PREVIEW / futures_1hour / 2015-01-06

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-01-06.parquet
  size:    54 KB
  rows:    1,593

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
2015-01-06 00:00:00	ES	Futures	2120.21	2121.27	2118.9	2121.27	3402.0
2015-01-06 01:00:00	ES	Futures	2121.27	2121.27	2119.69	2121.0	2263.0
2015-01-06 02:00:00	ES	Futures	2121.0	2124.69	2120.48	2124.69	12128.0
2015-01-06 03:00:00	ES	Futures	2124.95	2125.74	2117.32	2118.64	32024.0
2015-01-06 04:00:00	ES	Futures	2118.64	2121.53	2117.32	2119.16	21363.0
2015-01-06 05:00:00	ES	Futures	2119.43	2119.69	2117.32	2119.16	11783.0
2015-01-06 06:00:00	ES	Futures	2119.16	2128.9	2119.16	2128.64	37008.0
2015-01-06 07:00:00	ES	Futures	2128.64	2128.9	2123.37	2124.95	34591.0
2015-01-06 08:00:00	ES	Futures	2125.21	2127.32	2119.43	2121.27	47257.0
2015-01-06 09:00:00	ES	Futures	2121.27	2126.53	2119.16	2122.85	191051.0
2015-01-06 10:00:00	ES	Futures	2122.58	2129.95	2114.69	2114.95	338480.0
2015-01-06 11:00:00	ES	Futures	2114.95	2115.21	2099.16	2100.74	369618.0
2015-01-06 12:00:00	ES	Futures	2101.0	2103.11	2092.32	2102.06	303066.0
2015-01-06 13:00:00	ES	Futures	2102.06	2102.32	2088.64	2099.43	244881.0
2015-01-06 14:00:00	ES	Futures	2099.16	2111.53	2093.37	2107.58	248451.0
2015-01-06 15:00:00	ES	Futures	2107.32	2115.74	2099.16	2099.43	331392.0
2015-01-06 16:00:00	ES	Futures	2099.69	2101.27	2096.79	2099.95	78962.0
2015-01-06 17:00:00	ES	Futures	2099.95	2100.48	2099.43	2100.21	1409.0
2015-01-06 18:00:00	ES	Futures	2101.53	2103.9	2100.74	2101.79	8525.0
2015-01-06 19:00:00	ES	Futures	2102.06	2103.9	2101.79	2103.37	6143.0
2015-01-06 20:00:00	ES	Futures	2103.64	2106.27	2103.37	2105.74	7178.0
2015-01-06 21:00:00	ES	Futures	2105.74	2106.27	2104.16	2105.48	3629.0
2015-01-06 22:00:00	ES	Futures	2105.48	2106.27	2104.16	2105.74	3494.0
2015-01-06 23:00:00	ES	Futures	2105.74	2106.27	2105.21	2105.48	1247.0
2015-01-06 00:00:00	NQ	Futures	4884.04	4886.39	4881.69	4885.8	941.0
2015-01-06 01:00:00	NQ	Futures	4885.51	4886.97	4882.86	4886.39	919.0
2015-01-06 02:00:00	NQ	Futures	4885.8	4894.02	4884.63	4893.44	1399.0
2015-01-06 03:00:00	NQ	Futures	4894.02	4895.79	4874.93	4877.58	4413.0
2015-01-06 04:00:00	NQ	Futures	4877.58	4884.04	4874.64	4877.58	3149.0
2015-01-06 05:00:00	NQ	Futures	4877.28	4879.63	4874.05	4878.75	1634.0
2015-01-06 06:00:00	NQ	Futures	4879.05	4901.66	4879.05	4900.19	5410.0
2015-01-06 07:00:00	NQ	Futures	4900.48	4901.37	4889.91	4893.73	5191.0
2015-01-06 08:00:00	NQ	Futures	4894.02	4899.02	4883.74	4886.68	7236.0
2015-01-06 09:00:00	NQ	Futures	4886.68	4899.6	4877.28	4878.75	36421.0
2015-01-06 10:00:00	NQ	Futures	4878.16	4899.02	4860.84	4862.31	56879.0
2015-01-06 11:00:00	NQ	Futures	4862.31	4863.48	4825.01	4831.47	52792.0
2015-01-06 12:00:00	NQ	Futures	4831.47	4838.81	4802.69	4836.75	52481.0
2015-01-06 13:00:00	NQ	Futures	4836.75	4837.05	4795.34	4830.0	48802.0
2015-01-06 14:00:00	NQ	Futures	4830.0	4860.84	4811.5	4850.85	54234.0
2015-01-06 15:00:00	NQ	Futures	4850.56	4868.47	4817.66	4820.01	74980.0
2015-01-06 16:00:00	NQ	Futures	4819.72	4822.95	4812.67	4816.49	12046.0
2015-01-06 17:00:00	NQ	Futures	4816.49	4817.66	4814.73	4817.66	354.0
2015-01-06 18:00:00	NQ	Futures	4822.95	4827.06	4819.72	4822.95	1130.0
2015-01-06 19:00:00	NQ	Futures	4822.95	4827.06	4822.66	4826.18	1072.0
2015-01-06 20:00:00	NQ	Futures	4826.48	4832.94	4826.48	4830.88	1410.0
2015-01-06 21:00:00	NQ	Futures	4831.17	4832.64	4828.24	4830.29	648.0
2015-01-06 22:00:00	NQ	Futures	4830.88	4832.35	4828.82	4831.47	1043.0
2015-01-06 23:00:00	NQ	Futures	4831.76	4832.94	4830.29	4831.76	950.0
2015-01-06 00:00:00	YM	Futures	18207.3	18215.7	18196.9	18214.6	839.0
2015-01-06 01:00:00	YM	Futures	18214.6	18215.7	18203.1	18213.6	320.0

> showing 50 of 1,593 rows — these rows as CSV

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