PREVIEW / futures_1hour / 2014-03-24

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-03-24.parquet
  size:    49 KB
  rows:    1,528

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
2014-03-24 00:00:00	ES	Futures	1930.4	1930.66	1928.32	1928.84	3003.0
2014-03-24 01:00:00	ES	Futures	1928.84	1929.62	1928.06	1928.58	5275.0
2014-03-24 02:00:00	ES	Futures	1928.58	1933.77	1928.06	1933.77	7486.0
2014-03-24 03:00:00	ES	Futures	1933.77	1935.85	1932.99	1934.81	13936.0
2014-03-24 04:00:00	ES	Futures	1934.81	1936.63	1932.73	1934.03	26043.0
2014-03-24 05:00:00	ES	Futures	1934.29	1934.55	1931.43	1932.99	24646.0
2014-03-24 06:00:00	ES	Futures	1933.25	1934.81	1931.17	1932.47	21122.0
2014-03-24 07:00:00	ES	Futures	1932.47	1934.03	1932.21	1933.25	12464.0
2014-03-24 08:00:00	ES	Futures	1933.51	1934.81	1931.43	1934.03	21563.0
2014-03-24 09:00:00	ES	Futures	1934.03	1938.19	1929.1	1930.14	217562.0
2014-03-24 10:00:00	ES	Futures	1930.14	1930.4	1918.45	1919.23	364001.0
2014-03-24 11:00:00	ES	Futures	1919.49	1919.49	1913.78	1916.63	271435.0
2014-03-24 12:00:00	ES	Futures	1916.63	1918.71	1912.48	1915.07	178345.0
2014-03-24 13:00:00	ES	Futures	1914.82	1921.31	1914.82	1921.05	145319.0
2014-03-24 14:00:00	ES	Futures	1921.05	1924.16	1918.71	1921.57	170314.0
2014-03-24 15:00:00	ES	Futures	1921.57	1926.5	1918.19	1921.05	234077.0
2014-03-24 16:00:00	ES	Futures	1921.05	1922.09	1920.01	1922.09	73349.0
2014-03-24 17:00:00	ES	Futures	1922.09	1922.35	1921.57	1922.35	2238.0
2014-03-24 18:00:00	ES	Futures	1921.83	1923.12	1920.79	1922.61	3749.0
2014-03-24 19:00:00	ES	Futures	1922.61	1923.64	1922.09	1922.87	2724.0
2014-03-24 20:00:00	ES	Futures	1922.87	1923.38	1921.57	1922.61	3083.0
2014-03-24 21:00:00	ES	Futures	1922.61	1923.64	1920.79	1921.31	4727.0
2014-03-24 22:00:00	ES	Futures	1921.31	1922.87	1921.31	1922.61	1656.0
2014-03-24 23:00:00	ES	Futures	1922.35	1925.2	1922.35	1924.68	5554.0
2014-03-24 00:00:00	NQ	Futures	4241.94	4242.23	4213.4	4238.74	690.0
2014-03-24 01:00:00	NQ	Futures	4239.03	4240.78	4237.58	4238.45	759.0
2014-03-24 02:00:00	NQ	Futures	4238.16	4250.39	4238.16	4250.1	1135.0
2014-03-24 03:00:00	NQ	Futures	4250.39	4254.47	4248.35	4252.43	1721.0
2014-03-24 04:00:00	NQ	Futures	4252.72	4257.09	4249.22	4253.88	4057.0
2014-03-24 05:00:00	NQ	Futures	4253.88	4254.76	4247.48	4250.97	3499.0
2014-03-24 06:00:00	NQ	Futures	4250.97	4255.05	4247.19	4249.22	2563.0
2014-03-24 07:00:00	NQ	Futures	4248.64	4254.47	4248.64	4253.59	2359.0
2014-03-24 08:00:00	NQ	Futures	4253.3	4255.05	4248.35	4253.3	6392.0
2014-03-24 09:00:00	NQ	Futures	4253.59	4260.0	4217.77	4228.84	63788.0
2014-03-24 10:00:00	NQ	Futures	4228.55	4229.13	4179.04	4184.57	83538.0
2014-03-24 11:00:00	NQ	Futures	4184.28	4190.4	4165.06	4179.91	68658.0
2014-03-24 12:00:00	NQ	Futures	4179.91	4188.36	4170.89	4174.96	35499.0
2014-03-24 13:00:00	NQ	Futures	4174.96	4197.68	4174.67	4196.22	28654.0
2014-03-24 14:00:00	NQ	Futures	4196.51	4214.57	4193.89	4206.41	36424.0
2014-03-24 15:00:00	NQ	Futures	4206.71	4218.65	4194.18	4205.25	42429.0
2014-03-24 16:00:00	NQ	Futures	4205.25	4209.04	4204.08	4208.74	9149.0
2014-03-24 17:00:00	NQ	Futures	4209.04	4210.49	4208.45	4209.62	288.0
2014-03-24 18:00:00	NQ	Futures	4209.33	4210.78	4204.67	4208.74	1026.0
2014-03-24 19:00:00	NQ	Futures	4208.74	4211.95	4208.16	4210.49	570.0
2014-03-24 20:00:00	NQ	Futures	4210.78	4211.07	4207.29	4208.74	613.0
2014-03-24 21:00:00	NQ	Futures	4209.04	4211.66	4204.08	4205.83	1394.0
2014-03-24 22:00:00	NQ	Futures	4205.83	4208.74	4205.54	4207.87	412.0
2014-03-24 23:00:00	NQ	Futures	4208.45	4213.99	4207.58	4213.4	1415.0
2014-03-24 00:00:00	YM	Futures	16713.6	16717.7	16700.2	16701.2	327.0
2014-03-24 01:00:00	YM	Futures	16701.2	16710.5	16698.1	16703.3	553.0

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