PREVIEW / futures_1hour / 2011-10-27

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-10-27.parquet
  size:    52 KB
  rows:    1,510

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
2011-10-27 00:00:00	ES	Futures	1257.55	1259.56	1255.8	1256.8	9957.0
2011-10-27 01:00:00	ES	Futures	1256.8	1261.31	1256.55	1260.06	12186.0
2011-10-27 02:00:00	ES	Futures	1260.06	1263.57	1258.81	1263.07	30821.0
2011-10-27 03:00:00	ES	Futures	1263.07	1263.32	1256.8	1261.06	60314.0
2011-10-27 04:00:00	ES	Futures	1260.81	1263.57	1259.56	1259.81	35069.0
2011-10-27 05:00:00	ES	Futures	1259.81	1267.08	1259.56	1265.58	45145.0
2011-10-27 06:00:00	ES	Futures	1265.33	1267.83	1264.32	1267.58	36419.0
2011-10-27 07:00:00	ES	Futures	1267.58	1270.84	1266.08	1269.59	58514.0
2011-10-27 08:00:00	ES	Futures	1269.59	1273.35	1269.34	1271.59	109948.0
2011-10-27 09:00:00	ES	Futures	1271.59	1277.11	1269.59	1269.84	399571.0
2011-10-27 10:00:00	ES	Futures	1269.59	1270.84	1264.57	1269.84	409283.0
2011-10-27 11:00:00	ES	Futures	1270.09	1275.61	1268.84	1275.36	312205.0
2011-10-27 12:00:00	ES	Futures	1275.36	1279.62	1275.36	1276.61	298804.0
2011-10-27 13:00:00	ES	Futures	1276.61	1284.88	1276.61	1284.38	236487.0
2011-10-27 14:00:00	ES	Futures	1284.63	1288.14	1282.13	1285.89	299835.0
2011-10-27 15:00:00	ES	Futures	1285.64	1293.16	1278.36	1284.63	705075.0
2011-10-27 16:00:00	ES	Futures	1284.88	1287.39	1284.13	1286.14	115967.0
2011-10-27 17:00:00	ES	Futures	1286.14	1286.89	1285.64	1286.64	3564.0
2011-10-27 18:00:00	ES	Futures	1286.14	1286.39	1284.88	1285.64	5216.0
2011-10-27 19:00:00	ES	Futures	1285.64	1288.14	1285.39	1287.39	4333.0
2011-10-27 20:00:00	ES	Futures	1287.39	1288.14	1285.39	1285.89	8613.0
2011-10-27 21:00:00	ES	Futures	1285.89	1285.89	1283.38	1283.38	8814.0
2011-10-27 22:00:00	ES	Futures	1283.38	1284.13	1281.62	1282.13	8600.0
2011-10-27 23:00:00	ES	Futures	1281.88	1282.63	1281.12	1282.38	8067.0
2011-10-27 00:00:00	NQ	Futures	2718.88	2721.76	2714.84	2716.29	618.0
2011-10-27 01:00:00	NQ	Futures	2716.29	2726.95	2716.29	2723.78	735.0
2011-10-27 02:00:00	NQ	Futures	2724.07	2731.57	2721.76	2730.99	2403.0
2011-10-27 03:00:00	NQ	Futures	2731.28	2732.72	2718.59	2727.82	5480.0
2011-10-27 04:00:00	NQ	Futures	2727.82	2733.59	2725.22	2725.8	2439.0
2011-10-27 05:00:00	NQ	Futures	2725.22	2738.2	2725.22	2734.74	3447.0
2011-10-27 06:00:00	NQ	Futures	2734.74	2738.78	2733.59	2737.62	2953.0
2011-10-27 07:00:00	NQ	Futures	2737.62	2745.69	2735.6	2743.96	4917.0
2011-10-27 08:00:00	NQ	Futures	2743.96	2749.44	2738.49	2742.24	12341.0
2011-10-27 09:00:00	NQ	Futures	2742.52	2755.5	2740.79	2741.95	45511.0
2011-10-27 10:00:00	NQ	Futures	2740.79	2742.81	2722.92	2734.74	46954.0
2011-10-27 11:00:00	NQ	Futures	2734.74	2745.41	2728.11	2744.25	34313.0
2011-10-27 12:00:00	NQ	Futures	2744.54	2753.77	2744.25	2746.27	28190.0
2011-10-27 13:00:00	NQ	Futures	2746.27	2770.78	2746.27	2770.78	33969.0
2011-10-27 14:00:00	NQ	Futures	2770.78	2774.53	2763.86	2766.74	27942.0
2011-10-27 15:00:00	NQ	Futures	2766.74	2777.99	2752.04	2760.98	60455.0
2011-10-27 16:00:00	NQ	Futures	2761.26	2765.3	2759.25	2764.15	10150.0
2011-10-27 17:00:00	NQ	Futures	2763.86	2765.3	2762.71	2764.72	200.0
2011-10-27 18:00:00	NQ	Futures	2764.72	2765.01	2762.13	2762.99	348.0
2011-10-27 19:00:00	NQ	Futures	2763.28	2768.18	2763.28	2766.17	312.0
2011-10-27 20:00:00	NQ	Futures	2766.45	2767.32	2762.42	2762.71	430.0
2011-10-27 21:00:00	NQ	Futures	2762.99	2762.99	2758.09	2758.09	851.0
2011-10-27 22:00:00	NQ	Futures	2758.67	2758.96	2754.34	2755.5	451.0
2011-10-27 23:00:00	NQ	Futures	2755.21	2757.52	2753.48	2756.65	668.0
2011-10-27 00:00:00	YM	Futures	11747.8	11763.5	11739.9	11744.8	773.0
2011-10-27 01:00:00	YM	Futures	11745.8	11782.2	11744.8	11771.4	575.0

> showing 50 of 1,510 rows — these rows as CSV

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