PREVIEW / futures_1hour / 2012-05-17

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-05-17.parquet
  size:    51 KB
  rows:    1,516

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
2012-05-17 00:00:00	ES	Futures	1343.09	1345.88	1342.84	1345.37	8245.0
2012-05-17 01:00:00	ES	Futures	1345.37	1346.64	1345.12	1345.62	7957.0
2012-05-17 02:00:00	ES	Futures	1345.37	1346.64	1343.35	1344.11	11702.0
2012-05-17 03:00:00	ES	Futures	1344.11	1344.86	1340.82	1342.08	43244.0
2012-05-17 04:00:00	ES	Futures	1341.83	1345.12	1340.31	1344.11	34298.0
2012-05-17 05:00:00	ES	Futures	1344.11	1344.36	1340.31	1341.58	30704.0
2012-05-17 06:00:00	ES	Futures	1341.58	1342.33	1337.78	1339.05	45378.0
2012-05-17 07:00:00	ES	Futures	1339.05	1339.81	1331.71	1334.24	97901.0
2012-05-17 08:00:00	ES	Futures	1334.24	1340.31	1333.99	1340.31	101789.0
2012-05-17 09:00:00	ES	Futures	1340.06	1340.56	1332.97	1335.5	292152.0
2012-05-17 10:00:00	ES	Futures	1335.76	1337.53	1328.17	1335.25	569183.0
2012-05-17 11:00:00	ES	Futures	1335.0	1336.77	1328.67	1330.95	365071.0
2012-05-17 12:00:00	ES	Futures	1330.95	1330.95	1324.37	1328.42	333210.0
2012-05-17 13:00:00	ES	Futures	1328.42	1333.23	1327.41	1329.18	178184.0
2012-05-17 14:00:00	ES	Futures	1329.18	1329.43	1325.13	1326.65	153282.0
2012-05-17 15:00:00	ES	Futures	1326.65	1328.17	1318.05	1318.3	419087.0
2012-05-17 16:00:00	ES	Futures	1318.3	1319.31	1315.27	1318.55	154518.0
2012-05-17 17:00:00	ES	Futures	1318.55	1320.58	1317.54	1319.82	6062.0
2012-05-17 18:00:00	ES	Futures	1319.57	1320.58	1316.78	1318.3	9482.0
2012-05-17 19:00:00	ES	Futures	1318.55	1320.58	1318.05	1319.82	4729.0
2012-05-17 20:00:00	ES	Futures	1320.07	1320.07	1318.3	1318.3	9735.0
2012-05-17 21:00:00	ES	Futures	1318.55	1319.06	1316.78	1318.3	10712.0
2012-05-17 22:00:00	ES	Futures	1318.3	1319.57	1317.04	1317.54	4792.0
2012-05-17 23:00:00	ES	Futures	1317.54	1318.55	1317.04	1317.29	5323.0
2012-05-17 00:00:00	NQ	Futures	2968.35	2972.98	2968.35	2972.11	1072.0
2012-05-17 01:00:00	NQ	Futures	2972.4	2974.14	2971.54	2972.69	686.0
2012-05-17 02:00:00	NQ	Futures	2972.4	2974.14	2967.49	2969.8	1100.0
2012-05-17 03:00:00	NQ	Futures	2969.22	2970.67	2961.99	2963.15	4508.0
2012-05-17 04:00:00	NQ	Futures	2962.86	2970.96	2959.68	2968.07	4271.0
2012-05-17 05:00:00	NQ	Futures	2968.07	2968.07	2959.97	2961.99	3148.0
2012-05-17 06:00:00	NQ	Futures	2961.99	2963.15	2955.05	2956.79	4163.0
2012-05-17 07:00:00	NQ	Futures	2956.5	2958.81	2942.62	2948.11	6979.0
2012-05-17 08:00:00	NQ	Futures	2948.4	2963.15	2947.53	2962.57	10527.0
2012-05-17 09:00:00	NQ	Futures	2962.28	2968.93	2946.38	2954.18	47045.0
2012-05-17 10:00:00	NQ	Futures	2953.61	2959.68	2940.3	2947.82	66035.0
2012-05-17 11:00:00	NQ	Futures	2947.82	2949.85	2930.76	2933.65	45541.0
2012-05-17 12:00:00	NQ	Futures	2933.65	2935.39	2921.5	2931.63	37622.0
2012-05-17 13:00:00	NQ	Futures	2931.92	2944.93	2929.02	2933.07	26362.0
2012-05-17 14:00:00	NQ	Futures	2933.07	2933.07	2918.32	2922.37	23006.0
2012-05-17 15:00:00	NQ	Futures	2922.08	2927.87	2900.39	2900.39	50210.0
2012-05-17 16:00:00	NQ	Futures	2900.39	2904.44	2897.79	2902.71	13759.0
2012-05-17 17:00:00	NQ	Futures	2902.71	2906.47	2901.84	2906.18	510.0
2012-05-17 18:00:00	NQ	Futures	2904.44	2906.47	2900.1	2903.28	550.0
2012-05-17 19:00:00	NQ	Futures	2903.0	2907.33	2902.13	2906.47	304.0
2012-05-17 20:00:00	NQ	Futures	2906.47	2907.04	2903.28	2903.28	926.0
2012-05-17 21:00:00	NQ	Futures	2903.28	2904.44	2900.1	2904.15	864.0
2012-05-17 22:00:00	NQ	Futures	2904.15	2905.89	2900.39	2901.26	587.0
2012-05-17 23:00:00	NQ	Futures	2901.26	2903.0	2899.52	2899.52	429.0
2012-05-17 00:00:00	YM	Futures	12573.3	12592.2	12573.3	12591.2	333.0
2012-05-17 01:00:00	YM	Futures	12590.2	12597.2	12587.2	12590.2	384.0

> showing 50 of 1,516 rows — these rows as CSV

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