PREVIEW / futures_1hour / 2011-09-27

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-09-27.parquet
  size:    52 KB
  rows:    1,514

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
2011-09-27 00:00:00	ES	Futures	1164.52	1164.77	1161.51	1163.77	6196.0
2011-09-27 01:00:00	ES	Futures	1163.77	1168.03	1163.77	1167.78	6712.0
2011-09-27 02:00:00	ES	Futures	1167.78	1171.79	1167.53	1169.03	28233.0
2011-09-27 03:00:00	ES	Futures	1169.03	1172.54	1165.77	1172.29	65039.0
2011-09-27 04:00:00	ES	Futures	1172.29	1175.3	1170.29	1173.8	47184.0
2011-09-27 05:00:00	ES	Futures	1173.8	1177.06	1172.8	1176.06	29887.0
2011-09-27 06:00:00	ES	Futures	1176.31	1178.06	1174.05	1177.56	71450.0
2011-09-27 07:00:00	ES	Futures	1177.56	1183.33	1175.8	1180.82	81125.0
2011-09-27 08:00:00	ES	Futures	1181.07	1182.07	1178.81	1181.57	68452.0
2011-09-27 09:00:00	ES	Futures	1181.32	1187.59	1179.57	1186.84	430326.0
2011-09-27 10:00:00	ES	Futures	1186.59	1190.6	1181.07	1190.35	591397.0
2011-09-27 11:00:00	ES	Futures	1190.35	1190.6	1184.58	1186.84	292946.0
2011-09-27 12:00:00	ES	Futures	1187.09	1190.85	1184.33	1186.34	212510.0
2011-09-27 13:00:00	ES	Futures	1186.34	1192.1	1185.08	1191.1	186040.0
2011-09-27 14:00:00	ES	Futures	1190.85	1193.61	1187.84	1188.59	193439.0
2011-09-27 15:00:00	ES	Futures	1188.34	1188.59	1166.28	1173.55	741417.0
2011-09-27 16:00:00	ES	Futures	1173.3	1176.06	1172.04	1173.3	141559.0
2011-09-27 17:00:00	ES	Futures	1173.3	1174.3	1172.29	1173.3	3286.0
2011-09-27 18:00:00	ES	Futures	1173.3	1173.55	1171.04	1171.79	5118.0
2011-09-27 19:00:00	ES	Futures	1171.79	1173.8	1171.29	1171.79	5089.0
2011-09-27 20:00:00	ES	Futures	1171.54	1172.54	1167.78	1168.03	14581.0
2011-09-27 21:00:00	ES	Futures	1168.28	1169.54	1166.02	1167.28	20969.0
2011-09-27 22:00:00	ES	Futures	1167.53	1170.29	1166.28	1167.28	10934.0
2011-09-27 23:00:00	ES	Futures	1167.28	1168.53	1165.77	1168.03	8140.0
2011-09-27 00:00:00	NQ	Futures	2574.43	2575.01	2568.09	2572.7	381.0
2011-09-27 01:00:00	NQ	Futures	2573.57	2581.64	2573.57	2581.64	712.0
2011-09-27 02:00:00	NQ	Futures	2581.35	2588.85	2580.2	2584.52	2691.0
2011-09-27 03:00:00	NQ	Futures	2583.95	2590.0	2575.87	2589.71	4956.0
2011-09-27 04:00:00	NQ	Futures	2590.0	2594.9	2585.39	2591.73	3465.0
2011-09-27 05:00:00	NQ	Futures	2591.73	2599.52	2590.0	2596.63	2688.0
2011-09-27 06:00:00	NQ	Futures	2596.92	2602.69	2591.15	2598.36	6048.0
2011-09-27 07:00:00	NQ	Futures	2598.65	2611.91	2596.63	2605.86	5658.0
2011-09-27 08:00:00	NQ	Futures	2606.15	2609.61	2602.4	2607.3	7695.0
2011-09-27 09:00:00	NQ	Futures	2607.3	2614.8	2594.33	2609.89	53867.0
2011-09-27 10:00:00	NQ	Futures	2609.61	2624.31	2595.19	2623.16	62933.0
2011-09-27 11:00:00	NQ	Futures	2623.16	2624.31	2607.88	2612.2	33695.0
2011-09-27 12:00:00	NQ	Futures	2612.49	2624.89	2606.15	2613.07	23067.0
2011-09-27 13:00:00	NQ	Futures	2612.78	2632.1	2610.18	2629.5	25629.0
2011-09-27 14:00:00	NQ	Futures	2629.21	2635.56	2619.41	2621.14	24105.0
2011-09-27 15:00:00	NQ	Futures	2621.14	2621.43	2577.89	2594.33	73748.0
2011-09-27 16:00:00	NQ	Futures	2594.61	2603.55	2593.75	2597.5	16140.0
2011-09-27 17:00:00	NQ	Futures	2597.5	2598.65	2595.48	2598.36	310.0
2011-09-27 18:00:00	NQ	Futures	2598.94	2598.94	2592.88	2594.04	643.0
2011-09-27 19:00:00	NQ	Futures	2593.75	2598.65	2592.88	2594.61	329.0
2011-09-27 20:00:00	NQ	Futures	2594.33	2595.77	2585.68	2586.83	862.0
2011-09-27 21:00:00	NQ	Futures	2587.41	2590.58	2582.79	2586.25	847.0
2011-09-27 22:00:00	NQ	Futures	2585.96	2592.31	2583.37	2586.54	814.0
2011-09-27 23:00:00	NQ	Futures	2586.54	2588.27	2582.5	2587.12	558.0
2011-09-27 00:00:00	YM	Futures	10831.1	10835.1	10809.5	10827.2	569.0
2011-09-27 01:00:00	YM	Futures	10830.2	10857.7	10826.2	10855.8	763.0

> showing 50 of 1,514 rows — these rows as CSV

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