PREVIEW / futures_1hour / 2015-10-07

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-10-07.parquet
  size:    51 KB
  rows:    1,581

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
2015-10-07 00:00:00	ES	Futures	2104.22	2112.79	2103.96	2109.04	12137.0
2015-10-07 01:00:00	ES	Futures	2108.77	2111.98	2107.97	2111.18	6481.0
2015-10-07 02:00:00	ES	Futures	2111.18	2117.6	2110.64	2116.53	19248.0
2015-10-07 03:00:00	ES	Futures	2116.53	2125.09	2111.98	2121.35	36609.0
2015-10-07 04:00:00	ES	Futures	2121.35	2125.09	2119.74	2122.95	28978.0
2015-10-07 05:00:00	ES	Futures	2123.22	2123.49	2116.26	2117.6	17213.0
2015-10-07 06:00:00	ES	Futures	2117.33	2119.74	2114.39	2116.8	18118.0
2015-10-07 07:00:00	ES	Futures	2116.8	2122.69	2116.26	2119.74	27541.0
2015-10-07 08:00:00	ES	Futures	2119.74	2121.88	2117.6	2119.21	41787.0
2015-10-07 09:00:00	ES	Futures	2119.21	2128.57	2118.94	2126.97	230408.0
2015-10-07 10:00:00	ES	Futures	2126.97	2131.25	2115.46	2120.28	327918.0
2015-10-07 11:00:00	ES	Futures	2120.01	2120.28	2105.83	2116.0	325479.0
2015-10-07 12:00:00	ES	Futures	2115.73	2117.07	2107.97	2112.79	172870.0
2015-10-07 13:00:00	ES	Futures	2112.79	2125.36	2111.18	2123.22	158739.0
2015-10-07 14:00:00	ES	Futures	2123.49	2127.5	2116.26	2117.33	190155.0
2015-10-07 15:00:00	ES	Futures	2117.07	2127.5	2116.53	2126.97	204197.0
2015-10-07 16:00:00	ES	Futures	2126.97	2128.84	2125.9	2128.3	74098.0
2015-10-07 18:00:00	ES	Futures	2127.5	2129.11	2126.97	2128.04	5063.0
2015-10-07 19:00:00	ES	Futures	2128.04	2128.3	2125.9	2126.43	3409.0
2015-10-07 20:00:00	ES	Futures	2126.43	2127.23	2124.29	2124.56	5750.0
2015-10-07 21:00:00	ES	Futures	2124.56	2125.63	2117.87	2118.14	11665.0
2015-10-07 22:00:00	ES	Futures	2118.14	2120.54	2117.07	2119.74	10017.0
2015-10-07 23:00:00	ES	Futures	2120.01	2120.54	2115.19	2116.0	8989.0
2015-10-07 00:00:00	NQ	Futures	5084.82	5106.76	5083.93	5098.16	3263.0
2015-10-07 01:00:00	NQ	Futures	5098.16	5107.35	5094.61	5104.09	1646.0
2015-10-07 02:00:00	NQ	Futures	5103.8	5120.4	5102.91	5117.44	3359.0
2015-10-07 03:00:00	NQ	Futures	5117.44	5136.71	5107.95	5130.18	6999.0
2015-10-07 04:00:00	NQ	Futures	5130.48	5139.38	5126.63	5134.34	5237.0
2015-10-07 05:00:00	NQ	Futures	5134.93	5135.52	5119.81	5121.59	3530.0
2015-10-07 06:00:00	NQ	Futures	5121.59	5126.92	5114.17	5120.4	2998.0
2015-10-07 07:00:00	NQ	Futures	5120.4	5135.22	5118.92	5129.59	5985.0
2015-10-07 08:00:00	NQ	Futures	5129.89	5135.22	5125.44	5128.41	7102.0
2015-10-07 09:00:00	NQ	Futures	5128.41	5137.6	5109.73	5131.96	47745.0
2015-10-07 10:00:00	NQ	Futures	5131.96	5139.67	5083.64	5096.38	56534.0
2015-10-07 11:00:00	NQ	Futures	5096.38	5099.05	5061.69	5096.38	57804.0
2015-10-07 12:00:00	NQ	Futures	5096.09	5098.16	5072.37	5082.15	26273.0
2015-10-07 13:00:00	NQ	Futures	5081.56	5119.51	5077.71	5113.28	23988.0
2015-10-07 14:00:00	NQ	Futures	5113.58	5124.55	5095.49	5099.94	30585.0
2015-10-07 15:00:00	NQ	Futures	5099.94	5128.7	5098.46	5128.11	30833.0
2015-10-07 16:00:00	NQ	Futures	5127.81	5134.34	5126.33	5131.67	6918.0
2015-10-07 18:00:00	NQ	Futures	5128.11	5133.74	5126.33	5132.85	742.0
2015-10-07 19:00:00	NQ	Futures	5132.85	5133.15	5126.92	5128.7	643.0
2015-10-07 20:00:00	NQ	Futures	5129.0	5130.78	5121.29	5122.18	1229.0
2015-10-07 21:00:00	NQ	Futures	5122.77	5125.74	5105.58	5106.17	2248.0
2015-10-07 22:00:00	NQ	Futures	5106.17	5112.39	5102.91	5110.91	1470.0
2015-10-07 23:00:00	NQ	Futures	5110.91	5112.99	5099.94	5101.72	1418.0
2015-10-07 00:00:00	YM	Futures	17644.0	17709.7	17639.7	17682.1	2446.0
2015-10-07 01:00:00	YM	Futures	17682.1	17708.6	17672.6	17700.1	991.0
2015-10-07 02:00:00	YM	Futures	17700.1	17751.0	17694.8	17740.4	2420.0
2015-10-07 03:00:00	YM	Futures	17741.4	17796.5	17704.4	17773.2	5385.0

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