PREVIEW / futures_1hour / 2012-11-21

all futures 1-hour files

  file:    by_date/futures_1hour/2012/2012-11-21.parquet
  size:    46 KB
  rows:    1,412

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
2012-11-21 00:00:00	ES	Futures	1408.12	1412.2	1407.86	1411.44	8493.0
2012-11-21 01:00:00	ES	Futures	1411.69	1412.2	1410.67	1411.44	3891.0
2012-11-21 02:00:00	ES	Futures	1411.18	1413.74	1409.39	1413.23	12779.0
2012-11-21 03:00:00	ES	Futures	1413.23	1414.25	1411.18	1413.74	23583.0
2012-11-21 04:00:00	ES	Futures	1413.74	1416.8	1413.74	1414.76	20022.0
2012-11-21 05:00:00	ES	Futures	1414.5	1415.52	1412.46	1415.27	19312.0
2012-11-21 06:00:00	ES	Futures	1415.27	1418.08	1415.01	1417.82	23492.0
2012-11-21 07:00:00	ES	Futures	1417.82	1418.33	1414.76	1416.55	22227.0
2012-11-21 08:00:00	ES	Futures	1416.55	1418.59	1415.78	1418.33	32870.0
2012-11-21 09:00:00	ES	Futures	1418.08	1419.36	1414.76	1418.33	153253.0
2012-11-21 10:00:00	ES	Futures	1418.33	1418.59	1413.74	1415.52	186906.0
2012-11-21 11:00:00	ES	Futures	1415.52	1417.31	1414.76	1415.52	123364.0
2012-11-21 12:00:00	ES	Futures	1415.52	1419.36	1415.27	1418.33	118150.0
2012-11-21 13:00:00	ES	Futures	1418.33	1419.36	1417.31	1418.59	41036.0
2012-11-21 14:00:00	ES	Futures	1418.85	1419.36	1416.55	1417.82	48469.0
2012-11-21 15:00:00	ES	Futures	1417.82	1419.36	1416.8	1418.85	103781.0
2012-11-21 16:00:00	ES	Futures	1418.85	1420.12	1418.08	1419.36	53224.0
2012-11-21 17:00:00	ES	Futures	1419.36	1419.87	1419.1	1419.61	422.0
2012-11-21 18:00:00	ES	Futures	1419.36	1423.19	1419.1	1421.4	6602.0
2012-11-21 19:00:00	ES	Futures	1421.4	1422.42	1420.89	1422.42	5089.0
2012-11-21 20:00:00	ES	Futures	1422.17	1423.19	1421.4	1422.93	5243.0
2012-11-21 21:00:00	ES	Futures	1422.93	1423.19	1422.17	1422.93	2290.0
2012-11-21 22:00:00	ES	Futures	1423.19	1423.44	1422.17	1422.17	2461.0
2012-11-21 23:00:00	ES	Futures	1422.17	1422.42	1420.63	1420.89	2812.0
2012-11-21 00:00:00	NQ	Futures	2997.88	3003.11	2995.26	3001.94	1557.0
2012-11-21 01:00:00	NQ	Futures	3001.65	3003.4	3000.49	3001.65	405.0
2012-11-21 02:00:00	NQ	Futures	3001.65	3007.76	2998.17	3006.59	1288.0
2012-11-21 03:00:00	NQ	Futures	3006.3	3008.05	3001.36	3007.47	2089.0
2012-11-21 04:00:00	NQ	Futures	3007.47	3014.15	3007.47	3009.5	1900.0
2012-11-21 05:00:00	NQ	Futures	3009.21	3012.11	3004.27	3010.95	2222.0
2012-11-21 06:00:00	NQ	Futures	3010.95	3017.05	3010.37	3016.18	2665.0
2012-11-21 07:00:00	NQ	Futures	3015.89	3017.35	3012.7	3015.31	2381.0
2012-11-21 08:00:00	NQ	Futures	3015.31	3019.09	3014.15	3019.09	4591.0
2012-11-21 09:00:00	NQ	Futures	3018.8	3024.32	3012.7	3021.99	28884.0
2012-11-21 10:00:00	NQ	Futures	3021.7	3021.99	3004.56	3010.08	33669.0
2012-11-21 11:00:00	NQ	Futures	3010.37	3017.35	3009.21	3013.28	21413.0
2012-11-21 12:00:00	NQ	Futures	3013.57	3023.16	3012.99	3020.54	16054.0
2012-11-21 13:00:00	NQ	Futures	3020.54	3022.58	3016.18	3021.12	8555.0
2012-11-21 14:00:00	NQ	Futures	3020.83	3024.03	3019.96	3022.58	8086.0
2012-11-21 15:00:00	NQ	Futures	3022.58	3023.74	3017.05	3019.96	18114.0
2012-11-21 16:00:00	NQ	Futures	3019.96	3022.58	3019.09	3022.28	2890.0
2012-11-21 17:00:00	NQ	Futures	3022.58	3022.58	3020.54	3020.54	58.0
2012-11-21 18:00:00	NQ	Futures	3019.96	3025.19	3019.67	3024.03	248.0
2012-11-21 19:00:00	NQ	Futures	3024.32	3024.9	3023.16	3024.32	457.0
2012-11-21 20:00:00	NQ	Futures	3024.03	3027.22	3023.74	3026.93	489.0
2012-11-21 21:00:00	NQ	Futures	3026.93	3028.97	3026.06	3028.39	318.0
2012-11-21 22:00:00	NQ	Futures	3028.68	3029.26	3025.77	3025.77	265.0
2012-11-21 23:00:00	NQ	Futures	3025.48	3026.35	3024.03	3024.61	378.0
2012-11-21 00:00:00	YM	Futures	12707.5	12736.6	12703.5	12731.6	1425.0
2012-11-21 01:00:00	YM	Futures	12731.6	12739.6	12728.6	12731.6	1272.0

> showing 50 of 1,412 rows — these rows as CSV

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