PREVIEW / futures_daily / 2016-10-28

all futures daily files

  file:    by_date/futures_daily/2016/2016-10-28.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
2016-10-28	ES	Futures	2300.83	2309.48	2284.87	2297.04	2391182.0
2016-10-28	NQ	Futures	5678.54	5708.0	5641.12	5664.1	325145.0
2016-10-28	YM	Futures	19001.7	19082.5	18911.4	19003.8	278900.0
2016-10-28	CL	Futures	54.14	54.35	52.84	53.14	550081.0
2016-10-28	GC	Futures	1628.4	1649.2	1619.2	1638.1	232893.0
2016-10-28	ZN	Futures	125.903666	126.14687	125.690862	126.025268	1390479.0
2016-10-28	A6	Futures	0.77316	0.7753	0.7701	0.77428	91760.0
2016-10-28	AD	Futures	0.76516	0.76741	0.7628	0.76521	86406.0
2016-10-28	ALI	Futures	2276.57	2292.91	2269.85	2292.91	15.0
2016-10-28	B	Futures	39.13	39.24	38.24	38.5	268414.0
2016-10-28	B6	Futures	1.2821	1.2869	1.2765	1.2845	141134.0
2016-10-28	BR	Futures	0.21383	0.21479	0.21171	0.21219	5367.0
2016-10-28	BZ	Futures	38.98	39.05	38.06	38.31	34570.0
2016-10-28	C	Futures	2421.0	2435.0	2402.0	2431.0	7565.0
2016-10-28	CB	Futures	244.888	245.508	240.548	241.788	89.0
2016-10-28	CC	Futures	2018.0	2046.0	1981.0	2038.0	19659.0
2016-10-28	CNH	Futures	7.3196	7.3256	7.3083	7.3083	17.0
2016-10-28	CSC	Futures	3.716	3.774	3.716	3.758	14.0
2016-10-28	CT	Futures	77.98	79.64	77.58	79.34	16453.0
2016-10-28	DC	Futures	29.36	29.82	29.36	29.78	310.0
2016-10-28	DX	Futures	92.053	92.067	91.42	91.529	23967.0
2016-10-28	E1	Futures	1.2569	1.26699	1.25528	1.26525	31319.0
2016-10-28	E6	Futures	1.26577	1.27678	1.26524	1.27544	178627.0
2016-10-28	E7	Futures	1.2584	1.2697	1.2584	1.2686	3007.0
2016-10-28	EBM	Futures	193.59	194.17	193.29	193.59	11186.0
2016-10-28	ED	Futures	95.6152	95.6345	95.6055	95.6249	306208.0
2016-10-28	ER	Futures	98.274	98.279	98.274	98.274	56852.0
2016-10-28	EW	Futures	1594.4	1606.1	1584.9	1591.9	18842.0
2016-10-28	FBON	Futures	123.34	123.58	122.92	123.28	1202.0
2016-10-28	FBTP	Futures	107.1	107.17	106.21	106.79	174566.0
2016-10-28	FBTS	Futures	101.077	101.086	100.898	100.97	63321.0
2016-10-28	FCE	Futures	4028.1	4053.9	4008.5	4048.2	111550.0
2016-10-28	FDAX	Futures	11286.0	11320.4	11171.4	11293.4	118650.0
2016-10-28	FDXM	Futures	11263.8	11296.5	11149.9	11269.0	30901.0
2016-10-28	FESX	Futures	2458.2	2463.8	2437.4	2459.0	1071565.0
2016-10-28	FGBL	Futures	147.78	148.17	147.34	147.99	908480.0
2016-10-28	FGBM	Futures	128.27	128.35	128.17	128.27	615306.0
2016-10-28	FGBS	Futures	111.827	111.837	111.808	111.827	386624.0
2016-10-28	FGBX	Futures	174.85	176.82	173.5	176.19	60586.0
2016-10-28	FMWO	Futures	5630.0	5668.7	5630.0	5665.0	653.0
2016-10-28	FOAT	Futures	135.55	135.77	135.12	135.55	157779.0
2016-10-28	FTDX	Futures	1690.6	1699.4	1689.1	1694.0	219.0
2016-10-28	FTI	Futures	416.38	418.08	394.95	417.48	42569.0
2016-10-28	FTUK	Futures	5868.5	5891.7	5820.8	5882.0	130591.0
2016-10-28	FVSA	Futures	1335.67	1369.68	1323.3	1329.49	21533.0
2016-10-28	FXXP	Futures	280.9	281.0	278.2	280.6	21243.0
2016-10-28	G	Futures	111.56	111.75	111.06	111.56	191438.0
2016-10-28	GF	Futures	266.399	268.547	260.547	261.03	3704.0
2016-10-28	GSCI	Futures	514.75	515.38	512.47	512.61	152.0
2016-10-28	HE	Futures	69.845	72.263	69.768	71.841	17886.0

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