PREVIEW / futures_daily / 2016-10-12

all futures daily files

  file:    by_date/futures_daily/2016/2016-10-12.parquet
  size:    9 KB
  rows:    108

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
2016-10-12	ES	Futures	2307.04	2315.43	2299.74	2305.42	1483026.0
2016-10-12	NQ	Futures	5683.26	5706.53	5657.33	5672.94	234222.0
2016-10-12	YM	Futures	18959.7	19027.9	18891.4	18956.5	146994.0
2016-10-12	CL	Futures	56.06	56.42	55.01	55.33	533884.0
2016-10-12	GC	Futures	1609.5	1617.2	1605.3	1608.6	141579.0
2016-10-12	ZN	Futures	126.314072	126.374873	126.010067	126.283672	1217196.0
2016-10-12	A6	Futures	0.76785	0.77336	0.76775	0.7705	94921.0
2016-10-12	AD	Futures	0.77289	0.77571	0.77115	0.77325	64935.0
2016-10-12	ALI	Futures	2238.89	2242.07	2226.18	2229.67	55.0
2016-10-12	B	Futures	40.62	40.92	39.94	40.1	254729.0
2016-10-12	B6	Futures	1.277	1.2989	1.277	1.2855	205997.0
2016-10-12	BR	Futures	0.21075	0.21239	0.21054	0.21174	20.0
2016-10-12	BZ	Futures	40.49	40.67	39.71	39.87	24471.0
2016-10-12	C	Futures	2399.0	2412.0	2365.0	2381.0	9161.0
2016-10-12	CB	Futures	229.42	229.42	228.707	228.769	51.0
2016-10-12	CC	Futures	1981.0	1988.0	1941.0	1955.0	14069.0
2016-10-12	CNH	Futures	7.2764	7.2764	7.2642	7.2642	14.0
2016-10-12	CSC	Futures	3.645	3.709	3.645	3.709	69.0
2016-10-12	CT	Futures	75.22	78.19	74.79	77.27	30907.0
2016-10-12	DC	Futures	28.54	29.11	28.52	29.11	424.0
2016-10-12	DX	Futures	90.764	91.257	90.722	91.175	31655.0
2016-10-12	E1	Futures	1.26487	1.26599	1.26138	1.26163	23049.0
2016-10-12	E6	Futures	1.28507	1.28657	1.27904	1.27985	190172.0
2016-10-12	E7	Futures	1.278	1.2794	1.2722	1.273	3018.0
2016-10-12	EBM	Futures	186.23	188.58	186.23	187.7	23472.0
2016-10-12	ED	Futures	95.6152	95.6249	95.6007	95.62	285356.0
2016-10-12	ER	Futures	98.274	98.279	98.269	98.274	45203.0
2016-10-12	EW	Futures	1617.3	1626.0	1611.5	1621.1	14231.0
2016-10-12	FBON	Futures	124.13	124.13	123.79	123.99	176.0
2016-10-12	FBTP	Futures	108.33	108.43	107.99	108.12	94744.0
2016-10-12	FBTS	Futures	101.257	101.275	101.23	101.239	19648.0
2016-10-12	FCE	Futures	3972.9	3979.1	3957.8	3961.8	50.0
2016-10-12	FDAX	Futures	11175.1	11196.2	11087.9	11104.8	89993.0
2016-10-12	FDXM	Futures	11146.7	11173.1	11064.5	11080.8	30728.0
2016-10-12	FESX	Futures	2408.6	2418.2	2398.1	2400.5	835218.0
2016-10-12	FEU3	Futures	98.956	98.956	98.956	98.956	4.0
2016-10-12	FGBL	Futures	149.36	149.58	148.96	149.1	587640.0
2016-10-12	FGBM	Futures	128.78	128.84	128.66	128.68	397013.0
2016-10-12	FGBS	Futures	111.932	111.947	111.912	111.922	185954.0
2016-10-12	FGBX	Futures	180.66	181.41	178.8	179.74	31808.0
2016-10-12	FMWO	Futures	5673.5	5673.5	5656.6	5656.6	254.0
2016-10-12	FOAT	Futures	137.05	137.26	136.69	136.76	96571.0
2016-10-12	FTDX	Futures	1764.1	1768.0	1743.0	1743.5	208.0
2016-10-12	FTI	Futures	413.62	413.94	412.52	412.52	8.0
2016-10-12	FTUK	Futures	5953.3	5957.1	5890.0	5893.0	104153.0
2016-10-12	FVSA	Futures	1487.17	1487.17	1459.35	1484.08	5174.0
2016-10-12	FXXP	Futures	279.7	280.4	278.2	278.3	25505.0
2016-10-12	G	Futures	113.69	113.9	113.23	113.41	234632.0
2016-10-12	GF	Futures	256.037	257.218	251.044	252.923	7615.0
2016-10-12	GSCI	Futures	521.68	521.68	516.83	516.83	2618.0

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