PREVIEW / futures_1hour / 2012-03-06

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-03-06.parquet
  size:    50 KB
  rows:    1,491

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
2012-03-06 00:00:00	ES	Futures	1370.56	1372.58	1370.06	1372.58	7148.0
2012-03-06 01:00:00	ES	Futures	1372.58	1373.08	1371.07	1371.32	4386.0
2012-03-06 02:00:00	ES	Futures	1371.07	1371.57	1369.81	1370.56	8484.0
2012-03-06 03:00:00	ES	Futures	1370.56	1370.81	1367.03	1367.54	55339.0
2012-03-06 04:00:00	ES	Futures	1367.54	1368.29	1363.76	1364.77	72634.0
2012-03-06 05:00:00	ES	Futures	1364.77	1365.77	1362.5	1363.76	58016.0
2012-03-06 06:00:00	ES	Futures	1364.01	1365.02	1362.75	1363.51	29652.0
2012-03-06 07:00:00	ES	Futures	1363.51	1365.52	1363.0	1364.26	41091.0
2012-03-06 08:00:00	ES	Futures	1364.26	1365.02	1362.0	1363.0	63809.0
2012-03-06 09:00:00	ES	Futures	1362.75	1362.75	1355.95	1356.96	388922.0
2012-03-06 10:00:00	ES	Futures	1356.96	1358.22	1353.68	1354.69	382848.0
2012-03-06 11:00:00	ES	Futures	1354.69	1357.21	1353.18	1354.18	326977.0
2012-03-06 12:00:00	ES	Futures	1354.18	1354.94	1351.41	1352.92	193282.0
2012-03-06 13:00:00	ES	Futures	1352.92	1353.93	1350.91	1352.17	147776.0
2012-03-06 14:00:00	ES	Futures	1352.17	1353.68	1349.14	1350.15	175225.0
2012-03-06 15:00:00	ES	Futures	1349.9	1354.44	1349.9	1352.67	260597.0
2012-03-06 16:00:00	ES	Futures	1352.92	1353.93	1351.66	1352.67	104000.0
2012-03-06 17:00:00	ES	Futures	1352.92	1353.18	1352.17	1352.92	2390.0
2012-03-06 18:00:00	ES	Futures	1353.43	1355.7	1352.92	1355.44	12488.0
2012-03-06 19:00:00	ES	Futures	1355.44	1355.95	1354.44	1355.44	10267.0
2012-03-06 20:00:00	ES	Futures	1355.44	1356.96	1355.44	1356.2	9647.0
2012-03-06 21:00:00	ES	Futures	1356.45	1357.71	1356.2	1357.21	6720.0
2012-03-06 22:00:00	ES	Futures	1357.46	1357.71	1356.2	1356.45	4128.0
2012-03-06 23:00:00	ES	Futures	1356.45	1356.45	1354.94	1355.19	4034.0
2012-03-06 00:00:00	NQ	Futures	3010.43	3014.19	3010.43	3013.61	781.0
2012-03-06 01:00:00	NQ	Futures	3013.32	3014.48	3009.86	3011.01	763.0
2012-03-06 02:00:00	NQ	Futures	3010.72	3011.3	3007.83	3009.57	1161.0
2012-03-06 03:00:00	NQ	Futures	3009.57	3011.59	3005.24	3007.83	5410.0
2012-03-06 04:00:00	NQ	Futures	3007.55	3009.86	3000.04	3003.5	5082.0
2012-03-06 05:00:00	NQ	Futures	3003.5	3004.08	2995.13	2998.02	4429.0
2012-03-06 06:00:00	NQ	Futures	2998.02	3000.33	2993.68	2995.71	3365.0
2012-03-06 07:00:00	NQ	Futures	2995.71	3001.19	2994.26	2999.17	3677.0
2012-03-06 08:00:00	NQ	Futures	2999.17	3000.61	2994.55	2997.15	9951.0
2012-03-06 09:00:00	NQ	Futures	2997.15	2997.44	2983.58	2985.02	55983.0
2012-03-06 10:00:00	NQ	Futures	2985.02	2987.62	2974.62	2981.55	54758.0
2012-03-06 11:00:00	NQ	Futures	2981.55	2995.13	2980.69	2984.44	36674.0
2012-03-06 12:00:00	NQ	Futures	2984.15	2988.49	2979.53	2985.6	21834.0
2012-03-06 13:00:00	NQ	Futures	2985.31	2990.51	2982.13	2985.89	21429.0
2012-03-06 14:00:00	NQ	Futures	2986.17	2989.06	2977.51	2981.27	17720.0
2012-03-06 15:00:00	NQ	Futures	2981.27	2994.84	2981.27	2990.51	28726.0
2012-03-06 16:00:00	NQ	Futures	2990.51	2994.55	2990.51	2991.66	8911.0
2012-03-06 17:00:00	NQ	Futures	2991.66	2992.82	2989.93	2992.82	295.0
2012-03-06 18:00:00	NQ	Futures	2993.68	2997.15	2992.53	2996.86	486.0
2012-03-06 19:00:00	NQ	Futures	2996.86	2998.02	2994.84	2996.86	708.0
2012-03-06 20:00:00	NQ	Futures	2996.86	3000.04	2996.86	2998.3	578.0
2012-03-06 21:00:00	NQ	Futures	2998.3	3000.61	2998.3	3000.04	333.0
2012-03-06 22:00:00	NQ	Futures	2999.75	3000.33	2998.3	2998.88	285.0
2012-03-06 23:00:00	NQ	Futures	2998.59	2998.59	2996.28	2996.86	194.0
2012-03-06 00:00:00	YM	Futures	12808.4	12824.3	12806.5	12823.3	360.0
2012-03-06 01:00:00	YM	Futures	12823.3	12827.3	12812.4	12816.4	437.0

> showing 50 of 1,491 rows — these rows as CSV

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