PREVIEW / futures_daily / 2016-06-15

all futures daily files

  file:    by_date/futures_daily/2016/2016-06-15.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
2016-06-15	ES	Futures	2229.02	2245.22	2223.89	2227.94	1917677.0
2016-06-15	NQ	Futures	5207.06	5228.58	5182.31	5192.92	245562.0
2016-06-15	YM	Futures	18341.7	18477.5	18311.4	18333.4	186258.0
2016-06-15	CL	Futures	56.3	57.19	55.51	56.34	285231.0
2016-06-15	GC	Futures	1657.2	1672.5	1648.4	1657.4	199446.0
2016-06-15	ZN	Futures	127.260211	127.758206	127.064032	127.562026	1139030.0
2016-06-15	A6	Futures	0.74496	0.75503	0.74353	0.75147	105387.0
2016-06-15	AD	Futures	0.79526	0.79802	0.79066	0.79229	64288.0
2016-06-15	ALI	Futures	2153.18	2153.18	2153.18	2153.18	0.0
2016-06-15	B	Futures	39.9	40.37	39.22	39.69	298839.0
2016-06-15	B6	Futures	1.4883	1.5003	1.4881	1.4954	120103.0
2016-06-15	BFX	Futures	3915.5	3917.9	3904.9	3904.9	49.0
2016-06-15	BR	Futures	0.18639	0.18825	0.18639	0.18819	61.0
2016-06-15	BZ	Futures	39.87	40.26	39.12	39.59	33399.0
2016-06-15	C	Futures	2414.0	2437.0	2410.0	2432.0	6874.0
2016-06-15	CB	Futures	283.674	288.07	283.674	286.223	28.0
2016-06-15	CC	Futures	2284.0	2293.0	2279.0	2285.0	13636.0
2016-06-15	CNH	Futures	7.1595	7.1595	7.1487	7.1575	6.0
2016-06-15	CSC	Futures	3.638	3.654	3.568	3.638	127.0
2016-06-15	CT	Futures	71.91	72.22	71.12	71.21	13537.0
2016-06-15	DC	Futures	29.32	29.43	28.6	29.27	155.0
2016-06-15	DX	Futures	88.374	88.495	87.811	88.058	23615.0
2016-06-15	E1	Futures	1.30597	1.31223	1.30234	1.3096	24276.0
2016-06-15	E6	Futures	1.30907	1.31995	1.30715	1.31582	167165.0
2016-06-15	E7	Futures	1.3024	1.3127	1.3003	1.3089	3851.0
2016-06-15	EBM	Futures	199.98	200.88	196.97	197.57	14218.0
2016-06-15	ED	Futures	95.757	95.8004	95.7425	95.7811	428601.0
2016-06-15	ER	Futures	98.264	98.274	98.264	98.264	78782.0
2016-06-15	EW	Futures	1561.1	1575.8	1557.5	1564.1	22753.0
2016-06-15	FBON	Futures	118.8	119.14	118.8	118.98	345.0
2016-06-15	FBTP	Futures	106.73	107.06	106.52	106.86	104351.0
2016-06-15	FBTS	Futures	100.881	100.988	100.863	100.97	48089.0
2016-06-15	FCE	Futures	3597.3	3652.6	3597.3	3623.9	127286.0
2016-06-15	FDAX	Futures	10275.3	10384.3	10268.8	10339.7	147494.0
2016-06-15	FDXM	Futures	9916.1	10015.7	9905.7	9973.2	1382.0
2016-06-15	FESX	Futures	2190.4	2222.5	2190.4	2209.2	1693673.0
2016-06-15	FEU3	Futures	98.922	98.922	98.922	98.922	15.0
2016-06-15	FGBL	Futures	148.49	148.86	148.35	148.68	604740.0
2016-06-15	FGBM	Futures	128.28	128.42	128.26	128.37	523037.0
2016-06-15	FGBS	Futures	111.783	111.822	111.778	111.808	251915.0
2016-06-15	FGBX	Futures	183.21	184.54	182.51	183.81	38575.0
2016-06-15	FMWO	Futures	5581.8	5595.5	5580.5	5588.0	3032.0
2016-06-15	FOAT	Futures	135.08	135.51	134.81	135.42	89026.0
2016-06-15	FTDX	Futures	1526.7	1533.4	1523.8	1526.2	2394.0
2016-06-15	FTI	Futures	378.12	381.17	375.64	376.81	25578.0
2016-06-15	FTUK	Futures	4897.0	4963.7	4897.0	4940.8	182235.0
2016-06-15	FVSA	Futures	2963.15	3119.9	2963.15	3039.0	41230.0
2016-06-15	FXXP	Futures	259.2	261.6	259.2	260.2	93095.0
2016-06-15	G	Futures	111.36	111.79	110.9	111.68	185375.0
2016-06-15	GF	Futures	283.75	283.949	279.556	280.056	2986.0

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