PREVIEW / futures_1hour / 2012-05-24

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-05-24.parquet
  size:    50 KB
  rows:    1,518

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
2012-05-24 00:00:00	ES	Futures	1328.67	1329.43	1326.4	1326.9	4358.0
2012-05-24 01:00:00	ES	Futures	1327.16	1330.7	1326.9	1330.19	5159.0
2012-05-24 02:00:00	ES	Futures	1329.94	1331.96	1326.65	1330.44	12568.0
2012-05-24 03:00:00	ES	Futures	1330.19	1330.44	1321.84	1323.11	63213.0
2012-05-24 04:00:00	ES	Futures	1323.11	1330.19	1321.59	1329.18	55280.0
2012-05-24 05:00:00	ES	Futures	1329.18	1336.52	1328.93	1335.5	53342.0
2012-05-24 06:00:00	ES	Futures	1335.5	1339.3	1335.25	1337.53	51393.0
2012-05-24 07:00:00	ES	Futures	1337.53	1337.78	1333.48	1334.24	40543.0
2012-05-24 08:00:00	ES	Futures	1334.24	1338.29	1331.96	1338.03	108746.0
2012-05-24 09:00:00	ES	Futures	1337.78	1339.05	1329.43	1331.46	276090.0
2012-05-24 10:00:00	ES	Futures	1331.71	1338.54	1329.94	1334.75	345287.0
2012-05-24 11:00:00	ES	Futures	1334.49	1338.54	1330.95	1331.71	194621.0
2012-05-24 12:00:00	ES	Futures	1331.71	1332.22	1327.16	1329.18	187157.0
2012-05-24 13:00:00	ES	Futures	1329.18	1331.96	1324.12	1324.63	172956.0
2012-05-24 14:00:00	ES	Futures	1324.37	1329.43	1323.87	1325.89	161500.0
2012-05-24 15:00:00	ES	Futures	1325.89	1335.0	1324.88	1335.0	271675.0
2012-05-24 16:00:00	ES	Futures	1335.0	1340.31	1334.75	1339.55	97925.0
2012-05-24 17:00:00	ES	Futures	1339.55	1339.81	1338.54	1338.54	2894.0
2012-05-24 18:00:00	ES	Futures	1338.79	1339.05	1336.77	1337.02	6185.0
2012-05-24 19:00:00	ES	Futures	1337.02	1337.78	1336.26	1337.53	4105.0
2012-05-24 20:00:00	ES	Futures	1337.28	1339.81	1337.02	1337.53	6525.0
2012-05-24 21:00:00	ES	Futures	1337.28	1339.05	1335.25	1336.01	9499.0
2012-05-24 22:00:00	ES	Futures	1336.26	1337.53	1334.24	1334.49	8757.0
2012-05-24 23:00:00	ES	Futures	1334.49	1334.49	1332.22	1333.23	9247.0
2012-05-24 00:00:00	NQ	Futures	2934.52	2935.39	2928.16	2929.02	557.0
2012-05-24 01:00:00	NQ	Futures	2929.31	2937.41	2929.02	2936.25	603.0
2012-05-24 02:00:00	NQ	Futures	2935.96	2939.72	2929.02	2937.12	1199.0
2012-05-24 03:00:00	NQ	Futures	2937.12	2937.41	2917.74	2920.35	6754.0
2012-05-24 04:00:00	NQ	Futures	2920.06	2935.39	2916.59	2932.49	5131.0
2012-05-24 05:00:00	NQ	Futures	2933.07	2947.82	2932.2	2946.95	4306.0
2012-05-24 06:00:00	NQ	Futures	2946.95	2956.21	2946.09	2952.45	4607.0
2012-05-24 07:00:00	NQ	Futures	2952.16	2953.03	2943.48	2944.93	3076.0
2012-05-24 08:00:00	NQ	Futures	2944.64	2954.76	2939.15	2953.61	9226.0
2012-05-24 09:00:00	NQ	Futures	2953.61	2957.08	2922.37	2927.58	42453.0
2012-05-24 10:00:00	NQ	Futures	2927.29	2947.82	2924.69	2937.99	40827.0
2012-05-24 11:00:00	NQ	Futures	2937.99	2947.24	2927.29	2929.6	24945.0
2012-05-24 12:00:00	NQ	Futures	2929.6	2930.76	2919.19	2924.69	25753.0
2012-05-24 13:00:00	NQ	Futures	2924.69	2931.92	2912.83	2913.12	26275.0
2012-05-24 14:00:00	NQ	Futures	2912.83	2923.53	2905.02	2905.89	31884.0
2012-05-24 15:00:00	NQ	Futures	2905.89	2927.0	2903.86	2926.42	44094.0
2012-05-24 16:00:00	NQ	Futures	2926.42	2938.57	2926.13	2937.7	9895.0
2012-05-24 17:00:00	NQ	Futures	2937.99	2937.99	2936.25	2936.25	191.0
2012-05-24 18:00:00	NQ	Futures	2935.67	2936.25	2932.49	2933.36	329.0
2012-05-24 19:00:00	NQ	Futures	2933.07	2934.81	2931.34	2933.65	295.0
2012-05-24 20:00:00	NQ	Futures	2933.65	2937.41	2932.2	2932.78	517.0
2012-05-24 21:00:00	NQ	Futures	2932.78	2936.25	2928.44	2929.31	752.0
2012-05-24 22:00:00	NQ	Futures	2929.02	2931.92	2923.82	2924.11	1138.0
2012-05-24 23:00:00	NQ	Futures	2923.82	2924.4	2921.21	2922.95	738.0
2012-05-24 00:00:00	YM	Futures	12399.9	12404.9	12379.0	12383.0	416.0
2012-05-24 01:00:00	YM	Futures	12384.0	12411.9	12383.0	12407.9	620.0

> showing 50 of 1,518 rows — these rows as CSV

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