PREVIEW / futures_1hour / 2015-09-18

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-09-18.parquet
  size:    46 KB
  rows:    1,297

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
2015-09-18 00:00:00	ES	Futures	2120.54	2121.08	2118.67	2118.94	2977.0
2015-09-18 01:00:00	ES	Futures	2118.94	2119.47	2116.0	2117.6	7242.0
2015-09-18 02:00:00	ES	Futures	2117.6	2122.42	2115.46	2118.67	17007.0
2015-09-18 03:00:00	ES	Futures	2118.67	2121.08	2115.46	2118.94	37091.0
2015-09-18 04:00:00	ES	Futures	2118.94	2121.88	2113.32	2114.93	32451.0
2015-09-18 05:00:00	ES	Futures	2114.66	2118.67	2108.77	2110.38	40336.0
2015-09-18 06:00:00	ES	Futures	2110.38	2111.71	2099.41	2101.28	65314.0
2015-09-18 07:00:00	ES	Futures	2101.55	2102.35	2091.91	2095.39	72426.0
2015-09-18 08:00:00	ES	Futures	2095.39	2098.34	2090.58	2094.59	94042.0
2015-09-18 09:00:00	ES	Futures	2094.32	2097.0	2080.94	2090.04	406911.0
2015-09-18 10:00:00	ES	Futures	2090.04	2103.69	2088.44	2098.87	300870.0
2015-09-18 11:00:00	ES	Futures	2098.6	2105.83	2095.39	2101.81	238778.0
2015-09-18 12:00:00	ES	Futures	2101.81	2102.62	2089.77	2092.98	166922.0
2015-09-18 13:00:00	ES	Futures	2092.98	2096.46	2084.15	2084.96	157262.0
2015-09-18 14:00:00	ES	Futures	2084.96	2094.05	2083.89	2090.58	163671.0
2015-09-18 15:00:00	ES	Futures	2090.58	2092.98	2077.73	2082.82	369565.0
2015-09-18 16:00:00	ES	Futures	2082.82	2089.51	2081.21	2084.15	142989.0
2015-09-18 17:00:00	ES	Futures	2084.42	2087.37	2084.15	2087.37	2880.0
2015-09-18 00:00:00	NQ	Futures	5193.63	5195.41	5190.08	5190.67	593.0
2015-09-18 01:00:00	NQ	Futures	5190.96	5191.56	5183.55	5187.41	943.0
2015-09-18 02:00:00	NQ	Futures	5187.11	5197.49	5180.59	5187.7	1870.0
2015-09-18 03:00:00	NQ	Futures	5187.7	5191.26	5175.25	5185.04	4091.0
2015-09-18 04:00:00	NQ	Futures	5185.63	5192.74	5169.91	5174.95	3367.0
2015-09-18 05:00:00	NQ	Futures	5174.66	5182.96	5160.13	5165.17	5299.0
2015-09-18 06:00:00	NQ	Futures	5165.17	5167.54	5137.6	5144.12	8516.0
2015-09-18 07:00:00	NQ	Futures	5143.82	5145.31	5120.99	5128.11	8691.0
2015-09-18 08:00:00	NQ	Futures	5128.41	5138.19	5120.99	5130.78	11152.0
2015-09-18 09:00:00	NQ	Futures	5130.78	5143.23	5099.05	5129.59	61983.0
2015-09-18 10:00:00	NQ	Futures	5130.48	5162.21	5125.44	5147.08	46476.0
2015-09-18 11:00:00	NQ	Futures	5147.38	5174.06	5146.19	5162.8	30657.0
2015-09-18 12:00:00	NQ	Futures	5163.09	5164.58	5128.41	5137.0	23620.0
2015-09-18 13:00:00	NQ	Futures	5137.0	5146.49	5109.73	5112.39	23809.0
2015-09-18 14:00:00	NQ	Futures	5112.69	5140.56	5109.43	5131.37	21699.0
2015-09-18 15:00:00	NQ	Futures	5131.37	5138.19	5104.09	5113.28	45896.0
2015-09-18 16:00:00	NQ	Futures	5113.28	5134.63	5110.32	5124.25	15953.0
2015-09-18 17:00:00	NQ	Futures	5124.25	5129.89	5124.25	5129.0	163.0
2015-09-18 00:00:00	YM	Futures	17574.1	17580.4	17563.5	17565.6	883.0
2015-09-18 01:00:00	YM	Futures	17567.7	17568.8	17542.3	17556.1	1182.0
2015-09-18 02:00:00	YM	Futures	17556.1	17587.8	17533.8	17562.4	1907.0
2015-09-18 03:00:00	YM	Futures	17562.4	17579.4	17531.7	17559.2	3659.0
2015-09-18 04:00:00	YM	Futures	17560.3	17584.7	17517.9	17533.8	3289.0
2015-09-18 05:00:00	YM	Futures	17533.8	17557.1	17477.7	17487.2	5498.0
2015-09-18 06:00:00	YM	Futures	17487.2	17495.7	17397.2	17419.4	7245.0
2015-09-18 07:00:00	YM	Futures	17419.4	17423.7	17341.0	17360.1	8898.0
2015-09-18 08:00:00	YM	Futures	17362.2	17379.2	17320.9	17350.6	9911.0
2015-09-18 09:00:00	YM	Futures	17349.5	17349.5	17238.3	17270.1	44992.0
2015-09-18 10:00:00	YM	Futures	17267.9	17384.5	17258.4	17356.9	29100.0
2015-09-18 11:00:00	YM	Futures	17359.0	17416.2	17326.2	17385.5	21286.0
2015-09-18 12:00:00	YM	Futures	17386.6	17389.8	17287.0	17311.4	13437.0
2015-09-18 13:00:00	YM	Futures	17310.3	17334.7	17226.6	17236.2	14498.0

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