PREVIEW / futures_1hour / 2012-05-23

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-05-23.parquet
  size:    51 KB
  rows:    1,515

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
2012-05-23 00:00:00	ES	Futures	1324.37	1325.39	1323.11	1324.37	4368.0
2012-05-23 01:00:00	ES	Futures	1324.12	1324.63	1322.1	1323.61	6414.0
2012-05-23 02:00:00	ES	Futures	1323.61	1326.65	1322.86	1325.89	15599.0
2012-05-23 03:00:00	ES	Futures	1325.89	1328.93	1324.63	1325.89	43731.0
2012-05-23 04:00:00	ES	Futures	1325.89	1326.65	1321.08	1322.6	51908.0
2012-05-23 05:00:00	ES	Futures	1322.86	1322.86	1320.33	1320.33	36739.0
2012-05-23 06:00:00	ES	Futures	1320.33	1321.84	1319.31	1321.34	30345.0
2012-05-23 07:00:00	ES	Futures	1321.34	1323.36	1320.33	1322.6	34778.0
2012-05-23 08:00:00	ES	Futures	1322.6	1324.63	1317.8	1323.61	86596.0
2012-05-23 09:00:00	ES	Futures	1323.61	1325.13	1318.81	1323.36	269666.0
2012-05-23 10:00:00	ES	Futures	1323.36	1326.14	1311.22	1313.49	526275.0
2012-05-23 11:00:00	ES	Futures	1313.49	1317.04	1311.72	1312.74	274314.0
2012-05-23 12:00:00	ES	Futures	1312.99	1314.51	1309.45	1312.74	183086.0
2012-05-23 13:00:00	ES	Futures	1312.74	1319.82	1312.48	1319.06	185437.0
2012-05-23 14:00:00	ES	Futures	1319.06	1322.86	1313.24	1322.35	221940.0
2012-05-23 15:00:00	ES	Futures	1322.35	1334.75	1320.33	1332.72	428604.0
2012-05-23 16:00:00	ES	Futures	1332.47	1333.23	1329.69	1329.94	86818.0
2012-05-23 17:00:00	ES	Futures	1330.19	1331.71	1330.19	1331.46	1868.0
2012-05-23 18:00:00	ES	Futures	1331.71	1331.96	1330.19	1331.2	4315.0
2012-05-23 19:00:00	ES	Futures	1331.2	1331.71	1324.12	1324.88	21655.0
2012-05-23 20:00:00	ES	Futures	1325.13	1329.69	1324.37	1327.91	13479.0
2012-05-23 21:00:00	ES	Futures	1327.91	1331.46	1327.41	1330.44	8296.0
2012-05-23 22:00:00	ES	Futures	1330.19	1331.96	1327.16	1330.44	11458.0
2012-05-23 23:00:00	ES	Futures	1330.44	1330.95	1328.42	1328.93	4595.0
2012-05-23 00:00:00	NQ	Futures	2922.66	2924.11	2919.77	2921.5	382.0
2012-05-23 01:00:00	NQ	Futures	2921.5	2922.08	2917.46	2919.77	527.0
2012-05-23 02:00:00	NQ	Futures	2920.35	2925.84	2918.9	2924.97	1349.0
2012-05-23 03:00:00	NQ	Futures	2924.69	2930.47	2920.93	2924.97	6051.0
2012-05-23 04:00:00	NQ	Futures	2924.4	2926.42	2913.41	2918.03	4594.0
2012-05-23 05:00:00	NQ	Futures	2917.46	2919.19	2911.09	2911.09	3755.0
2012-05-23 06:00:00	NQ	Futures	2911.09	2913.7	2908.2	2913.12	3715.0
2012-05-23 07:00:00	NQ	Futures	2912.83	2916.59	2910.51	2916.3	2965.0
2012-05-23 08:00:00	NQ	Futures	2916.01	2919.19	2906.47	2918.03	9862.0
2012-05-23 09:00:00	NQ	Futures	2918.32	2923.82	2903.0	2921.21	45798.0
2012-05-23 10:00:00	NQ	Futures	2920.64	2926.71	2895.77	2900.39	64027.0
2012-05-23 11:00:00	NQ	Futures	2900.39	2908.49	2893.74	2895.48	30343.0
2012-05-23 12:00:00	NQ	Futures	2895.48	2903.0	2889.11	2897.79	20941.0
2012-05-23 13:00:00	NQ	Futures	2898.08	2917.46	2897.5	2916.59	18757.0
2012-05-23 14:00:00	NQ	Futures	2916.88	2923.24	2900.39	2921.5	29100.0
2012-05-23 15:00:00	NQ	Futures	2921.5	2952.45	2915.43	2944.64	54942.0
2012-05-23 16:00:00	NQ	Futures	2944.64	2945.8	2935.96	2937.12	10631.0
2012-05-23 17:00:00	NQ	Futures	2936.83	2940.3	2936.54	2939.72	134.0
2012-05-23 18:00:00	NQ	Futures	2939.72	2940.59	2938.28	2939.43	380.0
2012-05-23 19:00:00	NQ	Futures	2939.72	2942.04	2927.29	2928.44	1471.0
2012-05-23 20:00:00	NQ	Futures	2928.44	2937.99	2927.29	2933.65	1271.0
2012-05-23 21:00:00	NQ	Futures	2933.65	2940.01	2933.65	2938.28	883.0
2012-05-23 22:00:00	NQ	Futures	2937.99	2940.3	2931.34	2937.12	1011.0
2012-05-23 23:00:00	NQ	Futures	2937.12	2937.99	2933.65	2934.81	526.0
2012-05-23 00:00:00	YM	Futures	12378.0	12386.0	12368.1	12377.0	572.0
2012-05-23 01:00:00	YM	Futures	12377.0	12380.0	12363.1	12373.0	412.0

> showing 50 of 1,515 rows — these rows as CSV

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