PREVIEW / futures_1hour / 2016-04-11

all futures 1-hour files

  file:    by_date/futures_1hour/2016/2016-04-11.parquet
  size:    52 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
2016-04-11 00:00:00	ES	Futures	2202.77	2203.58	2200.07	2202.77	5060.0
2016-04-11 01:00:00	ES	Futures	2203.04	2204.66	2201.96	2203.04	5946.0
2016-04-11 02:00:00	ES	Futures	2203.31	2204.12	2200.07	2203.31	12026.0
2016-04-11 03:00:00	ES	Futures	2203.04	2215.46	2194.94	2212.76	69097.0
2016-04-11 04:00:00	ES	Futures	2212.49	2216.0	2210.06	2210.87	39356.0
2016-04-11 05:00:00	ES	Futures	2210.87	2212.22	2208.98	2210.87	14061.0
2016-04-11 06:00:00	ES	Futures	2210.6	2214.11	2209.79	2212.49	16633.0
2016-04-11 07:00:00	ES	Futures	2212.49	2213.84	2210.87	2211.41	18833.0
2016-04-11 08:00:00	ES	Futures	2211.68	2214.65	2210.06	2214.38	29393.0
2016-04-11 09:00:00	ES	Futures	2214.11	2217.35	2210.6	2216.0	234784.0
2016-04-11 10:00:00	ES	Futures	2216.0	2220.86	2208.71	2208.98	264587.0
2016-04-11 11:00:00	ES	Futures	2209.25	2211.95	2204.93	2209.52	201540.0
2016-04-11 12:00:00	ES	Futures	2209.52	2213.57	2207.63	2213.03	113706.0
2016-04-11 13:00:00	ES	Futures	2213.03	2215.19	2208.44	2209.79	98204.0
2016-04-11 14:00:00	ES	Futures	2209.79	2212.49	2206.82	2211.14	157841.0
2016-04-11 15:00:00	ES	Futures	2211.41	2211.68	2197.1	2197.91	268261.0
2016-04-11 16:00:00	ES	Futures	2197.91	2198.45	2194.94	2195.48	73692.0
2016-04-11 18:00:00	ES	Futures	2194.94	2195.21	2191.43	2193.32	8368.0
2016-04-11 19:00:00	ES	Futures	2193.59	2195.21	2193.05	2194.67	3490.0
2016-04-11 20:00:00	ES	Futures	2194.4	2198.72	2193.86	2197.37	10790.0
2016-04-11 21:00:00	ES	Futures	2197.37	2200.07	2195.21	2198.45	10441.0
2016-04-11 22:00:00	ES	Futures	2198.45	2198.99	2197.1	2197.91	4800.0
2016-04-11 23:00:00	ES	Futures	2198.18	2199.26	2197.64	2197.91	3842.0
2016-04-11 00:00:00	NQ	Futures	5313.29	5316.56	5306.14	5314.48	586.0
2016-04-11 01:00:00	NQ	Futures	5314.77	5321.02	5313.58	5318.94	1583.0
2016-04-11 02:00:00	NQ	Futures	5318.64	5320.72	5308.82	5318.94	1326.0
2016-04-11 03:00:00	NQ	Futures	5318.64	5351.37	5291.86	5343.63	9176.0
2016-04-11 04:00:00	NQ	Futures	5343.93	5353.15	5337.09	5340.66	5720.0
2016-04-11 05:00:00	NQ	Futures	5340.66	5346.01	5336.2	5339.77	2216.0
2016-04-11 06:00:00	NQ	Futures	5339.47	5343.63	5331.73	5339.17	4284.0
2016-04-11 07:00:00	NQ	Futures	5339.17	5343.04	5336.2	5337.98	1842.0
2016-04-11 08:00:00	NQ	Futures	5337.98	5346.61	5334.41	5346.01	2749.0
2016-04-11 09:00:00	NQ	Futures	5346.31	5352.56	5331.73	5349.88	33741.0
2016-04-11 10:00:00	NQ	Futures	5349.88	5367.14	5337.68	5338.58	34288.0
2016-04-11 11:00:00	NQ	Futures	5338.58	5348.39	5322.81	5337.09	31490.0
2016-04-11 12:00:00	NQ	Futures	5337.09	5354.34	5332.92	5352.86	17264.0
2016-04-11 13:00:00	NQ	Futures	5352.56	5357.32	5337.09	5340.36	14792.0
2016-04-11 14:00:00	NQ	Futures	5340.66	5348.1	5329.65	5345.42	24284.0
2016-04-11 15:00:00	NQ	Futures	5345.72	5346.01	5296.03	5297.52	43572.0
2016-04-11 16:00:00	NQ	Futures	5297.52	5298.71	5291.27	5292.16	7434.0
2016-04-11 18:00:00	NQ	Futures	5292.46	5292.46	5285.02	5288.29	1396.0
2016-04-11 19:00:00	NQ	Futures	5288.0	5290.97	5287.1	5288.89	860.0
2016-04-11 20:00:00	NQ	Futures	5289.19	5300.79	5286.51	5296.33	1352.0
2016-04-11 21:00:00	NQ	Futures	5296.62	5304.06	5290.38	5299.6	1161.0
2016-04-11 22:00:00	NQ	Futures	5299.3	5300.19	5293.05	5297.52	1138.0
2016-04-11 23:00:00	NQ	Futures	5296.62	5300.19	5295.43	5297.22	504.0
2016-04-11 00:00:00	YM	Futures	18704.0	18713.6	18684.7	18705.1	647.0
2016-04-11 01:00:00	YM	Futures	18707.2	18720.0	18698.6	18709.3	740.0
2016-04-11 02:00:00	YM	Futures	18710.4	18715.8	18684.7	18708.3	1256.0
2016-04-11 03:00:00	YM	Futures	18708.3	18806.8	18637.6	18786.4	9914.0

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