PREVIEW / futures_1hour / 2012-01-30

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-01-30.parquet
  size:    48 KB
  rows:    1,443

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
2012-01-30 00:00:00	ES	Futures	1315.38	1316.89	1314.87	1315.13	3875.0
2012-01-30 01:00:00	ES	Futures	1315.13	1316.89	1314.37	1314.87	5127.0
2012-01-30 02:00:00	ES	Futures	1314.87	1315.88	1314.37	1314.62	6030.0
2012-01-30 03:00:00	ES	Futures	1314.62	1316.89	1313.87	1314.12	22439.0
2012-01-30 04:00:00	ES	Futures	1314.12	1314.37	1312.35	1314.12	22619.0
2012-01-30 05:00:00	ES	Futures	1314.12	1316.13	1312.61	1314.62	20412.0
2012-01-30 06:00:00	ES	Futures	1314.87	1316.39	1313.87	1315.63	18367.0
2012-01-30 07:00:00	ES	Futures	1315.63	1316.13	1312.35	1313.61	32430.0
2012-01-30 08:00:00	ES	Futures	1313.87	1314.87	1309.83	1309.83	53505.0
2012-01-30 09:00:00	ES	Futures	1309.83	1312.1	1307.31	1310.09	279656.0
2012-01-30 10:00:00	ES	Futures	1310.09	1312.1	1306.31	1311.09	281398.0
2012-01-30 11:00:00	ES	Futures	1311.09	1314.62	1311.09	1313.11	204436.0
2012-01-30 12:00:00	ES	Futures	1313.11	1314.87	1312.35	1313.61	131607.0
2012-01-30 13:00:00	ES	Futures	1313.87	1318.4	1311.85	1317.39	166920.0
2012-01-30 14:00:00	ES	Futures	1317.39	1320.42	1316.64	1318.15	141427.0
2012-01-30 15:00:00	ES	Futures	1318.15	1319.66	1316.13	1319.41	192537.0
2012-01-30 16:00:00	ES	Futures	1319.66	1320.42	1318.4	1319.66	77059.0
2012-01-30 17:00:00	ES	Futures	1319.66	1320.42	1319.16	1319.66	1283.0
2012-01-30 18:00:00	ES	Futures	1319.66	1320.67	1319.16	1320.42	5402.0
2012-01-30 19:00:00	ES	Futures	1320.42	1323.44	1319.66	1323.19	8582.0
2012-01-30 20:00:00	ES	Futures	1323.19	1323.44	1321.68	1321.68	4367.0
2012-01-30 21:00:00	ES	Futures	1321.68	1323.69	1321.43	1323.19	5351.0
2012-01-30 22:00:00	ES	Futures	1323.19	1323.69	1322.43	1322.69	3305.0
2012-01-30 23:00:00	ES	Futures	1322.69	1322.69	1320.67	1321.17	2928.0
2012-01-30 00:00:00	NQ	Futures	2821.85	2824.16	2820.4	2820.98	319.0
2012-01-30 01:00:00	NQ	Futures	2820.98	2823.87	2819.54	2820.4	387.0
2012-01-30 02:00:00	NQ	Futures	2820.12	2822.72	2819.83	2820.69	492.0
2012-01-30 03:00:00	NQ	Futures	2820.69	2825.6	2817.23	2818.67	1703.0
2012-01-30 04:00:00	NQ	Futures	2818.38	2818.38	2813.18	2817.52	1958.0
2012-01-30 05:00:00	NQ	Futures	2817.52	2822.72	2815.21	2819.54	1073.0
2012-01-30 06:00:00	NQ	Futures	2819.83	2823.0	2817.81	2821.85	1077.0
2012-01-30 07:00:00	NQ	Futures	2822.14	2822.72	2816.36	2818.67	1354.0
2012-01-30 08:00:00	NQ	Futures	2818.96	2820.69	2811.45	2811.74	4776.0
2012-01-30 09:00:00	NQ	Futures	2811.74	2821.85	2809.43	2815.21	38510.0
2012-01-30 10:00:00	NQ	Futures	2814.92	2827.34	2806.25	2826.47	32622.0
2012-01-30 11:00:00	NQ	Futures	2826.76	2839.47	2826.76	2834.56	26541.0
2012-01-30 12:00:00	NQ	Futures	2834.56	2839.18	2833.11	2835.71	12260.0
2012-01-30 13:00:00	NQ	Futures	2836.0	2847.55	2831.67	2844.09	18334.0
2012-01-30 14:00:00	NQ	Futures	2843.8	2848.13	2841.2	2842.35	12350.0
2012-01-30 15:00:00	NQ	Futures	2842.64	2844.95	2836.58	2844.09	19555.0
2012-01-30 16:00:00	NQ	Futures	2843.8	2846.11	2841.2	2844.95	5529.0
2012-01-30 17:00:00	NQ	Futures	2844.66	2845.53	2844.09	2845.53	43.0
2012-01-30 18:00:00	NQ	Futures	2844.66	2845.82	2842.93	2845.53	309.0
2012-01-30 19:00:00	NQ	Futures	2845.24	2852.46	2844.09	2851.88	970.0
2012-01-30 20:00:00	NQ	Futures	2851.88	2851.88	2850.15	2850.15	457.0
2012-01-30 21:00:00	NQ	Futures	2850.44	2854.19	2849.86	2853.62	488.0
2012-01-30 22:00:00	NQ	Futures	2853.91	2854.19	2852.46	2853.33	274.0
2012-01-30 23:00:00	NQ	Futures	2852.75	2853.33	2850.15	2851.02	419.0
2012-01-30 00:00:00	YM	Futures	12443.7	12454.6	12439.7	12441.7	652.0
2012-01-30 01:00:00	YM	Futures	12440.7	12455.6	12430.8	12434.8	583.0

> showing 50 of 1,443 rows — these rows as CSV

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