PREVIEW / futures_daily / 2016-01-22

all futures daily files

  file:    by_date/futures_daily/2016/2016-01-22.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
2016-01-22	ES	Futures	1985.13	2031.86	1982.19	2028.66	2106526.0
2016-01-22	NQ	Futures	4837.23	4985.82	4828.74	4979.38	328593.0
2016-01-22	YM	Futures	16303.3	16610.6	16274.3	16560.9	205208.0
2016-01-22	CL	Futures	42.99	46.6	42.54	46.37	636573.0
2016-01-22	GC	Futures	1420.7	1423.2	1411.4	1413.9	142743.0
2016-01-22	ZN	Futures	123.762075	123.927532	123.295786	123.581576	1248529.0
2016-01-22	A6	Futures	0.69979	0.7044	0.69849	0.70039	97743.0
2016-01-22	AD	Futures	0.71664	0.72441	0.7149	0.72247	99955.0
2016-01-22	ALI	Futures	2077.41	2077.41	2077.41	2077.41	0.0
2016-01-22	B	Futures	25.52	27.83	25.24	27.73	407784.0
2016-01-22	B6	Futures	1.4965	1.5112	1.4946	1.5026	110277.0
2016-01-22	BFX	Futures	4152.8	4161.8	4149.8	4149.8	3.0
2016-01-22	BR	Futures	0.15083	0.15466	0.15079	0.15123	1825.0
2016-01-22	BZ	Futures	25.31	27.53	24.98	27.44	63281.0
2016-01-22	C	Futures	2191.0	2218.0	2183.0	2193.0	12286.0
2016-01-22	CB	Futures	274.605	278.872	274.605	278.872	7.0
2016-01-22	CC	Futures	2126.0	2144.0	2102.0	2117.0	21921.0
2016-01-22	CNH	Futures	7.3054	7.3054	7.3042	7.3042	5.0
2016-01-22	CSC	Futures	3.711	3.714	3.691	3.709	50.0
2016-01-22	CT	Futures	72.73	73.5	72.68	73.15	12090.0
2016-01-22	DC	Futures	29.36	29.61	29.27	29.46	208.0
2016-01-22	DX	Futures	92.742	93.111	92.658	93.089	26443.0
2016-01-22	E1	Futures	1.25567	1.25617	1.24418	1.2443	20616.0
2016-01-22	E6	Futures	1.2728	1.27338	1.26298	1.26327	180415.0
2016-01-22	E7	Futures	1.2657	1.2661	1.256	1.2562	4329.0
2016-01-22	EBM	Futures	232.01	233.42	231.65	232.01	21852.0
2016-01-22	ED	Futures	95.6217	95.6265	95.6073	95.6169	235974.0
2016-01-22	ER	Futures	98.283	98.283	98.269	98.278	107763.0
2016-01-22	EW	Futures	1320.4	1357.0	1318.1	1354.6	24872.0
2016-01-22	FBON	Futures	115.88	116.37	115.64	115.7	1766.0
2016-01-22	FBTP	Futures	105.25	105.62	104.97	105.07	105614.0
2016-01-22	FBTS	Futures	100.891	100.926	100.882	100.908	24244.0
2016-01-22	FCE	Futures	3560.9	3664.2	3560.9	3634.9	145533.0
2016-01-22	FDAX	Futures	10540.1	10671.8	10523.3	10618.7	116710.0
2016-01-22	FDXM	Futures	10067.5	10202.3	10062.3	10152.5	26694.0
2016-01-22	FESX	Futures	2264.3	2312.2	2259.0	2300.1	1757892.0
2016-01-22	FEU3	Futures	98.937	98.937	98.937	98.937	46.0
2016-01-22	FGBL	Futures	142.3	142.44	141.92	142.18	629137.0
2016-01-22	FGBM	Futures	126.63	126.7	126.58	126.65	404451.0
2016-01-22	FGBS	Futures	111.658	111.663	111.628	111.653	198265.0
2016-01-22	FGBX	Futures	162.39	162.43	160.76	161.42	31070.0
2016-01-22	FMWO	Futures	5138.4	5197.0	5138.4	5173.3	277.0
2016-01-22	FOAT	Futures	129.69	129.93	129.46	129.64	106702.0
2016-01-22	FTDX	Futures	1572.6	1605.7	1572.6	1600.0	648.0
2016-01-22	FTI	Futures	362.25	372.21	362.12	369.47	42403.0
2016-01-22	FTUK	Futures	4675.4	4812.0	4655.8	4778.6	150050.0
2016-01-22	FVSA	Futures	2962.72	2962.72	2803.11	2882.91	17710.0
2016-01-22	FXXP	Futures	261.0	267.1	261.0	265.8	38990.0
2016-01-22	G	Futures	106.33	106.33	105.74	105.99	206822.0
2016-01-22	GF	Futures	304.789	313.085	304.347	310.041	5789.0

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