PREVIEW / futures_1hour / 2014-10-31

all futures 1-hour files

  file:    by_date/futures_1hour/2014/2014-10-31.parquet
  size:    46 KB
  rows:    1,315

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
2014-10-31 00:00:00	ES	Futures	2087.62	2095.48	2085.0	2093.91	19288.0
2014-10-31 01:00:00	ES	Futures	2093.64	2108.05	2093.64	2103.34	40509.0
2014-10-31 02:00:00	ES	Futures	2103.34	2113.29	2102.55	2107.53	34497.0
2014-10-31 03:00:00	ES	Futures	2107.53	2110.67	2103.86	2105.43	35453.0
2014-10-31 04:00:00	ES	Futures	2105.43	2106.22	2099.67	2104.65	58603.0
2014-10-31 05:00:00	ES	Futures	2104.65	2108.31	2103.34	2108.05	35270.0
2014-10-31 06:00:00	ES	Futures	2108.05	2108.84	2106.48	2106.74	31739.0
2014-10-31 07:00:00	ES	Futures	2107.0	2108.31	2104.38	2107.27	46606.0
2014-10-31 08:00:00	ES	Futures	2107.27	2108.05	2103.07	2106.48	62830.0
2014-10-31 09:00:00	ES	Futures	2106.48	2110.41	2098.62	2100.45	332139.0
2014-10-31 10:00:00	ES	Futures	2100.45	2106.48	2098.1	2104.38	294692.0
2014-10-31 11:00:00	ES	Futures	2104.65	2108.31	2103.07	2104.12	195377.0
2014-10-31 12:00:00	ES	Futures	2104.38	2104.91	2100.72	2104.91	145903.0
2014-10-31 13:00:00	ES	Futures	2104.65	2105.69	2101.5	2102.03	93220.0
2014-10-31 14:00:00	ES	Futures	2102.03	2104.65	2100.98	2102.55	96016.0
2014-10-31 15:00:00	ES	Futures	2102.55	2108.84	2100.72	2107.27	259696.0
2014-10-31 16:00:00	ES	Futures	2107.27	2107.53	2105.43	2105.69	109421.0
2014-10-31 17:00:00	ES	Futures	2105.43	2105.96	2104.91	2105.43	2191.0
2014-10-31 00:00:00	NQ	Futures	4807.34	4826.39	4802.36	4822.87	2984.0
2014-10-31 01:00:00	NQ	Futures	4822.87	4861.55	4822.87	4847.49	7608.0
2014-10-31 02:00:00	NQ	Futures	4848.37	4872.1	4843.38	4857.74	6457.0
2014-10-31 03:00:00	NQ	Futures	4857.74	4864.48	4849.54	4853.05	3640.0
2014-10-31 04:00:00	NQ	Futures	4853.35	4861.84	4843.38	4861.84	11753.0
2014-10-31 05:00:00	NQ	Futures	4861.26	4867.7	4857.74	4866.24	5636.0
2014-10-31 06:00:00	NQ	Futures	4866.53	4868.58	4861.55	4863.02	4015.0
2014-10-31 07:00:00	NQ	Futures	4863.31	4866.24	4858.62	4863.89	6494.0
2014-10-31 08:00:00	NQ	Futures	4863.89	4866.82	4860.09	4865.95	12895.0
2014-10-31 09:00:00	NQ	Futures	4866.24	4879.72	4854.23	4858.62	63638.0
2014-10-31 10:00:00	NQ	Futures	4858.62	4866.82	4848.37	4859.21	45774.0
2014-10-31 11:00:00	NQ	Futures	4859.21	4869.46	4853.64	4855.69	30036.0
2014-10-31 12:00:00	NQ	Futures	4855.69	4862.43	4851.0	4861.84	21964.0
2014-10-31 13:00:00	NQ	Futures	4861.84	4863.31	4853.64	4855.98	13822.0
2014-10-31 14:00:00	NQ	Futures	4855.69	4860.09	4847.19	4851.59	19487.0
2014-10-31 15:00:00	NQ	Futures	4851.59	4865.95	4847.19	4863.89	42760.0
2014-10-31 16:00:00	NQ	Futures	4864.19	4864.19	4855.98	4856.57	9234.0
2014-10-31 17:00:00	NQ	Futures	4856.28	4856.57	4854.81	4854.81	103.0
2014-10-31 00:00:00	YM	Futures	17826.7	17902.6	17803.9	17889.1	7930.0
2014-10-31 01:00:00	YM	Futures	17890.2	18016.0	17890.2	17976.5	12001.0
2014-10-31 02:00:00	YM	Futures	17975.4	18045.1	17970.2	18000.4	3877.0
2014-10-31 03:00:00	YM	Futures	18000.4	18020.1	17973.3	17980.6	3673.0
2014-10-31 04:00:00	YM	Futures	17979.6	17988.9	17939.0	17979.6	7554.0
2014-10-31 05:00:00	YM	Futures	17978.5	18003.5	17969.2	18003.5	5072.0
2014-10-31 06:00:00	YM	Futures	18001.4	18002.5	17986.9	17990.0	3808.0
2014-10-31 07:00:00	YM	Futures	17990.0	18002.5	17971.3	17996.2	5282.0
2014-10-31 08:00:00	YM	Futures	17993.1	17999.3	17957.7	17971.3	7562.0
2014-10-31 09:00:00	YM	Futures	17972.3	18006.6	17928.6	17950.5	30536.0
2014-10-31 10:00:00	YM	Futures	17950.5	17997.3	17925.5	17983.7	24883.0
2014-10-31 11:00:00	YM	Futures	17983.7	18012.9	17968.1	17975.4	14149.0
2014-10-31 12:00:00	YM	Futures	17974.4	17996.2	17956.7	17994.1	12410.0
2014-10-31 13:00:00	YM	Futures	17994.1	17996.2	17960.9	17964.0	6968.0

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