3	2673.33	2629.5	2643.34	64329.0
2011-09-21 15:00:00	NQ	Futures	2643.34	2660.06	2596.92	2596.92	76020.0
2011-09-21 16:00:00	NQ	Futures	2596.63	2598.94	2588.27	2590.58	15893.0
2011-09-21 17:00:00	NQ	Futures	2590.58	2592.02	2589.71	2591.15	280.0
2011-09-21 18:00:00	NQ	Futures	2591.73	2592.02	2584.81	2587.12	756.0
2011-09-21 19:00:00	NQ	Futures	2586.83	2590.87	2586.54	2590.29	844.0
2011-09-21 20:00:00	NQ	Futures	2590.0	2592.02	2588.27	2588.56	841.0
2011-09-21 21:00:00	NQ	Futures	2589.14	2593.46	2587.41	2591.73	781.0
2011-09-21 22:00:00	NQ	Futures	2592.02	2594.33	2574.43	2574.72	2123.0
2011-09-21 23:00:00	NQ	Futures	2575.01	2576.16	2567.8	2572.99	1191.0
2011-09-21 00:00:00	YM	Futures	11210.2	11222.0	11208.2	11214.1	651.0
2011-09-21 01:00:00	YM	Futures	11213.2	11213.2	11190.5	11197.4	359.0

> showing 50 of 1,483 rows — these rows as CSV

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