PREVIEW / futures_1hour / 2015-04-01

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-04-01.parquet
  size:    52 KB
  rows:    1,566

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
2015-04-01 00:00:00	ES	Futures	2158.9	2163.92	2158.37	2163.65	5784.0
2015-04-01 01:00:00	ES	Futures	2163.65	2164.45	2159.96	2161.28	6160.0
2015-04-01 02:00:00	ES	Futures	2161.28	2165.77	2161.28	2164.71	9462.0
2015-04-01 03:00:00	ES	Futures	2164.71	2169.2	2161.8	2168.41	33099.0
2015-04-01 04:00:00	ES	Futures	2168.67	2169.46	2166.03	2169.46	17954.0
2015-04-01 05:00:00	ES	Futures	2169.2	2177.12	2169.2	2175.8	26666.0
2015-04-01 06:00:00	ES	Futures	2175.8	2176.86	2174.48	2175.27	14762.0
2015-04-01 07:00:00	ES	Futures	2175.54	2175.54	2167.09	2169.2	30061.0
2015-04-01 08:00:00	ES	Futures	2169.2	2172.63	2167.61	2170.52	42291.0
2015-04-01 09:00:00	ES	Futures	2170.52	2175.27	2154.94	2158.9	331786.0
2015-04-01 10:00:00	ES	Futures	2158.11	2170.26	2156.79	2167.61	372581.0
2015-04-01 11:00:00	ES	Futures	2167.61	2171.05	2163.65	2165.5	180335.0
2015-04-01 12:00:00	ES	Futures	2165.24	2167.88	2161.01	2165.24	127449.0
2015-04-01 13:00:00	ES	Futures	2165.5	2170.52	2163.39	2168.14	90661.0
2015-04-01 14:00:00	ES	Futures	2168.41	2168.67	2161.28	2164.71	115364.0
2015-04-01 15:00:00	ES	Futures	2164.71	2168.41	2160.48	2168.41	227159.0
2015-04-01 16:00:00	ES	Futures	2168.41	2171.58	2167.61	2170.26	87758.0
2015-04-01 17:00:00	ES	Futures	2169.99	2171.05	2169.73	2171.05	2256.0
2015-04-01 18:00:00	ES	Futures	2171.31	2173.16	2170.26	2170.52	4235.0
2015-04-01 19:00:00	ES	Futures	2170.52	2171.58	2168.14	2168.41	3314.0
2015-04-01 20:00:00	ES	Futures	2168.41	2169.73	2166.56	2166.56	7633.0
2015-04-01 21:00:00	ES	Futures	2166.56	2168.94	2166.56	2167.61	4243.0
2015-04-01 22:00:00	ES	Futures	2167.61	2168.41	2166.29	2167.09	3137.0
2015-04-01 23:00:00	ES	Futures	2166.82	2167.35	2166.56	2166.82	1709.0
2015-04-01 00:00:00	NQ	Futures	5045.54	5060.54	5042.6	5059.95	1190.0
2015-04-01 01:00:00	NQ	Futures	5060.25	5060.83	5052.89	5056.42	1725.0
2015-04-01 02:00:00	NQ	Futures	5057.01	5066.71	5056.72	5064.36	2434.0
2015-04-01 03:00:00	NQ	Futures	5064.66	5075.83	5055.83	5074.36	5722.0
2015-04-01 04:00:00	NQ	Futures	5074.65	5080.24	5068.77	5080.24	3773.0
2015-04-01 05:00:00	NQ	Futures	5080.54	5098.18	5079.95	5095.24	4899.0
2015-04-01 06:00:00	NQ	Futures	5095.24	5096.71	5090.24	5090.53	2519.0
2015-04-01 07:00:00	NQ	Futures	5090.83	5090.83	5071.42	5076.42	4533.0
2015-04-01 08:00:00	NQ	Futures	5076.71	5085.83	5072.3	5082.89	7189.0
2015-04-01 09:00:00	NQ	Futures	5082.89	5090.83	5029.96	5036.72	59573.0
2015-04-01 10:00:00	NQ	Futures	5036.43	5059.36	5029.37	5054.36	62550.0
2015-04-01 11:00:00	NQ	Futures	5054.07	5065.54	5046.13	5050.84	30891.0
2015-04-01 12:00:00	NQ	Futures	5050.84	5055.54	5041.43	5046.72	21545.0
2015-04-01 13:00:00	NQ	Futures	5046.42	5062.89	5041.72	5057.01	16897.0
2015-04-01 14:00:00	NQ	Futures	5057.01	5059.07	5038.48	5048.78	20042.0
2015-04-01 15:00:00	NQ	Futures	5048.48	5063.19	5038.78	5063.19	36925.0
2015-04-01 16:00:00	NQ	Futures	5063.19	5079.95	5061.72	5074.65	14064.0
2015-04-01 17:00:00	NQ	Futures	5074.65	5075.54	5073.77	5075.54	539.0
2015-04-01 18:00:00	NQ	Futures	5077.6	5081.12	5074.65	5075.54	664.0
2015-04-01 19:00:00	NQ	Futures	5075.24	5077.01	5068.77	5069.66	508.0
2015-04-01 20:00:00	NQ	Futures	5069.36	5073.18	5066.42	5066.42	1114.0
2015-04-01 21:00:00	NQ	Futures	5067.01	5071.13	5066.42	5068.48	662.0
2015-04-01 22:00:00	NQ	Futures	5068.48	5072.3	5065.83	5067.89	582.0
2015-04-01 23:00:00	NQ	Futures	5067.89	5069.66	5065.54	5065.83	352.0
2015-04-01 00:00:00	YM	Futures	18412.5	18459.7	18408.3	18457.6	2059.0
2015-04-01 01:00:00	YM	Futures	18458.6	18463.9	18429.3	18439.8	2559.0

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