PREVIEW / futures_1hour / 2012-06-06

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-06-06.parquet
  size:    51 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
2012-06-06 00:00:00	ES	Futures	1309.95	1310.46	1308.44	1309.95	5091.0
2012-06-06 01:00:00	ES	Futures	1310.21	1310.46	1306.92	1307.42	6200.0
2012-06-06 02:00:00	ES	Futures	1307.68	1307.93	1306.16	1307.42	12823.0
2012-06-06 03:00:00	ES	Futures	1307.68	1312.74	1305.15	1311.98	51228.0
2012-06-06 04:00:00	ES	Futures	1311.98	1315.77	1310.96	1314.25	55180.0
2012-06-06 05:00:00	ES	Futures	1314.25	1314.76	1311.98	1312.23	27557.0
2012-06-06 06:00:00	ES	Futures	1312.23	1315.77	1311.22	1314.51	40567.0
2012-06-06 07:00:00	ES	Futures	1314.51	1316.28	1310.96	1312.99	77102.0
2012-06-06 08:00:00	ES	Futures	1312.99	1313.75	1305.15	1306.66	184128.0
2012-06-06 09:00:00	ES	Futures	1306.41	1317.54	1306.16	1316.28	365884.0
2012-06-06 10:00:00	ES	Futures	1316.02	1320.07	1315.01	1319.57	355326.0
2012-06-06 11:00:00	ES	Futures	1319.57	1324.37	1318.81	1322.6	331254.0
2012-06-06 12:00:00	ES	Futures	1322.86	1326.4	1322.6	1324.63	242043.0
2012-06-06 13:00:00	ES	Futures	1324.63	1325.13	1322.35	1322.6	121268.0
2012-06-06 14:00:00	ES	Futures	1322.6	1325.13	1320.58	1324.12	177986.0
2012-06-06 15:00:00	ES	Futures	1324.12	1330.19	1322.35	1330.19	376515.0
2012-06-06 16:00:00	ES	Futures	1329.94	1331.96	1329.18	1330.7	153894.0
2012-06-06 17:00:00	ES	Futures	1330.7	1331.96	1330.44	1331.96	2755.0
2012-06-06 18:00:00	ES	Futures	1331.71	1333.99	1330.95	1332.97	7886.0
2012-06-06 19:00:00	ES	Futures	1332.97	1333.23	1331.71	1332.97	3337.0
2012-06-06 20:00:00	ES	Futures	1332.97	1334.75	1332.47	1333.23	15318.0
2012-06-06 21:00:00	ES	Futures	1333.23	1335.76	1332.47	1335.25	11912.0
2012-06-06 22:00:00	ES	Futures	1335.25	1336.52	1333.23	1333.99	11718.0
2012-06-06 23:00:00	ES	Futures	1334.24	1335.76	1333.73	1335.0	5495.0
2012-06-06 00:00:00	NQ	Futures	2898.08	2899.81	2895.77	2898.37	594.0
2012-06-06 01:00:00	NQ	Futures	2898.37	2899.52	2892.58	2893.45	489.0
2012-06-06 02:00:00	NQ	Futures	2893.45	2894.9	2890.85	2893.16	1180.0
2012-06-06 03:00:00	NQ	Futures	2894.03	2906.47	2888.82	2904.73	6127.0
2012-06-06 04:00:00	NQ	Futures	2904.73	2912.25	2902.13	2908.2	5571.0
2012-06-06 05:00:00	NQ	Futures	2908.2	2910.23	2905.02	2905.31	3578.0
2012-06-06 06:00:00	NQ	Futures	2905.02	2912.25	2903.28	2910.23	4117.0
2012-06-06 07:00:00	NQ	Futures	2909.94	2915.72	2904.73	2908.2	9008.0
2012-06-06 08:00:00	NQ	Futures	2908.49	2909.94	2894.03	2896.34	16521.0
2012-06-06 09:00:00	NQ	Futures	2896.34	2922.66	2895.48	2919.77	47152.0
2012-06-06 10:00:00	NQ	Futures	2919.77	2934.81	2917.74	2933.07	42494.0
2012-06-06 11:00:00	NQ	Futures	2932.78	2937.99	2928.16	2934.23	29496.0
2012-06-06 12:00:00	NQ	Futures	2934.52	2942.04	2933.65	2939.43	17744.0
2012-06-06 13:00:00	NQ	Futures	2939.43	2940.01	2931.92	2932.78	12743.0
2012-06-06 14:00:00	NQ	Futures	2932.78	2938.57	2927.29	2935.1	17385.0
2012-06-06 15:00:00	NQ	Futures	2935.1	2944.93	2929.89	2943.48	35111.0
2012-06-06 16:00:00	NQ	Futures	2943.77	2953.03	2942.04	2949.56	12514.0
2012-06-06 17:00:00	NQ	Futures	2949.85	2952.74	2949.56	2952.74	399.0
2012-06-06 18:00:00	NQ	Futures	2952.45	2955.63	2950.13	2954.18	620.0
2012-06-06 19:00:00	NQ	Futures	2954.47	2954.47	2951.29	2953.89	365.0
2012-06-06 20:00:00	NQ	Futures	2954.18	2958.23	2953.03	2954.76	748.0
2012-06-06 21:00:00	NQ	Futures	2954.47	2960.84	2953.32	2959.97	1059.0
2012-06-06 22:00:00	NQ	Futures	2959.97	2961.41	2955.92	2957.65	758.0
2012-06-06 23:00:00	NQ	Futures	2957.36	2961.7	2956.79	2960.84	4164.0
2012-06-06 00:00:00	YM	Futures	12149.9	12154.9	12138.9	12149.9	446.0
2012-06-06 01:00:00	YM	Futures	12151.9	12153.9	12129.9	12132.9	488.0

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

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