PREVIEW / futures_1hour / 2012-07-11

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-07-11.parquet
  size:    49 KB
  rows:    1,497

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
2012-07-11 00:00:00	ES	Futures	1357.87	1359.14	1357.87	1358.89	2368.0
2012-07-11 01:00:00	ES	Futures	1358.89	1360.16	1358.89	1360.16	3979.0
2012-07-11 02:00:00	ES	Futures	1360.16	1360.42	1359.14	1359.14	5746.0
2012-07-11 03:00:00	ES	Futures	1359.14	1361.94	1357.62	1359.65	26933.0
2012-07-11 04:00:00	ES	Futures	1359.65	1362.96	1358.38	1362.45	22675.0
2012-07-11 05:00:00	ES	Futures	1362.7	1362.7	1360.92	1361.18	17336.0
2012-07-11 06:00:00	ES	Futures	1361.18	1364.48	1360.42	1363.98	24555.0
2012-07-11 07:00:00	ES	Futures	1363.72	1365.5	1361.18	1361.69	29165.0
2012-07-11 08:00:00	ES	Futures	1361.69	1361.94	1359.4	1359.91	41573.0
2012-07-11 09:00:00	ES	Futures	1359.91	1362.2	1356.6	1360.42	204433.0
2012-07-11 10:00:00	ES	Futures	1360.16	1362.96	1356.09	1356.09	252237.0
2012-07-11 11:00:00	ES	Futures	1356.09	1360.16	1355.84	1359.65	221271.0
2012-07-11 12:00:00	ES	Futures	1359.4	1361.94	1359.14	1361.18	150647.0
2012-07-11 13:00:00	ES	Futures	1361.18	1361.43	1357.62	1360.42	97379.0
2012-07-11 14:00:00	ES	Futures	1360.16	1361.94	1350.5	1353.04	358725.0
2012-07-11 15:00:00	ES	Futures	1353.04	1362.45	1353.04	1358.89	355987.0
2012-07-11 16:00:00	ES	Futures	1358.64	1361.43	1358.13	1360.67	63288.0
2012-07-11 17:00:00	ES	Futures	1360.92	1362.45	1360.67	1362.2	2430.0
2012-07-11 18:00:00	ES	Futures	1362.2	1362.2	1360.42	1361.18	3141.0
2012-07-11 19:00:00	ES	Futures	1361.18	1361.94	1360.67	1361.43	1985.0
2012-07-11 20:00:00	ES	Futures	1361.43	1361.43	1359.65	1360.42	3302.0
2012-07-11 21:00:00	ES	Futures	1360.42	1360.92	1356.86	1356.86	11933.0
2012-07-11 22:00:00	ES	Futures	1357.11	1358.38	1356.6	1357.62	8431.0
2012-07-11 23:00:00	ES	Futures	1357.62	1358.89	1357.11	1358.13	4190.0
2012-07-11 00:00:00	NQ	Futures	2988.71	2991.61	2988.71	2990.45	305.0
2012-07-11 01:00:00	NQ	Futures	2991.03	2993.93	2990.74	2993.35	338.0
2012-07-11 02:00:00	NQ	Futures	2993.35	2993.93	2989.29	2989.58	1020.0
2012-07-11 03:00:00	NQ	Futures	2989.58	2995.67	2986.1	2990.16	2639.0
2012-07-11 04:00:00	NQ	Futures	2990.16	2997.41	2987.26	2996.83	2256.0
2012-07-11 05:00:00	NQ	Futures	2997.12	2997.41	2992.77	2993.64	1409.0
2012-07-11 06:00:00	NQ	Futures	2993.35	3000.89	2991.03	2999.15	1976.0
2012-07-11 07:00:00	NQ	Futures	2999.15	3002.34	2993.35	2993.93	2710.0
2012-07-11 08:00:00	NQ	Futures	2994.22	2994.51	2986.68	2988.13	5794.0
2012-07-11 09:00:00	NQ	Futures	2988.13	2991.32	2975.38	2982.34	27917.0
2012-07-11 10:00:00	NQ	Futures	2982.34	2994.22	2972.48	2973.35	30771.0
2012-07-11 11:00:00	NQ	Futures	2973.06	2980.02	2970.16	2976.83	23092.0
2012-07-11 12:00:00	NQ	Futures	2977.12	2980.89	2971.9	2976.54	18621.0
2012-07-11 13:00:00	NQ	Futures	2976.25	2976.54	2964.36	2972.19	15945.0
2012-07-11 14:00:00	NQ	Futures	2972.19	2975.38	2948.71	2956.25	45376.0
2012-07-11 15:00:00	NQ	Futures	2956.25	2981.76	2956.25	2973.35	39204.0
2012-07-11 16:00:00	NQ	Futures	2973.35	2976.54	2970.16	2975.38	6114.0
2012-07-11 17:00:00	NQ	Futures	2975.38	2979.73	2975.09	2979.73	268.0
2012-07-11 18:00:00	NQ	Futures	2979.15	2979.15	2974.8	2975.67	259.0
2012-07-11 19:00:00	NQ	Futures	2975.96	2977.7	2975.09	2977.12	240.0
2012-07-11 20:00:00	NQ	Futures	2977.12	2977.12	2973.06	2973.93	280.0
2012-07-11 21:00:00	NQ	Futures	2974.22	2975.67	2966.68	2967.26	983.0
2012-07-11 22:00:00	NQ	Futures	2967.26	2970.45	2966.1	2969.0	625.0
2012-07-11 23:00:00	NQ	Futures	2968.71	2971.61	2967.84	2969.29	506.0
2012-07-11 00:00:00	YM	Futures	12502.6	12512.6	12502.6	12509.6	244.0
2012-07-11 01:00:00	YM	Futures	12511.6	12520.5	12509.6	12519.5	270.0

> showing 50 of 1,497 rows — these rows as CSV

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