PREVIEW / futures_1hour / 2015-10-02

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-10-02.parquet
  size:    46 KB
  rows:    1,310

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
2015-10-02 00:00:00	ES	Futures	2052.31	2052.31	2047.23	2049.1	6422.0
2015-10-02 01:00:00	ES	Futures	2049.37	2052.05	2048.03	2051.24	4668.0
2015-10-02 02:00:00	ES	Futures	2051.24	2056.33	2050.97	2053.65	13934.0
2015-10-02 03:00:00	ES	Futures	2053.38	2059.8	2053.12	2054.19	24047.0
2015-10-02 04:00:00	ES	Futures	2053.92	2058.73	2052.85	2058.2	13813.0
2015-10-02 05:00:00	ES	Futures	2057.93	2059.0	2055.52	2059.0	13155.0
2015-10-02 06:00:00	ES	Futures	2058.73	2061.14	2057.66	2059.27	17794.0
2015-10-02 07:00:00	ES	Futures	2059.54	2060.61	2057.13	2060.07	19415.0
2015-10-02 08:00:00	ES	Futures	2060.34	2064.09	2023.95	2028.23	225094.0
2015-10-02 09:00:00	ES	Futures	2027.96	2028.5	2015.39	2022.34	396035.0
2015-10-02 10:00:00	ES	Futures	2022.34	2035.72	2015.92	2035.19	372120.0
2015-10-02 11:00:00	ES	Futures	2034.92	2041.61	2030.91	2037.33	232733.0
2015-10-02 12:00:00	ES	Futures	2037.33	2055.52	2036.53	2053.65	271981.0
2015-10-02 13:00:00	ES	Futures	2053.92	2061.95	2051.78	2054.19	206911.0
2015-10-02 14:00:00	ES	Futures	2054.19	2061.14	2052.85	2055.26	142356.0
2015-10-02 15:00:00	ES	Futures	2055.26	2078.8	2054.45	2078.54	363299.0
2015-10-02 16:00:00	ES	Futures	2078.54	2080.41	2075.32	2079.61	101213.0
2015-10-02 00:00:00	NQ	Futures	4973.34	4973.93	4959.41	4964.74	1305.0
2015-10-02 01:00:00	NQ	Futures	4965.34	4973.04	4962.37	4972.45	984.0
2015-10-02 02:00:00	NQ	Futures	4971.86	4984.9	4970.67	4979.86	1932.0
2015-10-02 03:00:00	NQ	Futures	4978.38	4995.87	4977.49	4982.24	4665.0
2015-10-02 04:00:00	NQ	Futures	4981.94	4992.02	4977.79	4989.94	2628.0
2015-10-02 05:00:00	NQ	Futures	4990.54	4992.61	4983.42	4991.13	2240.0
2015-10-02 06:00:00	NQ	Futures	4991.43	4997.36	4988.76	4992.91	2173.0
2015-10-02 07:00:00	NQ	Futures	4993.21	4994.39	4987.57	4993.5	2239.0
2015-10-02 08:00:00	NQ	Futures	4993.8	5000.62	4896.55	4911.67	34672.0
2015-10-02 09:00:00	NQ	Futures	4911.97	4911.97	4876.09	4898.33	61941.0
2015-10-02 10:00:00	NQ	Futures	4898.03	4942.51	4877.87	4941.32	62207.0
2015-10-02 11:00:00	NQ	Futures	4941.02	4955.55	4925.31	4942.21	36581.0
2015-10-02 12:00:00	NQ	Futures	4941.91	4993.21	4938.06	4987.87	47039.0
2015-10-02 13:00:00	NQ	Futures	4988.16	5007.73	4979.57	4981.35	34082.0
2015-10-02 14:00:00	NQ	Futures	4981.64	5006.55	4978.38	4992.32	22450.0
2015-10-02 15:00:00	NQ	Futures	4992.32	5048.65	4990.24	5048.06	59828.0
2015-10-02 16:00:00	NQ	Futures	5047.76	5056.65	5044.5	5055.17	13716.0
2015-10-02 00:00:00	YM	Futures	17154.6	17157.8	17112.2	17126.0	992.0
2015-10-02 01:00:00	YM	Futures	17128.1	17149.3	17119.7	17148.3	769.0
2015-10-02 02:00:00	YM	Futures	17147.2	17185.3	17145.1	17163.1	1550.0
2015-10-02 03:00:00	YM	Futures	17162.0	17207.6	17158.8	17166.3	3593.0
2015-10-02 04:00:00	YM	Futures	17165.2	17209.7	17154.6	17204.4	2209.0
2015-10-02 05:00:00	YM	Futures	17204.4	17217.1	17187.4	17215.0	2806.0
2015-10-02 06:00:00	YM	Futures	17213.9	17229.8	17206.5	17219.2	2387.0
2015-10-02 07:00:00	YM	Futures	17220.3	17223.5	17199.1	17219.2	1626.0
2015-10-02 08:00:00	YM	Futures	17218.2	17242.5	16934.3	16963.9	26597.0
2015-10-02 09:00:00	YM	Futures	16962.9	16965.0	16850.6	16902.5	47050.0
2015-10-02 10:00:00	YM	Futures	16900.4	17009.5	16857.0	17002.1	40962.0
2015-10-02 11:00:00	YM	Futures	17001.0	17067.8	16986.2	17040.2	26945.0
2015-10-02 12:00:00	YM	Futures	17041.3	17189.6	17032.8	17171.6	31209.0
2015-10-02 13:00:00	YM	Futures	17173.7	17234.1	17156.7	17172.6	24727.0
2015-10-02 14:00:00	YM	Futures	17170.5	17225.6	17162.0	17173.7	16803.0
2015-10-02 15:00:00	YM	Futures	17175.8	17344.2	17170.5	17342.1	37952.0

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