PREVIEW / futures_daily / 2012-01-20

all futures daily files

  file:    by_date/futures_daily/2012/2012-01-20.parquet
  size:    9 KB
  rows:    97

schema

  date         DATE
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

date	symbol	asset_type	open	high	low	close	volume
2012-01-20	ES	Futures	1314.67	1316.43	1309.4	1315.42	1420429.0
2012-01-20	NQ	Futures	2776.65	2786.94	2770.65	2784.37	153095.0
2012-01-20	YM	Futures	12179.3	12250.9	12139.7	12237.4	74606.0
2012-01-20	CL	Futures	187.79	188.59	183.19	183.77	304986.0
2012-01-20	GC	Futures	2237.2	2251.1	2221.3	2246.7	127005.0
2012-01-20	ZN	Futures	112.908703	113.057232	112.530631	112.571139	1015232.0
2012-01-20	A6	Futures	0.92108	0.92775	0.91796	0.92633	125215.0
2012-01-20	AD	Futures	0.99118	0.99138	0.98636	0.98867	58676.0
2012-01-20	B	Futures	99.4	99.87	97.51	97.91	157164.0
2012-01-20	B6	Futures	1.6184	1.6277	1.6144	1.6237	88814.0
2012-01-20	BFX	Futures	2651.1	2651.1	2633.4	2642.8	11.0
2012-01-20	BR	Futures	0.26297	0.26391	0.2622	0.26391	619.0
2012-01-20	BZ	Futures	105.44	105.47	103.52	103.91	367.0
2012-01-20	C	Futures	1559.0	1571.0	1516.0	1518.0	6107.0
2012-01-20	CB	Futures	85.848	86.117	85.444	85.579	39.0
2012-01-20	CC	Futures	1792.0	1809.0	1748.0	1751.0	11168.0
2012-01-20	CSC	Futures	3.915	3.915	3.834	3.842	31.0
2012-01-20	CT	Futures	126.22	127.12	125.46	126.99	8939.0
2012-01-20	DC	Futures	28.19	28.66	27.77	28.01	355.0
2012-01-20	DX	Futures	78.133	78.483	78.045	78.26	14822.0
2012-01-20	E1	Futures	1.40858	1.41173	1.40189	1.40438	21031.0
2012-01-20	E6	Futures	1.55019	1.55258	1.54062	1.54493	241537.0
2012-01-20	E7	Futures	1.536	1.5384	1.5264	1.5308	3209.0
2012-01-20	EBM	Futures	260.43	261.74	259.12	260.11	4590.0
2012-01-20	ED	Futures	95.0486	95.0581	95.0342	95.0486	205000.0
2012-01-20	ER	Futures	97.385	97.444	97.381	97.42	96560.0
2012-01-20	EW	Futures	935.6	937.3	932.0	935.6	12434.0
2012-01-20	FBTP	Futures	61.08	61.59	60.72	61.38	8952.0
2012-01-20	FBTS	Futures	82.265	82.522	82.201	82.498	496.0
2012-01-20	FCE	Futures	2375.1	2377.6	2313.9	2365.5	77929.0
2012-01-20	FDAX	Futures	7097.4	7111.8	7041.1	7082.5	142089.0
2012-01-20	FESX	Futures	1626.6	1629.9	1612.5	1620.6	1002921.0
2012-01-20	FEU3	Futures	97.969	97.974	97.969	97.974	100.0
2012-01-20	FGBL	Futures	112.4	112.48	111.56	111.77	785424.0
2012-01-20	FGBM	Futures	113.05	113.16	112.73	112.84	438778.0
2012-01-20	FGBS	Futures	109.81	109.869	109.805	109.84	365262.0
2012-01-20	FGBX	Futures	117.57	117.9	116.05	116.36	5399.0
2012-01-20	FTDX	Futures	694.8	694.8	690.2	690.2	108.0
2012-01-20	FTI	Futures	267.88	268.71	265.83	267.29	40258.0
2012-01-20	FTUK	Futures	4110.2	4121.0	4093.6	4103.0	95516.0
2012-01-20	FVSA	Futures	11062.83	11235.68	10947.59	11005.21	4551.0
2012-01-20	FXXP	Futures	180.6	180.9	179.9	180.4	19878.0
2012-01-20	G	Futures	94.31	94.56	93.77	93.97	139360.0
2012-01-20	GF	Futures	327.173	329.294	325.954	326.272	2655.0
2012-01-20	GSCI	Futures	1030.03	1031.12	1017.67	1021.97	37.0
2012-01-20	HE	Futures	105.713	106.558	105.199	105.199	12880.0
2012-01-20	HG	Futures	5.028	5.057	4.9212	4.9396	48079.0
2012-01-20	HO	Futures	2.4564	2.4634	2.4129	2.4155	48461.0
2012-01-20	HRC	Futures	2876.8	2876.8	2876.8	2876.8	0.0
2012-01-20	J1	Futures	0.016292	0.016336	0.0162519	0.0163209	69833.0

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