PREVIEW / futures_daily / 2016-05-26

all futures daily files

  file:    by_date/futures_daily/2016/2016-05-26.parquet
  size:    9 KB
  rows:    109

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
2016-05-26	ES	Futures	2242.73	2245.95	2236.02	2243.8	968439.0
2016-05-26	NQ	Futures	5256.39	5282.24	5244.64	5278.43	163693.0
2016-05-26	YM	Futures	18536.7	18574.1	18483.7	18525.3	106963.0
2016-05-26	CL	Futures	58.26	58.86	57.7	58.0	488465.0
2016-05-26	GC	Futures	1577.4	1591.7	1570.6	1573.0	152789.0
2016-05-26	ZN	Futures	125.012029	125.434469	124.981855	125.419382	1737088.0
2016-05-26	A6	Futures	0.72749	0.73276	0.72426	0.72972	98558.0
2016-05-26	AD	Futures	0.78515	0.7919	0.78423	0.78719	72429.0
2016-05-26	ALI	Futures	2094.31	2094.31	2094.31	2094.31	0.0
2016-05-26	B	Futures	40.77	41.31	40.38	40.67	266540.0
2016-05-26	B6	Futures	1.5485	1.5522	1.5418	1.5442	80011.0
2016-05-26	BFX	Futures	4114.7	4124.1	4111.2	4124.1	8.0
2016-05-26	BR	Futures	0.18066	0.18066	0.18066	0.18066	2347.0
2016-05-26	BZ	Futures	40.63	41.19	40.3	40.56	29599.0
2016-05-26	C	Futures	2272.0	2272.0	2245.0	2267.0	10234.0
2016-05-26	CB	Futures	254.046	254.369	253.196	253.196	8.0
2016-05-26	CC	Futures	2122.0	2154.0	2115.0	2133.0	22197.0
2016-05-26	CNH	Futures	7.1324	7.1368	7.1275	7.134	26.0
2016-05-26	CSC	Futures	3.316	3.342	3.316	3.34	18.0
2016-05-26	CT	Futures	71.54	73.43	71.49	73.18	25350.0
2016-05-26	DC	Futures	25.96	26.41	25.96	26.41	67.0
2016-05-26	DX	Futures	88.943	88.952	88.5	88.721	18577.0
2016-05-26	E1	Futures	1.26803	1.27343	1.26388	1.27042	20165.0
2016-05-26	E6	Futures	1.3017	1.30876	1.30088	1.30561	152294.0
2016-05-26	E7	Futures	1.2948	1.3015	1.2939	1.2985	2280.0
2016-05-26	EBM	Futures	198.17	201.78	197.87	201.18	19995.0
2016-05-26	ED	Futures	95.6798	95.6967	95.6726	95.6943	313266.0
2016-05-26	ER	Futures	98.264	98.264	98.259	98.264	43490.0
2016-05-26	EW	Futures	1564.0	1569.4	1559.7	1565.8	13514.0
2016-05-26	FBON	Futures	119.36	119.45	119.0	119.21	386.0
2016-05-26	FBTP	Futures	107.27	107.37	106.99	107.22	87144.0
2016-05-26	FBTS	Futures	101.185	101.185	101.141	101.167	18749.0
2016-05-26	FCE	Futures	3822.4	3857.7	3817.7	3856.4	76748.0
2016-05-26	FDAX	Futures	10930.5	11050.9	10927.9	11039.6	77291.0
2016-05-26	FDXM	Futures	10525.8	10640.6	10524.7	10630.2	14832.0
2016-05-26	FESX	Futures	2368.8	2389.9	2368.1	2387.6	1159526.0
2016-05-26	FGBL	Futures	146.54	146.85	146.3	146.71	555952.0
2016-05-26	FGBM	Futures	127.71	127.81	127.64	127.77	378968.0
2016-05-26	FGBS	Futures	111.668	111.693	111.658	111.683	182207.0
2016-05-26	FGBX	Futures	173.29	173.99	172.63	173.68	29804.0
2016-05-26	FMWO	Futures	5695.0	5701.2	5686.2	5699.9	681.0
2016-05-26	FOAT	Futures	134.22	134.31	133.92	134.28	71770.0
2016-05-26	FTDX	Futures	1605.6	1615.2	1605.6	1610.9	189.0
2016-05-26	FTI	Futures	400.57	403.49	400.34	403.04	26917.0
2016-05-26	FTUK	Futures	5158.7	5173.2	5141.8	5160.4	85386.0
2016-05-26	FVSA	Futures	2303.9	2303.9	2257.36	2280.63	17547.0
2016-05-26	FXXP	Futures	278.2	279.8	278.2	279.6	16293.0
2016-05-26	G	Futures	108.47	108.91	108.34	108.88	246797.0
2016-05-26	GF	Futures	284.898	290.789	280.205	290.339	5386.0
2016-05-26	GSCI	Futures	539.77	539.77	534.21	537.31	127.0

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