PREVIEW / futures_1hour / 2014-10-22

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-10-22.parquet
  size:    53 KB
  rows:    1,605

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
2014-10-22 00:00:00	ES	Futures	2029.72	2029.72	2028.94	2029.46	2007.0
2014-10-22 01:00:00	ES	Futures	2029.2	2036.8	2029.2	2031.82	16145.0
2014-10-22 02:00:00	ES	Futures	2031.82	2032.34	2027.37	2027.37	17792.0
2014-10-22 03:00:00	ES	Futures	2027.37	2029.2	2025.27	2028.94	37971.0
2014-10-22 04:00:00	ES	Futures	2028.94	2028.94	2023.17	2025.01	36881.0
2014-10-22 05:00:00	ES	Futures	2025.01	2027.37	2024.48	2025.01	21229.0
2014-10-22 06:00:00	ES	Futures	2025.01	2028.41	2024.22	2027.37	19488.0
2014-10-22 07:00:00	ES	Futures	2027.37	2029.72	2025.79	2029.2	31840.0
2014-10-22 08:00:00	ES	Futures	2029.2	2033.39	2025.79	2032.6	67002.0
2014-10-22 09:00:00	ES	Futures	2032.6	2034.18	2025.79	2033.39	234613.0
2014-10-22 10:00:00	ES	Futures	2033.65	2033.91	2027.1	2031.03	236976.0
2014-10-22 11:00:00	ES	Futures	2031.3	2036.27	2030.51	2033.13	176430.0
2014-10-22 12:00:00	ES	Futures	2033.39	2034.44	2020.82	2025.79	241112.0
2014-10-22 13:00:00	ES	Futures	2025.79	2027.89	2017.93	2018.46	230126.0
2014-10-22 14:00:00	ES	Futures	2018.72	2023.7	2015.58	2023.7	245337.0
2014-10-22 15:00:00	ES	Futures	2023.7	2023.96	2012.17	2012.96	267988.0
2014-10-22 16:00:00	ES	Futures	2012.96	2019.51	2012.96	2016.89	94763.0
2014-10-22 17:00:00	ES	Futures	2016.89	2017.41	2016.36	2016.62	1997.0
2014-10-22 18:00:00	ES	Futures	2016.62	2019.77	2015.32	2019.77	6441.0
2014-10-22 19:00:00	ES	Futures	2019.77	2021.08	2017.41	2018.2	3046.0
2014-10-22 20:00:00	ES	Futures	2018.2	2018.98	2014.53	2015.32	6859.0
2014-10-22 21:00:00	ES	Futures	2015.32	2018.2	2014.27	2015.58	6081.0
2014-10-22 22:00:00	ES	Futures	2015.58	2016.62	2014.53	2016.1	3409.0
2014-10-22 23:00:00	ES	Futures	2015.84	2018.98	2015.84	2018.98	3953.0
2014-10-22 00:00:00	NQ	Futures	4653.22	4654.98	4652.64	4653.52	290.0
2014-10-22 01:00:00	NQ	Futures	4653.52	4668.17	4653.52	4657.91	2433.0
2014-10-22 02:00:00	NQ	Futures	4657.62	4659.38	4650.59	4650.88	1632.0
2014-10-22 03:00:00	NQ	Futures	4650.59	4655.86	4646.78	4654.98	5210.0
2014-10-22 04:00:00	NQ	Futures	4654.98	4654.98	4643.26	4648.24	4906.0
2014-10-22 05:00:00	NQ	Futures	4647.66	4653.52	4646.48	4646.78	2737.0
2014-10-22 06:00:00	NQ	Futures	4646.78	4655.27	4645.31	4652.34	2530.0
2014-10-22 07:00:00	NQ	Futures	4652.05	4657.03	4647.95	4652.93	5293.0
2014-10-22 08:00:00	NQ	Futures	4652.64	4661.72	4646.19	4658.2	8862.0
2014-10-22 09:00:00	NQ	Futures	4658.5	4662.89	4634.76	4661.43	52519.0
2014-10-22 10:00:00	NQ	Futures	4661.43	4662.6	4640.04	4654.4	46207.0
2014-10-22 11:00:00	NQ	Futures	4654.4	4664.65	4650.29	4652.34	31409.0
2014-10-22 12:00:00	NQ	Futures	4652.34	4655.27	4625.1	4639.45	42444.0
2014-10-22 13:00:00	NQ	Futures	4639.75	4645.31	4630.37	4633.3	38178.0
2014-10-22 14:00:00	NQ	Futures	4633.3	4643.55	4625.68	4643.26	38832.0
2014-10-22 15:00:00	NQ	Futures	4643.26	4644.43	4617.18	4618.65	45087.0
2014-10-22 16:00:00	NQ	Futures	4618.65	4635.64	4618.36	4628.03	9893.0
2014-10-22 17:00:00	NQ	Futures	4628.9	4630.08	4625.97	4626.56	680.0
2014-10-22 18:00:00	NQ	Futures	4625.97	4633.3	4622.75	4633.3	1140.0
2014-10-22 19:00:00	NQ	Futures	4633.01	4636.82	4628.32	4631.25	399.0
2014-10-22 20:00:00	NQ	Futures	4631.25	4631.83	4621.58	4622.46	626.0
2014-10-22 21:00:00	NQ	Futures	4622.46	4628.03	4617.18	4620.7	1996.0
2014-10-22 22:00:00	NQ	Futures	4620.7	4623.34	4618.36	4622.46	715.0
2014-10-22 23:00:00	NQ	Futures	4622.46	4630.08	4621.87	4628.61	635.0
2014-10-22 00:00:00	YM	Futures	17195.6	17197.7	17191.4	17194.6	158.0
2014-10-22 01:00:00	YM	Futures	17193.5	17258.0	17193.5	17215.4	4475.0

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