PREVIEW / futures_1hour / 2015-04-08

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-04-08.parquet
  size:    51 KB
  rows:    1,570

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
2015-04-08 00:00:00	ES	Futures	2184.78	2185.05	2183.2	2184.52	2116.0
2015-04-08 01:00:00	ES	Futures	2184.78	2186.37	2184.78	2185.05	2443.0
2015-04-08 02:00:00	ES	Futures	2185.05	2189.01	2185.05	2187.69	8756.0
2015-04-08 03:00:00	ES	Futures	2187.42	2189.54	2183.46	2188.74	18174.0
2015-04-08 04:00:00	ES	Futures	2188.74	2190.86	2187.42	2189.01	9389.0
2015-04-08 05:00:00	ES	Futures	2189.01	2189.8	2187.42	2187.69	8223.0
2015-04-08 06:00:00	ES	Futures	2187.69	2187.69	2184.25	2185.57	11271.0
2015-04-08 07:00:00	ES	Futures	2185.84	2187.95	2185.05	2186.63	16035.0
2015-04-08 08:00:00	ES	Futures	2186.9	2188.22	2185.57	2186.63	13372.0
2015-04-08 09:00:00	ES	Futures	2186.63	2197.2	2186.63	2196.4	178640.0
2015-04-08 10:00:00	ES	Futures	2196.4	2197.72	2183.2	2187.95	196276.0
2015-04-08 11:00:00	ES	Futures	2187.95	2194.82	2186.37	2193.23	128997.0
2015-04-08 12:00:00	ES	Futures	2193.23	2193.76	2190.06	2191.12	61069.0
2015-04-08 13:00:00	ES	Futures	2191.12	2192.44	2188.22	2191.65	47214.0
2015-04-08 14:00:00	ES	Futures	2191.65	2196.93	2182.41	2190.06	240273.0
2015-04-08 15:00:00	ES	Futures	2190.06	2193.23	2187.95	2191.91	171193.0
2015-04-08 16:00:00	ES	Futures	2192.18	2194.03	2191.39	2194.03	76607.0
2015-04-08 17:00:00	ES	Futures	2194.03	2195.35	2193.76	2195.08	3618.0
2015-04-08 18:00:00	ES	Futures	2195.08	2195.35	2193.76	2194.29	2122.0
2015-04-08 19:00:00	ES	Futures	2194.29	2194.29	2193.5	2193.76	635.0
2015-04-08 20:00:00	ES	Futures	2193.5	2194.29	2193.23	2194.03	2042.0
2015-04-08 21:00:00	ES	Futures	2194.03	2194.29	2191.91	2192.44	3920.0
2015-04-08 22:00:00	ES	Futures	2192.71	2193.5	2192.18	2192.71	3434.0
2015-04-08 23:00:00	ES	Futures	2192.97	2193.23	2191.65	2192.18	1744.0
2015-04-08 00:00:00	NQ	Futures	5099.65	5099.65	5095.53	5099.36	386.0
2015-04-08 01:00:00	NQ	Futures	5099.06	5102.0	5098.18	5098.77	417.0
2015-04-08 02:00:00	NQ	Futures	5099.36	5107.0	5099.36	5103.18	1041.0
2015-04-08 03:00:00	NQ	Futures	5103.18	5107.88	5093.18	5106.71	2411.0
2015-04-08 04:00:00	NQ	Futures	5106.41	5111.71	5101.41	5105.83	1498.0
2015-04-08 05:00:00	NQ	Futures	5105.83	5106.71	5100.53	5101.12	1038.0
2015-04-08 06:00:00	NQ	Futures	5100.83	5100.83	5093.77	5098.47	2184.0
2015-04-08 07:00:00	NQ	Futures	5098.47	5107.3	5097.3	5104.94	2510.0
2015-04-08 08:00:00	NQ	Futures	5105.24	5108.18	5101.41	5103.77	1955.0
2015-04-08 09:00:00	NQ	Futures	5103.47	5139.64	5100.53	5137.29	36946.0
2015-04-08 10:00:00	NQ	Futures	5137.58	5140.23	5106.41	5120.23	36232.0
2015-04-08 11:00:00	NQ	Futures	5120.53	5140.23	5116.41	5136.41	24268.0
2015-04-08 12:00:00	NQ	Futures	5136.7	5139.64	5129.64	5131.11	11596.0
2015-04-08 13:00:00	NQ	Futures	5131.7	5135.53	5124.06	5132.88	10405.0
2015-04-08 14:00:00	NQ	Futures	5132.88	5147.88	5109.94	5128.47	50059.0
2015-04-08 15:00:00	NQ	Futures	5128.47	5140.23	5123.17	5140.23	29374.0
2015-04-08 16:00:00	NQ	Futures	5139.64	5148.76	5139.35	5147.88	9112.0
2015-04-08 17:00:00	NQ	Futures	5147.88	5151.11	5147.29	5150.82	468.0
2015-04-08 18:00:00	NQ	Futures	5149.64	5150.82	5147.29	5148.17	516.0
2015-04-08 19:00:00	NQ	Futures	5147.88	5148.17	5146.41	5146.7	162.0
2015-04-08 20:00:00	NQ	Futures	5146.7	5149.35	5145.82	5149.05	369.0
2015-04-08 21:00:00	NQ	Futures	5148.76	5148.76	5144.64	5146.11	551.0
2015-04-08 22:00:00	NQ	Futures	5146.11	5149.05	5145.82	5147.29	495.0
2015-04-08 23:00:00	NQ	Futures	5147.88	5149.05	5145.23	5145.52	137.0
2015-04-08 00:00:00	YM	Futures	18655.8	18655.8	18643.2	18653.7	414.0
2015-04-08 01:00:00	YM	Futures	18654.7	18670.5	18654.7	18660.0	727.0

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