PREVIEW / futures_daily / 2016-04-20

all futures daily files

  file:    by_date/futures_daily/2016/2016-04-20.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
2016-04-20	ES	Futures	2248.63	2260.44	2239.51	2252.66	1464683.0
2016-04-20	NQ	Futures	5320.73	5353.33	5298.11	5329.54	193071.0
2016-04-20	YM	Futures	18672.9	18801.8	18603.3	18754.0	140858.0
2016-04-20	CL	Futures	50.38	52.73	49.2	52.63	796240.0
2016-04-20	GC	Futures	1612.8	1623.8	1603.4	1616.8	165254.0
2016-04-20	ZN	Futures	125.841822	126.098303	125.238337	125.283598	1292098.0
2016-04-20	A6	Futures	0.78903	0.79055	0.78417	0.78761	92025.0
2016-04-20	AD	Futures	0.80723	0.81194	0.80314	0.80958	78949.0
2016-04-20	ALI	Futures	2200.37	2200.37	2200.37	2200.37	0.0
2016-04-20	B	Futures	36.24	38.21	35.65	38.14	297260.0
2016-04-20	B6	Futures	1.516	1.5177	1.5089	1.5129	89642.0
2016-04-20	BFX	Futures	4014.2	4031.3	4014.2	4031.3	1.0
2016-04-20	BR	Futures	0.18035	0.18324	0.18035	0.18233	159.0
2016-04-20	BZ	Futures	36.22	37.83	35.31	37.76	32343.0
2016-04-20	C	Futures	2345.0	2361.0	2342.0	2354.0	6568.0
2016-04-20	CB	Futures	259.927	259.927	253.799	254.957	12.0
2016-04-20	CC	Futures	2254.0	2269.0	2245.0	2260.0	19790.0
2016-04-20	CNH	Futures	7.0536	7.0593	7.0531	7.0593	6.0
2016-04-20	CSC	Futures	3.654	3.673	3.603	3.63	105.0
2016-04-20	CT	Futures	72.07	73.94	71.0	73.27	4667.0
2016-04-20	DC	Futures	28.94	29.37	28.51	28.67	306.0
2016-04-20	DX	Futures	87.726	88.164	87.544	88.077	15588.0
2016-04-20	E1	Futures	1.30949	1.31125	1.29366	1.29655	24823.0
2016-04-20	E6	Futures	1.3266	1.33021	1.31879	1.32007	144418.0
2016-04-20	E7	Futures	1.319	1.323	1.3116	1.3129	2401.0
2016-04-20	EBM	Futures	197.2	200.74	196.88	199.78	36639.0
2016-04-20	ED	Futures	95.7112	95.7208	95.6967	95.7015	180499.0
2016-04-20	ER	Futures	98.254	98.259	98.254	98.254	20254.0
2016-04-20	EW	Futures	1557.5	1566.3	1551.3	1560.3	14940.0
2016-04-20	FBON	Futures	118.49	118.51	118.26	118.38	86.0
2016-04-20	FBTP	Futures	106.63	106.76	106.43	106.6	64312.0
2016-04-20	FBTS	Futures	101.006	101.006	100.988	100.997	10961.0
2016-04-20	FCE	Futures	3804.7	3858.6	3796.6	3844.6	81160.0
2016-04-20	FDAX	Futures	11109.4	11273.8	11078.8	11250.7	104850.0
2016-04-20	FDXM	Futures	10703.7	10854.7	10668.5	10833.0	17725.0
2016-04-20	FESX	Futures	2364.2	2408.6	2357.9	2401.6	1302669.0
2016-04-20	FEU3	Futures	98.907	98.912	98.907	98.912	65.0
2016-04-20	FGBL	Futures	146.26	146.45	145.96	146.4	551434.0
2016-04-20	FGBM	Futures	127.65	127.73	127.56	127.66	333392.0
2016-04-20	FGBS	Futures	111.673	111.688	111.653	111.668	159864.0
2016-04-20	FGBX	Futures	173.31	173.97	172.57	173.8	30882.0
2016-04-20	FMWO	Futures	5728.5	5770.8	5728.5	5767.1	435.0
2016-04-20	FOAT	Futures	133.92	134.03	133.7	133.96	64201.0
2016-04-20	FTDX	Futures	1597.6	1602.3	1588.0	1592.8	146.0
2016-04-20	FTI	Futures	405.02	407.68	403.98	406.1	29034.0
2016-04-20	FTUK	Futures	5240.9	5268.1	5212.8	5257.4	102804.0
2016-04-20	FVSA	Futures	2418.82	2424.06	2350.61	2366.35	13858.0
2016-04-20	FXXP	Futures	275.6	279.0	275.3	278.2	25438.0
2016-04-20	G	Futures	108.1	108.35	107.98	108.28	173875.0
2016-04-20	GF	Futures	290.835	292.733	289.487	290.485	3545.0

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