PREVIEW / futures_daily / 2020-01-27

all futures daily files

  file:    by_date/futures_daily/2020/2020-01-27.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
2020-01-27	ES	Futures	3531.38	3531.38	3491.68	3498.7	2581636.0
2020-01-27	NQ	Futures	10411.49	10411.49	10237.72	10270.98	792705.0
2020-01-27	YM	Futures	30161.9	30174.5	29831.1	29910.9	363768.0
2020-01-27	CL	Futures	55.07	55.08	53.46	54.5	712880.0
2020-01-27	GC	Futures	1933.9	1944.3	1928.4	1930.9	138917.0
2020-01-27	ZN	Futures	129.418919	129.806076	129.37246	129.728644	2434005.0
2020-01-27	A6	Futures	0.69948	0.69948	0.69281	0.69343	96573.0
2020-01-27	AD	Futures	0.76625	0.7664	0.76338	0.76438	78501.0
2020-01-27	ALI	Futures	2142.14	2144.24	2140.94	2144.24	20.0
2020-01-27	B	Futures	49.86	49.86	47.86	48.55	281844.0
2020-01-27	B6	Futures	1.3281	1.3311	1.3243	1.3252	76685.0
2020-01-27	BR	Futures	0.19291	0.19291	0.19145	0.19259	26150.0
2020-01-27	BTC	Futures	12905.4	13640.7	12905.4	13618.2	587.0
2020-01-27	BZ	Futures	48.55	48.71	47.14	47.84	42047.0
2020-01-27	C	Futures	1849.0	1872.0	1827.0	1859.0	7908.0
2020-01-27	CB	Futures	235.81	235.81	234.513	234.926	48.0
2020-01-27	CC	Futures	1786.0	1816.0	1764.0	1788.0	23341.0
2020-01-27	CNH	Futures	6.9044	6.9599	6.8831	6.9549	692.0
2020-01-27	CSC	Futures	3.495	3.513	3.428	3.433	120.0
2020-01-27	CT	Futures	65.87	66.4	64.68	66.12	29857.0
2020-01-27	DC	Futures	29.51	29.51	28.54	28.59	456.0
2020-01-27	DX	Futures	94.769	94.924	94.72	94.892	17918.0
2020-01-27	E1	Futures	1.18107	1.1837	1.17913	1.18198	24372.0
2020-01-27	E6	Futures	1.19176	1.19268	1.18961	1.19031	156277.0
2020-01-27	E7	Futures	1.1856	1.1864	1.1834	1.1841	1853.0
2020-01-27	EBM	Futures	212.64	213.88	211.27	213.47	27356.0
2020-01-27	ED	Futures	95.3423	95.3617	95.3374	95.3617	319609.0
2020-01-27	ER	Futures	98.372	98.386	98.367	98.382	250451.0
2020-01-27	EW	Futures	2168.7	2168.7	2135.7	2143.2	21542.0
2020-01-27	FBON	Futures	144.46	145.18	144.46	145.17	595.0
2020-01-27	FBTP	Futures	130.54	131.76	130.54	131.66	175836.0
2020-01-27	FBTS	Futures	108.384	108.605	108.384	108.49	103949.0
2020-01-27	FCE	Futures	5385.9	5385.9	5300.3	5311.6	119084.0
2020-01-27	FDAX	Futures	14181.9	14207.3	13945.5	13970.9	145470.0
2020-01-27	FDIV	Futures	157.13	157.18	155.51	155.51	276.0
2020-01-27	FDXM	Futures	14022.2	14029.5	13772.6	13795.6	91632.0
2020-01-27	FESX	Futures	3281.9	3288.0	3227.3	3233.4	1813947.0
2020-01-27	FGBL	Futures	165.96	166.46	165.63	166.42	893164.0
2020-01-27	FGBM	Futures	134.07	134.24	133.97	134.23	511039.0
2020-01-27	FGBS	Futures	112.684	112.709	112.669	112.709	397703.0
2020-01-27	FGBX	Futures	216.12	217.88	215.18	217.71	83954.0
2020-01-27	FMWO	Futures	7937.0	7937.0	7819.1	7839.5	4767.0
2020-01-27	FOAT	Futures	153.36	153.92	153.26	153.87	164019.0
2020-01-27	FTDX	Futures	3187.6	3195.6	3142.8	3152.4	178.0
2020-01-27	FTI	Futures	580.4	580.59	571.24	572.2	49804.0
2020-01-27	FTUK	Futures	6981.4	6991.7	6873.5	6891.8	135797.0
2020-01-27	FVSA	Futures	127.55	134.35	122.44	133.07	92952.0
2020-01-27	FXXP	Futures	379.8	380.3	375.5	376.0	101585.0
2020-01-27	G	Futures	122.81	123.29	122.73	123.23	198188.0
2020-01-27	GF	Futures	293.175	293.228	285.57	285.57	8202.0

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