PREVIEW / futures_1hour / 2015-12-15

all futures 1-hour files

  file:    by_date/futures_1hour/2015/2015-12-15.parquet
  size:    52 KB
  rows:    1,566

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
2015-12-15 00:00:00	ES	Futures	2164.45	2164.72	2161.23	2161.23	3609.0
2015-12-15 01:00:00	ES	Futures	2161.23	2163.38	2160.42	2162.57	2889.0
2015-12-15 02:00:00	ES	Futures	2162.3	2165.79	2161.5	2161.5	7157.0
2015-12-15 03:00:00	ES	Futures	2161.76	2175.47	2160.69	2174.12	31475.0
2015-12-15 04:00:00	ES	Futures	2174.39	2177.89	2173.86	2177.08	24164.0
2015-12-15 05:00:00	ES	Futures	2177.08	2178.69	2172.51	2176.54	21887.0
2015-12-15 06:00:00	ES	Futures	2176.54	2179.23	2174.66	2177.08	21815.0
2015-12-15 07:00:00	ES	Futures	2176.81	2178.16	2173.32	2174.39	23329.0
2015-12-15 08:00:00	ES	Futures	2174.66	2185.41	2173.05	2184.07	61455.0
2015-12-15 09:00:00	ES	Futures	2184.34	2194.55	2181.38	2192.93	265644.0
2015-12-15 10:00:00	ES	Futures	2192.67	2193.74	2185.68	2188.64	204593.0
2015-12-15 11:00:00	ES	Futures	2188.64	2191.32	2182.19	2186.49	152153.0
2015-12-15 12:00:00	ES	Futures	2186.22	2198.85	2185.41	2197.77	145441.0
2015-12-15 13:00:00	ES	Futures	2197.5	2198.31	2189.17	2195.35	103145.0
2015-12-15 14:00:00	ES	Futures	2195.35	2197.5	2192.93	2194.28	93945.0
2015-12-15 15:00:00	ES	Futures	2194.01	2194.28	2184.34	2187.29	220245.0
2015-12-15 16:00:00	ES	Futures	2187.56	2191.05	2183.8	2189.98	85156.0
2015-12-15 18:00:00	ES	Futures	2189.98	2191.05	2188.37	2189.17	4780.0
2015-12-15 19:00:00	ES	Futures	2189.17	2191.05	2188.1	2189.17	3895.0
2015-12-15 20:00:00	ES	Futures	2188.9	2192.67	2187.29	2191.86	4553.0
2015-12-15 21:00:00	ES	Futures	2191.59	2192.93	2189.98	2192.67	4205.0
2015-12-15 22:00:00	ES	Futures	2192.67	2195.62	2192.67	2194.82	4090.0
2015-12-15 23:00:00	ES	Futures	2194.82	2196.97	2194.55	2196.16	3619.0
2015-12-15 00:00:00	NQ	Futures	5426.72	5427.61	5418.11	5419.0	935.0
2015-12-15 01:00:00	NQ	Futures	5419.29	5424.34	5416.62	5422.86	447.0
2015-12-15 02:00:00	NQ	Futures	5421.67	5431.47	5420.18	5421.08	1490.0
2015-12-15 03:00:00	NQ	Futures	5420.78	5453.74	5418.7	5449.28	5289.0
2015-12-15 04:00:00	NQ	Futures	5449.28	5460.57	5448.99	5458.49	3935.0
2015-12-15 05:00:00	NQ	Futures	5458.19	5462.05	5445.72	5453.44	3340.0
2015-12-15 06:00:00	NQ	Futures	5453.44	5457.6	5448.39	5449.28	2992.0
2015-12-15 07:00:00	NQ	Futures	5448.99	5451.07	5441.27	5447.5	3795.0
2015-12-15 08:00:00	NQ	Futures	5447.21	5473.63	5444.53	5471.85	12316.0
2015-12-15 09:00:00	NQ	Futures	5471.26	5499.47	5457.3	5494.71	46190.0
2015-12-15 10:00:00	NQ	Futures	5494.42	5496.79	5480.46	5487.59	35832.0
2015-12-15 11:00:00	NQ	Futures	5487.29	5487.59	5456.71	5466.51	26453.0
2015-12-15 12:00:00	NQ	Futures	5466.21	5502.73	5464.13	5499.47	28701.0
2015-12-15 13:00:00	NQ	Futures	5499.47	5501.54	5475.71	5491.45	17400.0
2015-12-15 14:00:00	NQ	Futures	5492.04	5496.2	5479.57	5481.95	13987.0
2015-12-15 15:00:00	NQ	Futures	5482.24	5482.84	5448.39	5454.93	32918.0
2015-12-15 16:00:00	NQ	Futures	5455.22	5467.4	5448.1	5465.91	8466.0
2015-12-15 18:00:00	NQ	Futures	5467.69	5469.18	5462.05	5464.72	826.0
2015-12-15 19:00:00	NQ	Futures	5465.02	5470.07	5462.94	5465.02	628.0
2015-12-15 20:00:00	NQ	Futures	5465.02	5473.04	5459.97	5471.26	940.0
2015-12-15 21:00:00	NQ	Futures	5471.55	5474.23	5467.69	5474.23	809.0
2015-12-15 22:00:00	NQ	Futures	5474.52	5479.87	5473.34	5478.68	793.0
2015-12-15 23:00:00	NQ	Futures	5478.68	5484.92	5477.49	5482.54	762.0
2015-12-15 00:00:00	YM	Futures	18402.7	18404.8	18377.2	18379.3	861.0
2015-12-15 01:00:00	YM	Futures	18378.2	18396.3	18371.8	18391.0	579.0
2015-12-15 02:00:00	YM	Futures	18387.8	18414.4	18379.3	18380.3	1066.0
2015-12-15 03:00:00	YM	Futures	18381.4	18492.1	18374.0	18482.5	4504.0

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