PREVIEW / futures_1hour / 2015-10-06

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-10-06.parquet
  size:    52 KB
  rows:    1,605

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
2015-10-06 00:00:00	ES	Futures	2107.7	2110.38	2107.17	2109.04	5559.0
2015-10-06 01:00:00	ES	Futures	2108.77	2109.84	2104.76	2105.83	5851.0
2015-10-06 02:00:00	ES	Futures	2105.83	2106.63	2104.49	2105.83	10889.0
2015-10-06 03:00:00	ES	Futures	2106.1	2107.17	2101.81	2102.62	28165.0
2015-10-06 04:00:00	ES	Futures	2102.62	2111.71	2101.55	2110.11	24275.0
2015-10-06 05:00:00	ES	Futures	2110.11	2111.45	2106.9	2107.43	12159.0
2015-10-06 06:00:00	ES	Futures	2107.7	2111.45	2106.9	2107.97	12884.0
2015-10-06 07:00:00	ES	Futures	2107.7	2110.38	2105.56	2110.11	20599.0
2015-10-06 08:00:00	ES	Futures	2110.11	2112.25	2106.63	2112.25	36982.0
2015-10-06 09:00:00	ES	Futures	2111.98	2121.62	2111.18	2121.08	227308.0
2015-10-06 10:00:00	ES	Futures	2120.81	2121.08	2107.97	2110.11	297561.0
2015-10-06 11:00:00	ES	Futures	2109.84	2116.0	2102.08	2104.22	247953.0
2015-10-06 12:00:00	ES	Futures	2103.96	2108.5	2100.48	2105.83	145845.0
2015-10-06 13:00:00	ES	Futures	2105.56	2112.52	2104.22	2107.43	118828.0
2015-10-06 14:00:00	ES	Futures	2107.43	2114.39	2105.56	2108.77	142428.0
2015-10-06 15:00:00	ES	Futures	2108.77	2113.59	2106.1	2109.31	167486.0
2015-10-06 16:00:00	ES	Futures	2109.04	2110.11	2100.48	2102.62	52814.0
2015-10-06 18:00:00	ES	Futures	2098.87	2102.08	2098.34	2100.74	7826.0
2015-10-06 19:00:00	ES	Futures	2100.74	2103.69	2100.48	2102.62	4828.0
2015-10-06 20:00:00	ES	Futures	2102.88	2103.15	2100.74	2102.08	4441.0
2015-10-06 21:00:00	ES	Futures	2101.81	2105.29	2101.55	2104.76	5665.0
2015-10-06 22:00:00	ES	Futures	2104.76	2106.63	2102.62	2105.03	6416.0
2015-10-06 23:00:00	ES	Futures	2105.29	2105.29	2100.21	2103.96	11701.0
2015-10-06 00:00:00	NQ	Futures	5097.57	5104.69	5097.27	5102.02	913.0
2015-10-06 01:00:00	NQ	Futures	5101.42	5103.5	5089.27	5091.64	1835.0
2015-10-06 02:00:00	NQ	Futures	5091.94	5093.72	5087.49	5093.12	1811.0
2015-10-06 03:00:00	NQ	Futures	5093.12	5096.68	5080.67	5081.86	4184.0
2015-10-06 04:00:00	NQ	Futures	5082.45	5103.5	5078.3	5099.65	3333.0
2015-10-06 05:00:00	NQ	Futures	5099.35	5104.09	5092.83	5094.61	1412.0
2015-10-06 06:00:00	NQ	Futures	5094.31	5104.09	5093.42	5095.49	1760.0
2015-10-06 07:00:00	NQ	Futures	5095.79	5099.94	5090.75	5099.35	2174.0
2015-10-06 08:00:00	NQ	Futures	5099.35	5108.24	5092.83	5107.95	5130.0
2015-10-06 09:00:00	NQ	Futures	5107.65	5125.74	5099.35	5124.25	39088.0
2015-10-06 10:00:00	NQ	Futures	5123.96	5124.85	5080.37	5085.12	50425.0
2015-10-06 11:00:00	NQ	Futures	5084.82	5095.79	5061.1	5067.03	42498.0
2015-10-06 12:00:00	NQ	Futures	5067.33	5080.37	5056.36	5072.96	22722.0
2015-10-06 13:00:00	NQ	Futures	5072.37	5096.68	5069.4	5086.9	19994.0
2015-10-06 14:00:00	NQ	Futures	5086.3	5104.39	5079.78	5089.56	22706.0
2015-10-06 15:00:00	NQ	Futures	5089.27	5105.28	5081.26	5096.98	28403.0
2015-10-06 16:00:00	NQ	Futures	5096.68	5099.65	5074.74	5078.59	7124.0
2015-10-06 18:00:00	NQ	Futures	5070.0	5076.52	5065.25	5073.55	1308.0
2015-10-06 19:00:00	NQ	Futures	5073.85	5079.78	5073.26	5077.41	914.0
2015-10-06 20:00:00	NQ	Futures	5077.11	5081.26	5074.44	5076.82	901.0
2015-10-06 21:00:00	NQ	Futures	5077.41	5086.3	5076.22	5084.82	1027.0
2015-10-06 22:00:00	NQ	Futures	5084.82	5089.86	5080.97	5086.9	1258.0
2015-10-06 23:00:00	NQ	Futures	5086.9	5086.9	5073.85	5084.52	2555.0
2015-10-06 00:00:00	YM	Futures	17611.1	17641.9	17611.1	17620.7	3575.0
2015-10-06 01:00:00	YM	Futures	17620.7	17631.3	17590.0	17597.4	916.0
2015-10-06 02:00:00	YM	Futures	17597.4	17604.8	17587.8	17602.7	1138.0
2015-10-06 03:00:00	YM	Futures	17602.7	17610.1	17565.6	17570.9	3689.0

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