PREVIEW / futures_1hour / 2012-01-23

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-01-23.parquet
  size:    47 KB
  rows:    1,445

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
2012-01-23 00:00:00	ES	Futures	1317.14	1318.15	1316.89	1317.39	4975.0
2012-01-23 01:00:00	ES	Futures	1317.39	1318.4	1316.64	1317.39	3132.0
2012-01-23 02:00:00	ES	Futures	1317.39	1317.9	1316.39	1317.14	6241.0
2012-01-23 03:00:00	ES	Futures	1317.14	1320.17	1316.13	1316.89	27957.0
2012-01-23 04:00:00	ES	Futures	1316.89	1317.9	1315.38	1317.39	19704.0
2012-01-23 05:00:00	ES	Futures	1317.39	1322.18	1316.39	1320.92	30620.0
2012-01-23 06:00:00	ES	Futures	1320.92	1324.45	1320.67	1322.43	34927.0
2012-01-23 07:00:00	ES	Futures	1322.69	1323.44	1321.68	1322.94	25220.0
2012-01-23 08:00:00	ES	Futures	1322.69	1323.69	1319.91	1321.17	40303.0
2012-01-23 09:00:00	ES	Futures	1321.17	1327.47	1320.17	1326.72	204099.0
2012-01-23 10:00:00	ES	Futures	1326.72	1328.73	1324.7	1325.71	216085.0
2012-01-23 11:00:00	ES	Futures	1325.71	1325.96	1318.4	1319.41	297547.0
2012-01-23 12:00:00	ES	Futures	1319.16	1319.41	1315.63	1317.39	209171.0
2012-01-23 13:00:00	ES	Futures	1317.39	1321.17	1317.39	1320.67	101035.0
2012-01-23 14:00:00	ES	Futures	1320.67	1322.18	1318.4	1321.68	94594.0
2012-01-23 15:00:00	ES	Futures	1321.68	1324.45	1320.42	1322.18	193270.0
2012-01-23 16:00:00	ES	Futures	1322.18	1322.18	1320.42	1320.42	62239.0
2012-01-23 17:00:00	ES	Futures	1320.42	1321.43	1320.42	1320.42	1933.0
2012-01-23 18:00:00	ES	Futures	1320.92	1321.68	1320.42	1321.43	4277.0
2012-01-23 19:00:00	ES	Futures	1321.43	1321.68	1320.42	1320.67	3083.0
2012-01-23 20:00:00	ES	Futures	1320.42	1320.67	1317.14	1317.39	7906.0
2012-01-23 21:00:00	ES	Futures	1317.39	1317.65	1316.64	1317.14	4079.0
2012-01-23 22:00:00	ES	Futures	1316.89	1317.14	1315.63	1316.39	4101.0
2012-01-23 23:00:00	ES	Futures	1316.39	1317.39	1315.88	1317.39	3119.0
2012-01-23 00:00:00	NQ	Futures	2806.83	2808.28	2806.54	2807.12	190.0
2012-01-23 01:00:00	NQ	Futures	2807.41	2808.28	2805.68	2805.96	122.0
2012-01-23 02:00:00	NQ	Futures	2805.96	2807.7	2805.1	2805.96	257.0
2012-01-23 03:00:00	NQ	Futures	2806.25	2811.74	2803.94	2805.96	1704.0
2012-01-23 04:00:00	NQ	Futures	2805.68	2807.99	2803.37	2806.83	1137.0
2012-01-23 05:00:00	NQ	Futures	2807.12	2816.07	2803.94	2814.34	2109.0
2012-01-23 06:00:00	NQ	Futures	2814.34	2820.12	2814.34	2817.23	1922.0
2012-01-23 07:00:00	NQ	Futures	2816.94	2818.67	2814.92	2816.94	1639.0
2012-01-23 08:00:00	NQ	Futures	2816.94	2818.38	2812.32	2813.47	3519.0
2012-01-23 09:00:00	NQ	Futures	2813.76	2827.62	2810.59	2825.03	24489.0
2012-01-23 10:00:00	NQ	Futures	2825.03	2832.82	2821.27	2824.45	23412.0
2012-01-23 11:00:00	NQ	Futures	2824.74	2825.6	2805.1	2805.39	26282.0
2012-01-23 12:00:00	NQ	Futures	2805.68	2806.25	2796.43	2802.79	21736.0
2012-01-23 13:00:00	NQ	Futures	2802.79	2812.32	2802.79	2811.74	22887.0
2012-01-23 14:00:00	NQ	Futures	2812.03	2812.9	2803.94	2810.59	9726.0
2012-01-23 15:00:00	NQ	Futures	2810.87	2815.21	2808.85	2812.61	17768.0
2012-01-23 16:00:00	NQ	Futures	2812.9	2814.34	2810.87	2810.87	5475.0
2012-01-23 17:00:00	NQ	Futures	2811.16	2813.18	2811.16	2812.03	147.0
2012-01-23 18:00:00	NQ	Futures	2812.32	2814.63	2811.74	2814.05	224.0
2012-01-23 19:00:00	NQ	Futures	2814.34	2814.34	2812.03	2812.32	196.0
2012-01-23 20:00:00	NQ	Futures	2812.03	2812.61	2805.96	2806.25	646.0
2012-01-23 21:00:00	NQ	Futures	2806.54	2807.12	2805.1	2806.25	239.0
2012-01-23 22:00:00	NQ	Futures	2805.68	2806.25	2803.08	2803.65	449.0
2012-01-23 23:00:00	NQ	Futures	2804.23	2806.25	2803.08	2806.25	151.0
2012-01-23 00:00:00	YM	Futures	12520.0	12528.9	12520.0	12524.0	547.0
2012-01-23 01:00:00	YM	Futures	12523.0	12530.9	12517.0	12522.0	372.0

> showing 50 of 1,445 rows — these rows as CSV

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