PREVIEW / futures_daily / 2016-10-21

all futures daily files

  file:    by_date/futures_daily/2016/2016-10-21.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
2016-10-21	ES	Futures	2310.29	2312.99	2296.5	2308.94	1409837.0
2016-10-21	NQ	Futures	5709.18	5714.78	5674.42	5708.0	188661.0
2016-10-21	YM	Futures	19000.6	19021.6	18864.1	18970.2	144869.0
2016-10-21	CL	Futures	55.28	55.67	54.79	55.49	551300.0
2016-10-21	GC	Futures	1624.9	1627.9	1618.8	1626.5	101385.0
2016-10-21	ZN	Futures	126.648478	126.861281	126.602877	126.80048	746958.0
2016-10-21	A6	Futures	0.77683	0.77948	0.77305	0.77469	76244.0
2016-10-21	AD	Futures	0.77448	0.77484	0.76726	0.76818	99229.0
2016-10-21	ALI	Futures	2172.48	2179.53	2172.48	2179.53	10.0
2016-10-21	B	Futures	39.78	40.2	39.56	40.07	249161.0
2016-10-21	B6	Futures	1.2907	1.2921	1.2825	1.2887	83114.0
2016-10-21	BFX	Futures	4252.7	4257.5	4252.7	4257.5	1.0
2016-10-21	BR	Futures	0.21554	0.21554	0.21404	0.21421	1238.0
2016-10-21	BZ	Futures	39.58	39.96	39.34	39.84	31385.0
2016-10-21	C	Futures	2382.0	2393.0	2359.0	2384.0	8400.0
2016-10-21	CC	Futures	2005.0	2020.0	1981.0	2015.0	15277.0
2016-10-21	CNH	Futures	7.2861	7.3119	7.2859	7.3009	41.0
2016-10-21	CSC	Futures	3.698	3.698	3.698	3.698	10.0
2016-10-21	CT	Futures	78.2	78.32	76.86	77.38	13986.0
2016-10-21	DC	Futures	29.04	29.26	29.04	29.09	103.0
2016-10-21	DX	Futures	91.49	91.951	91.49	91.849	20054.0
2016-10-21	E1	Futures	1.25814	1.25902	1.25416	1.25677	16185.0
2016-10-21	E6	Futures	1.26959	1.26988	1.26165	1.26339	150215.0
2016-10-21	E7	Futures	1.2626	1.2629	1.255	1.2566	2824.0
2016-10-21	EBM	Futures	191.53	192.7	191.23	191.82	11295.0
2016-10-21	ED	Futures	95.6297	95.6345	95.6152	95.6249	269062.0
2016-10-21	ER	Futures	98.283	98.283	98.274	98.279	53190.0
2016-10-21	EW	Futures	1622.6	1624.7	1607.4	1621.2	12046.0
2016-10-21	FBON	Futures	124.38	124.52	124.31	124.37	636.0
2016-10-21	FBTP	Futures	108.55	108.78	108.53	108.61	77716.0
2016-10-21	FBTS	Futures	101.212	101.23	101.203	101.212	9418.0
2016-10-21	FCE	Futures	4036.1	4056.2	4020.6	4037.5	73783.0
2016-10-21	FDAX	Futures	11301.9	11341.5	11269.7	11306.1	64369.0
2016-10-21	FDXM	Futures	11277.5	11317.6	11242.7	11281.7	18213.0
2016-10-21	FESX	Futures	2455.8	2466.2	2447.0	2456.6	754196.0
2016-10-21	FEU3	Futures	98.961	98.961	98.961	98.961	27.0
2016-10-21	FGBL	Futures	150.0	150.05	149.78	149.94	555696.0
2016-10-21	FGBM	Futures	128.93	128.93	128.8	128.87	328271.0
2016-10-21	FGBS	Futures	111.932	111.942	111.912	111.922	157084.0
2016-10-21	FGBX	Futures	183.35	183.81	182.39	182.82	30744.0
2016-10-21	FMWO	Futures	5685.6	5685.6	5656.6	5672.3	192.0
2016-10-21	FOAT	Futures	137.71	137.84	137.57	137.69	90528.0
2016-10-21	FTDX	Futures	1748.4	1748.4	1739.1	1747.0	93.0
2016-10-21	FTI	Futures	417.48	420.19	416.75	418.95	30050.0
2016-10-21	FTUK	Futures	5917.0	5934.8	5893.0	5896.3	103243.0
2016-10-21	FVSA	Futures	1348.04	1357.31	1326.4	1335.67	39692.0
2016-10-21	FXXP	Futures	283.6	284.4	282.6	283.4	19711.0
2016-10-21	G	Futures	112.97	113.49	112.87	113.21	146189.0
2016-10-21	GF	Futures	256.198	261.245	255.178	257.057	5024.0
2016-10-21	GSCI	Futures	519.95	520.71	516.69	520.71	164.0

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