PREVIEW / futures_1hour / 2012-01-06

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-01-06.parquet
  size:    40 KB
  rows:    1,174

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
2012-01-06 00:00:00	ES	Futures	1278.34	1279.85	1276.82	1279.34	9862.0
2012-01-06 01:00:00	ES	Futures	1279.34	1280.86	1279.34	1280.35	3323.0
2012-01-06 02:00:00	ES	Futures	1280.35	1282.37	1280.1	1280.6	8275.0
2012-01-06 03:00:00	ES	Futures	1280.86	1284.89	1280.1	1283.63	22937.0
2012-01-06 04:00:00	ES	Futures	1283.88	1285.14	1282.37	1283.88	13648.0
2012-01-06 05:00:00	ES	Futures	1283.63	1284.89	1282.62	1283.37	8695.0
2012-01-06 06:00:00	ES	Futures	1283.37	1285.64	1280.86	1285.14	21949.0
2012-01-06 07:00:00	ES	Futures	1285.14	1286.65	1284.13	1284.89	21566.0
2012-01-06 08:00:00	ES	Futures	1284.89	1292.45	1284.63	1286.65	166996.0
2012-01-06 09:00:00	ES	Futures	1286.9	1288.41	1278.34	1279.85	312506.0
2012-01-06 10:00:00	ES	Futures	1279.85	1284.89	1278.59	1282.37	276661.0
2012-01-06 11:00:00	ES	Futures	1282.62	1287.41	1282.37	1285.89	205135.0
2012-01-06 12:00:00	ES	Futures	1286.15	1286.65	1282.62	1283.63	138133.0
2012-01-06 13:00:00	ES	Futures	1283.63	1287.15	1281.86	1285.89	107700.0
2012-01-06 14:00:00	ES	Futures	1285.64	1286.65	1283.88	1283.88	67810.0
2012-01-06 15:00:00	ES	Futures	1284.13	1285.14	1281.86	1283.37	189901.0
2012-01-06 16:00:00	ES	Futures	1283.37	1284.89	1283.37	1284.13	63679.0
2012-01-06 00:00:00	NQ	Futures	2697.09	2699.4	2694.49	2698.24	549.0
2012-01-06 01:00:00	NQ	Futures	2698.53	2701.42	2698.24	2700.84	142.0
2012-01-06 02:00:00	NQ	Futures	2700.84	2704.89	2699.4	2700.26	843.0
2012-01-06 03:00:00	NQ	Futures	2700.26	2708.93	2699.4	2706.91	1164.0
2012-01-06 04:00:00	NQ	Futures	2707.48	2709.79	2705.46	2707.48	1042.0
2012-01-06 05:00:00	NQ	Futures	2707.48	2710.37	2705.75	2707.48	512.0
2012-01-06 06:00:00	NQ	Futures	2707.48	2710.66	2702.57	2709.22	1375.0
2012-01-06 07:00:00	NQ	Futures	2708.93	2712.11	2706.62	2706.91	1563.0
2012-01-06 08:00:00	NQ	Futures	2706.91	2718.75	2705.46	2707.2	11620.0
2012-01-06 09:00:00	NQ	Futures	2707.48	2713.26	2700.26	2703.44	29811.0
2012-01-06 10:00:00	NQ	Futures	2703.73	2714.13	2700.84	2709.22	25101.0
2012-01-06 11:00:00	NQ	Futures	2709.22	2721.64	2708.93	2718.75	18140.0
2012-01-06 12:00:00	NQ	Futures	2718.75	2720.48	2714.13	2715.28	12539.0
2012-01-06 13:00:00	NQ	Futures	2715.28	2724.81	2712.97	2721.06	15406.0
2012-01-06 14:00:00	NQ	Futures	2721.06	2722.79	2717.88	2719.33	11050.0
2012-01-06 15:00:00	NQ	Futures	2719.04	2721.92	2714.7	2718.46	19459.0
2012-01-06 16:00:00	NQ	Futures	2718.17	2720.77	2717.3	2719.33	5550.0
2012-01-06 00:00:00	YM	Futures	12183.0	12196.9	12173.1	12194.9	576.0
2012-01-06 01:00:00	YM	Futures	12193.9	12204.8	12192.9	12199.9	186.0
2012-01-06 02:00:00	YM	Futures	12202.9	12217.7	12200.9	12204.8	702.0
2012-01-06 03:00:00	YM	Futures	12203.8	12239.5	12198.9	12229.6	1747.0
2012-01-06 04:00:00	YM	Futures	12231.6	12241.5	12220.7	12230.6	766.0
2012-01-06 05:00:00	YM	Futures	12229.6	12239.5	12220.7	12228.6	378.0
2012-01-06 06:00:00	YM	Futures	12226.6	12242.5	12208.8	12240.5	1022.0
2012-01-06 07:00:00	YM	Futures	12239.5	12252.4	12233.6	12237.5	1083.0
2012-01-06 08:00:00	YM	Futures	12237.5	12298.0	12237.5	12250.4	7044.0
2012-01-06 09:00:00	YM	Futures	12251.4	12262.3	12163.2	12179.1	19682.0
2012-01-06 10:00:00	YM	Futures	12178.1	12214.8	12168.2	12193.9	14465.0
2012-01-06 11:00:00	YM	Futures	12194.9	12239.5	12193.9	12226.6	8713.0
2012-01-06 12:00:00	YM	Futures	12225.7	12234.6	12200.9	12207.8	8617.0
2012-01-06 13:00:00	YM	Futures	12207.8	12232.6	12191.0	12219.7	7396.0
2012-01-06 14:00:00	YM	Futures	12219.7	12226.6	12200.9	12202.9	6163.0
2012-01-06 15:00:00	YM	Futures	12201.9	12211.8	12182.0	12198.9	10748.0

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