PREVIEW / futures_1hour / 2012-01-24

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-01-24.parquet
  size:    48 KB
  rows:    1,459

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
2012-01-24 00:00:00	ES	Futures	1317.14	1317.65	1316.64	1317.14	2286.0
2012-01-24 01:00:00	ES	Futures	1317.14	1319.16	1317.14	1318.65	3432.0
2012-01-24 02:00:00	ES	Futures	1318.65	1319.16	1317.14	1317.14	8170.0
2012-01-24 03:00:00	ES	Futures	1317.14	1318.4	1314.12	1316.39	43020.0
2012-01-24 04:00:00	ES	Futures	1316.39	1319.41	1314.87	1315.88	29680.0
2012-01-24 05:00:00	ES	Futures	1315.38	1317.14	1313.87	1314.12	22873.0
2012-01-24 06:00:00	ES	Futures	1314.12	1315.38	1312.86	1312.86	30071.0
2012-01-24 07:00:00	ES	Futures	1312.86	1316.39	1312.86	1314.87	37229.0
2012-01-24 08:00:00	ES	Futures	1314.62	1316.13	1312.61	1313.36	56412.0
2012-01-24 09:00:00	ES	Futures	1313.11	1315.38	1311.85	1313.87	208585.0
2012-01-24 10:00:00	ES	Futures	1313.87	1318.91	1313.11	1317.9	269744.0
2012-01-24 11:00:00	ES	Futures	1317.9	1320.17	1316.89	1318.4	206197.0
2012-01-24 12:00:00	ES	Futures	1318.15	1320.17	1317.9	1319.66	97052.0
2012-01-24 13:00:00	ES	Futures	1319.66	1319.91	1316.89	1318.65	86531.0
2012-01-24 14:00:00	ES	Futures	1318.65	1320.67	1318.4	1319.16	91844.0
2012-01-24 15:00:00	ES	Futures	1319.16	1321.17	1318.91	1320.67	176670.0
2012-01-24 16:00:00	ES	Futures	1320.67	1326.97	1320.17	1325.2	77571.0
2012-01-24 17:00:00	ES	Futures	1325.46	1326.21	1324.95	1325.71	3776.0
2012-01-24 18:00:00	ES	Futures	1325.46	1325.46	1324.2	1324.7	6643.0
2012-01-24 19:00:00	ES	Futures	1324.7	1325.96	1324.45	1325.96	5829.0
2012-01-24 20:00:00	ES	Futures	1325.96	1326.21	1324.45	1324.7	4232.0
2012-01-24 21:00:00	ES	Futures	1324.95	1326.21	1324.95	1325.46	3826.0
2012-01-24 22:00:00	ES	Futures	1325.46	1325.71	1324.45	1324.95	2746.0
2012-01-24 23:00:00	ES	Futures	1325.2	1325.71	1324.2	1324.7	1919.0
2012-01-24 00:00:00	NQ	Futures	2806.25	2807.41	2805.1	2806.25	130.0
2012-01-24 01:00:00	NQ	Futures	2806.54	2809.43	2806.54	2808.85	169.0
2012-01-24 02:00:00	NQ	Futures	2808.85	2809.72	2806.54	2806.83	679.0
2012-01-24 03:00:00	NQ	Futures	2806.83	2808.28	2800.48	2804.23	3016.0
2012-01-24 04:00:00	NQ	Futures	2804.52	2811.16	2802.21	2803.94	1629.0
2012-01-24 05:00:00	NQ	Futures	2803.65	2806.83	2800.19	2800.48	1395.0
2012-01-24 06:00:00	NQ	Futures	2800.77	2803.65	2798.46	2798.46	2344.0
2012-01-24 07:00:00	NQ	Futures	2798.74	2805.39	2798.46	2801.92	1653.0
2012-01-24 08:00:00	NQ	Futures	2801.92	2803.65	2797.88	2799.32	5403.0
2012-01-24 09:00:00	NQ	Futures	2799.03	2803.65	2794.99	2798.74	25212.0
2012-01-24 10:00:00	NQ	Futures	2798.74	2815.5	2796.72	2811.16	29870.0
2012-01-24 11:00:00	NQ	Futures	2811.16	2815.21	2807.41	2808.56	16242.0
2012-01-24 12:00:00	NQ	Futures	2808.28	2812.61	2805.68	2809.14	9095.0
2012-01-24 13:00:00	NQ	Futures	2809.14	2809.43	2800.48	2806.25	10678.0
2012-01-24 14:00:00	NQ	Futures	2806.54	2810.01	2804.81	2806.54	9522.0
2012-01-24 15:00:00	NQ	Futures	2806.54	2810.3	2801.92	2807.7	20068.0
2012-01-24 16:00:00	NQ	Futures	2807.7	2852.17	2807.41	2843.8	19862.0
2012-01-24 17:00:00	NQ	Futures	2844.09	2846.4	2842.35	2845.24	1853.0
2012-01-24 18:00:00	NQ	Futures	2846.97	2847.26	2842.06	2843.22	1299.0
2012-01-24 19:00:00	NQ	Futures	2843.22	2844.37	2842.35	2843.51	463.0
2012-01-24 20:00:00	NQ	Futures	2843.22	2845.24	2841.78	2843.8	549.0
2012-01-24 21:00:00	NQ	Futures	2844.09	2846.97	2843.8	2845.53	317.0
2012-01-24 22:00:00	NQ	Futures	2845.53	2845.82	2842.93	2844.09	174.0
2012-01-24 23:00:00	NQ	Futures	2843.8	2844.66	2843.22	2843.51	132.0
2012-01-24 00:00:00	YM	Futures	12506.1	12512.1	12506.1	12508.1	146.0
2012-01-24 01:00:00	YM	Futures	12510.1	12523.0	12510.1	12522.0	209.0

> showing 50 of 1,459 rows — these rows as CSV

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