PREVIEW / futures_daily / 2019-05-15

all futures daily files

  file:    by_date/futures_daily/2019/2019-05-15.parquet
  size:    10 KB
  rows:    120

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
2019-05-15	ES	Futures	3068.51	3089.3	3040.69	3083.9	1753507.0
2019-05-15	NQ	Futures	8560.02	8685.9	8473.03	8675.24	535915.0
2019-05-15	YM	Futures	26989.5	27142.6	26733.0	27100.4	255281.0
2019-05-15	CL	Futures	63.18	64.22	62.66	63.88	235837.0
2019-05-15	GC	Futures	1615.5	1620.1	1610.0	1615.3	247522.0
2019-05-15	ZN	Futures	123.709802	124.160447	123.632104	123.989512	1905968.0
2019-05-15	A6	Futures	0.71611	0.71642	0.71333	0.71467	96722.0
2019-05-15	AD	Futures	0.75145	0.75352	0.74978	0.75292	73005.0
2019-05-15	ALI	Futures	2718.01	2718.01	2718.01	2718.01	0.0
2019-05-15	B	Futures	52.24	53.24	51.89	52.89	272443.0
2019-05-15	B6	Futures	1.3246	1.3259	1.316	1.3177	97629.0
2019-05-15	BR	Futures	0.2008	0.20108	0.19876	0.20036	3903.0
2019-05-15	BTC	Futures	12085.8	12835.9	12085.8	12719.9	13408.0
2019-05-15	BZ	Futures	52.16	53.09	51.75	52.74	48596.0
2019-05-15	C	Futures	1629.0	1653.0	1608.0	1648.0	14131.0
2019-05-15	CB	Futures	281.414	283.508	281.414	282.312	61.0
2019-05-15	CC	Futures	1544.0	1569.0	1499.0	1563.0	29833.0
2019-05-15	CNH	Futures	6.9199	6.9297	6.9068	6.9156	1212.0
2019-05-15	CSC	Futures	2.961	2.985	2.957	2.98	114.0
2019-05-15	CT	Futures	69.92	70.42	68.87	69.45	18427.0
2019-05-15	DC	Futures	24.77	25.0	24.72	24.87	200.0
2019-05-15	DX	Futures	93.307	93.47	93.206	93.337	13642.0
2019-05-15	E1	Futures	1.16096	1.16411	1.15921	1.15979	22969.0
2019-05-15	E6	Futures	1.23349	1.2353	1.23009	1.233	177617.0
2019-05-15	E7	Futures	1.2273	1.2291	1.2241	1.2269	3824.0
2019-05-15	EBM	Futures	197.49	198.64	196.91	198.06	22109.0
2019-05-15	ED	Futures	95.2063	95.2161	95.2014	95.2063	331057.0
2019-05-15	ER	Futures	98.416	98.426	98.416	98.421	118944.0
2019-05-15	EW	Futures	2016.8	2021.9	1994.0	2017.4	11697.0
2019-05-15	FBON	Futures	136.74	137.0	136.62	136.83	169.0
2019-05-15	FBTP	Futures	114.5	114.59	113.81	114.47	166581.0
2019-05-15	FBTS	Futures	105.512	105.512	105.198	105.436	113884.0
2019-05-15	FCE	Futures	4798.5	4826.2	4750.8	4821.2	133334.0
2019-05-15	FDAX	Futures	12613.2	12773.2	12485.3	12733.2	136045.0
2019-05-15	FDIV	Futures	143.35	145.86	142.7	145.49	97.0
2019-05-15	FDXM	Futures	12495.1	12661.0	12377.1	12622.9	69355.0
2019-05-15	FESX	Futures	2906.0	2935.7	2883.2	2927.8	1156081.0
2019-05-15	FGBL	Futures	160.85	161.59	160.76	161.12	963276.0
2019-05-15	FGBM	Futures	133.45	133.74	133.44	133.55	560137.0
2019-05-15	FGBS	Futures	112.865	112.93	112.865	112.895	561187.0
2019-05-15	FGBX	Futures	196.68	199.4	196.41	197.92	65654.0
2019-05-15	FMWO	Futures	7053.0	7094.6	7004.4	7091.2	1533.0
2019-05-15	FOAT	Futures	147.38	147.86	147.3	147.57	153096.0
2019-05-15	FTDX	Futures	2780.7	2784.1	2737.3	2784.1	193.0
2019-05-15	FTI	Futures	518.71	520.93	513.19	519.98	42275.0
2019-05-15	FTUK	Futures	6614.2	6673.8	6589.4	6657.3	117353.0
2019-05-15	FVSA	Futures	235.95	246.64	226.68	232.38	29666.0
2019-05-15	FXXP	Futures	335.0	336.6	332.2	336.0	96823.0
2019-05-15	G	Futures	118.37	119.01	118.35	118.59	216105.0
2019-05-15	GF	Futures	280.034	280.966	277.041	279.2	5766.0

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