PREVIEW / futures_daily / 2015-05-20

all futures daily files

  file:    by_date/futures_daily/2015/2015-05-20.parquet
  size:    9 KB
  rows:    107

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
2015-05-20	ES	Futures	2233.57	2241.98	2228.31	2231.73	1011268.0
2015-05-20	NQ	Futures	5226.68	5264.12	5204.04	5231.03	170963.0
2015-05-20	YM	Futures	18699.9	18742.9	18658.0	18673.3	111068.0
2015-05-20	CL	Futures	98.01	99.22	97.64	99.12	287129.0
2015-05-20	GC	Futures	1580.3	1587.5	1573.7	1581.6	127893.0
2015-05-20	ZN	Futures	120.17734	120.710146	120.16254	120.547344	1271848.0
2015-05-20	A6	Futures	0.77982	0.78149	0.7742	0.77814	68980.0
2015-05-20	AD	Futures	0.83446	0.83864	0.83282	0.83732	56493.0
2015-05-20	ALI	Futures	2414.05	2414.05	2414.05	2414.05	3.0
2015-05-20	B	Futures	61.39	62.04	61.02	61.9	210395.0
2015-05-20	B6	Futures	1.6324	1.6405	1.6284	1.636	107345.0
2015-05-20	BFX	Futures	4520.1	4524.5	4506.2	4524.5	3.0
2015-05-20	BR	Futures	0.18768	0.18948	0.18682	0.18908	187.0
2015-05-20	BZ	Futures	60.8	61.44	60.45	61.3	15742.0
2015-05-20	C	Futures	2266.0	2267.0	2237.0	2252.0	11519.0
2015-05-20	CB	Futures	157.804	157.885	157.783	157.885	8.0
2015-05-20	CC	Futures	2312.0	2319.0	2293.0	2305.0	12769.0
2015-05-20	CNH	Futures	6.9832	6.9832	6.981	6.981	10.0
2015-05-20	CSC	Futures	4.495	4.514	4.49	4.495	39.0
2015-05-20	CT	Futures	80.84	81.64	80.26	80.81	21113.0
2015-05-20	DC	Futures	37.09	37.27	37.0	37.07	223.0
2015-05-20	DX	Futures	89.564	90.08	89.507	89.68	52435.0
2015-05-20	E1	Futures	1.36107	1.36591	1.3561	1.36336	21482.0
2015-05-20	E6	Futures	1.31128	1.31187	1.30128	1.30763	296365.0
2015-05-20	E7	Futures	1.3035	1.3044	1.2939	1.3001	7645.0
2015-05-20	EBM	Futures	292.66	296.76	291.43	295.94	12115.0
2015-05-20	ED	Futures	95.5645	95.5645	95.5573	95.5621	204978.0
2015-05-20	ER	Futures	98.077	98.082	98.077	98.082	12889.0
2015-05-20	EW	Futures	1613.4	1619.8	1609.8	1614.0	9804.0
2015-05-20	FBTP	Futures	99.71	99.99	99.4	99.44	65703.0
2015-05-20	FBTS	Futures	99.794	99.848	99.786	99.821	17168.0
2015-05-20	FCE	Futures	4212.6	4244.1	4201.3	4238.7	66356.0
2015-05-20	FDAX	Futures	13143.2	13194.8	13078.9	13163.7	74224.0
2015-05-20	FESX	Futures	2687.3	2707.2	2677.7	2703.5	746649.0
2015-05-20	FEU3	Futures	98.724	98.724	98.72	98.72	30.0
2015-05-20	FGBL	Futures	136.71	137.23	136.42	136.52	681553.0
2015-05-20	FGBM	Futures	123.96	124.08	123.89	123.93	399779.0
2015-05-20	FGBS	Futures	111.198	111.223	111.193	111.218	182996.0
2015-05-20	FGBX	Futures	160.1	161.59	159.15	159.63	33880.0
2015-05-20	FMWO	Futures	5965.4	5974.1	5965.4	5967.9	70.0
2015-05-20	FOAT	Futures	125.7	126.19	125.45	125.55	73277.0
2015-05-20	FTDX	Futures	1631.1	1632.5	1623.2	1630.2	221.0
2015-05-20	FTI	Futures	434.68	438.12	433.98	437.16	22406.0
2015-05-20	FTUK	Futures	5506.7	5524.0	5472.8	5510.2	79522.0
2015-05-20	FVSA	Futures	1553.88	1580.94	1550.01	1557.74	16851.0
2015-05-20	FXXP	Futures	310.4	311.7	309.0	311.2	6216.0
2015-05-20	G	Futures	101.99	102.18	101.56	101.77	132390.0
2015-05-20	GF	Futures	368.899	370.344	366.009	368.432	5450.0
2015-05-20	GSCI	Futures	747.62	748.81	747.28	748.47	58.0
2015-05-20	HE	Futures	89.711	89.983	88.625	89.657	9977.0

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