PREVIEW / futures_1hour / 2012-01-16

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-01-16.parquet
  size:    34 KB
  rows:    997

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
2012-01-16 00:00:00	ES	Futures	1291.69	1293.2	1291.44	1292.7	2093.0
2012-01-16 01:00:00	ES	Futures	1292.45	1293.45	1291.69	1292.7	1738.0
2012-01-16 02:00:00	ES	Futures	1292.7	1294.71	1291.94	1292.45	7812.0
2012-01-16 03:00:00	ES	Futures	1292.45	1298.24	1291.44	1297.74	27089.0
2012-01-16 04:00:00	ES	Futures	1297.49	1298.49	1294.71	1295.22	14233.0
2012-01-16 05:00:00	ES	Futures	1295.22	1296.73	1292.45	1295.72	17252.0
2012-01-16 06:00:00	ES	Futures	1295.47	1298.49	1294.97	1297.23	11754.0
2012-01-16 07:00:00	ES	Futures	1297.23	1298.49	1295.97	1296.73	10435.0
2012-01-16 08:00:00	ES	Futures	1296.48	1297.74	1296.23	1297.23	6180.0
2012-01-16 09:00:00	ES	Futures	1297.23	1298.75	1296.23	1298.49	9832.0
2012-01-16 10:00:00	ES	Futures	1298.49	1299.75	1297.23	1299.5	14047.0
2012-01-16 11:00:00	ES	Futures	1299.25	1302.53	1299.0	1301.77	14751.0
2012-01-16 18:00:00	ES	Futures	1300.76	1301.27	1298.49	1301.27	6652.0
2012-01-16 19:00:00	ES	Futures	1301.27	1301.77	1300.76	1300.76	4740.0
2012-01-16 20:00:00	ES	Futures	1300.76	1304.29	1300.76	1304.29	9116.0
2012-01-16 21:00:00	ES	Futures	1304.29	1305.8	1303.79	1304.79	12563.0
2012-01-16 22:00:00	ES	Futures	1304.79	1307.57	1304.54	1307.57	8576.0
2012-01-16 23:00:00	ES	Futures	1307.31	1308.32	1306.56	1306.56	5886.0
2012-01-16 00:00:00	NQ	Futures	2728.86	2733.19	2728.86	2730.88	197.0
2012-01-16 01:00:00	NQ	Futures	2731.17	2733.19	2730.01	2730.59	170.0
2012-01-16 02:00:00	NQ	Futures	2730.59	2735.21	2727.99	2730.01	580.0
2012-01-16 03:00:00	NQ	Futures	2730.01	2742.14	2728.86	2741.56	1220.0
2012-01-16 04:00:00	NQ	Futures	2741.85	2743.3	2734.34	2736.08	881.0
2012-01-16 05:00:00	NQ	Futures	2735.5	2739.25	2732.61	2736.36	982.0
2012-01-16 06:00:00	NQ	Futures	2736.65	2746.76	2735.79	2743.87	961.0
2012-01-16 07:00:00	NQ	Futures	2743.87	2746.18	2742.14	2743.87	899.0
2012-01-16 08:00:00	NQ	Futures	2743.87	2746.47	2743.3	2745.61	605.0
2012-01-16 09:00:00	NQ	Futures	2745.32	2746.76	2741.27	2745.89	1663.0
2012-01-16 10:00:00	NQ	Futures	2745.89	2749.36	2741.85	2748.49	1960.0
2012-01-16 11:00:00	NQ	Futures	2747.92	2755.71	2747.63	2754.27	1586.0
2012-01-16 18:00:00	NQ	Futures	2751.96	2753.98	2749.36	2753.4	754.0
2012-01-16 19:00:00	NQ	Futures	2753.69	2754.27	2752.83	2753.11	215.0
2012-01-16 20:00:00	NQ	Futures	2753.4	2759.47	2753.4	2759.47	453.0
2012-01-16 21:00:00	NQ	Futures	2759.47	2761.49	2759.18	2760.62	554.0
2012-01-16 22:00:00	NQ	Futures	2760.91	2764.96	2760.05	2764.38	622.0
2012-01-16 23:00:00	NQ	Futures	2764.67	2765.82	2763.22	2763.51	241.0
2012-01-16 00:00:00	YM	Futures	12219.7	12234.6	12217.7	12228.6	321.0
2012-01-16 01:00:00	YM	Futures	12228.6	12233.6	12222.7	12230.6	182.0
2012-01-16 02:00:00	YM	Futures	12229.6	12245.5	12226.6	12229.6	507.0
2012-01-16 03:00:00	YM	Futures	12230.6	12274.2	12220.7	12271.2	1256.0
2012-01-16 04:00:00	YM	Futures	12270.3	12277.2	12247.5	12253.4	751.0
2012-01-16 05:00:00	YM	Futures	12252.4	12264.3	12231.6	12256.4	1016.0
2012-01-16 06:00:00	YM	Futures	12254.4	12277.2	12252.4	12267.3	725.0
2012-01-16 07:00:00	YM	Futures	12268.3	12277.2	12257.4	12265.3	516.0
2012-01-16 08:00:00	YM	Futures	12266.3	12273.2	12261.3	12269.3	363.0
2012-01-16 09:00:00	YM	Futures	12271.2	12279.2	12258.4	12278.2	668.0
2012-01-16 10:00:00	YM	Futures	12278.2	12286.1	12266.3	12285.1	1148.0
2012-01-16 11:00:00	YM	Futures	12284.1	12308.9	12280.2	12301.0	917.0
2012-01-16 18:00:00	YM	Futures	12296.0	12301.0	12279.2	12300.0	231.0
2012-01-16 19:00:00	YM	Futures	12299.0	12303.0	12297.0	12299.0	202.0

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