PREVIEW / futures_daily / 2012-03-20

all futures daily files

  file:    by_date/futures_daily/2012/2012-03-20.parquet
  size:    9 KB
  rows:    99

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
2012-03-20	ES	Futures	1414.83	1415.84	1402.49	1410.8	1583682.0
2012-03-20	NQ	Futures	3126.96	3136.98	3101.75	3134.12	212356.0
2012-03-20	YM	Futures	12803.8	12813.5	12692.9	12747.4	105425.0
2012-03-20	CL	Futures	199.75	199.77	194.85	195.53	329535.0
2012-03-20	GC	Futures	2229.1	2229.5	2197.8	2205.5	154433.0
2012-03-20	ZN	Futures	110.835446	111.255124	110.659452	110.835446	1161991.0
2012-03-20	A6	Futures	0.94498	0.94615	0.93122	0.93266	151233.0
2012-03-20	AD	Futures	1.01738	1.01748	1.00722	1.01265	90662.0
2012-03-20	B	Futures	112.54	112.7	110.68	111.51	178122.0
2012-03-20	B6	Futures	1.6669	1.6675	1.6605	1.6645	67749.0
2012-03-20	BFX	Futures	2875.9	2880.7	2864.9	2871.7	29.0
2012-03-20	BR	Futures	0.25805	0.25805	0.25805	0.25805	11.0
2012-03-20	BZ	Futures	119.82	119.82	117.74	118.61	665.0
2012-03-20	C	Futures	1481.0	1534.0	1476.0	1521.0	5853.0
2012-03-20	CB	Futures	83.291	83.426	82.618	82.753	47.0
2012-03-20	CC	Futures	1749.0	1817.0	1739.0	1805.0	13447.0
2012-03-20	CSC	Futures	3.637	3.639	3.616	3.623	68.0
2012-03-20	CT	Futures	111.33	111.51	109.42	110.01	11111.0
2012-03-20	DC	Futures	25.6	25.73	25.27	25.53	170.0
2012-03-20	DX	Futures	77.274	77.608	77.206	77.341	13734.0
2012-03-20	E1	Futures	1.43861	1.44031	1.43193	1.43796	29304.0
2012-03-20	E6	Futures	1.58101	1.5828	1.57313	1.58005	208459.0
2012-03-20	E7	Futures	1.5657	1.5675	1.5582	1.5649	3261.0
2012-03-20	EBM	Futures	281.65	281.99	280.31	281.32	10120.0
2012-03-20	ED	Futures	95.074	95.0788	95.0454	95.0549	267983.0
2012-03-20	ER	Futures	97.523	97.562	97.523	97.538	128732.0
2012-03-20	EW	Futures	1010.5	1011.3	1000.2	1004.6	17755.0
2012-03-20	FBTP	Futures	69.44	69.55	69.11	69.15	6756.0
2012-03-20	FBTS	Futures	86.421	86.47	86.34	86.405	2110.0
2012-03-20	FCE	Futures	2533.8	2534.5	2498.7	2503.3	98630.0
2012-03-20	FDAX	Futures	7916.1	7920.5	7787.9	7812.7	124483.0
2012-03-20	FESX	Futures	1752.4	1752.4	1727.6	1731.0	925605.0
2012-03-20	FEU3	Futures	98.112	98.112	98.112	98.112	150.0
2012-03-20	FGBL	Futures	111.11	111.43	111.06	111.22	663880.0
2012-03-20	FGBM	Futures	112.42	112.6	112.4	112.47	417589.0
2012-03-20	FGBS	Futures	109.64	109.695	109.635	109.645	304154.0
2012-03-20	FGBX	Futures	113.24	114.12	113.15	113.65	6311.0
2012-03-20	FTDX	Futures	741.5	741.9	729.8	735.4	118.0
2012-03-20	FTI	Futures	282.54	282.8	278.99	279.62	29259.0
2012-03-20	FTUK	Futures	4308.5	4309.6	4249.4	4257.1	97574.0
2012-03-20	FVSA	Futures	7966.94	8268.21	7916.73	8134.31	3903.0
2012-03-20	FXXP	Futures	193.1	193.1	191.3	191.7	1382.0
2012-03-20	G	Futures	91.89	92.03	91.47	91.62	141597.0
2012-03-20	GF	Futures	320.884	321.093	317.849	319.157	2901.0
2012-03-20	GSCI	Futures	1115.05	1117.03	1107.61	1109.67	316.0
2012-03-20	HE	Futures	103.229	103.256	102.513	103.091	484.0
2012-03-20	HG	Futures	5.1196	5.1262	4.9997	5.0219	42191.0
2012-03-20	HO	Futures	2.6913	2.6925	2.6551	2.6797	23306.0
2012-03-20	HRC	Futures	2719.2	2719.2	2719.2	2719.2	0.0
2012-03-20	J1	Futures	0.0150492	0.015063	0.0149689	0.014994	70409.0

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