PREVIEW / futures_1hour / 2015-11-02

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-11-02.parquet
  size:    50 KB
  rows:    1,575

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
2015-11-02 00:00:00	ES	Futures	2210.45	2211.25	2209.38	2210.45	3173.0
2015-11-02 01:00:00	ES	Futures	2210.45	2211.79	2209.92	2211.25	3826.0
2015-11-02 02:00:00	ES	Futures	2211.52	2211.52	2209.65	2211.52	8203.0
2015-11-02 03:00:00	ES	Futures	2211.52	2215.0	2209.65	2214.46	26866.0
2015-11-02 04:00:00	ES	Futures	2214.46	2221.96	2212.86	2220.62	27261.0
2015-11-02 05:00:00	ES	Futures	2220.62	2221.42	2218.21	2220.35	17060.0
2015-11-02 06:00:00	ES	Futures	2220.35	2222.76	2219.82	2221.15	12352.0
2015-11-02 07:00:00	ES	Futures	2220.89	2221.15	2218.48	2219.82	12364.0
2015-11-02 08:00:00	ES	Futures	2219.82	2223.56	2219.82	2223.03	20224.0
2015-11-02 09:00:00	ES	Futures	2223.29	2230.52	2221.15	2229.45	171161.0
2015-11-02 10:00:00	ES	Futures	2229.72	2233.46	2228.11	2231.86	188242.0
2015-11-02 11:00:00	ES	Futures	2231.86	2235.07	2230.79	2233.19	130021.0
2015-11-02 12:00:00	ES	Futures	2233.19	2236.94	2232.12	2236.14	79492.0
2015-11-02 13:00:00	ES	Futures	2236.41	2238.01	2234.53	2238.01	73836.0
2015-11-02 14:00:00	ES	Futures	2237.74	2244.97	2237.48	2244.7	122939.0
2015-11-02 15:00:00	ES	Futures	2244.7	2247.64	2243.09	2244.7	245744.0
2015-11-02 16:00:00	ES	Futures	2244.7	2245.24	2239.88	2240.42	90922.0
2015-11-02 18:00:00	ES	Futures	2240.42	2242.02	2239.35	2241.76	5100.0
2015-11-02 19:00:00	ES	Futures	2241.76	2244.7	2240.42	2244.17	4864.0
2015-11-02 20:00:00	ES	Futures	2244.17	2244.43	2242.83	2243.36	3278.0
2015-11-02 21:00:00	ES	Futures	2243.36	2243.9	2242.56	2242.83	2057.0
2015-11-02 22:00:00	ES	Futures	2242.83	2242.83	2240.95	2241.22	2352.0
2015-11-02 23:00:00	ES	Futures	2241.22	2242.56	2240.69	2242.56	1744.0
2015-11-02 00:00:00	NQ	Futures	5487.75	5489.83	5485.68	5486.86	456.0
2015-11-02 01:00:00	NQ	Futures	5486.86	5491.61	5486.57	5489.23	727.0
2015-11-02 02:00:00	NQ	Futures	5488.94	5490.42	5485.08	5490.42	1053.0
2015-11-02 03:00:00	NQ	Futures	5490.42	5501.39	5486.27	5499.32	3491.0
2015-11-02 04:00:00	NQ	Futures	5499.91	5517.1	5495.76	5513.25	4266.0
2015-11-02 05:00:00	NQ	Futures	5513.55	5513.84	5505.25	5512.36	2753.0
2015-11-02 06:00:00	NQ	Futures	5512.66	5516.81	5511.47	5512.66	1539.0
2015-11-02 07:00:00	NQ	Futures	5512.36	5514.73	5508.51	5513.25	1774.0
2015-11-02 08:00:00	NQ	Futures	5512.95	5522.15	5512.66	5521.55	3874.0
2015-11-02 09:00:00	NQ	Futures	5521.55	5530.15	5507.91	5528.37	25545.0
2015-11-02 10:00:00	NQ	Futures	5528.08	5542.6	5524.81	5540.53	29054.0
2015-11-02 11:00:00	NQ	Futures	5540.53	5551.5	5538.45	5547.94	16971.0
2015-11-02 12:00:00	NQ	Futures	5547.94	5553.87	5543.79	5552.09	8713.0
2015-11-02 13:00:00	NQ	Futures	5552.09	5555.95	5548.53	5555.95	8368.0
2015-11-02 14:00:00	NQ	Futures	5555.65	5566.62	5555.06	5564.84	13681.0
2015-11-02 15:00:00	NQ	Futures	5564.84	5573.44	5559.21	5567.51	23672.0
2015-11-02 16:00:00	NQ	Futures	5567.51	5568.1	5559.8	5561.28	7514.0
2015-11-02 18:00:00	NQ	Futures	5560.1	5565.73	5558.02	5565.14	855.0
2015-11-02 19:00:00	NQ	Futures	5565.14	5572.85	5562.47	5570.47	1094.0
2015-11-02 20:00:00	NQ	Futures	5570.77	5571.66	5567.51	5570.18	418.0
2015-11-02 21:00:00	NQ	Futures	5570.47	5570.77	5567.21	5568.69	231.0
2015-11-02 22:00:00	NQ	Futures	5568.4	5568.69	5563.36	5564.25	352.0
2015-11-02 23:00:00	NQ	Futures	5564.25	5566.92	5562.76	5566.92	254.0
2015-11-02 00:00:00	YM	Futures	18569.8	18579.3	18565.5	18570.8	590.0
2015-11-02 01:00:00	YM	Futures	18569.8	18584.6	18568.7	18578.2	667.0
2015-11-02 02:00:00	YM	Futures	18578.2	18583.5	18565.5	18582.5	1292.0
2015-11-02 03:00:00	YM	Futures	18582.5	18614.3	18568.7	18610.0	2648.0

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