PREVIEW / futures_1hour / 2011-09-26

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-09-26.parquet
  size:    51 KB
  rows:    1,461

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
2011-09-26 00:00:00	ES	Futures	1133.93	1136.94	1133.43	1133.93	8768.0
2011-09-26 01:00:00	ES	Futures	1133.68	1133.68	1126.15	1126.15	16888.0
2011-09-26 02:00:00	ES	Futures	1126.41	1126.66	1118.38	1122.39	34657.0
2011-09-26 03:00:00	ES	Futures	1122.64	1137.19	1120.89	1129.92	98320.0
2011-09-26 04:00:00	ES	Futures	1130.17	1143.21	1129.41	1141.7	65111.0
2011-09-26 05:00:00	ES	Futures	1141.7	1146.22	1140.45	1141.7	51614.0
2011-09-26 06:00:00	ES	Futures	1141.7	1148.22	1139.95	1145.71	40779.0
2011-09-26 07:00:00	ES	Futures	1145.71	1154.24	1145.46	1148.22	119374.0
2011-09-26 08:00:00	ES	Futures	1148.47	1150.48	1145.21	1146.97	72743.0
2011-09-26 09:00:00	ES	Futures	1147.22	1149.22	1134.43	1134.43	308928.0
2011-09-26 10:00:00	ES	Futures	1134.68	1137.94	1127.16	1136.44	500642.0
2011-09-26 11:00:00	ES	Futures	1136.18	1148.22	1135.43	1147.22	351177.0
2011-09-26 12:00:00	ES	Futures	1147.22	1147.47	1137.94	1140.7	209591.0
2011-09-26 13:00:00	ES	Futures	1140.45	1140.7	1134.68	1139.7	211588.0
2011-09-26 14:00:00	ES	Futures	1139.7	1147.97	1138.44	1147.47	256986.0
2011-09-26 15:00:00	ES	Futures	1147.47	1161.76	1147.22	1159.76	478400.0
2011-09-26 16:00:00	ES	Futures	1159.76	1162.51	1159.25	1162.26	129853.0
2011-09-26 17:00:00	ES	Futures	1162.26	1162.26	1160.26	1161.26	3964.0
2011-09-26 18:00:00	ES	Futures	1160.76	1161.51	1160.51	1160.76	3295.0
2011-09-26 19:00:00	ES	Futures	1160.76	1161.26	1159.0	1159.25	4715.0
2011-09-26 20:00:00	ES	Futures	1159.25	1161.26	1158.5	1160.01	9740.0
2011-09-26 21:00:00	ES	Futures	1160.01	1163.02	1160.01	1162.01	11505.0
2011-09-26 22:00:00	ES	Futures	1162.01	1166.28	1161.76	1164.77	11620.0
2011-09-26 23:00:00	ES	Futures	1164.77	1167.53	1164.52	1164.52	8009.0
2011-09-26 00:00:00	NQ	Futures	2534.93	2540.99	2532.91	2534.64	606.0
2011-09-26 01:00:00	NQ	Futures	2533.49	2534.35	2518.79	2519.36	1104.0
2011-09-26 02:00:00	NQ	Futures	2519.07	2519.65	2500.62	2509.27	3530.0
2011-09-26 03:00:00	NQ	Futures	2509.27	2538.97	2506.96	2521.96	7345.0
2011-09-26 04:00:00	NQ	Futures	2521.96	2552.52	2521.09	2550.5	6681.0
2011-09-26 05:00:00	NQ	Futures	2550.79	2558.86	2548.77	2552.23	3948.0
2011-09-26 06:00:00	NQ	Futures	2551.94	2564.63	2547.04	2559.15	3774.0
2011-09-26 07:00:00	NQ	Futures	2559.44	2574.72	2558.86	2562.61	12036.0
2011-09-26 08:00:00	NQ	Futures	2562.9	2566.65	2555.4	2560.59	6854.0
2011-09-26 09:00:00	NQ	Futures	2560.59	2565.21	2519.36	2519.94	58233.0
2011-09-26 10:00:00	NQ	Futures	2520.52	2525.13	2493.7	2521.67	71202.0
2011-09-26 11:00:00	NQ	Futures	2521.67	2551.37	2517.92	2547.91	52338.0
2011-09-26 12:00:00	NQ	Futures	2547.62	2549.06	2518.79	2523.97	31050.0
2011-09-26 13:00:00	NQ	Futures	2523.97	2523.97	2507.83	2517.63	30569.0
2011-09-26 14:00:00	NQ	Futures	2517.63	2541.85	2515.04	2538.97	34538.0
2011-09-26 15:00:00	NQ	Futures	2539.26	2572.41	2537.53	2567.51	47346.0
2011-09-26 16:00:00	NQ	Futures	2567.51	2571.26	2565.78	2568.09	9696.0
2011-09-26 17:00:00	NQ	Futures	2567.8	2567.8	2564.34	2565.49	489.0
2011-09-26 18:00:00	NQ	Futures	2567.51	2567.8	2565.49	2566.07	621.0
2011-09-26 19:00:00	NQ	Futures	2566.07	2567.22	2562.61	2562.61	303.0
2011-09-26 20:00:00	NQ	Futures	2562.61	2566.36	2561.75	2563.76	575.0
2011-09-26 21:00:00	NQ	Futures	2564.63	2570.68	2564.63	2568.95	548.0
2011-09-26 22:00:00	NQ	Futures	2568.95	2580.49	2568.38	2574.72	1631.0
2011-09-26 23:00:00	NQ	Futures	2574.72	2582.79	2574.14	2574.14	941.0
2011-09-26 00:00:00	YM	Futures	10526.9	10553.5	10520.0	10526.9	577.0
2011-09-26 01:00:00	YM	Futures	10521.0	10521.0	10457.0	10459.0	1233.0

> showing 50 of 1,461 rows — these rows as CSV

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