PREVIEW / futures_daily / 2019-06-20

all futures daily files

  file:    by_date/futures_daily/2019/2019-06-20.parquet
  size:    10 KB
  rows:    119

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
2019-06-20	ES	Futures	3162.45	3198.86	3162.18	3194.01	1876076.0
2019-06-20	NQ	Futures	8860.88	9004.51	8856.85	8948.96	500886.0
2019-06-20	YM	Futures	27847.7	28153.3	27840.4	28113.4	213105.0
2019-06-20	CL	Futures	55.63	58.69	55.6	58.38	854514.0
2019-06-20	GC	Futures	1698.3	1739.6	1694.3	1738.6	542895.0
2019-06-20	ZN	Futures	127.284821	127.673643	127.082633	127.471455	2238622.0
2019-06-20	A6	Futures	0.70995	0.7153	0.70954	0.71396	126996.0
2019-06-20	AD	Futures	0.7604	0.76776	0.76025	0.76529	126357.0
2019-06-20	ALI	Futures	2718.01	2718.01	2718.01	2718.01	0.0
2019-06-20	B	Futures	46.48	48.25	46.45	47.97	394165.0
2019-06-20	B6	Futures	1.2959	1.3041	1.2956	1.3012	101855.0
2019-06-20	BR	Futures	0.20803	0.20807	0.20803	0.20807	1.0
2019-06-20	BTC	Futures	14321.6	14913.2	14229.4	14790.3	5347.0
2019-06-20	BZ	Futures	45.72	47.63	45.69	47.36	64896.0
2019-06-20	C	Futures	1777.0	1783.0	1740.0	1742.0	4596.0
2019-06-20	CB	Futures	283.751	284.743	283.751	284.743	5.0
2019-06-20	CC	Futures	1685.0	1690.0	1628.0	1629.0	20249.0
2019-06-20	CNH	Futures	6.9017	6.9067	6.8598	6.8648	786.0
2019-06-20	CSC	Futures	3.053	3.07	3.053	3.068	30.0
2019-06-20	CT	Futures	68.37	68.88	65.3	66.17	7572.0
2019-06-20	DC	Futures	25.64	25.77	25.58	25.73	310.0
2019-06-20	DX	Futures	93.099	93.108	92.473	92.562	25955.0
2019-06-20	E1	Futures	1.17664	1.19345	1.1764	1.19183	43789.0
2019-06-20	E6	Futures	1.23351	1.24294	1.23345	1.24022	233211.0
2019-06-20	E7	Futures	1.2268	1.2362	1.2268	1.2337	8740.0
2019-06-20	EBM	Futures	205.55	207.56	204.4	207.28	15900.0
2019-06-20	ED	Futures	95.4401	95.4937	95.4255	95.4694	644815.0
2019-06-20	ER	Futures	98.514	98.524	98.494	98.509	166858.0
2019-06-20	EW	Futures	2028.5	2051.3	2027.2	2041.4	14672.0
2019-06-20	FBON	Futures	143.15	143.24	142.91	142.95	818.0
2019-06-20	FBTP	Futures	120.93	121.38	119.83	120.18	163016.0
2019-06-20	FBTS	Futures	106.852	107.034	106.718	106.785	116924.0
2019-06-20	FCE	Futures	5051.8	5077.9	5042.2	5051.8	55555.0
2019-06-20	FDAX	Futures	12986.5	13083.9	12957.5	13002.8	63763.0
2019-06-20	FDXM	Futures	12828.6	12922.2	12798.4	12842.6	3428.0
2019-06-20	FESX	Futures	3016.9	3036.1	3011.7	3021.3	996735.0
2019-06-20	FEU3	Futures	99.139	99.139	99.134	99.134	7.0
2019-06-20	FGBL	Futures	164.11	164.21	163.94	164.16	667941.0
2019-06-20	FGBM	Futures	134.47	134.53	134.33	134.45	472803.0
2019-06-20	FGBS	Futures	113.101	113.121	113.031	113.091	409436.0
2019-06-20	FGBX	Futures	208.85	209.9	208.7	209.73	53539.0
2019-06-20	FMWO	Futures	7348.7	7381.0	7324.5	7339.5	10317.0
2019-06-20	FOAT	Futures	151.07	151.15	150.88	151.08	158788.0
2019-06-20	FTDX	Futures	2811.3	2834.5	2811.3	2821.2	267.0
2019-06-20	FTI	Futures	529.87	532.69	528.83	529.89	15885.0
2019-06-20	FTUK	Futures	6807.4	6824.9	6779.2	6798.6	86939.0
2019-06-20	FVSA	Futures	196.58	201.43	193.82	197.97	22984.0
2019-06-20	FXXP	Futures	343.8	345.8	343.8	344.6	62504.0
2019-06-20	G	Futures	119.95	120.33	119.82	120.19	198846.0
2019-06-20	GF	Futures	268.407	269.143	264.09	264.335	4525.0

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