PREVIEW / futures_daily / 2016-12-16

all futures daily files

  file:    by_date/futures_daily/2016/2016-12-16.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
2016-12-16	ES	Futures	2449.52	2454.4	2438.68	2444.92	1415262.0
2016-12-16	NQ	Futures	5822.32	5836.17	5780.19	5793.74	185358.0
2016-12-16	YM	Futures	20871.1	20921.6	20816.3	20849.0	129984.0
2016-12-16	CL	Futures	55.85	56.88	55.19	56.66	413536.0
2016-12-16	GC	Futures	1451.8	1468.1	1449.2	1460.6	178640.0
2016-12-16	ZN	Futures	120.025083	120.468262	119.948673	120.132058	1324475.0
2016-12-16	A6	Futures	0.75231	0.75323	0.74258	0.74535	91140.0
2016-12-16	AD	Futures	0.76688	0.76785	0.76361	0.76581	64520.0
2016-12-16	ALI	Futures	2372.66	2372.66	2362.65	2362.65	10.0
2016-12-16	B	Futures	40.31	41.26	40.01	41.13	229187.0
2016-12-16	B6	Futures	1.3065	1.3152	1.3019	1.3113	106964.0
2016-12-16	BR	Futures	0.20751	0.20751	0.20409	0.20655	6.0
2016-12-16	BZ	Futures	40.1	40.95	39.72	40.83	31303.0
2016-12-16	C	Futures	1885.0	1892.0	1838.0	1885.0	10834.0
2016-12-16	CB	Futures	264.102	268.863	264.102	268.863	6.0
2016-12-16	CC	Futures	1697.0	1730.0	1656.0	1704.0	19619.0
2016-12-16	CNH	Futures	7.4763	7.4974	7.4465	7.4631	22.0
2016-12-16	CSC	Futures	4.098	4.101	4.057	4.057	6.0
2016-12-16	CT	Futures	82.32	82.35	81.45	81.61	11481.0
2016-12-16	DC	Futures	33.21	33.45	33.07	33.21	124.0
2016-12-16	DX	Futures	96.032	96.098	95.478	95.831	49177.0
2016-12-16	E1	Futures	1.2105	1.21707	1.20876	1.21285	41282.0
2016-12-16	E6	Futures	1.20925	1.21525	1.20671	1.21034	215197.0
2016-12-16	E7	Futures	1.2024	1.2089	1.2005	1.2042	5742.0
2016-12-16	EBM	Futures	190.28	191.71	188.86	191.14	16897.0
2016-12-16	ED	Futures	95.5568	95.5762	95.552	95.5665	370743.0
2016-12-16	ER	Futures	98.279	98.283	98.274	98.279	55587.0
2016-12-16	EW	Futures	1780.9	1793.1	1771.4	1773.2	21913.0
2016-12-16	FBON	Futures	122.23	122.51	121.88	122.05	111.0
2016-12-16	FBTP	Futures	106.8	106.94	106.15	106.23	82417.0
2016-12-16	FBTS	Futures	101.791	101.837	101.764	101.782	26764.0
2016-12-16	FCE	Futures	4230.4	4264.3	4218.5	4243.2	118263.0
2016-12-16	FDAX	Futures	12015.7	12102.9	11997.2	12054.1	8197.0
2016-12-16	FDXM	Futures	11960.3	12039.2	11934.1	11968.8	22338.0
2016-12-16	FESX	Futures	2590.3	2611.1	2580.7	2591.1	1422897.0
2016-12-16	FEU3	Futures	98.947	98.947	98.947	98.947	12.0
2016-12-16	FGBL	Futures	146.02	146.62	145.94	146.27	539176.0
2016-12-16	FGBM	Futures	128.54	128.73	128.52	128.66	353966.0
2016-12-16	FGBS	Futures	112.152	112.207	112.132	112.177	187440.0
2016-12-16	FGBX	Futures	166.17	168.51	165.94	167.28	36781.0
2016-12-16	FMWO	Futures	5881.6	5881.6	5881.6	5881.6	0.0
2016-12-16	FOAT	Futures	132.95	133.2	132.56	132.69	86585.0
2016-12-16	FTDX	Futures	1733.7	1735.7	1723.0	1728.8	163.0
2016-12-16	FTI	Futures	433.51	436.37	432.64	434.51	46645.0
2016-12-16	FTUK	Futures	5888.0	5914.7	5866.4	5874.4	130619.0
2016-12-16	FVSA	Futures	1137.31	1151.01	1093.46	1120.87	32378.0
2016-12-16	FXXP	Futures	295.7	297.5	295.1	296.3	29098.0
2016-12-16	G	Futures	109.68	110.3	109.58	110.01	144850.0
2016-12-16	GF	Futures	285.375	290.004	285.263	289.781	4589.0
2016-12-16	GSCI	Futures	516.94	521.05	516.28	520.98	797.0

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