PREVIEW / futures_daily / 2020-02-24

all futures daily files

  file:    by_date/futures_daily/2020/2020-02-24.parquet
  size:    10 KB
  rows:    121

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
2020-02-24	ES	Futures	3573.77	3577.01	3470.89	3484.39	3636687.0
2020-02-24	NQ	Futures	10730.65	10741.83	10370.49	10427.55	1171879.0
2020-02-24	YM	Futures	30188.1	30197.6	29287.1	29372.1	503595.0
2020-02-24	CL	Futures	53.71	53.75	51.51	52.51	765515.0
2020-02-24	GC	Futures	2019.1	2062.6	2015.2	2044.2	680823.0
2020-02-24	ZN	Futures	131.029493	131.710889	130.921089	131.478595	4232656.0
2020-02-24	A6	Futures	0.67651	0.67887	0.67559	0.67662	149328.0
2020-02-24	AD	Futures	0.7603	0.76081	0.75728	0.75819	124419.0
2020-02-24	ALI	Futures	2064.9	2065.2	2057.38	2059.79	115.0
2020-02-24	B	Futures	48.49	48.71	46.44	47.44	322021.0
2020-02-24	B6	Futures	1.314	1.3144	1.3075	1.3103	97031.0
2020-02-24	BFX	Futures	4636.3	4636.3	4628.7	4628.7	40.0
2020-02-24	BR	Futures	0.18484	0.18529	0.1839	0.18484	11.0
2020-02-24	BTC	Futures	14616.1	14922.8	14075.9	14229.2	1636.0
2020-02-24	BZ	Futures	47.77	47.77	45.2	46.17	31673.0
2020-02-24	C	Futures	1892.0	1896.0	1871.0	1879.0	2100.0
2020-02-24	CB	Futures	221.531	221.531	218.743	219.858	36.0
2020-02-24	CC	Futures	1846.0	1849.0	1815.0	1834.0	21166.0
2020-02-24	CNH	Futures	7.0037	7.0227	6.9961	7.0018	897.0
2020-02-24	CSC	Futures	3.249	3.255	3.227	3.245	80.0
2020-02-24	CT	Futures	65.57	65.76	63.54	65.05	45192.0
2020-02-24	DC	Futures	26.91	26.91	26.65	26.88	196.0
2020-02-24	DX	Futures	96.458	96.642	96.118	96.364	23266.0
2020-02-24	E1	Futures	1.16793	1.17147	1.16542	1.16748	40525.0
2020-02-24	E6	Futures	1.16833	1.17285	1.16553	1.16957	255787.0
2020-02-24	E7	Futures	1.1622	1.1667	1.1593	1.1635	4471.0
2020-02-24	EBM	Futures	212.64	213.19	210.99	211.27	15635.0
2020-02-24	ED	Futures	95.4175	95.4514	95.4175	95.4393	466542.0
2020-02-24	ER	Futures	98.396	98.406	98.391	98.401	110297.0
2020-02-24	ESG	Futures	290.98	291.66	288.61	288.61	161.0
2020-02-24	EW	Futures	2182.7	2182.7	2118.1	2128.8	23128.0
2020-02-24	FBON	Futures	146.71	146.98	146.5	146.71	627.0
2020-02-24	FBTP	Futures	131.95	132.65	131.61	132.3	242203.0
2020-02-24	FBTS	Futures	108.509	108.605	108.442	108.538	96503.0
2020-02-24	FCE	Futures	5346.8	5355.0	5201.6	5231.5	193924.0
2020-02-24	FDAX	Futures	14193.0	14193.0	13706.5	13782.7	218203.0
2020-02-24	FDIV	Futures	155.42	155.42	152.63	152.82	412.0
2020-02-24	FDXM	Futures	14029.5	14036.8	13534.5	13609.7	155016.0
2020-02-24	FESX	Futures	3303.0	3303.0	3190.3	3210.5	2818919.0
2020-02-24	FGBL	Futures	167.52	167.97	167.28	167.71	1262732.0
2020-02-24	FGBM	Futures	134.44	134.63	134.37	134.57	592495.0
2020-02-24	FGBS	Futures	112.749	112.82	112.749	112.805	499953.0
2020-02-24	FGBX	Futures	222.46	225.07	222.06	223.09	110263.0
2020-02-24	FMWO	Futures	7951.7	7951.7	7698.9	7761.2	7668.0
2020-02-24	FOAT	Futures	155.3	155.51	154.99	155.22	254634.0
2020-02-24	FTDX	Futures	3165.5	3165.5	3104.7	3126.3	230.0
2020-02-24	FTI	Futures	580.68	581.59	564.46	569.33	63259.0
2020-02-24	FTUK	Futures	6821.4	6843.9	6632.4	6665.7	201296.0
2020-02-24	FVSA	Futures	135.04	151.71	135.04	144.8	99932.0
2020-02-24	FXXP	Futures	383.3	383.5	372.4	374.6	134268.0

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