PREVIEW / futures_daily / 2020-03-23

all futures daily files

  file:    by_date/futures_daily/2020/2020-03-23.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
2020-03-23	ES	Futures	2456.67	2640.07	2405.5	2456.95	3076791.0
2020-03-23	NQ	Futures	7793.5	8387.64	7599.46	8007.31	633237.0
2020-03-23	YM	Futures	19744.7	21131.9	19298.7	19737.3	308160.0
2020-03-23	CL	Futures	22.32	23.85	20.61	23.15	852951.0
2020-03-23	GC	Futures	1835.0	1913.4	1810.1	1911.3	362068.0
2020-03-23	ZN	Futures	135.895227	136.883107	135.540208	136.528088	1817511.0
2020-03-23	A6	Futures	0.59617	0.6008	0.58569	0.59504	90594.0
2020-03-23	AD	Futures	0.70636	0.70712	0.69617	0.69805	85015.0
2020-03-23	ALI	Futures	1899.63	1922.09	1898.42	1907.83	256.0
2020-03-23	B	Futures	22.75	23.43	20.99	22.99	257591.0
2020-03-23	B6	Futures	1.186	1.1909	1.1639	1.1716	92965.0
2020-03-23	BR	Futures	0.1598	0.16324	0.15902	0.15902	75.0
2020-03-23	BTC	Futures	8848.5	9710.0	8301.0	9199.0	8329.0
2020-03-23	BZ	Futures	21.94	22.78	20.43	22.38	31642.0
2020-03-23	C	Futures	1666.0	1709.0	1666.0	1703.0	3649.0
2020-03-23	CB	Futures	205.777	205.833	203.017	203.686	33.0
2020-03-23	CC	Futures	1442.0	1485.0	1439.0	1478.0	18098.0
2020-03-23	CNH	Futures	7.0658	7.0815	7.0244	7.0555	991.0
2020-03-23	CSC	Futures	3.029	3.036	3.025	3.029	48.0
2020-03-23	CT	Futures	50.81	50.93	48.79	50.21	30377.0
2020-03-23	DC	Futures	24.65	24.73	24.57	24.6	108.0
2020-03-23	DX	Futures	99.744	100.527	98.922	99.831	21526.0
2020-03-23	E1	Futures	1.16051	1.16859	1.15458	1.16244	58358.0
2020-03-23	E6	Futures	1.15339	1.16843	1.14688	1.15769	219818.0
2020-03-23	E7	Futures	1.146	1.1622	1.1405	1.1517	12452.0
2020-03-23	EBM	Futures	218.09	221.73	217.25	220.05	29637.0
2020-03-23	ED	Futures	96.1648	96.2083	96.0874	96.1938	338948.0
2020-03-23	ER	Futures	98.333	98.338	98.289	98.333	94431.0
2020-03-23	EW	Futures	1259.6	1374.0	1232.9	1278.6	12247.0
2020-03-23	FBON	Futures	139.24	140.42	139.24	139.74	157.0
2020-03-23	FBTP	Futures	123.97	126.1	123.97	124.91	79980.0
2020-03-23	FBTS	Futures	106.845	107.326	106.845	106.96	44646.0
2020-03-23	FCE	Futures	3703.5	3984.8	3680.2	3773.2	107319.0
2020-03-23	FDAX	Futures	8758.3	9611.3	8601.8	9184.6	128999.0
2020-03-23	FDIV	Futures	97.42	98.4	93.06	93.06	300.0
2020-03-23	FDXM	Futures	8826.8	9666.3	8655.7	9228.5	123347.0
2020-03-23	FESX	Futures	2101.8	2323.9	2072.5	2204.6	2264640.0
2020-03-23	FGBL	Futures	165.92	166.74	165.46	166.34	496872.0
2020-03-23	FGBM	Futures	133.83	134.03	133.63	133.93	277262.0
2020-03-23	FGBS	Futures	112.87	112.895	112.769	112.85	162195.0
2020-03-23	FGBX	Futures	224.42	226.84	223.66	225.82	32281.0
2020-03-23	FMWO	Futures	5613.9	5889.2	5463.4	5537.5	2615.0
2020-03-23	FOAT	Futures	150.43	151.26	150.41	150.73	119035.0
2020-03-23	FTDX	Futures	2288.9	2385.0	2262.7	2334.4	65.0
2020-03-23	FTI	Futures	383.07	408.34	380.77	395.43	49480.0
2020-03-23	FTUK	Futures	4523.3	4856.2	4463.4	4627.5	193240.0
2020-03-23	FVSA	Futures	517.61	525.26	378.98	436.14	23027.0
2020-03-23	FXXP	Futures	253.1	266.1	250.2	253.7	132714.0
2020-03-23	G	Futures	122.83	124.26	122.68	124.15	226613.0
2020-03-23	GF	Futures	256.072	256.072	256.072	256.072	1133.0

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