PREVIEW / futures_1hour / 2012-03-05

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-03-05.parquet
  size:    46 KB
  rows:    1,428

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
2012-03-05 00:00:00	ES	Futures	1376.11	1376.36	1375.1	1375.6	4428.0
2012-03-05 01:00:00	ES	Futures	1375.6	1377.11	1375.1	1376.11	3776.0
2012-03-05 02:00:00	ES	Futures	1376.11	1376.11	1374.59	1374.85	7584.0
2012-03-05 03:00:00	ES	Futures	1374.85	1376.86	1372.83	1373.08	33374.0
2012-03-05 04:00:00	ES	Futures	1372.83	1373.33	1371.32	1372.83	37325.0
2012-03-05 05:00:00	ES	Futures	1372.83	1374.34	1372.58	1373.59	17922.0
2012-03-05 06:00:00	ES	Futures	1373.59	1374.34	1372.58	1372.83	12969.0
2012-03-05 07:00:00	ES	Futures	1372.83	1375.35	1372.58	1375.35	19647.0
2012-03-05 08:00:00	ES	Futures	1375.1	1377.62	1375.1	1376.61	46504.0
2012-03-05 09:00:00	ES	Futures	1376.61	1377.62	1374.09	1375.6	153649.0
2012-03-05 10:00:00	ES	Futures	1375.35	1378.12	1370.06	1372.07	354443.0
2012-03-05 11:00:00	ES	Futures	1372.07	1373.59	1368.8	1370.81	246083.0
2012-03-05 12:00:00	ES	Futures	1370.81	1371.82	1369.3	1369.81	73039.0
2012-03-05 13:00:00	ES	Futures	1369.55	1372.07	1369.3	1370.56	85167.0
2012-03-05 14:00:00	ES	Futures	1370.31	1374.59	1370.31	1373.84	110171.0
2012-03-05 15:00:00	ES	Futures	1374.09	1375.6	1373.33	1373.84	194167.0
2012-03-05 16:00:00	ES	Futures	1374.09	1375.35	1373.33	1374.09	71675.0
2012-03-05 17:00:00	ES	Futures	1374.34	1374.34	1373.59	1373.59	1513.0
2012-03-05 18:00:00	ES	Futures	1374.34	1375.6	1373.84	1375.6	5351.0
2012-03-05 19:00:00	ES	Futures	1375.6	1376.61	1374.85	1375.35	5936.0
2012-03-05 20:00:00	ES	Futures	1375.35	1375.6	1372.83	1373.84	9109.0
2012-03-05 21:00:00	ES	Futures	1373.59	1373.84	1372.33	1372.83	5005.0
2012-03-05 22:00:00	ES	Futures	1372.83	1373.08	1370.06	1371.57	9142.0
2012-03-05 23:00:00	ES	Futures	1371.57	1371.57	1369.81	1370.56	6432.0
2012-03-05 00:00:00	NQ	Futures	3045.67	3045.96	3042.2	3043.36	480.0
2012-03-05 01:00:00	NQ	Futures	3043.36	3045.96	3042.49	3044.8	227.0
2012-03-05 02:00:00	NQ	Futures	3044.8	3044.8	3041.05	3043.07	719.0
2012-03-05 03:00:00	NQ	Futures	3042.78	3047.11	3038.45	3038.45	2142.0
2012-03-05 04:00:00	NQ	Futures	3038.74	3040.18	3034.98	3039.6	1811.0
2012-03-05 05:00:00	NQ	Futures	3039.31	3042.2	3038.74	3041.62	1043.0
2012-03-05 06:00:00	NQ	Futures	3041.34	3043.07	3039.31	3040.47	1413.0
2012-03-05 07:00:00	NQ	Futures	3040.47	3044.8	3040.18	3044.22	1883.0
2012-03-05 08:00:00	NQ	Futures	3043.93	3050.87	3043.93	3048.56	4008.0
2012-03-05 09:00:00	NQ	Futures	3048.84	3050.87	3044.51	3047.11	21954.0
2012-03-05 10:00:00	NQ	Futures	3047.4	3053.18	3030.94	3032.96	40144.0
2012-03-05 11:00:00	NQ	Futures	3032.67	3035.27	3009.86	3021.7	51334.0
2012-03-05 12:00:00	NQ	Futures	3021.7	3025.74	3012.46	3016.21	21103.0
2012-03-05 13:00:00	NQ	Futures	3015.92	3021.41	3010.43	3013.32	13837.0
2012-03-05 14:00:00	NQ	Futures	3013.32	3021.41	3011.01	3020.25	19650.0
2012-03-05 15:00:00	NQ	Futures	3020.54	3028.05	3018.81	3019.68	31078.0
2012-03-05 16:00:00	NQ	Futures	3019.96	3023.43	3019.39	3020.83	6114.0
2012-03-05 17:00:00	NQ	Futures	3021.12	3021.12	3019.68	3020.25	51.0
2012-03-05 18:00:00	NQ	Futures	3020.54	3022.27	3019.68	3021.99	354.0
2012-03-05 19:00:00	NQ	Futures	3021.99	3023.72	3021.12	3021.99	404.0
2012-03-05 20:00:00	NQ	Futures	3021.7	3021.99	3015.92	3017.08	1050.0
2012-03-05 21:00:00	NQ	Futures	3017.08	3017.37	3013.9	3015.63	849.0
2012-03-05 22:00:00	NQ	Futures	3015.34	3015.63	3011.3	3013.32	855.0
2012-03-05 23:00:00	NQ	Futures	3012.74	3013.03	3009.57	3010.43	699.0
2012-03-05 00:00:00	YM	Futures	12826.3	12828.3	12819.3	12821.3	340.0
2012-03-05 01:00:00	YM	Futures	12821.3	12835.2	12819.3	12827.3	372.0

> showing 50 of 1,428 rows — these rows as CSV

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