PREVIEW / futures_1hour / 2014-05-15

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-05-15.parquet
  size:    52 KB
  rows:    1,580

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
2014-05-15 00:00:00	ES	Futures	1957.92	1958.7	1957.66	1957.92	1743.0
2014-05-15 01:00:00	ES	Futures	1957.92	1958.96	1957.92	1958.96	2606.0
2014-05-15 02:00:00	ES	Futures	1958.7	1959.48	1958.18	1958.96	5315.0
2014-05-15 03:00:00	ES	Futures	1958.96	1961.56	1958.44	1960.0	27323.0
2014-05-15 04:00:00	ES	Futures	1960.0	1960.26	1955.06	1956.36	32226.0
2014-05-15 05:00:00	ES	Futures	1956.36	1957.92	1955.84	1956.36	13096.0
2014-05-15 06:00:00	ES	Futures	1956.1	1957.92	1955.58	1957.14	19357.0
2014-05-15 07:00:00	ES	Futures	1957.14	1957.14	1953.77	1954.8	28793.0
2014-05-15 08:00:00	ES	Futures	1954.8	1957.66	1953.77	1955.32	82430.0
2014-05-15 09:00:00	ES	Futures	1955.06	1955.32	1942.6	1946.5	365882.0
2014-05-15 10:00:00	ES	Futures	1946.24	1946.5	1936.37	1939.22	512832.0
2014-05-15 11:00:00	ES	Futures	1939.22	1940.0	1930.91	1931.95	323451.0
2014-05-15 12:00:00	ES	Futures	1931.95	1936.89	1931.43	1936.37	149183.0
2014-05-15 13:00:00	ES	Futures	1936.37	1936.89	1932.21	1935.85	110037.0
2014-05-15 14:00:00	ES	Futures	1935.85	1941.04	1934.29	1939.74	210920.0
2014-05-15 15:00:00	ES	Futures	1940.0	1942.08	1936.37	1940.52	234931.0
2014-05-15 16:00:00	ES	Futures	1940.52	1941.04	1938.96	1938.96	100423.0
2014-05-15 17:00:00	ES	Futures	1939.22	1939.48	1938.96	1939.48	1777.0
2014-05-15 18:00:00	ES	Futures	1939.22	1940.52	1938.96	1939.48	6374.0
2014-05-15 19:00:00	ES	Futures	1939.48	1940.26	1938.96	1940.0	1585.0
2014-05-15 20:00:00	ES	Futures	1939.74	1940.78	1939.48	1940.52	3692.0
2014-05-15 21:00:00	ES	Futures	1940.26	1940.78	1939.48	1939.48	2386.0
2014-05-15 22:00:00	ES	Futures	1939.22	1940.0	1938.45	1938.71	4039.0
2014-05-15 23:00:00	ES	Futures	1938.71	1939.22	1938.19	1938.19	1760.0
2014-05-15 00:00:00	NQ	Futures	4191.85	4194.47	4191.56	4192.14	360.0
2014-05-15 01:00:00	NQ	Futures	4192.73	4193.89	4192.44	4193.31	437.0
2014-05-15 02:00:00	NQ	Futures	4193.02	4194.77	4192.44	4194.18	755.0
2014-05-15 03:00:00	NQ	Futures	4194.18	4201.46	4193.31	4195.06	5181.0
2014-05-15 04:00:00	NQ	Futures	4194.77	4194.77	4183.7	4190.4	6347.0
2014-05-15 05:00:00	NQ	Futures	4190.11	4193.89	4188.07	4190.11	1547.0
2014-05-15 06:00:00	NQ	Futures	4189.81	4193.31	4187.78	4191.27	2679.0
2014-05-15 07:00:00	NQ	Futures	4191.27	4191.27	4180.79	4184.28	5777.0
2014-05-15 08:00:00	NQ	Futures	4184.28	4192.44	4181.08	4186.32	9427.0
2014-05-15 09:00:00	NQ	Futures	4186.61	4190.98	4154.29	4165.35	61030.0
2014-05-15 10:00:00	NQ	Futures	4165.06	4166.23	4131.28	4146.13	97981.0
2014-05-15 11:00:00	NQ	Futures	4146.42	4148.75	4124.0	4127.49	48528.0
2014-05-15 12:00:00	NQ	Futures	4127.49	4143.51	4126.91	4140.89	31785.0
2014-05-15 13:00:00	NQ	Futures	4140.6	4142.93	4132.15	4140.6	24526.0
2014-05-15 14:00:00	NQ	Futures	4140.6	4160.4	4137.39	4157.49	42708.0
2014-05-15 15:00:00	NQ	Futures	4157.78	4160.11	4146.42	4150.79	49861.0
2014-05-15 16:00:00	NQ	Futures	4150.79	4154.29	4149.63	4150.21	5758.0
2014-05-15 17:00:00	NQ	Futures	4150.5	4151.37	4149.92	4149.92	160.0
2014-05-15 18:00:00	NQ	Futures	4151.08	4154.58	4151.08	4151.37	553.0
2014-05-15 19:00:00	NQ	Futures	4151.08	4153.7	4150.79	4152.83	335.0
2014-05-15 20:00:00	NQ	Futures	4152.83	4155.45	4152.54	4154.87	679.0
2014-05-15 21:00:00	NQ	Futures	4154.58	4155.74	4151.37	4151.37	514.0
2014-05-15 22:00:00	NQ	Futures	4151.37	4153.41	4149.04	4149.33	511.0
2014-05-15 23:00:00	NQ	Futures	4149.04	4150.79	4148.46	4149.33	431.0
2014-05-15 00:00:00	YM	Futures	17080.2	17085.4	17079.2	17079.2	306.0
2014-05-15 01:00:00	YM	Futures	17083.3	17089.5	17080.2	17088.5	377.0

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