PREVIEW / futures_1hour / 2015-08-19

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-08-19.parquet
  size:    51 KB
  rows:    1,558

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
2015-08-19 00:00:00	ES	Futures	2226.9	2228.23	2226.37	2226.9	4644.0
2015-08-19 01:00:00	ES	Futures	2226.9	2227.43	2224.24	2224.5	7904.0
2015-08-19 02:00:00	ES	Futures	2224.24	2226.63	2220.51	2225.84	20231.0
2015-08-19 03:00:00	ES	Futures	2226.1	2228.5	2222.91	2224.77	25016.0
2015-08-19 04:00:00	ES	Futures	2225.04	2225.04	2219.45	2221.58	25949.0
2015-08-19 05:00:00	ES	Futures	2221.58	2225.04	2220.78	2223.17	13058.0
2015-08-19 06:00:00	ES	Futures	2223.44	2226.9	2223.17	2225.3	19412.0
2015-08-19 07:00:00	ES	Futures	2225.3	2225.84	2222.11	2222.64	15468.0
2015-08-19 08:00:00	ES	Futures	2222.64	2225.3	2221.84	2222.91	27788.0
2015-08-19 09:00:00	ES	Futures	2222.91	2223.71	2209.59	2210.93	301899.0
2015-08-19 10:00:00	ES	Futures	2210.66	2216.78	2204.8	2206.93	300527.0
2015-08-19 11:00:00	ES	Futures	2206.67	2209.86	2200.81	2204.8	254980.0
2015-08-19 12:00:00	ES	Futures	2204.54	2210.66	2202.94	2209.33	161617.0
2015-08-19 13:00:00	ES	Futures	2209.06	2217.32	2208.26	2211.99	233386.0
2015-08-19 14:00:00	ES	Futures	2211.99	2229.56	2210.39	2211.72	388278.0
2015-08-19 15:00:00	ES	Futures	2211.99	2218.65	2209.06	2211.46	327512.0
2015-08-19 16:00:00	ES	Futures	2211.46	2211.72	2205.33	2207.73	130016.0
2015-08-19 17:00:00	ES	Futures	2208.0	2208.26	2206.67	2208.26	1610.0
2015-08-19 18:00:00	ES	Futures	2208.26	2209.33	2207.2	2208.8	3286.0
2015-08-19 19:00:00	ES	Futures	2208.8	2210.39	2208.26	2209.33	3075.0
2015-08-19 20:00:00	ES	Futures	2209.59	2210.93	2209.33	2209.86	5870.0
2015-08-19 21:00:00	ES	Futures	2209.86	2210.93	2208.8	2209.33	4810.0
2015-08-19 22:00:00	ES	Futures	2209.33	2209.86	2206.93	2208.0	5907.0
2015-08-19 23:00:00	ES	Futures	2208.26	2211.72	2208.0	2211.46	5214.0
2015-08-19 00:00:00	NQ	Futures	5365.62	5369.47	5364.14	5365.92	693.0
2015-08-19 01:00:00	NQ	Futures	5366.21	5367.1	5358.23	5358.52	1227.0
2015-08-19 02:00:00	NQ	Futures	5358.23	5363.85	5346.39	5362.37	3600.0
2015-08-19 03:00:00	NQ	Futures	5362.96	5369.76	5353.2	5359.41	3609.0
2015-08-19 04:00:00	NQ	Futures	5359.11	5359.41	5347.28	5354.68	4527.0
2015-08-19 05:00:00	NQ	Futures	5354.97	5365.32	5352.61	5359.41	1730.0
2015-08-19 06:00:00	NQ	Futures	5359.41	5369.76	5359.11	5364.44	3577.0
2015-08-19 07:00:00	NQ	Futures	5364.44	5365.92	5360.0	5362.37	2675.0
2015-08-19 08:00:00	NQ	Futures	5362.37	5367.69	5360.3	5362.96	2805.0
2015-08-19 09:00:00	NQ	Futures	5363.25	5364.73	5324.8	5329.24	43440.0
2015-08-19 10:00:00	NQ	Futures	5329.53	5350.53	5321.55	5327.46	40324.0
2015-08-19 11:00:00	NQ	Futures	5327.17	5335.45	5304.39	5314.45	37749.0
2015-08-19 12:00:00	NQ	Futures	5314.45	5330.42	5310.31	5327.76	20069.0
2015-08-19 13:00:00	NQ	Futures	5328.05	5349.06	5325.98	5338.41	34042.0
2015-08-19 14:00:00	NQ	Futures	5338.41	5383.66	5332.49	5333.67	62815.0
2015-08-19 15:00:00	NQ	Futures	5333.67	5353.49	5326.87	5336.93	45219.0
2015-08-19 16:00:00	NQ	Futures	5336.93	5337.82	5322.14	5329.53	13962.0
2015-08-19 17:00:00	NQ	Futures	5329.53	5330.13	5326.28	5329.83	231.0
2015-08-19 18:00:00	NQ	Futures	5326.87	5331.31	5326.28	5329.24	1562.0
2015-08-19 19:00:00	NQ	Futures	5329.24	5331.9	5328.05	5330.72	251.0
2015-08-19 20:00:00	NQ	Futures	5330.72	5335.45	5330.72	5331.31	536.0
2015-08-19 21:00:00	NQ	Futures	5330.72	5334.27	5329.24	5330.42	392.0
2015-08-19 22:00:00	NQ	Futures	5330.72	5332.49	5325.69	5328.05	564.0
2015-08-19 23:00:00	NQ	Futures	5328.65	5338.7	5328.65	5338.41	1233.0
2015-08-19 00:00:00	YM	Futures	18392.4	18402.9	18386.0	18392.4	670.0
2015-08-19 01:00:00	YM	Futures	18392.4	18394.5	18370.2	18370.2	1181.0

> showing 50 of 1,558 rows — these rows as CSV

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