PREVIEW / futures_1hour / 2012-05-16

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-05-16.parquet
  size:    51 KB
  rows:    1,524

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
2012-05-16 00:00:00	ES	Futures	1342.33	1342.84	1341.07	1341.83	12204.0
2012-05-16 01:00:00	ES	Futures	1342.08	1342.33	1340.06	1340.06	12906.0
2012-05-16 02:00:00	ES	Futures	1340.31	1341.07	1336.77	1339.81	32539.0
2012-05-16 03:00:00	ES	Futures	1339.55	1341.32	1336.52	1341.07	56489.0
2012-05-16 04:00:00	ES	Futures	1341.32	1345.62	1340.82	1343.85	61066.0
2012-05-16 05:00:00	ES	Futures	1343.85	1345.37	1341.32	1342.08	36299.0
2012-05-16 06:00:00	ES	Futures	1342.08	1346.38	1340.31	1344.61	48198.0
2012-05-16 07:00:00	ES	Futures	1344.36	1348.91	1343.09	1348.41	52264.0
2012-05-16 08:00:00	ES	Futures	1348.15	1352.96	1348.15	1349.67	101128.0
2012-05-16 09:00:00	ES	Futures	1349.67	1354.98	1347.39	1353.97	274815.0
2012-05-16 10:00:00	ES	Futures	1353.72	1355.74	1349.67	1350.43	282974.0
2012-05-16 11:00:00	ES	Futures	1350.43	1351.19	1344.86	1349.17	371758.0
2012-05-16 12:00:00	ES	Futures	1348.91	1349.17	1345.12	1345.88	135491.0
2012-05-16 13:00:00	ES	Futures	1345.62	1346.89	1341.07	1344.36	143948.0
2012-05-16 14:00:00	ES	Futures	1344.36	1347.65	1339.05	1343.85	275385.0
2012-05-16 15:00:00	ES	Futures	1344.11	1344.61	1338.03	1338.79	261293.0
2012-05-16 16:00:00	ES	Futures	1338.79	1339.55	1337.53	1339.05	75652.0
2012-05-16 17:00:00	ES	Futures	1339.05	1339.81	1337.53	1337.78	2011.0
2012-05-16 18:00:00	ES	Futures	1337.02	1339.55	1336.52	1339.05	5907.0
2012-05-16 19:00:00	ES	Futures	1339.05	1341.83	1339.05	1341.58	7490.0
2012-05-16 20:00:00	ES	Futures	1341.58	1344.36	1341.32	1344.11	13107.0
2012-05-16 21:00:00	ES	Futures	1344.11	1344.86	1342.59	1343.85	9646.0
2012-05-16 22:00:00	ES	Futures	1343.85	1343.85	1342.08	1343.09	4354.0
2012-05-16 23:00:00	ES	Futures	1343.09	1344.36	1342.84	1343.09	3994.0
2012-05-16 00:00:00	NQ	Futures	2976.74	2977.9	2973.85	2976.16	866.0
2012-05-16 01:00:00	NQ	Futures	2975.87	2977.32	2972.4	2972.69	658.0
2012-05-16 02:00:00	NQ	Futures	2972.4	2973.85	2965.75	2970.96	2907.0
2012-05-16 03:00:00	NQ	Futures	2970.67	2977.03	2966.33	2976.16	6316.0
2012-05-16 04:00:00	NQ	Futures	2976.45	2986.28	2975.58	2983.39	5092.0
2012-05-16 05:00:00	NQ	Futures	2983.68	2988.02	2977.03	2978.77	3127.0
2012-05-16 06:00:00	NQ	Futures	2978.48	2988.31	2975.58	2986.28	3335.0
2012-05-16 07:00:00	NQ	Futures	2986.28	2993.51	2983.39	2992.94	3662.0
2012-05-16 08:00:00	NQ	Futures	2992.65	3002.48	2991.78	2993.51	7127.0
2012-05-16 09:00:00	NQ	Futures	2993.23	3003.06	2983.68	2998.43	35895.0
2012-05-16 10:00:00	NQ	Futures	2998.72	3002.48	2988.31	2994.38	37218.0
2012-05-16 11:00:00	NQ	Futures	2994.67	2996.12	2976.45	2986.0	52177.0
2012-05-16 12:00:00	NQ	Futures	2985.71	2986.86	2978.77	2979.92	16995.0
2012-05-16 13:00:00	NQ	Futures	2980.21	2983.39	2959.68	2968.35	26957.0
2012-05-16 14:00:00	NQ	Futures	2968.64	2975.01	2957.08	2971.25	33894.0
2012-05-16 15:00:00	NQ	Futures	2971.25	2971.82	2957.65	2962.28	35058.0
2012-05-16 16:00:00	NQ	Futures	2962.57	2964.59	2958.52	2961.7	6422.0
2012-05-16 17:00:00	NQ	Futures	2961.99	2962.28	2958.52	2959.1	198.0
2012-05-16 18:00:00	NQ	Futures	2957.65	2961.7	2955.92	2959.97	785.0
2012-05-16 19:00:00	NQ	Futures	2960.55	2965.75	2960.26	2965.75	485.0
2012-05-16 20:00:00	NQ	Futures	2965.17	2971.25	2964.88	2969.8	907.0
2012-05-16 21:00:00	NQ	Futures	2970.38	2972.4	2966.91	2969.51	700.0
2012-05-16 22:00:00	NQ	Futures	2969.22	2969.22	2965.46	2967.2	498.0
2012-05-16 23:00:00	NQ	Futures	2967.49	2970.38	2966.91	2968.35	561.0
2012-05-16 00:00:00	YM	Futures	12547.4	12548.4	12535.4	12541.4	483.0
2012-05-16 01:00:00	YM	Futures	12540.4	12543.4	12527.5	12527.5	635.0

> showing 50 of 1,524 rows — these rows as CSV

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