PREVIEW / futures_daily / 2016-06-27

all futures daily files

  file:    by_date/futures_daily/2016/2016-06-27.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
2016-06-27	ES	Futures	2174.23	2183.67	2139.41	2143.19	3021015.0
2016-06-27	NQ	Futures	5009.63	5030.55	4912.67	4924.76	413249.0
2016-06-27	YM	Futures	17950.0	18045.1	17716.1	17741.1	296661.0
2016-06-27	CL	Futures	55.54	55.71	53.24	53.82	504613.0
2016-06-27	GC	Futures	1701.2	1723.9	1699.2	1704.2	258326.0
2016-06-27	ZN	Futures	128.210928	128.905102	128.165656	128.724013	1316532.0
2016-06-27	A6	Futures	0.75422	0.75584	0.74292	0.74414	117123.0
2016-06-27	AD	Futures	0.78431	0.78769	0.77991	0.78145	61991.0
2016-06-27	ALI	Futures	2104.31	2104.31	2104.31	2104.31	0.0
2016-06-27	B	Futures	39.24	39.5	37.76	38.14	230404.0
2016-06-27	B6	Futures	1.4172	1.4234	1.3845	1.3905	229163.0
2016-06-27	BFX	Futures	3796.2	3796.2	3677.5	3691.0	9.0
2016-06-27	BR	Futures	0.19305	0.19305	0.19141	0.19245	1177.0
2016-06-27	BZ	Futures	39.14	39.34	37.63	38.0	22114.0
2016-06-27	C	Futures	2458.0	2523.0	2458.0	2505.0	6009.0
2016-06-27	CB	Futures	278.956	278.985	276.641	276.67	5.0
2016-06-27	CC	Futures	2196.0	2205.0	2182.0	2189.0	20571.0
2016-06-27	CNH	Futures	7.2157	7.2515	7.2157	7.2454	20.0
2016-06-27	CSC	Futures	3.654	3.654	3.589	3.633	114.0
2016-06-27	CT	Futures	73.44	74.42	73.06	73.28	33.0
2016-06-27	DC	Futures	29.37	29.37	28.82	29.28	189.0
2016-06-27	DX	Futures	89.392	90.09	89.225	89.939	28574.0
2016-06-27	E1	Futures	1.29595	1.2967	1.28105	1.28556	25252.0
2016-06-27	E6	Futures	1.29073	1.29417	1.28101	1.2848	218422.0
2016-06-27	E7	Futures	1.2834	1.2872	1.2742	1.2779	4170.0
2016-06-27	EBM	Futures	193.66	194.87	192.46	193.66	8283.0
2016-06-27	ED	Futures	95.8776	95.8824	95.8631	95.8679	267680.0
2016-06-27	ER	Futures	98.313	98.323	98.293	98.298	85898.0
2016-06-27	EW	Futures	1527.7	1533.8	1487.5	1495.9	42006.0
2016-06-27	FBON	Futures	118.56	120.07	118.56	119.84	1241.0
2016-06-27	FBTP	Futures	105.97	106.94	105.97	106.66	131705.0
2016-06-27	FBTS	Futures	100.863	100.997	100.845	100.979	39966.0
2016-06-27	FCE	Futures	3520.2	3583.4	3442.6	3469.2	199187.0
2016-06-27	FDAX	Futures	10005.6	10195.0	9791.7	9848.6	150606.0
2016-06-27	FDXM	Futures	9760.5	9934.8	9543.7	9599.8	33543.0
2016-06-27	FESX	Futures	2133.3	2179.5	2088.6	2103.5	2534495.0
2016-06-27	FEU3	Futures	98.947	98.952	98.947	98.952	20.0
2016-06-27	FGBL	Futures	149.41	150.2	149.39	149.99	621558.0
2016-06-27	FGBM	Futures	128.65	128.92	128.65	128.8	489528.0
2016-06-27	FGBS	Futures	111.912	111.962	111.897	111.922	230950.0
2016-06-27	FGBX	Futures	186.93	190.87	186.87	189.92	45394.0
2016-06-27	FMWO	Futures	5346.4	5347.6	5210.2	5227.2	868.0
2016-06-27	FOAT	Futures	135.86	136.76	135.74	136.55	80132.0
2016-06-27	FTDX	Futures	1532.5	1536.3	1458.7	1461.1	257.0
2016-06-27	FTI	Futures	376.09	380.0	368.58	369.88	49067.0
2016-06-27	FTUK	Futures	4925.8	5064.3	4857.4	4937.4	233055.0
2016-06-27	FVSA	Futures	3140.13	3281.71	3018.77	3231.15	26480.0
2016-06-27	FXXP	Futures	254.1	257.7	247.0	247.7	89186.0
2016-06-27	G	Futures	112.08	113.55	112.04	113.33	161537.0
2016-06-27	GF	Futures	278.857	282.352	277.809	279.906	2908.0

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