PREVIEW / futures_1hour / 2015-03-30

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-03-30.parquet
  size:    49 KB
  rows:    1,531

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
2015-03-30 00:00:00	ES	Futures	2175.01	2176.86	2174.75	2176.33	3663.0
2015-03-30 01:00:00	ES	Futures	2176.07	2176.33	2173.69	2173.69	4114.0
2015-03-30 02:00:00	ES	Futures	2173.69	2174.75	2172.37	2174.22	7119.0
2015-03-30 03:00:00	ES	Futures	2173.95	2185.84	2173.69	2184.25	33797.0
2015-03-30 04:00:00	ES	Futures	2184.25	2185.31	2182.14	2182.41	13868.0
2015-03-30 05:00:00	ES	Futures	2182.67	2183.46	2181.88	2181.88	7091.0
2015-03-30 06:00:00	ES	Futures	2181.88	2182.67	2177.39	2177.65	11792.0
2015-03-30 07:00:00	ES	Futures	2177.92	2180.03	2177.39	2179.24	11109.0
2015-03-30 08:00:00	ES	Futures	2179.24	2180.82	2177.92	2178.71	23631.0
2015-03-30 09:00:00	ES	Futures	2178.97	2192.97	2178.97	2191.91	226379.0
2015-03-30 10:00:00	ES	Futures	2191.91	2193.76	2187.42	2190.86	186091.0
2015-03-30 11:00:00	ES	Futures	2190.86	2192.71	2188.74	2191.91	122319.0
2015-03-30 12:00:00	ES	Futures	2191.65	2195.08	2191.39	2194.55	93655.0
2015-03-30 13:00:00	ES	Futures	2194.55	2197.72	2194.03	2195.61	77721.0
2015-03-30 14:00:00	ES	Futures	2195.61	2198.52	2195.35	2198.25	68909.0
2015-03-30 15:00:00	ES	Futures	2198.25	2199.31	2195.08	2195.35	201440.0
2015-03-30 16:00:00	ES	Futures	2195.61	2196.4	2191.39	2191.39	92526.0
2015-03-30 17:00:00	ES	Futures	2191.39	2191.91	2191.39	2191.39	1300.0
2015-03-30 18:00:00	ES	Futures	2191.91	2194.03	2191.91	2192.97	4565.0
2015-03-30 19:00:00	ES	Futures	2192.97	2193.5	2192.18	2193.23	1733.0
2015-03-30 20:00:00	ES	Futures	2192.97	2194.03	2192.71	2193.76	3858.0
2015-03-30 21:00:00	ES	Futures	2193.5	2193.76	2190.59	2190.59	5454.0
2015-03-30 22:00:00	ES	Futures	2190.86	2190.86	2189.27	2189.27	4418.0
2015-03-30 23:00:00	ES	Futures	2189.54	2190.06	2188.48	2189.54	4595.0
2015-03-30 00:00:00	NQ	Futures	5107.3	5111.41	5106.41	5109.35	740.0
2015-03-30 01:00:00	NQ	Futures	5109.35	5109.94	5103.77	5103.77	761.0
2015-03-30 02:00:00	NQ	Futures	5103.77	5106.41	5101.12	5104.94	1059.0
2015-03-30 03:00:00	NQ	Futures	5104.65	5137.29	5104.06	5134.94	6378.0
2015-03-30 04:00:00	NQ	Futures	5134.94	5137.29	5131.41	5133.47	2899.0
2015-03-30 05:00:00	NQ	Futures	5133.76	5136.41	5131.7	5131.7	1159.0
2015-03-30 06:00:00	NQ	Futures	5131.7	5133.47	5119.94	5120.23	2038.0
2015-03-30 07:00:00	NQ	Futures	5120.82	5123.47	5118.76	5119.94	2377.0
2015-03-30 08:00:00	NQ	Futures	5120.23	5123.47	5117.88	5118.18	3849.0
2015-03-30 09:00:00	NQ	Futures	5118.18	5146.99	5116.12	5141.7	44153.0
2015-03-30 10:00:00	NQ	Futures	5141.7	5149.35	5119.65	5129.64	36272.0
2015-03-30 11:00:00	NQ	Futures	5129.35	5138.76	5123.76	5130.53	19188.0
2015-03-30 12:00:00	NQ	Futures	5130.53	5140.23	5127.88	5138.47	13656.0
2015-03-30 13:00:00	NQ	Futures	5138.47	5146.11	5134.35	5141.99	12334.0
2015-03-30 14:00:00	NQ	Futures	5141.99	5148.76	5135.82	5141.41	11176.0
2015-03-30 15:00:00	NQ	Futures	5141.11	5148.46	5138.17	5144.94	24342.0
2015-03-30 16:00:00	NQ	Futures	5145.23	5154.05	5140.82	5141.11	12564.0
2015-03-30 17:00:00	NQ	Futures	5140.82	5142.29	5140.82	5141.99	96.0
2015-03-30 18:00:00	NQ	Futures	5140.23	5146.99	5140.23	5144.05	672.0
2015-03-30 19:00:00	NQ	Futures	5144.35	5146.11	5142.88	5144.35	270.0
2015-03-30 20:00:00	NQ	Futures	5144.05	5146.99	5143.76	5146.7	292.0
2015-03-30 21:00:00	NQ	Futures	5146.41	5146.7	5140.52	5141.7	852.0
2015-03-30 22:00:00	NQ	Futures	5141.41	5142.29	5138.76	5139.35	637.0
2015-03-30 23:00:00	NQ	Futures	5139.64	5141.41	5137.0	5139.94	464.0
2015-03-30 00:00:00	YM	Futures	18532.0	18560.3	18532.0	18554.1	2707.0
2015-03-30 01:00:00	YM	Futures	18552.0	18557.2	18536.2	18537.3	1094.0

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