PREVIEW / futures_daily / 2015-10-21

all futures daily files

  file:    by_date/futures_daily/2015/2015-10-21.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
2015-10-21	ES	Futures	2148.51	2163.94	2135.48	2136.55	1791221.0
2015-10-21	NQ	Futures	5171.12	5210.29	5138.38	5143.64	289766.0
2015-10-21	YM	Futures	17637.2	17770.3	17582.5	17598.0	145717.0
2015-10-21	CL	Futures	72.85	73.17	71.23	71.77	384288.0
2015-10-21	GC	Futures	1517.4	1522.3	1501.6	1506.6	122070.0
2015-10-21	ZN	Futures	123.15271	123.5718	123.122775	123.45206	846532.0
2015-10-21	A6	Futures	0.72433	0.72573	0.71833	0.72033	72512.0
2015-10-21	AD	Futures	0.78869	0.78951	0.77906	0.78049	71362.0
2015-10-21	ALI	Futures	2069.35	2069.35	2064.83	2068.06	30.0
2015-10-21	B	Futures	43.49	43.55	42.52	42.83	244638.0
2015-10-21	B6	Futures	1.6258	1.6295	1.6224	1.6236	50259.0
2015-10-21	BR	Futures	0.15453	0.15463	0.1533	0.15401	232.0
2015-10-21	BZ	Futures	43.16	43.32	42.31	42.59	20633.0
2015-10-21	C	Futures	2322.0	2338.0	2277.0	2286.0	14974.0
2015-10-21	CB	Futures	190.918	190.918	190.918	190.918	2.0
2015-10-21	CC	Futures	2355.0	2366.0	2293.0	2307.0	24677.0
2015-10-21	CNH	Futures	7.0898	7.1019	7.0898	7.098	8.0
2015-10-21	CSC	Futures	4.296	4.35	4.296	4.35	24.0
2015-10-21	CT	Futures	76.35	77.57	76.35	77.05	20818.0
2015-10-21	DC	Futures	34.15	34.81	34.15	34.81	134.0
2015-10-21	DX	Futures	88.714	88.939	88.616	88.913	16135.0
2015-10-21	E1	Futures	1.32894	1.33351	1.32222	1.32501	12930.0
2015-10-21	E6	Futures	1.33016	1.3338	1.32876	1.32911	117257.0
2015-10-21	E7	Futures	1.3228	1.3264	1.3214	1.3218	2771.0
2015-10-21	EBM	Futures	257.22	257.22	255.76	256.86	10008.0
2015-10-21	ED	Futures	95.7448	95.7544	95.7448	95.7496	89864.0
2015-10-21	ER	Futures	98.151	98.161	98.146	98.156	89442.0
2015-10-21	EW	Futures	1509.0	1520.0	1493.4	1494.0	16627.0
2015-10-21	FBTP	Futures	102.97	103.62	102.92	103.53	76912.0
2015-10-21	FBTS	Futures	100.32	100.373	100.32	100.365	26993.0
2015-10-21	FCE	Futures	3917.4	3933.6	3869.4	3913.2	80833.0
2015-10-21	FDAX	Futures	11224.0	11318.2	11126.6	11268.1	95724.0
2015-10-21	FDIV	Futures	135.39	135.76	135.39	135.57	40.0
2015-10-21	FESX	Futures	2447.8	2456.7	2421.5	2447.8	954746.0
2015-10-21	FEU3	Futures	98.803	98.803	98.803	98.803	3.0
2015-10-21	FGBL	Futures	138.6	139.43	138.56	139.34	567360.0
2015-10-21	FGBM	Futures	125.12	125.38	125.11	125.35	362890.0
2015-10-21	FGBS	Futures	111.273	111.313	111.263	111.298	235262.0
2015-10-21	FGBX	Futures	156.76	159.12	156.25	158.77	27543.0
2015-10-21	FMWO	Futures	5616.2	5616.2	5590.3	5605.1	263.0
2015-10-21	FOAT	Futures	126.93	127.77	126.88	127.71	72372.0
2015-10-21	FTDX	Futures	1670.4	1686.5	1668.5	1678.0	94.0
2015-10-21	FTI	Futures	390.34	392.04	386.11	390.47	29543.0
2015-10-21	FTUK	Futures	5072.6	5113.2	5053.3	5077.9	78794.0
2015-10-21	FVSA	Futures	2104.57	2155.12	2035.64	2072.4	9452.0
2015-10-21	FXXP	Futures	283.2	283.3	279.7	282.1	26449.0
2015-10-21	G	Futures	104.79	105.27	104.74	105.19	135400.0
2015-10-21	GF	Futures	348.362	348.497	344.929	345.877	3374.0
2015-10-21	GSCI	Futures	581.13	581.13	578.87	580.4	94.0
2015-10-21	HE	Futures	102.451	102.862	99.684	100.245	21700.0

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