PREVIEW / futures_1hour / 2014-01-17

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-01-17.parquet
  size:    42 KB
  rows:    1,271

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
2014-01-17 00:00:00	ES	Futures	1901.88	1902.39	1901.36	1901.36	2015.0
2014-01-17 01:00:00	ES	Futures	1901.36	1902.39	1901.1	1902.14	1695.0
2014-01-17 02:00:00	ES	Futures	1902.14	1902.39	1900.07	1900.84	5454.0
2014-01-17 03:00:00	ES	Futures	1900.84	1902.14	1900.07	1901.36	16651.0
2014-01-17 04:00:00	ES	Futures	1901.1	1902.65	1900.58	1902.65	8613.0
2014-01-17 05:00:00	ES	Futures	1902.65	1906.53	1902.65	1905.24	21911.0
2014-01-17 06:00:00	ES	Futures	1905.24	1906.27	1904.98	1906.27	9331.0
2014-01-17 07:00:00	ES	Futures	1906.02	1906.27	1903.43	1903.69	20446.0
2014-01-17 08:00:00	ES	Futures	1903.69	1903.95	1899.81	1901.62	43062.0
2014-01-17 09:00:00	ES	Futures	1901.62	1902.65	1897.22	1899.55	215387.0
2014-01-17 10:00:00	ES	Futures	1899.55	1901.88	1897.74	1901.62	130919.0
2014-01-17 11:00:00	ES	Futures	1901.88	1903.43	1901.36	1902.39	87044.0
2014-01-17 12:00:00	ES	Futures	1902.65	1904.21	1901.88	1901.88	56886.0
2014-01-17 13:00:00	ES	Futures	1902.14	1902.65	1898.26	1900.33	99471.0
2014-01-17 14:00:00	ES	Futures	1900.58	1901.36	1898.0	1898.77	70170.0
2014-01-17 15:00:00	ES	Futures	1899.03	1900.07	1892.57	1895.67	260462.0
2014-01-17 16:00:00	ES	Futures	1895.41	1898.0	1894.64	1897.22	88432.0
2014-01-17 17:00:00	ES	Futures	1897.22	1897.48	1896.96	1897.22	2241.0
2014-01-17 00:00:00	NQ	Futures	4184.7	4185.86	4183.53	4184.12	330.0
2014-01-17 01:00:00	NQ	Futures	4184.12	4185.86	4182.95	4184.99	231.0
2014-01-17 02:00:00	NQ	Futures	4185.57	4185.86	4180.63	4182.95	385.0
2014-01-17 03:00:00	NQ	Futures	4182.95	4185.86	4181.21	4182.95	1575.0
2014-01-17 04:00:00	NQ	Futures	4182.95	4186.44	4181.21	4186.44	941.0
2014-01-17 05:00:00	NQ	Futures	4186.73	4196.32	4186.73	4193.13	2924.0
2014-01-17 06:00:00	NQ	Futures	4193.13	4194.87	4192.26	4193.42	1604.0
2014-01-17 07:00:00	NQ	Futures	4193.42	4193.42	4186.73	4187.6	3507.0
2014-01-17 08:00:00	NQ	Futures	4187.31	4187.6	4176.56	4181.21	6715.0
2014-01-17 09:00:00	NQ	Futures	4181.21	4185.28	4168.71	4175.98	40154.0
2014-01-17 10:00:00	NQ	Futures	4175.69	4183.83	4171.33	4182.95	26565.0
2014-01-17 11:00:00	NQ	Futures	4182.95	4186.44	4180.92	4184.12	13284.0
2014-01-17 12:00:00	NQ	Futures	4184.41	4189.93	4182.08	4182.08	10678.0
2014-01-17 13:00:00	NQ	Futures	4182.08	4184.7	4172.2	4176.56	16197.0
2014-01-17 14:00:00	NQ	Futures	4176.56	4178.01	4171.62	4172.78	12191.0
2014-01-17 15:00:00	NQ	Futures	4173.07	4175.1	4155.92	4166.09	45954.0
2014-01-17 16:00:00	NQ	Futures	4166.09	4169.58	4164.93	4168.13	6150.0
2014-01-17 17:00:00	NQ	Futures	4167.55	4168.13	4166.97	4167.84	143.0
2014-01-17 00:00:00	YM	Futures	16764.3	16767.4	16757.1	16760.2	277.0
2014-01-17 01:00:00	YM	Futures	16759.2	16764.3	16754.1	16763.3	265.0
2014-01-17 02:00:00	YM	Futures	16765.3	16766.4	16742.8	16753.0	958.0
2014-01-17 03:00:00	YM	Futures	16753.0	16763.3	16746.9	16752.0	1991.0
2014-01-17 04:00:00	YM	Futures	16753.0	16761.2	16746.9	16761.2	1145.0
2014-01-17 05:00:00	YM	Futures	16761.2	16798.2	16761.2	16783.8	3302.0
2014-01-17 06:00:00	YM	Futures	16783.8	16795.1	16781.7	16795.1	914.0
2014-01-17 07:00:00	YM	Futures	16795.1	16795.1	16775.6	16777.6	1963.0
2014-01-17 08:00:00	YM	Futures	16777.6	16777.6	16745.9	16765.3	3884.0
2014-01-17 09:00:00	YM	Futures	16765.3	16800.2	16751.0	16780.7	17246.0
2014-01-17 10:00:00	YM	Futures	16779.7	16823.8	16766.4	16819.7	17530.0
2014-01-17 11:00:00	YM	Futures	16820.7	16841.2	16809.4	16821.7	11398.0
2014-01-17 12:00:00	YM	Futures	16821.7	16842.2	16815.6	16829.9	6801.0
2014-01-17 13:00:00	YM	Futures	16829.9	16838.1	16806.4	16832.0	9501.0

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