PREVIEW / futures_daily / 2016-11-30

all futures daily files

  file:    by_date/futures_daily/2016/2016-11-30.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
2016-11-30	ES	Futures	2383.03	2394.38	2376.54	2378.16	1960189.0
2016-11-30	NQ	Futures	5742.48	5757.8	5671.76	5675.89	231494.0
2016-11-30	YM	Futures	20075.9	20176.7	20055.9	20089.5	162273.0
2016-11-30	CL	Futures	48.82	53.84	48.79	53.35	1311000.0
2016-11-30	GC	Futures	1529.1	1536.9	1504.2	1507.5	249316.0
2016-11-30	ZN	Futures	122.377208	122.407608	121.586795	121.829999	361206.0
2016-11-30	A6	Futures	0.76346	0.76479	0.75214	0.75367	115545.0
2016-11-30	AD	Futures	0.7628	0.76936	0.76091	0.76316	106655.0
2016-11-30	ALI	Futures	2384.53	2391.27	2374.59	2391.27	25.0
2016-11-30	B	Futures	35.4	39.02	35.31	38.62	782952.0
2016-11-30	B6	Futures	1.3159	1.3188	1.3079	1.317	131971.0
2016-11-30	BR	Futures	0.20395	0.20477	0.20338	0.20438	165.0
2016-11-30	BZ	Futures	35.02	38.72	34.99	38.34	95002.0
2016-11-30	C	Futures	2129.0	2131.0	2076.0	2095.0	22253.0
2016-11-30	CB	Futures	258.305	263.553	258.305	263.523	11.0
2016-11-30	CC	Futures	1841.0	1848.0	1805.0	1819.0	17565.0
2016-11-30	CNH	Futures	7.4387	7.4398	7.416	7.4357	38.0
2016-11-30	CSC	Futures	3.85	3.884	3.838	3.884	52.0
2016-11-30	CT	Futures	81.91	82.37	81.1	82.23	12938.0
2016-11-30	DC	Futures	31.04	31.56	30.97	31.54	170.0
2016-11-30	DX	Futures	93.984	94.822	93.928	94.504	45366.0
2016-11-30	E1	Futures	1.23223	1.23385	1.22214	1.2265	35948.0
2016-11-30	E6	Futures	1.23528	1.23742	1.22409	1.22931	266875.0
2016-11-30	E7	Futures	1.2286	1.2306	1.2175	1.2227	5641.0
2016-11-30	EBM	Futures	189.76	191.23	189.47	190.64	12984.0
2016-11-30	ED	Futures	95.5959	95.5959	95.5838	95.5862	327689.0
2016-11-30	ER	Futures	98.279	98.283	98.274	98.279	56117.0
2016-11-30	EW	Futures	1735.5	1743.8	1729.7	1731.1	18890.0
2016-11-30	FBON	Futures	120.55	120.55	119.98	120.29	354.0
2016-11-30	FBTP	Futures	104.3	104.51	103.78	104.1	159571.0
2016-11-30	FBTS	Futures	100.7	100.772	100.655	100.736	53566.0
2016-11-30	FCE	Futures	4022.1	4057.9	4012.4	4040.2	101777.0
2016-11-30	FDAX	Futures	11227.9	11299.8	11203.6	11241.1	88407.0
2016-11-30	FDXM	Futures	11204.7	11274.3	11179.4	11216.9	21706.0
2016-11-30	FESX	Futures	2431.8	2454.2	2427.8	2443.8	1143967.0
2016-11-30	FGBL	Futures	147.79	147.92	146.82	147.06	1165815.0
2016-11-30	FGBM	Futures	128.82	128.85	128.56	128.62	790426.0
2016-11-30	FGBS	Futures	112.167	112.172	112.122	112.142	445548.0
2016-11-30	FGBX	Futures	174.69	175.38	171.3	172.16	78026.0
2016-11-30	FMWO	Futures	5743.7	5760.6	5740.0	5740.0	30.0
2016-11-30	FOAT	Futures	133.3	133.47	132.35	132.61	171409.0
2016-11-30	FTDX	Futures	1675.4	1686.2	1675.4	1680.3	74.0
2016-11-30	FTI	Futures	412.6	418.2	411.23	416.61	42159.0
2016-11-30	FTUK	Futures	5716.5	5778.6	5703.5	5724.6	153541.0
2016-11-30	FVSA	Futures	1335.32	1335.32	1288.19	1313.33	27315.0
2016-11-30	FXXP	Futures	281.1	283.4	280.8	282.5	29982.0
2016-11-30	G	Futures	110.88	110.97	110.07	110.28	261511.0
2016-11-30	GF	Futures	283.2	287.16	283.2	286.49	4624.0
2016-11-30	GSCI	Futures	497.91	516.04	497.91	513.72	638.0
2016-11-30	HE	Futures	74.363	75.918	74.228	74.668	16854.0

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