PREVIEW / futures_1hour / 2014-01-23

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-01-23.parquet
  size:    53 KB
  rows:    1,584

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
2014-01-23 00:00:00	ES	Futures	1895.41	1898.26	1895.15	1895.93	7070.0
2014-01-23 01:00:00	ES	Futures	1895.93	1896.96	1895.15	1896.45	3746.0
2014-01-23 02:00:00	ES	Futures	1896.7	1897.48	1895.15	1895.67	7233.0
2014-01-23 03:00:00	ES	Futures	1895.93	1900.84	1895.67	1900.07	25141.0
2014-01-23 04:00:00	ES	Futures	1900.07	1900.33	1895.93	1898.0	16748.0
2014-01-23 05:00:00	ES	Futures	1897.74	1898.52	1896.96	1897.48	6194.0
2014-01-23 06:00:00	ES	Futures	1897.22	1897.48	1893.6	1894.38	19848.0
2014-01-23 07:00:00	ES	Futures	1894.38	1896.96	1893.6	1896.7	18725.0
2014-01-23 08:00:00	ES	Futures	1896.7	1897.48	1891.27	1891.53	54140.0
2014-01-23 09:00:00	ES	Futures	1891.53	1893.6	1886.1	1887.13	276684.0
2014-01-23 10:00:00	ES	Futures	1887.13	1889.46	1882.48	1883.77	292743.0
2014-01-23 11:00:00	ES	Futures	1883.77	1886.36	1881.19	1886.1	166302.0
2014-01-23 12:00:00	ES	Futures	1886.1	1886.36	1880.93	1883.51	171740.0
2014-01-23 13:00:00	ES	Futures	1883.51	1883.51	1876.53	1877.05	166236.0
2014-01-23 14:00:00	ES	Futures	1877.05	1883.25	1876.79	1883.0	131975.0
2014-01-23 15:00:00	ES	Futures	1883.0	1886.88	1881.19	1886.62	238316.0
2014-01-23 16:00:00	ES	Futures	1886.62	1888.43	1886.36	1887.91	123850.0
2014-01-23 17:00:00	ES	Futures	1888.17	1888.17	1886.62	1886.88	3900.0
2014-01-23 18:00:00	ES	Futures	1887.13	1888.17	1886.62	1886.62	5804.0
2014-01-23 19:00:00	ES	Futures	1886.88	1888.94	1886.62	1887.13	7149.0
2014-01-23 20:00:00	ES	Futures	1887.39	1889.46	1886.62	1889.2	7363.0
2014-01-23 21:00:00	ES	Futures	1889.46	1891.27	1889.2	1890.76	7587.0
2014-01-23 22:00:00	ES	Futures	1890.76	1891.01	1889.2	1889.98	4979.0
2014-01-23 23:00:00	ES	Futures	1889.98	1889.98	1885.07	1885.32	8988.0
2014-01-23 00:00:00	NQ	Futures	4206.21	4213.48	4205.92	4207.37	1104.0
2014-01-23 01:00:00	NQ	Futures	4207.08	4209.99	4205.34	4208.53	415.0
2014-01-23 02:00:00	NQ	Futures	4208.53	4211.15	4205.63	4206.79	656.0
2014-01-23 03:00:00	NQ	Futures	4206.79	4219.58	4206.5	4216.67	3287.0
2014-01-23 04:00:00	NQ	Futures	4216.67	4217.25	4206.79	4212.02	2270.0
2014-01-23 05:00:00	NQ	Futures	4212.02	4212.6	4209.7	4209.7	1237.0
2014-01-23 06:00:00	NQ	Futures	4209.41	4210.86	4200.98	4203.3	3697.0
2014-01-23 07:00:00	NQ	Futures	4203.01	4207.66	4200.98	4207.37	2314.0
2014-01-23 08:00:00	NQ	Futures	4207.37	4207.66	4189.35	4191.67	10968.0
2014-01-23 09:00:00	NQ	Futures	4191.67	4196.32	4175.1	4180.34	51197.0
2014-01-23 10:00:00	NQ	Futures	4180.34	4184.7	4166.97	4171.04	48250.0
2014-01-23 11:00:00	NQ	Futures	4171.04	4182.37	4165.8	4181.5	23139.0
2014-01-23 12:00:00	NQ	Futures	4181.79	4182.95	4170.16	4178.3	27713.0
2014-01-23 13:00:00	NQ	Futures	4178.01	4178.3	4164.64	4165.22	23836.0
2014-01-23 14:00:00	NQ	Futures	4165.22	4184.99	4164.35	4182.08	22831.0
2014-01-23 15:00:00	NQ	Futures	4182.08	4194.0	4178.01	4193.42	36324.0
2014-01-23 16:00:00	NQ	Futures	4193.42	4206.21	4191.67	4203.3	14628.0
2014-01-23 17:00:00	NQ	Futures	4203.3	4203.88	4200.69	4200.69	591.0
2014-01-23 18:00:00	NQ	Futures	4201.27	4203.88	4199.23	4199.23	1299.0
2014-01-23 19:00:00	NQ	Futures	4199.23	4205.05	4199.23	4202.14	1282.0
2014-01-23 20:00:00	NQ	Futures	4201.85	4206.21	4200.1	4205.63	976.0
2014-01-23 21:00:00	NQ	Futures	4205.63	4210.57	4205.05	4209.11	1184.0
2014-01-23 22:00:00	NQ	Futures	4209.11	4209.7	4205.63	4207.08	488.0
2014-01-23 23:00:00	NQ	Futures	4207.37	4207.37	4196.62	4196.91	1179.0
2014-01-23 00:00:00	YM	Futures	16652.5	16675.1	16650.5	16657.7	1213.0
2014-01-23 01:00:00	YM	Futures	16657.7	16670.0	16651.5	16664.8	1013.0

> showing 50 of 1,584 rows — these rows as CSV

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