PREVIEW / futures_daily / 2019-12-26

all futures daily files

  file:    by_date/futures_daily/2019/2019-12-26.parquet
  size:    9 KB
  rows:    90

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
2019-12-26	ES	Futures	3485.74	3504.37	3485.2	3504.1	464639.0
2019-12-26	NQ	Futures	10013.76	10099.5	10012.33	10098.64	170684.0
2019-12-26	YM	Futures	29949.7	30061.1	29941.3	30055.8	59115.0
2019-12-26	CL	Futures	62.74	63.39	62.6	63.23	265091.0
2019-12-26	GC	Futures	1850.2	1866.8	1848.0	1863.1	216614.0
2019-12-26	ZN	Futures	127.219865	127.328269	127.065003	127.235352	402206.0
2019-12-26	A6	Futures	0.71075	0.71403	0.71075	0.71342	30240.0
2019-12-26	AD	Futures	0.7664	0.76972	0.7663	0.76952	39106.0
2019-12-26	ALI	Futures	2206.71	2206.71	2206.71	2206.71	0.0
2019-12-26	B	Futures	54.2	54.65	54.06	54.58	113893.0
2019-12-26	B6	Futures	1.3191	1.3237	1.3179	1.3226	34216.0
2019-12-26	BR	Futures	0.19896	0.19977	0.19896	0.19936	47.0
2019-12-26	BTC	Futures	11012.8	11353.9	10937.0	11065.8	1202.0
2019-12-26	BZ	Futures	53.48	53.86	53.29	53.81	16571.0
2019-12-26	CB	Futures	249.074	249.074	246.451	246.451	5.0
2019-12-26	CC	Futures	1590.0	1597.0	1568.0	1573.0	8809.0
2019-12-26	CNH	Futures	6.966	6.9738	6.9654	6.9671	190.0
2019-12-26	CSC	Futures	3.363	3.366	3.322	3.342	52.0
2019-12-26	CT	Futures	65.35	65.96	65.12	65.35	13713.0
2019-12-26	DC	Futures	28.04	28.09	27.78	27.81	91.0
2019-12-26	DX	Futures	94.395	94.434	94.22	94.259	4488.0
2019-12-26	E1	Futures	1.17307	1.1733	1.17067	1.17193	8385.0
2019-12-26	E6	Futures	1.20162	1.20356	1.20054	1.20286	46551.0
2019-12-26	E7	Futures	1.1952	1.1973	1.1943	1.1966	1025.0
2019-12-26	ED	Futures	95.2792	95.2889	95.2792	95.2792	23751.0
2019-12-26	ER	Futures	98.362	98.362	98.362	98.362	0.0
2019-12-26	EW	Futures	2176.1	2181.6	2172.9	2179.2	7327.0
2019-12-26	GF	Futures	302.439	306.915	301.965	306.388	3795.0
2019-12-26	HE	Futures	53.633	53.973	52.878	53.52	9912.0
2019-12-26	HG	Futures	3.216	3.2375	3.2024	3.229	33112.0
2019-12-26	HH	Futures	13.816	14.144	13.797	14.144	1114.0
2019-12-26	HO	Futures	1.3516	1.3609	1.3476	1.3593	15698.0
2019-12-26	HRC	Futures	1342.4	1342.4	1342.4	1342.4	0.0
2019-12-26	J1	Futures	0.0106571	0.0106612	0.0106264	0.0106275	55155.0
2019-12-26	J7	Futures	0.01062	0.010629	0.010598	0.010598	217.0
2019-12-26	JB	Futures	139.74	139.74	139.53	139.66	187.0
2019-12-26	KC	Futures	126.66	127.1	123.96	124.6	8886.0
2019-12-26	KE	Futures	642.33	656.6	640.24	654.86	17750.0
2019-12-26	KRW	Futures	0.0008579	0.0008579	0.0008577	0.0008577	12.0
2019-12-26	LBS	Futures	640.8	642.7	634.9	636.5	132.0
2019-12-26	LE	Futures	168.035	169.638	168.035	169.371	13002.0
2019-12-26	M2K	Futures	1807.5	1811.2	1804.4	1808.8	13577.0
2019-12-26	MES	Futures	3445.48	3464.7	3445.48	3464.43	59828.0
2019-12-26	MFS	Futures	2089.3	2095.9	2083.7	2093.4	9758.0
2019-12-26	MGC	Futures	1812.0	1827.4	1808.8	1823.7	26776.0
2019-12-26	MME	Futures	1136.2	1144.5	1136.2	1144.2	21086.0
2019-12-26	MNQ	Futures	9821.31	9906.53	9816.81	9904.85	55201.0
2019-12-26	MP	Futures	0.03957	0.03968	0.03957	0.03967	12861.0
2019-12-26	N6	Futures	0.65849	0.66225	0.65839	0.66156	9209.0
2019-12-26	NG	Futures	17.243	17.892	17.243	17.853	134830.0

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