PREVIEW / futures_daily / 2020-02-20

all futures daily files

  file:    by_date/futures_daily/2020/2020-02-20.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
2020-02-20	ES	Futures	3663.14	3669.35	3606.44	3638.84	2073749.0
2020-02-20	NQ	Futures	11177.42	11198.35	10916.18	11039.2	802424.0
2020-02-20	YM	Futures	30840.3	30911.7	30383.5	30635.5	288117.0
2020-02-20	CL	Futures	54.83	55.81	54.56	55.01	676179.0
2020-02-20	GC	Futures	1969.1	1983.1	1958.9	1975.8	403039.0
2020-02-20	ZN	Futures	129.929966	130.425527	129.775103	130.270664	2356919.0
2020-02-20	A6	Futures	0.68461	0.68677	0.67795	0.67836	157367.0
2020-02-20	AD	Futures	0.76212	0.76272	0.7594	0.75975	82287.0
2020-02-20	ALI	Futures	2089.58	2090.18	2077.84	2079.35	159.0
2020-02-20	B	Futures	49.16	49.73	48.82	49.16	268649.0
2020-02-20	B6	Futures	1.3111	1.3119	1.3038	1.307	108319.0
2020-02-20	BR	Futures	0.18561	0.18614	0.18443	0.1846	35493.0
2020-02-20	BTC	Futures	14608.6	14608.6	14113.4	14428.5	3918.0
2020-02-20	BZ	Futures	48.46	49.01	48.1	48.43	34207.0
2020-02-20	C	Futures	1892.0	1910.0	1889.0	1906.0	4614.0
2020-02-20	CB	Futures	223.901	223.901	220.36	222.228	52.0
2020-02-20	CC	Futures	1864.0	1885.0	1847.0	1873.0	15686.0
2020-02-20	CNH	Futures	6.9795	7.0199	6.9757	7.0139	727.0
2020-02-20	CSC	Futures	3.271	3.277	3.245	3.253	154.0
2020-02-20	CT	Futures	65.06	65.44	64.42	65.39	7816.0
2020-02-20	DC	Futures	27.12	27.25	26.91	26.94	435.0
2020-02-20	DX	Futures	96.545	96.88	96.521	96.842	18070.0
2020-02-20	E1	Futures	1.16291	1.16553	1.16165	1.16256	35687.0
2020-02-20	E6	Futures	1.16585	1.16741	1.16273	1.16397	232080.0
2020-02-20	E7	Futures	1.1599	1.1613	1.1565	1.1579	4741.0
2020-02-20	EBM	Futures	215.12	215.94	214.84	215.39	12355.0
2020-02-20	ED	Futures	95.3835	95.4029	95.3787	95.3981	284204.0
2020-02-20	ER	Futures	98.391	98.396	98.391	98.396	38004.0
2020-02-20	ESG	Futures	302.81	303.43	299.24	302.13	1050.0
2020-02-20	EW	Futures	2212.1	2220.7	2191.5	2217.3	15899.0
2020-02-20	FBON	Futures	145.9	146.54	145.9	146.46	896.0
2020-02-20	FBTP	Futures	132.44	133.11	132.43	132.77	107725.0
2020-02-20	FBTS	Futures	108.576	108.701	108.576	108.653	49569.0
2020-02-20	FCE	Futures	5516.0	5524.1	5474.8	5479.3	70344.0
2020-02-20	FDAX	Futures	14595.4	14619.2	14423.0	14496.0	116983.0
2020-02-20	FDIV	Futures	161.45	161.45	160.94	160.94	3.0
2020-02-20	FDXM	Futures	14405.4	14434.6	14243.5	14314.0	83034.0
2020-02-20	FESX	Futures	3402.6	3407.0	3360.3	3377.9	1147736.0
2020-02-20	FGBL	Futures	166.72	167.27	166.68	167.11	870037.0
2020-02-20	FGBM	Futures	134.29	134.42	134.29	134.36	459154.0
2020-02-20	FGBS	Futures	112.739	112.749	112.729	112.739	330438.0
2020-02-20	FGBX	Futures	218.9	221.29	218.63	220.78	78449.0
2020-02-20	FMWO	Futures	8098.0	8103.7	8002.8	8043.6	4243.0
2020-02-20	FOAT	Futures	154.57	155.03	154.52	154.91	198426.0
2020-02-20	FTDX	Futures	3311.2	3318.7	3293.1	3294.1	304.0
2020-02-20	FTI	Futures	602.85	604.0	595.94	596.96	17398.0
2020-02-20	FTUK	Futures	6974.3	6979.5	6924.1	6947.1	106477.0
2020-02-20	FVSA	Futures	111.85	119.99	110.63	115.92	37250.0
2020-02-20	FXXP	Futures	394.2	394.7	390.7	392.4	66293.0
2020-02-20	G	Futures	122.27	122.5	122.14	122.41	250146.0

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