PREVIEW / futures_daily / 2015-10-20

all futures daily files

  file:    by_date/futures_daily/2015/2015-10-20.parquet
  size:    9 KB
  rows:    106

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
2015-10-20	ES	Futures	2155.69	2161.01	2147.18	2149.31	1276349.0
2015-10-20	NQ	Futures	5204.73	5209.99	5160.89	5173.46	200211.0
2015-10-20	YM	Futures	17643.4	17713.6	17587.7	17650.6	101476.0
2015-10-20	CL	Futures	73.94	74.52	72.59	73.5	361314.0
2015-10-20	GC	Futures	1511.1	1525.1	1506.7	1520.0	124733.0
2015-10-20	ZN	Futures	123.556833	123.63167	123.077872	123.15271	1041644.0
2015-10-20	A6	Futures	0.72313	0.72793	0.72223	0.72393	55262.0
2015-10-20	AD	Futures	0.78684	0.79155	0.78469	0.78848	58237.0
2015-10-20	ALI	Futures	2090.64	2090.64	2090.64	2090.64	0.0
2015-10-20	B	Futures	43.71	44.04	43.16	43.6	253325.0
2015-10-20	B6	Futures	1.6276	1.6325	1.6251	1.6256	48656.0
2015-10-20	BR	Futures	0.1565	0.15764	0.15503	0.15533	725.0
2015-10-20	BZ	Futures	43.61	43.79	42.92	43.36	25631.0
2015-10-20	C	Futures	2294.0	2338.0	2293.0	2321.0	11490.0
2015-10-20	CB	Futures	190.918	190.918	188.974	190.918	23.0
2015-10-20	CC	Futures	2326.0	2366.0	2322.0	2348.0	19638.0
2015-10-20	CNH	Futures	7.111	7.111	7.0978	7.1013	18.0
2015-10-20	CSC	Futures	4.307	4.309	4.273	4.273	40.0
2015-10-20	CT	Futures	76.14	76.62	75.77	76.51	8871.0
2015-10-20	DC	Futures	34.34	34.54	34.12	34.19	282.0
2015-10-20	DX	Futures	88.822	88.836	88.504	88.793	16706.0
2015-10-20	E1	Futures	1.3292	1.33846	1.32755	1.32793	12417.0
2015-10-20	E6	Futures	1.32829	1.33508	1.32759	1.32911	137131.0
2015-10-20	E7	Futures	1.3211	1.3276	1.3204	1.3218	2977.0
2015-10-20	EBM	Futures	255.76	258.32	255.03	256.49	15181.0
2015-10-20	ED	Futures	95.7592	95.764	95.7448	95.7448	150383.0
2015-10-20	ER	Futures	98.161	98.161	98.151	98.151	34689.0
2015-10-20	EW	Futures	1512.8	1520.5	1508.1	1510.5	10793.0
2015-10-20	FBTP	Futures	103.68	103.8	102.99	103.07	106788.0
2015-10-20	FBTS	Futures	100.409	100.409	100.32	100.329	31031.0
2015-10-20	FCE	Futures	3919.0	3928.6	3875.3	3895.7	66494.0
2015-10-20	FDAX	Futures	11187.1	11226.2	11097.4	11193.2	78102.0
2015-10-20	FESX	Futures	2446.3	2456.0	2423.0	2439.5	814907.0
2015-10-20	FEU3	Futures	98.803	98.803	98.803	98.803	3.0
2015-10-20	FGBL	Futures	139.53	139.6	138.56	138.73	702411.0
2015-10-20	FGBM	Futures	125.41	125.44	125.11	125.14	493217.0
2015-10-20	FGBS	Futures	111.323	111.328	111.263	111.273	282820.0
2015-10-20	FGBX	Futures	159.08	159.4	156.76	157.25	31402.0
2015-10-20	FMWO	Futures	5591.5	5607.6	5590.3	5607.6	89.0
2015-10-20	FOAT	Futures	127.81	127.91	126.86	127.02	81215.0
2015-10-20	FTDX	Futures	1678.0	1682.2	1665.6	1668.0	139.0
2015-10-20	FTI	Futures	389.51	390.56	386.33	388.34	25740.0
2015-10-20	FTUK	Futures	5083.5	5097.2	5057.0	5085.1	59921.0
2015-10-20	FVSA	Futures	2077.0	2127.55	2040.24	2081.59	6885.0
2015-10-20	FXXP	Futures	282.8	283.8	280.7	282.5	14531.0
2015-10-20	G	Futures	105.1	105.13	104.53	104.68	264798.0
2015-10-20	GF	Futures	346.962	350.124	344.793	347.73	4357.0
2015-10-20	GSCI	Futures	584.85	587.59	583.55	586.3	80.0
2015-10-20	HE	Futures	99.31	102.937	99.086	101.479	24100.0
2015-10-20	HG	Futures	2.9599	2.9831	2.943	2.9612	40910.0

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