PREVIEW / futures_1hour / 2014-04-22

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-04-22.parquet
  size:    48 KB
  rows:    1,541

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
2014-04-22 00:00:00	ES	Futures	1936.63	1936.89	1936.37	1936.63	560.0
2014-04-22 01:00:00	ES	Futures	1936.63	1936.63	1934.81	1935.07	3733.0
2014-04-22 02:00:00	ES	Futures	1935.07	1935.59	1932.73	1934.81	11243.0
2014-04-22 03:00:00	ES	Futures	1935.07	1937.93	1933.51	1935.85	25517.0
2014-04-22 04:00:00	ES	Futures	1935.85	1936.89	1935.07	1936.11	12877.0
2014-04-22 05:00:00	ES	Futures	1935.85	1937.15	1935.33	1936.63	7608.0
2014-04-22 06:00:00	ES	Futures	1936.63	1938.45	1935.85	1936.63	21124.0
2014-04-22 07:00:00	ES	Futures	1936.37	1937.93	1935.85	1936.63	19020.0
2014-04-22 08:00:00	ES	Futures	1936.37	1938.45	1935.07	1938.19	20862.0
2014-04-22 09:00:00	ES	Futures	1938.45	1943.64	1937.67	1943.38	195994.0
2014-04-22 10:00:00	ES	Futures	1943.64	1946.5	1942.6	1946.24	194910.0
2014-04-22 11:00:00	ES	Futures	1946.24	1949.09	1945.98	1947.53	123201.0
2014-04-22 12:00:00	ES	Futures	1947.79	1950.65	1947.53	1949.87	90238.0
2014-04-22 13:00:00	ES	Futures	1949.61	1951.43	1948.83	1950.13	69031.0
2014-04-22 14:00:00	ES	Futures	1950.13	1951.17	1949.09	1949.35	54483.0
2014-04-22 15:00:00	ES	Futures	1949.61	1949.87	1944.94	1945.72	166247.0
2014-04-22 16:00:00	ES	Futures	1945.46	1947.27	1945.2	1945.98	70101.0
2014-04-22 17:00:00	ES	Futures	1945.72	1946.24	1945.46	1946.24	2053.0
2014-04-22 18:00:00	ES	Futures	1945.46	1945.98	1944.42	1945.46	5005.0
2014-04-22 19:00:00	ES	Futures	1945.72	1946.5	1945.46	1945.98	1817.0
2014-04-22 20:00:00	ES	Futures	1945.98	1946.5	1945.46	1946.24	2489.0
2014-04-22 21:00:00	ES	Futures	1946.24	1948.31	1945.72	1945.98	7743.0
2014-04-22 22:00:00	ES	Futures	1946.24	1947.01	1944.94	1945.2	4319.0
2014-04-22 23:00:00	ES	Futures	1945.2	1946.75	1945.2	1946.24	2702.0
2014-04-22 00:00:00	NQ	Futures	4139.72	4140.6	4139.43	4140.31	161.0
2014-04-22 01:00:00	NQ	Futures	4140.31	4140.31	4136.23	4136.52	774.0
2014-04-22 02:00:00	NQ	Futures	4136.52	4137.1	4130.41	4135.07	1670.0
2014-04-22 03:00:00	NQ	Futures	4134.77	4143.8	4132.44	4138.27	4205.0
2014-04-22 04:00:00	NQ	Futures	4138.27	4140.89	4135.94	4137.69	1611.0
2014-04-22 05:00:00	NQ	Futures	4137.39	4142.93	4136.52	4141.47	1297.0
2014-04-22 06:00:00	NQ	Futures	4141.18	4149.04	4139.72	4142.64	4395.0
2014-04-22 07:00:00	NQ	Futures	4142.93	4146.42	4140.6	4143.22	3098.0
2014-04-22 08:00:00	NQ	Futures	4142.93	4147.01	4137.98	4146.71	5403.0
2014-04-22 09:00:00	NQ	Futures	4146.71	4158.65	4143.51	4157.2	42084.0
2014-04-22 10:00:00	NQ	Futures	4157.49	4168.26	4153.7	4167.39	38590.0
2014-04-22 11:00:00	NQ	Futures	4167.1	4175.84	4166.23	4171.47	24130.0
2014-04-22 12:00:00	NQ	Futures	4171.47	4178.75	4170.89	4174.96	15457.0
2014-04-22 13:00:00	NQ	Futures	4174.96	4179.04	4171.47	4178.46	10818.0
2014-04-22 14:00:00	NQ	Futures	4178.46	4180.2	4174.38	4175.54	12773.0
2014-04-22 15:00:00	NQ	Futures	4175.54	4176.42	4166.81	4170.3	33484.0
2014-04-22 16:00:00	NQ	Futures	4170.01	4180.2	4168.26	4176.13	9877.0
2014-04-22 17:00:00	NQ	Futures	4175.84	4176.42	4173.8	4176.42	411.0
2014-04-22 18:00:00	NQ	Futures	4175.54	4175.54	4172.05	4174.38	800.0
2014-04-22 19:00:00	NQ	Futures	4174.38	4175.84	4173.51	4174.38	314.0
2014-04-22 20:00:00	NQ	Futures	4174.38	4175.84	4173.8	4174.96	373.0
2014-04-22 21:00:00	NQ	Futures	4175.25	4178.17	4172.63	4173.22	1198.0
2014-04-22 22:00:00	NQ	Futures	4173.22	4175.25	4170.89	4171.47	692.0
2014-04-22 23:00:00	NQ	Futures	4171.47	4174.38	4170.89	4171.76	747.0
2014-04-22 00:00:00	YM	Futures	16854.7	16858.8	16853.7	16856.7	171.0
2014-04-22 01:00:00	YM	Futures	16852.6	16855.7	16844.4	16845.4	385.0

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