PREVIEW / futures_daily / 2015-08-27

all futures daily files

  file:    by_date/futures_daily/2015/2015-08-27.parquet
  size:    9 KB
  rows:    108

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
2015-08-27	ES	Futures	2057.37	2109.3	2050.22	2108.24	2940255.0
2015-08-27	NQ	Futures	4930.14	5058.57	4909.71	5053.02	475384.0
2015-08-27	YM	Futures	16711.7	17111.2	16656.2	17099.9	319709.0
2015-08-27	CL	Futures	63.54	69.9	63.53	69.42	533682.0
2015-08-27	GC	Futures	1452.2	1456.8	1441.9	1449.2	143048.0
2015-08-27	ZN	Futures	122.001806	122.255169	121.673925	122.046517	2336303.0
2015-08-27	A6	Futures	0.70533	0.71068	0.70256	0.70939	90134.0
2015-08-27	AD	Futures	0.76882	0.77598	0.76851	0.77301	79331.0
2015-08-27	ALI	Futures	2130.48	2130.48	2130.48	2130.48	0.0
2015-08-27	B	Futures	40.47	44.0	40.34	43.83	136397.0
2015-08-27	B6	Futures	1.6279	1.6321	1.6176	1.6233	116909.0
2015-08-27	BFX	Futures	4154.2	4163.3	4154.2	4163.3	1.0
2015-08-27	BR	Futures	0.16611	0.16817	0.16611	0.16749	2943.0
2015-08-27	BZ	Futures	40.56	43.95	40.49	43.83	21419.0
2015-08-27	C	Futures	2214.0	2235.0	2211.0	2230.0	3429.0
2015-08-27	CB	Futures	188.95	189.934	188.95	188.95	19.0
2015-08-27	CC	Futures	2269.0	2286.0	2258.0	2280.0	10123.0
2015-08-27	CNH	Futures	7.2936	7.2954	7.2854	7.2954	6.0
2015-08-27	CSC	Futures	4.427	4.432	4.422	4.432	36.0
2015-08-27	CT	Futures	77.17	78.11	77.17	78.11	4.0
2015-08-27	DC	Futures	35.5	35.5	35.23	35.3	87.0
2015-08-27	DX	Futures	89.125	89.921	88.942	89.539	55507.0
2015-08-27	E1	Futures	1.33151	1.33545	1.31348	1.31653	20902.0
2015-08-27	E6	Futures	1.32938	1.33538	1.31634	1.32375	268578.0
2015-08-27	E7	Futures	1.3223	1.3279	1.3092	1.3164	6422.0
2015-08-27	EBM	Futures	268.07	271.76	265.61	267.25	4023.0
2015-08-27	ED	Futures	95.6606	95.663	95.651	95.6534	182946.0
2015-08-27	ER	Futures	98.126	98.126	98.122	98.126	12685.0
2015-08-27	EW	Futures	1451.4	1492.7	1446.4	1491.5	27498.0
2015-08-27	FBTP	Futures	100.07	100.49	99.84	100.4	73330.0
2015-08-27	FBTS	Futures	99.964	100.017	99.946	99.999	11261.0
2015-08-27	FCE	Futures	3843.0	3925.1	3831.3	3899.1	154244.0
2015-08-27	FDAX	Futures	11295.5	11478.5	11238.1	11422.7	122884.0
2015-08-27	FDIV	Futures	139.79	139.83	139.79	139.83	5.0
2015-08-27	FESX	Futures	2394.1	2443.7	2385.3	2431.9	1750731.0
2015-08-27	FEU3	Futures	98.769	98.769	98.769	98.769	45.0
2015-08-27	FGBL	Futures	137.35	137.51	137.04	137.17	525607.0
2015-08-27	FGBM	Futures	124.72	124.74	124.61	124.64	428444.0
2015-08-27	FGBS	Futures	111.243	111.243	111.213	111.223	201914.0
2015-08-27	FGBX	Futures	156.43	156.94	155.18	155.62	27240.0
2015-08-27	FMWO	Futures	5411.4	5474.1	5411.4	5469.2	585.0
2015-08-27	FOAT	Futures	124.94	125.2	124.75	124.9	66428.0
2015-08-27	FTDX	Futures	1580.6	1607.0	1580.2	1596.2	434.0
2015-08-27	FTI	Futures	376.22	384.01	374.93	381.21	44117.0
2015-08-27	FTUK	Futures	4836.6	4951.1	4819.5	4927.2	173133.0
2015-08-27	FVSA	Futures	2296.69	2403.42	2168.63	2202.78	20064.0
2015-08-27	FXXP	Futures	274.1	280.0	273.3	278.9	38963.0
2015-08-27	G	Futures	103.25	103.67	103.17	103.44	185188.0
2015-08-27	GF	Futures	344.829	347.933	343.838	345.433	1760.0
2015-08-27	GSCI	Futures	567.36	583.53	564.81	582.87	231.0

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