PREVIEW / futures_daily / 2016-10-27

all futures daily files

  file:    by_date/futures_daily/2016/2016-10-27.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
2016-10-27	ES	Futures	2307.86	2318.67	2295.69	2296.77	1795356.0
2016-10-27	NQ	Futures	5718.32	5751.61	5662.04	5665.28	261342.0
2016-10-27	YM	Futures	19034.2	19093.0	18969.1	18987.0	181633.0
2016-10-27	CL	Futures	53.71	54.63	53.47	54.26	543173.0
2016-10-27	GC	Futures	1625.8	1634.2	1623.3	1628.8	135139.0
2016-10-27	ZN	Futures	126.359673	126.374873	125.782064	125.994867	1582265.0
2016-10-27	A6	Futures	0.77887	0.77989	0.77254	0.77316	82116.0
2016-10-27	AD	Futures	0.76613	0.76741	0.76423	0.76454	70515.0
2016-10-27	ALI	Futures	2275.29	2283.3	2267.61	2267.61	15.0
2016-10-27	B	Futures	38.82	39.48	38.69	39.2	292795.0
2016-10-27	B6	Futures	1.2899	1.2932	1.2802	1.2829	116289.0
2016-10-27	BFX	Futures	4268.8	4268.8	4250.3	4257.5	2.0
2016-10-27	BR	Futures	0.21582	0.21695	0.21417	0.21544	8727.0
2016-10-27	BZ	Futures	38.61	39.29	38.52	39.01	29565.0
2016-10-27	C	Futures	2429.0	2433.0	2400.0	2424.0	8087.0
2016-10-27	CB	Futures	238.998	246.996	238.998	244.299	43.0
2016-10-27	CC	Futures	2051.0	2051.0	2008.0	2021.0	17762.0
2016-10-27	CNH	Futures	7.3179	7.3255	7.3179	7.3255	24.0
2016-10-27	CSC	Futures	3.7	3.705	3.688	3.705	2.0
2016-10-27	CT	Futures	77.36	78.42	77.05	78.15	13326.0
2016-10-27	DC	Futures	29.21	29.53	29.21	29.4	116.0
2016-10-27	DX	Futures	91.769	92.146	91.662	92.029	20811.0
2016-10-27	E1	Futures	1.25752	1.26039	1.25528	1.25727	15861.0
2016-10-27	E6	Futures	1.26716	1.27104	1.26408	1.26646	151887.0
2016-10-27	E7	Futures	1.26	1.2641	1.2573	1.2596	2222.0
2016-10-27	EBM	Futures	193.0	193.88	192.7	193.29	12975.0
2016-10-27	ED	Futures	95.6104	95.6249	95.6104	95.6152	354217.0
2016-10-27	ER	Futures	98.274	98.279	98.274	98.274	33898.0
2016-10-27	EW	Futures	1610.0	1615.7	1590.2	1594.4	16610.0
2016-10-27	FBON	Futures	123.98	124.18	123.27	123.46	923.0
2016-10-27	FBTP	Futures	107.73	107.89	106.89	107.12	150368.0
2016-10-27	FBTS	Futures	101.176	101.185	101.077	101.086	38189.0
2016-10-27	FCE	Futures	4018.3	4057.1	4007.2	4035.2	87084.0
2016-10-27	FDAX	Futures	11245.9	11382.2	11244.8	11318.3	101240.0
2016-10-27	FDXM	Futures	11226.9	11356.6	11220.5	11293.8	31247.0
2016-10-27	FESX	Futures	2448.6	2475.0	2447.0	2463.8	978177.0
2016-10-27	FEU3	Futures	98.956	98.956	98.956	98.956	9.0
2016-10-27	FGBL	Futures	148.84	149.0	147.66	147.89	1165604.0
2016-10-27	FGBM	Futures	128.49	128.56	128.24	128.31	672769.0
2016-10-27	FGBS	Futures	111.852	111.872	111.823	111.832	284151.0
2016-10-27	FGBX	Futures	178.52	179.07	174.34	175.15	77098.0
2016-10-27	FMWO	Futures	5667.5	5673.5	5667.5	5668.7	3.0
2016-10-27	FOAT	Futures	136.54	136.74	135.35	135.61	157539.0
2016-10-27	FTDX	Futures	1704.8	1721.0	1704.3	1705.8	74.0
2016-10-27	FTI	Futures	415.69	421.25	415.0	417.8	31710.0
2016-10-27	FTUK	Futures	5828.8	5895.1	5809.4	5872.3	113630.0
2016-10-27	FVSA	Futures	1314.03	1332.58	1292.39	1314.03	17773.0
2016-10-27	FXXP	Futures	280.6	282.8	279.9	281.4	31296.0
2016-10-27	G	Futures	112.44	112.76	111.25	111.62	272696.0
2016-10-27	GF	Futures	265.755	269.459	265.433	266.023	3324.0

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