PREVIEW / futures_1hour / 2011-12-02

all futures 1-hour files

  file:    by_date/futures_1hour/2011/2011-12-02.parquet
  size:    41 KB
  rows:    1,180

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
2011-12-02 00:00:00	ES	Futures	1252.03	1253.04	1251.03	1252.03	5749.0
2011-12-02 01:00:00	ES	Futures	1252.03	1253.29	1251.78	1252.54	3761.0
2011-12-02 02:00:00	ES	Futures	1252.29	1260.81	1251.28	1256.8	23910.0
2011-12-02 03:00:00	ES	Futures	1257.05	1262.57	1256.3	1261.06	54620.0
2011-12-02 04:00:00	ES	Futures	1261.06	1261.81	1258.3	1260.56	23483.0
2011-12-02 05:00:00	ES	Futures	1260.56	1262.82	1258.81	1261.31	23298.0
2011-12-02 06:00:00	ES	Futures	1261.31	1263.57	1260.06	1261.56	27754.0
2011-12-02 07:00:00	ES	Futures	1261.56	1265.83	1259.56	1262.07	55441.0
2011-12-02 08:00:00	ES	Futures	1262.07	1266.58	1258.81	1261.31	153365.0
2011-12-02 09:00:00	ES	Futures	1261.31	1261.81	1255.29	1258.55	270130.0
2011-12-02 10:00:00	ES	Futures	1258.3	1263.32	1258.05	1260.56	351332.0
2011-12-02 11:00:00	ES	Futures	1260.31	1261.56	1250.28	1253.29	371154.0
2011-12-02 12:00:00	ES	Futures	1253.54	1256.3	1251.28	1255.04	154159.0
2011-12-02 13:00:00	ES	Futures	1255.04	1255.8	1251.78	1253.04	127845.0
2011-12-02 14:00:00	ES	Futures	1253.04	1253.79	1249.03	1249.78	143746.0
2011-12-02 15:00:00	ES	Futures	1249.53	1252.29	1245.77	1246.52	234695.0
2011-12-02 16:00:00	ES	Futures	1246.52	1249.53	1246.27	1247.77	73717.0
2011-12-02 00:00:00	NQ	Futures	2673.33	2679.38	2672.75	2675.92	1175.0
2011-12-02 01:00:00	NQ	Futures	2676.5	2677.36	2675.06	2676.5	335.0
2011-12-02 02:00:00	NQ	Futures	2676.21	2691.2	2673.04	2684.57	1444.0
2011-12-02 03:00:00	NQ	Futures	2684.86	2696.68	2682.84	2694.09	4244.0
2011-12-02 04:00:00	NQ	Futures	2693.8	2697.26	2687.17	2694.66	2070.0
2011-12-02 05:00:00	NQ	Futures	2694.37	2697.26	2689.76	2693.51	2224.0
2011-12-02 06:00:00	NQ	Futures	2693.22	2701.0	2691.2	2694.66	2827.0
2011-12-02 07:00:00	NQ	Futures	2694.37	2702.16	2691.2	2695.82	3604.0
2011-12-02 08:00:00	NQ	Futures	2695.82	2704.18	2684.57	2690.91	9464.0
2011-12-02 09:00:00	NQ	Futures	2690.91	2693.51	2673.04	2681.98	36776.0
2011-12-02 10:00:00	NQ	Futures	2681.98	2688.9	2679.96	2681.4	33522.0
2011-12-02 11:00:00	NQ	Futures	2681.11	2683.71	2662.66	2668.14	30923.0
2011-12-02 12:00:00	NQ	Futures	2667.85	2672.17	2663.23	2669.87	13858.0
2011-12-02 13:00:00	NQ	Futures	2669.58	2671.31	2662.95	2666.69	11357.0
2011-12-02 14:00:00	NQ	Futures	2666.69	2667.85	2659.49	2661.5	13611.0
2011-12-02 15:00:00	NQ	Futures	2661.79	2666.12	2653.43	2654.3	25344.0
2011-12-02 16:00:00	NQ	Futures	2654.3	2660.93	2654.3	2658.04	5557.0
2011-12-02 00:00:00	YM	Futures	11853.1	11861.0	11847.2	11853.1	324.0
2011-12-02 01:00:00	YM	Futures	11855.1	11863.0	11852.1	11858.0	255.0
2011-12-02 02:00:00	YM	Futures	11858.0	11932.9	11852.1	11900.4	1524.0
2011-12-02 03:00:00	YM	Futures	11902.3	11948.6	11895.5	11935.8	2872.0
2011-12-02 04:00:00	YM	Futures	11933.9	11944.7	11915.1	11934.8	1135.0
2011-12-02 05:00:00	YM	Futures	11935.8	11952.6	11920.1	11939.8	1253.0
2011-12-02 06:00:00	YM	Futures	11937.8	11961.4	11930.9	11947.6	1390.0
2011-12-02 07:00:00	YM	Futures	11945.7	11982.1	11929.9	11955.5	2596.0
2011-12-02 08:00:00	YM	Futures	11955.5	11990.0	11925.0	11944.7	6317.0
2011-12-02 09:00:00	YM	Futures	11946.7	11950.6	11887.6	11915.1	16374.0
2011-12-02 10:00:00	YM	Futures	11914.2	11948.6	11909.2	11916.1	14866.0
2011-12-02 11:00:00	YM	Futures	11915.1	11923.0	11834.4	11856.1	16346.0
2011-12-02 12:00:00	YM	Futures	11856.1	11880.7	11839.3	11869.9	8023.0
2011-12-02 13:00:00	YM	Futures	11868.9	11875.8	11835.4	11856.1	8403.0
2011-12-02 14:00:00	YM	Futures	11856.1	11865.9	11825.6	11834.4	7375.0
2011-12-02 15:00:00	YM	Futures	11835.4	11856.1	11809.8	11817.7	10845.0

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