PREVIEW / futures_1hour / 2015-02-02

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-02-02.parquet
  size:    52 KB
  rows:    1,586

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
2015-02-02 00:00:00	ES	Futures	2096.0	2097.32	2095.48	2095.74	1650.0
2015-02-02 01:00:00	ES	Futures	2096.0	2096.79	2095.22	2096.79	1481.0
2015-02-02 02:00:00	ES	Futures	2096.53	2100.74	2096.53	2099.16	10237.0
2015-02-02 03:00:00	ES	Futures	2099.43	2101.0	2095.22	2096.53	23199.0
2015-02-02 04:00:00	ES	Futures	2096.53	2098.37	2092.85	2096.53	17158.0
2015-02-02 05:00:00	ES	Futures	2096.79	2096.79	2091.79	2095.48	15250.0
2015-02-02 06:00:00	ES	Futures	2095.48	2103.11	2095.22	2099.95	18844.0
2015-02-02 07:00:00	ES	Futures	2099.95	2101.27	2097.06	2097.58	16899.0
2015-02-02 08:00:00	ES	Futures	2097.58	2099.16	2094.16	2095.48	28438.0
2015-02-02 09:00:00	ES	Futures	2095.48	2103.11	2088.9	2089.16	265560.0
2015-02-02 10:00:00	ES	Futures	2089.16	2092.58	2077.58	2089.95	379634.0
2015-02-02 11:00:00	ES	Futures	2089.95	2109.43	2089.69	2104.16	286186.0
2015-02-02 12:00:00	ES	Futures	2104.43	2105.48	2093.11	2093.64	173289.0
2015-02-02 13:00:00	ES	Futures	2093.9	2100.48	2087.85	2088.9	161778.0
2015-02-02 14:00:00	ES	Futures	2088.64	2101.53	2088.11	2096.0	155287.0
2015-02-02 15:00:00	ES	Futures	2095.74	2121.53	2094.95	2119.69	330986.0
2015-02-02 16:00:00	ES	Futures	2119.69	2124.69	2118.64	2121.53	97045.0
2015-02-02 17:00:00	ES	Futures	2121.27	2122.06	2121.0	2121.27	1795.0
2015-02-02 18:00:00	ES	Futures	2121.0	2122.58	2120.48	2120.74	4126.0
2015-02-02 19:00:00	ES	Futures	2120.74	2120.74	2116.79	2117.58	8941.0
2015-02-02 20:00:00	ES	Futures	2117.58	2119.95	2117.32	2118.37	3770.0
2015-02-02 21:00:00	ES	Futures	2118.11	2118.9	2117.58	2118.11	1548.0
2015-02-02 22:00:00	ES	Futures	2117.85	2121.0	2117.32	2118.37	7478.0
2015-02-02 23:00:00	ES	Futures	2118.11	2118.37	2114.16	2114.43	7245.0
2015-02-02 00:00:00	NQ	Futures	4868.77	4871.7	4867.3	4869.06	311.0
2015-02-02 01:00:00	NQ	Futures	4869.35	4870.53	4867.0	4869.35	185.0
2015-02-02 02:00:00	NQ	Futures	4870.23	4880.81	4869.94	4877.28	1430.0
2015-02-02 03:00:00	NQ	Futures	4877.58	4881.69	4868.18	4869.35	4686.0
2015-02-02 04:00:00	NQ	Futures	4869.94	4873.47	4860.25	4869.35	3279.0
2015-02-02 05:00:00	NQ	Futures	4869.35	4869.35	4856.73	4865.83	2752.0
2015-02-02 06:00:00	NQ	Futures	4865.24	4882.28	4864.95	4874.05	3762.0
2015-02-02 07:00:00	NQ	Futures	4874.64	4877.28	4867.59	4869.06	2658.0
2015-02-02 08:00:00	NQ	Futures	4868.77	4875.23	4863.19	4866.12	4334.0
2015-02-02 09:00:00	NQ	Futures	4866.12	4884.92	4824.71	4824.71	46463.0
2015-02-02 10:00:00	NQ	Futures	4824.71	4846.15	4799.46	4836.46	70022.0
2015-02-02 11:00:00	NQ	Futures	4836.75	4891.09	4835.29	4879.63	57536.0
2015-02-02 12:00:00	NQ	Futures	4879.93	4882.86	4850.85	4852.03	26198.0
2015-02-02 13:00:00	NQ	Futures	4852.03	4868.18	4836.46	4839.4	27933.0
2015-02-02 14:00:00	NQ	Futures	4839.1	4872.29	4837.64	4853.2	27405.0
2015-02-02 15:00:00	NQ	Futures	4853.49	4912.82	4848.8	4908.41	58489.0
2015-02-02 16:00:00	NQ	Futures	4909.0	4919.87	4907.24	4912.82	10738.0
2015-02-02 17:00:00	NQ	Futures	4912.82	4913.99	4911.64	4912.53	243.0
2015-02-02 18:00:00	NQ	Futures	4911.35	4916.64	4910.76	4911.64	423.0
2015-02-02 19:00:00	NQ	Futures	4911.06	4911.94	4902.83	4905.18	1424.0
2015-02-02 20:00:00	NQ	Futures	4905.18	4910.76	4904.6	4906.95	833.0
2015-02-02 21:00:00	NQ	Futures	4906.65	4908.41	4905.48	4906.36	321.0
2015-02-02 22:00:00	NQ	Futures	4906.06	4912.82	4904.6	4906.95	1263.0
2015-02-02 23:00:00	NQ	Futures	4906.65	4906.65	4896.67	4897.84	821.0
2015-02-02 00:00:00	YM	Futures	17871.2	17883.7	17869.1	17873.3	288.0
2015-02-02 01:00:00	YM	Futures	17875.4	17879.5	17863.9	17873.3	288.0

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