PREVIEW / futures_1hour / 2012-01-10

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-01-10.parquet
  size:    47 KB
  rows:    1,474

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
2012-01-10 00:00:00	ES	Futures	1291.69	1291.94	1290.93	1291.94	5027.0
2012-01-10 01:00:00	ES	Futures	1291.94	1292.95	1291.44	1291.69	6723.0
2012-01-10 02:00:00	ES	Futures	1291.94	1292.95	1290.43	1290.68	9287.0
2012-01-10 03:00:00	ES	Futures	1290.68	1294.21	1289.93	1293.45	40888.0
2012-01-10 04:00:00	ES	Futures	1293.45	1296.73	1292.45	1295.47	35879.0
2012-01-10 05:00:00	ES	Futures	1295.47	1297.74	1295.22	1297.23	23273.0
2012-01-10 06:00:00	ES	Futures	1297.23	1299.0	1296.73	1297.23	23627.0
2012-01-10 07:00:00	ES	Futures	1297.23	1299.0	1296.48	1298.75	21703.0
2012-01-10 08:00:00	ES	Futures	1298.49	1300.26	1298.24	1299.0	44619.0
2012-01-10 09:00:00	ES	Futures	1299.0	1300.76	1297.23	1299.25	191278.0
2012-01-10 10:00:00	ES	Futures	1299.0	1302.27	1298.75	1300.01	253111.0
2012-01-10 11:00:00	ES	Futures	1299.75	1301.01	1297.49	1299.25	216750.0
2012-01-10 12:00:00	ES	Futures	1299.0	1299.5	1295.22	1296.98	128929.0
2012-01-10 13:00:00	ES	Futures	1296.98	1298.24	1295.47	1297.23	107374.0
2012-01-10 14:00:00	ES	Futures	1297.49	1299.5	1296.48	1298.75	84196.0
2012-01-10 15:00:00	ES	Futures	1298.49	1299.0	1295.47	1297.49	220021.0
2012-01-10 16:00:00	ES	Futures	1297.49	1297.49	1294.46	1295.22	77820.0
2012-01-10 17:00:00	ES	Futures	1295.22	1295.72	1293.45	1295.22	7020.0
2012-01-10 18:00:00	ES	Futures	1294.71	1295.72	1294.21	1294.71	3627.0
2012-01-10 19:00:00	ES	Futures	1294.71	1295.22	1293.2	1293.45	5916.0
2012-01-10 20:00:00	ES	Futures	1293.71	1294.21	1292.45	1292.95	8755.0
2012-01-10 21:00:00	ES	Futures	1292.95	1293.96	1291.94	1292.19	5213.0
2012-01-10 22:00:00	ES	Futures	1292.19	1293.45	1292.19	1292.7	3971.0
2012-01-10 23:00:00	ES	Futures	1292.95	1293.2	1291.94	1292.95	2709.0
2012-01-10 00:00:00	NQ	Futures	2725.39	2725.97	2724.23	2725.39	269.0
2012-01-10 01:00:00	NQ	Futures	2725.39	2727.12	2724.81	2725.68	265.0
2012-01-10 02:00:00	NQ	Futures	2725.1	2726.83	2722.5	2722.79	515.0
2012-01-10 03:00:00	NQ	Futures	2722.79	2729.14	2721.06	2727.41	2246.0
2012-01-10 04:00:00	NQ	Futures	2727.7	2734.34	2725.97	2732.32	1857.0
2012-01-10 05:00:00	NQ	Futures	2732.61	2739.25	2732.03	2736.36	2862.0
2012-01-10 06:00:00	NQ	Futures	2735.79	2739.54	2734.34	2735.21	2033.0
2012-01-10 07:00:00	NQ	Futures	2734.63	2736.94	2732.03	2736.65	1992.0
2012-01-10 08:00:00	NQ	Futures	2736.65	2738.96	2734.63	2737.81	3454.0
2012-01-10 09:00:00	NQ	Futures	2737.81	2743.87	2736.08	2740.41	23023.0
2012-01-10 10:00:00	NQ	Futures	2740.41	2747.34	2734.05	2737.81	26910.0
2012-01-10 11:00:00	NQ	Futures	2737.81	2739.83	2732.9	2734.05	14940.0
2012-01-10 12:00:00	NQ	Futures	2733.77	2735.21	2722.5	2730.01	14338.0
2012-01-10 13:00:00	NQ	Futures	2730.01	2733.19	2724.81	2731.74	11473.0
2012-01-10 14:00:00	NQ	Futures	2731.74	2736.65	2729.14	2735.5	10211.0
2012-01-10 15:00:00	NQ	Futures	2735.5	2736.65	2727.12	2730.01	22567.0
2012-01-10 16:00:00	NQ	Futures	2729.72	2732.61	2717.59	2726.26	6817.0
2012-01-10 17:00:00	NQ	Futures	2726.26	2727.12	2721.64	2723.95	923.0
2012-01-10 18:00:00	NQ	Futures	2723.66	2724.81	2722.21	2723.08	220.0
2012-01-10 19:00:00	NQ	Futures	2723.08	2723.95	2719.9	2720.77	713.0
2012-01-10 20:00:00	NQ	Futures	2720.48	2721.64	2718.17	2719.33	334.0
2012-01-10 21:00:00	NQ	Futures	2720.19	2721.64	2717.88	2719.04	344.0
2012-01-10 22:00:00	NQ	Futures	2719.04	2721.92	2719.04	2720.77	296.0
2012-01-10 23:00:00	NQ	Futures	2721.06	2721.35	2719.33	2720.48	116.0
2012-01-10 00:00:00	YM	Futures	12274.2	12281.2	12273.2	12280.2	340.0
2012-01-10 01:00:00	YM	Futures	12279.2	12287.1	12277.2	12278.2	616.0

> showing 50 of 1,474 rows — these rows as CSV

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