PREVIEW / futures_daily / 2020-03-16

all futures daily files

  file:    by_date/futures_daily/2020/2020-03-16.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
2020-03-16	ES	Futures	2911.72	2932.19	2600.24	2661.37	3539756.0
2020-03-16	NQ	Futures	9079.52	9079.8	7917.31	8071.51	424860.0
2020-03-16	YM	Futures	24227.4	24230.6	21314.4	21619.6	137995.0
2020-03-16	CL	Futures	32.4	33.5	28.25	28.74	443048.0
2020-03-16	GC	Futures	1906.7	1920.1	1769.0	1812.4	565977.0
2020-03-16	ZN	Futures	136.58983	137.268998	134.96909	136.296554	1911153.0
2020-03-16	A6	Futures	0.64436	0.64456	0.62443	0.62905	128361.0
2020-03-16	AD	Futures	0.73544	0.73823	0.72338	0.725	101724.0
2020-03-16	ALI	Futures	2017.66	2051.94	2014.32	2051.94	80.0
2020-03-16	B	Futures	30.47	30.49	25.05	25.56	330119.0
2020-03-16	B6	Futures	1.2609	1.2638	1.2409	1.2444	148830.0
2020-03-16	BR	Futures	0.16669	0.16693	0.16185	0.16279	160.0
2020-03-16	BTC	Futures	8541.9	8541.9	6410.1	7198.6	14879.0
2020-03-16	BZ	Futures	28.53	28.61	24.29	24.88	43527.0
2020-03-16	C	Futures	1699.0	1701.0	1672.0	1686.0	14584.0
2020-03-16	CB	Futures	212.469	212.469	206.893	206.893	30.0
2020-03-16	CC	Futures	1575.0	1577.0	1519.0	1526.0	34560.0
2020-03-16	CNH	Futures	6.9805	6.9805	6.9468	6.951	800.0
2020-03-16	CSC	Futures	3.108	3.123	3.075	3.077	190.0
2020-03-16	CT	Futures	57.19	57.5	55.94	56.61	25832.0
2020-03-16	DC	Futures	25.48	25.56	24.92	25.11	258.0
2020-03-16	DX	Futures	95.199	95.426	94.357	94.911	27312.0
2020-03-16	E1	Futures	1.20822	1.21836	1.20162	1.21107	45063.0
2020-03-16	E6	Futures	1.20524	1.21212	1.196	1.20664	201396.0
2020-03-16	E7	Futures	1.1964	1.206	1.1896	1.2003	10872.0
2020-03-16	EBM	Futures	197.1	197.1	195.42	196.26	21742.0
2020-03-16	ED	Futures	96.3533	96.4548	96.2469	96.3098	854362.0
2020-03-16	ER	Futures	98.372	98.401	98.372	98.382	216609.0
2020-03-16	EW	Futures	1548.9	1548.9	1346.1	1365.1	44950.0
2020-03-16	FBON	Futures	139.36	139.94	138.31	138.55	533.0
2020-03-16	FBTP	Futures	121.09	121.92	118.08	118.73	127613.0
2020-03-16	FBTS	Futures	105.825	105.854	104.873	105.055	67615.0
2020-03-16	FCE	Futures	3772.2	3822.6	3506.4	3747.5	62159.0
2020-03-16	FDAX	Futures	9642.0	9642.0	8699.7	9220.5	184554.0
2020-03-16	FDIV	Futures	96.5	97.24	92.0	97.24	119.0
2020-03-16	FDXM	Futures	9640.8	9640.8	8733.2	9249.2	5185.0
2020-03-16	FESX	Futures	2248.7	2285.4	2043.1	2176.2	2315224.0
2020-03-16	FEU3	Futures	99.124	99.124	99.119	99.124	200.0
2020-03-16	FGBL	Futures	169.72	170.35	167.16	167.36	623389.0
2020-03-16	FGBM	Futures	135.53	135.74	134.72	134.8	359032.0
2020-03-16	FGBS	Futures	113.348	113.398	113.237	113.268	325164.0
2020-03-16	FGBX	Futures	235.24	237.79	230.32	230.85	46542.0
2020-03-16	FMWO	Futures	5672.4	5909.4	5556.7	5851.5	45062.0
2020-03-16	FOAT	Futures	152.47	152.47	149.27	149.63	134193.0
2020-03-16	FTDX	Futures	2255.6	2325.3	2178.7	2310.7	670.0
2020-03-16	FTI	Futures	386.87	393.76	363.52	388.5	11167.0
2020-03-16	FTUK	Futures	4861.4	4997.2	4521.0	4798.2	270200.0
2020-03-16	FVSA	Futures	429.84	556.77	429.84	489.26	68462.0
2020-03-16	FXXP	Futures	266.5	266.5	241.4	257.7	198482.0
2020-03-16	G	Futures	124.16	124.88	123.57	123.68	214137.0

> showing 50 of 120 rows — these rows as CSV

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