PREVIEW / futures_1hour / 2015-04-17

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-04-17.parquet
  size:    45 KB
  rows:    1,322

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
2015-04-17 00:00:00	ES	Futures	2217.8	2217.8	2216.21	2216.48	3500.0
2015-04-17 01:00:00	ES	Futures	2216.48	2217.8	2216.21	2216.74	2740.0
2015-04-17 02:00:00	ES	Futures	2216.74	2217.8	2215.68	2216.21	7540.0
2015-04-17 03:00:00	ES	Futures	2216.21	2218.85	2214.63	2214.63	19725.0
2015-04-17 04:00:00	ES	Futures	2214.63	2216.74	2214.36	2215.68	12474.0
2015-04-17 05:00:00	ES	Futures	2215.95	2216.74	2212.78	2213.04	14484.0
2015-04-17 06:00:00	ES	Futures	2213.31	2213.31	2199.84	2204.59	100146.0
2015-04-17 07:00:00	ES	Futures	2204.33	2206.7	2203.53	2205.65	31198.0
2015-04-17 08:00:00	ES	Futures	2205.38	2210.14	2203.8	2205.38	56476.0
2015-04-17 09:00:00	ES	Futures	2205.12	2205.38	2193.5	2195.61	296191.0
2015-04-17 10:00:00	ES	Futures	2195.61	2197.2	2189.54	2191.12	280618.0
2015-04-17 11:00:00	ES	Futures	2191.12	2195.35	2188.22	2193.5	196273.0
2015-04-17 12:00:00	ES	Futures	2193.76	2195.08	2191.39	2193.23	91130.0
2015-04-17 13:00:00	ES	Futures	2193.23	2194.82	2184.52	2185.57	141418.0
2015-04-17 14:00:00	ES	Futures	2185.84	2186.9	2181.08	2184.78	178656.0
2015-04-17 15:00:00	ES	Futures	2184.78	2193.76	2184.25	2190.86	261262.0
2015-04-17 16:00:00	ES	Futures	2190.86	2193.5	2190.59	2192.97	99622.0
2015-04-17 17:00:00	ES	Futures	2193.23	2193.76	2192.71	2193.5	3307.0
2015-04-17 00:00:00	NQ	Futures	5189.34	5190.52	5185.81	5186.69	408.0
2015-04-17 01:00:00	NQ	Futures	5186.69	5189.63	5186.1	5186.4	238.0
2015-04-17 02:00:00	NQ	Futures	5186.69	5189.93	5185.81	5187.57	816.0
2015-04-17 03:00:00	NQ	Futures	5187.28	5193.16	5180.52	5181.11	2291.0
2015-04-17 04:00:00	NQ	Futures	5181.11	5186.4	5180.81	5184.34	1467.0
2015-04-17 05:00:00	NQ	Futures	5184.93	5186.69	5174.05	5174.64	2425.0
2015-04-17 06:00:00	NQ	Futures	5174.64	5175.52	5132.0	5145.82	21006.0
2015-04-17 07:00:00	NQ	Futures	5145.52	5151.7	5144.64	5150.23	4387.0
2015-04-17 08:00:00	NQ	Futures	5150.23	5163.76	5149.05	5149.93	8632.0
2015-04-17 09:00:00	NQ	Futures	5150.23	5155.23	5117.59	5124.35	59371.0
2015-04-17 10:00:00	NQ	Futures	5124.35	5127.29	5107.0	5111.12	55113.0
2015-04-17 11:00:00	NQ	Futures	5111.12	5119.06	5104.65	5114.35	35523.0
2015-04-17 12:00:00	NQ	Futures	5114.06	5118.18	5107.59	5113.18	16029.0
2015-04-17 13:00:00	NQ	Futures	5112.88	5117.29	5095.24	5097.59	22416.0
2015-04-17 14:00:00	NQ	Futures	5097.59	5100.83	5086.12	5095.53	27792.0
2015-04-17 15:00:00	NQ	Futures	5095.53	5116.71	5094.94	5109.06	35194.0
2015-04-17 16:00:00	NQ	Futures	5109.06	5116.41	5107.59	5113.47	6568.0
2015-04-17 17:00:00	NQ	Futures	5113.18	5113.47	5111.41	5113.18	275.0
2015-04-17 00:00:00	YM	Futures	18899.1	18900.1	18888.6	18888.6	288.0
2015-04-17 01:00:00	YM	Futures	18889.6	18903.3	18885.4	18887.5	563.0
2015-04-17 02:00:00	YM	Futures	18888.6	18903.3	18880.2	18884.4	814.0
2015-04-17 03:00:00	YM	Futures	18885.4	18910.6	18872.9	18873.9	2342.0
2015-04-17 04:00:00	YM	Futures	18872.9	18893.8	18872.9	18885.4	2007.0
2015-04-17 05:00:00	YM	Futures	18885.4	18894.9	18867.6	18867.6	2611.0
2015-04-17 06:00:00	YM	Futures	18868.7	18869.7	18737.6	18776.4	22978.0
2015-04-17 07:00:00	YM	Futures	18774.3	18797.3	18770.1	18786.9	4578.0
2015-04-17 08:00:00	YM	Futures	18787.9	18834.1	18760.6	18766.9	7997.0
2015-04-17 09:00:00	YM	Futures	18765.9	18769.0	18620.1	18657.9	37067.0
2015-04-17 10:00:00	YM	Futures	18657.9	18671.5	18608.6	18619.1	32607.0
2015-04-17 11:00:00	YM	Futures	18618.0	18653.7	18603.3	18644.2	21167.0
2015-04-17 12:00:00	YM	Futures	18643.2	18656.8	18624.3	18642.1	10085.0
2015-04-17 13:00:00	YM	Futures	18642.1	18652.6	18543.6	18558.3	17080.0

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