PREVIEW / futures_daily / 2016-01-21

all futures daily files

  file:    by_date/futures_daily/2016/2016-01-21.parquet
  size:    9 KB
  rows:    110

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
2016-01-21	ES	Futures	1981.13	2011.57	1961.37	1987.8	2729407.0
2016-01-21	NQ	Futures	4842.51	4914.61	4789.76	4841.92	554096.0
2016-01-21	YM	Futures	16252.6	16512.3	16103.6	16336.4	355674.0
2016-01-21	CL	Futures	40.84	43.58	40.15	42.54	694040.0
2016-01-21	GC	Futures	1419.8	1424.8	1409.0	1416.3	178737.0
2016-01-21	ZN	Futures	124.047865	124.348697	123.701909	123.867366	1841733.0
2016-01-21	A6	Futures	0.69107	0.70149	0.68717	0.69869	152326.0
2016-01-21	AD	Futures	0.70488	0.71859	0.70315	0.71603	123481.0
2016-01-21	ALI	Futures	2075.81	2075.81	2075.81	2075.81	0.0
2016-01-21	B	Futures	24.12	25.71	23.52	25.21	394256.0
2016-01-21	B6	Futures	1.4926	1.4992	1.4813	1.4959	116819.0
2016-01-21	BFX	Futures	3971.2	4036.1	3971.2	4035.5	17.0
2016-01-21	BR	Futures	0.15067	0.15067	0.14825	0.14998	673.0
2016-01-21	BZ	Futures	23.83	25.44	23.28	24.94	55017.0
2016-01-21	C	Futures	2153.0	2202.0	2122.0	2191.0	15419.0
2016-01-21	CB	Futures	268.42	272.687	267.183	272.687	29.0
2016-01-21	CC	Futures	2064.0	2115.0	2031.0	2105.0	27996.0
2016-01-21	CNH	Futures	7.326	7.3344	7.3189	7.3189	7.0
2016-01-21	CSC	Futures	3.721	3.721	3.704	3.704	21.0
2016-01-21	CT	Futures	72.59	73.15	72.33	72.73	12718.0
2016-01-21	DC	Futures	29.25	29.42	29.25	29.31	78.0
2016-01-21	DX	Futures	92.733	93.368	92.467	92.6	68446.0
2016-01-21	E1	Futures	1.2587	1.26337	1.2467	1.25604	35072.0
2016-01-21	E6	Futures	1.27502	1.2787	1.26157	1.27344	307024.0
2016-01-21	E7	Futures	1.268	1.2716	1.2546	1.2664	8455.0
2016-01-21	EBM	Futures	231.3	233.06	230.95	231.65	26027.0
2016-01-21	ED	Futures	95.6217	95.6313	95.6073	95.6313	262802.0
2016-01-21	ER	Futures	98.249	98.293	98.229	98.274	192968.0
2016-01-21	EW	Futures	1322.6	1342.9	1310.6	1322.3	27687.0
2016-01-21	FBON	Futures	115.2	116.38	114.83	115.88	1321.0
2016-01-21	FBTP	Futures	104.2	105.69	103.92	105.24	168902.0
2016-01-21	FBTS	Futures	100.721	100.917	100.713	100.882	42916.0
2016-01-21	FCE	Futures	3466.9	3556.3	3437.5	3525.7	185178.0
2016-01-21	FDAX	Futures	10194.2	10483.2	10120.4	10376.9	150866.0
2016-01-21	FDXM	Futures	9757.5	10021.9	9678.7	9922.3	38284.0
2016-01-21	FESX	Futures	2190.6	2253.7	2172.3	2230.9	2307184.0
2016-01-21	FEU3	Futures	98.907	98.932	98.907	98.932	500.0
2016-01-21	FGBL	Futures	141.8	142.73	141.74	142.36	786828.0
2016-01-21	FGBM	Futures	126.37	126.74	126.34	126.63	577278.0
2016-01-21	FGBS	Futures	111.568	111.678	111.543	111.638	349897.0
2016-01-21	FGBX	Futures	161.79	163.52	161.75	162.45	43179.0
2016-01-21	FMWO	Futures	5038.8	5089.9	5002.7	5071.2	1723.0
2016-01-21	FOAT	Futures	128.9	130.02	128.89	129.71	146709.0
2016-01-21	FTDX	Futures	1536.2	1564.5	1533.3	1551.5	636.0
2016-01-21	FTI	Futures	349.33	361.37	347.47	358.18	56804.0
2016-01-21	FTUK	Futures	4655.4	4705.6	4570.6	4658.6	180998.0
2016-01-21	FVSA	Futures	3022.57	3132.3	2922.81	3002.62	16096.0
2016-01-21	FXXP	Futures	252.9	259.7	251.2	257.2	45190.0
2016-01-21	G	Futures	106.62	106.82	106.24	106.35	222666.0
2016-01-21	GF	Futures	297.916	302.825	296.444	302.825	4534.0

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