PREVIEW / futures_daily / 2015-10-23

all futures daily files

  file:    by_date/futures_daily/2015/2015-10-23.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
2015-10-23	ES	Futures	2185.21	2206.75	2184.15	2197.71	2067465.0
2015-10-23	NQ	Futures	5334.22	5422.2	5333.93	5391.81	361589.0
2015-10-23	YM	Futures	17979.8	18156.2	17955.0	18103.6	160217.0
2015-10-23	CL	Futures	72.15	72.64	70.18	70.82	406577.0
2015-10-23	GC	Futures	1505.0	1522.5	1495.6	1501.0	150796.0
2015-10-23	ZN	Futures	123.467028	123.496963	122.883295	123.018002	1255428.0
2015-10-23	A6	Futures	0.71943	0.72813	0.71803	0.71943	105617.0
2015-10-23	AD	Futures	0.78203	0.7852	0.77568	0.7767	75642.0
2015-10-23	ALI	Futures	2042.89	2042.89	2042.89	2042.89	0.0
2015-10-23	B	Futures	43.25	43.55	42.48	42.96	242056.0
2015-10-23	B6	Futures	1.6204	1.6233	1.6114	1.613	81263.0
2015-10-23	BFX	Futures	4242.9	4287.3	4241.7	4274.5	7.0
2015-10-23	BR	Futures	0.15592	0.15727	0.15484	0.15586	546.0
2015-10-23	BZ	Futures	42.96	43.3	42.23	42.72	22871.0
2015-10-23	C	Futures	2281.0	2297.0	2268.0	2289.0	5997.0
2015-10-23	CB	Futures	194.854	196.527	194.854	196.527	8.0
2015-10-23	CC	Futures	2300.0	2318.0	2277.0	2291.0	14197.0
2015-10-23	CNH	Futures	7.1182	7.1249	7.1136	7.1249	111.0
2015-10-23	CSC	Futures	4.307	4.307	4.294	4.294	20.0
2015-10-23	CT	Futures	75.28	75.66	74.88	75.29	10029.0
2015-10-23	DC	Futures	34.63	34.63	34.41	34.43	83.0
2015-10-23	DX	Futures	90.341	91.001	89.995	90.948	46038.0
2015-10-23	E1	Futures	1.30561	1.30814	1.29609	1.2966	22205.0
2015-10-23	E6	Futures	1.30182	1.30592	1.28905	1.28998	290432.0
2015-10-23	E7	Futures	1.2946	1.2986	1.282	1.2829	5548.0
2015-10-23	EBM	Futures	260.51	261.97	259.78	261.61	12086.0
2015-10-23	ED	Futures	95.7496	95.7496	95.7304	95.7448	238399.0
2015-10-23	ER	Futures	98.195	98.21	98.19	98.195	123134.0
2015-10-23	EW	Futures	1511.3	1523.2	1504.0	1512.3	18317.0
2015-10-23	FBTP	Futures	104.91	105.08	104.34	104.43	125996.0
2015-10-23	FBTS	Futures	100.597	100.668	100.561	100.579	30019.0
2015-10-23	FCE	Futures	4045.0	4127.5	4033.7	4104.6	121389.0
2015-10-23	FDAX	Futures	11718.5	11960.9	11656.3	11876.6	124756.0
2015-10-23	FESX	Futures	2540.7	2584.2	2527.9	2561.7	1741110.0
2015-10-23	FEU3	Futures	98.848	98.853	98.843	98.848	18.0
2015-10-23	FGBL	Futures	140.17	140.41	139.89	140.11	585486.0
2015-10-23	FGBM	Futures	125.73	125.83	125.6	125.73	477657.0
2015-10-23	FGBS	Futures	111.433	111.493	111.408	111.433	353737.0
2015-10-23	FGBX	Futures	160.83	161.44	159.77	160.28	28988.0
2015-10-23	FMWO	Futures	5674.3	5722.5	5674.3	5694.1	1047.0
2015-10-23	FOAT	Futures	128.72	128.94	128.38	128.6	82759.0
2015-10-23	FTDX	Futures	1704.1	1731.6	1703.6	1725.4	267.0
2015-10-23	FTI	Futures	401.45	407.08	400.15	403.81	43778.0
2015-10-23	FTUK	Futures	5138.6	5200.5	5128.1	5161.9	106187.0
2015-10-23	FVSA	Futures	2008.07	2072.4	1962.12	2049.43	14486.0
2015-10-23	FXXP	Futures	290.8	294.8	289.9	293.8	50576.0
2015-10-23	G	Futures	105.29	105.29	104.59	104.7	157610.0
2015-10-23	GF	Futures	349.943	351.072	344.387	349.175	4551.0
2015-10-23	GSCI	Futures	584.2	584.2	575.56	576.45	61.0
2015-10-23	HE	Futures	98.712	99.123	94.898	95.122	34239.0

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