PREVIEW / futures_1hour / 2014-02-28

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-02-28.parquet
  size:    44 KB
  rows:    1,290

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
2014-02-28 00:00:00	ES	Futures	1914.81	1917.14	1914.03	1916.1	6824.0
2014-02-28 01:00:00	ES	Futures	1916.1	1918.17	1915.59	1917.4	3751.0
2014-02-28 02:00:00	ES	Futures	1917.4	1917.91	1914.81	1916.36	6611.0
2014-02-28 03:00:00	ES	Futures	1916.1	1917.66	1914.81	1916.36	24962.0
2014-02-28 04:00:00	ES	Futures	1916.62	1916.62	1913.0	1916.1	28928.0
2014-02-28 05:00:00	ES	Futures	1915.84	1917.14	1914.55	1916.36	20622.0
2014-02-28 06:00:00	ES	Futures	1916.36	1916.62	1914.29	1915.84	22495.0
2014-02-28 07:00:00	ES	Futures	1915.59	1917.14	1913.52	1915.33	27569.0
2014-02-28 08:00:00	ES	Futures	1915.59	1917.4	1914.29	1916.1	36678.0
2014-02-28 09:00:00	ES	Futures	1916.1	1923.86	1915.59	1923.09	212172.0
2014-02-28 10:00:00	ES	Futures	1923.09	1929.29	1922.83	1927.48	307539.0
2014-02-28 11:00:00	ES	Futures	1927.48	1931.11	1924.9	1929.81	165482.0
2014-02-28 12:00:00	ES	Futures	1930.07	1930.85	1928.78	1929.55	66865.0
2014-02-28 13:00:00	ES	Futures	1929.55	1930.85	1927.74	1928.0	95238.0
2014-02-28 14:00:00	ES	Futures	1928.0	1928.26	1918.69	1919.47	236672.0
2014-02-28 15:00:00	ES	Futures	1919.47	1923.35	1909.12	1922.57	637726.0
2014-02-28 16:00:00	ES	Futures	1922.57	1926.97	1920.76	1924.64	162773.0
2014-02-28 17:00:00	ES	Futures	1924.64	1925.16	1923.6	1925.16	4040.0
2014-02-28 00:00:00	NQ	Futures	4299.23	4304.17	4297.77	4302.13	671.0
2014-02-28 01:00:00	NQ	Futures	4301.84	4306.2	4301.55	4303.88	395.0
2014-02-28 02:00:00	NQ	Futures	4305.04	4305.33	4298.06	4300.68	683.0
2014-02-28 03:00:00	NQ	Futures	4300.39	4304.46	4297.19	4298.36	3067.0
2014-02-28 04:00:00	NQ	Futures	4298.94	4298.94	4292.54	4298.06	2994.0
2014-02-28 05:00:00	NQ	Futures	4298.36	4299.81	4295.16	4298.94	2260.0
2014-02-28 06:00:00	NQ	Futures	4298.94	4299.23	4295.16	4298.65	1876.0
2014-02-28 07:00:00	NQ	Futures	4298.65	4300.1	4293.41	4299.23	3277.0
2014-02-28 08:00:00	NQ	Futures	4299.23	4302.72	4298.06	4301.26	4582.0
2014-02-28 09:00:00	NQ	Futures	4300.97	4320.16	4298.65	4316.09	39788.0
2014-02-28 10:00:00	NQ	Futures	4316.09	4328.01	4315.8	4318.7	49168.0
2014-02-28 11:00:00	NQ	Futures	4318.99	4328.3	4313.76	4325.39	31396.0
2014-02-28 12:00:00	NQ	Futures	4325.39	4325.97	4320.16	4322.19	14706.0
2014-02-28 13:00:00	NQ	Futures	4322.19	4324.52	4309.98	4311.73	18970.0
2014-02-28 14:00:00	NQ	Futures	4311.73	4313.18	4282.08	4284.4	45729.0
2014-02-28 15:00:00	NQ	Futures	4284.4	4301.26	4261.44	4298.94	88306.0
2014-02-28 16:00:00	NQ	Futures	4298.65	4307.66	4296.9	4299.52	12599.0
2014-02-28 17:00:00	NQ	Futures	4299.81	4302.42	4298.36	4302.13	613.0
2014-02-28 00:00:00	YM	Futures	16653.6	16677.2	16650.5	16670.0	1045.0
2014-02-28 01:00:00	YM	Futures	16667.9	16685.4	16664.8	16678.2	497.0
2014-02-28 02:00:00	YM	Futures	16679.2	16682.3	16656.6	16673.1	954.0
2014-02-28 03:00:00	YM	Futures	16672.0	16684.3	16663.8	16676.1	2732.0
2014-02-28 04:00:00	YM	Futures	16676.1	16676.1	16643.3	16671.0	3165.0
2014-02-28 05:00:00	YM	Futures	16673.1	16680.2	16659.7	16675.1	2564.0
2014-02-28 06:00:00	YM	Futures	16674.1	16675.1	16660.7	16671.0	1829.0
2014-02-28 07:00:00	YM	Futures	16670.0	16679.2	16652.5	16670.0	2241.0
2014-02-28 08:00:00	YM	Futures	16670.0	16681.3	16662.8	16674.1	3134.0
2014-02-28 09:00:00	YM	Futures	16674.1	16732.5	16656.6	16728.4	21108.0
2014-02-28 10:00:00	YM	Futures	16727.4	16781.7	16727.4	16767.4	27806.0
2014-02-28 11:00:00	YM	Futures	16767.4	16797.1	16751.0	16788.9	17000.0
2014-02-28 12:00:00	YM	Futures	16788.9	16804.3	16784.8	16793.0	8261.0
2014-02-28 13:00:00	YM	Futures	16793.0	16803.3	16778.7	16781.7	8395.0

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