PREVIEW / futures_daily / 2020-04-27

all futures daily files

  file:    by_date/futures_daily/2020/2020-04-27.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
2020-04-27	ES	Futures	3130.25	3188.06	3112.27	3174.51	1224445.0
2020-04-27	NQ	Futures	10049.69	10201.02	10008.42	10116.47	355545.0
2020-04-27	YM	Futures	25232.6	25716.0	25113.1	25608.2	143528.0
2020-04-27	CL	Futures	12.54	12.64	8.84	9.51	623201.0
2020-04-27	GC	Futures	2116.2	2117.2	2085.9	2090.5	146641.0
2020-04-27	ZN	Futures	137.315305	137.361612	136.898543	136.975721	881685.0
2020-04-27	A6	Futures	0.65627	0.66501	0.65586	0.66429	55780.0
2020-04-27	AD	Futures	0.71862	0.72247	0.71796	0.72191	39311.0
2020-04-27	ALI	Futures	1841.85	1841.85	1825.71	1829.9	152.0
2020-04-27	B	Futures	16.42	16.59	14.86	15.23	269907.0
2020-04-27	B6	Futures	1.2556	1.2647	1.2549	1.2612	45955.0
2020-04-27	BR	Futures	0.14513	0.14808	0.14276	0.14313	13021.0
2020-04-27	BTC	Futures	10660.7	10994.5	10632.9	10820.7	2872.0
2020-04-27	BZ	Futures	15.93	16.05	14.38	14.75	24918.0
2020-04-27	C	Futures	1836.0	1844.0	1794.0	1829.0	2950.0
2020-04-27	CB	Futures	139.193	139.694	138.858	138.858	27.0
2020-04-27	CC	Futures	1530.0	1538.0	1509.0	1522.0	9243.0
2020-04-27	CNH	Futures	7.0281	7.034	7.018	7.0322	217.0
2020-04-27	CSC	Futures	2.279	2.386	2.279	2.36	111.0
2020-04-27	CT	Futures	54.08	55.06	53.22	53.62	9916.0
2020-04-27	DC	Futures	18.31	19.24	18.31	19.01	293.0
2020-04-27	DX	Futures	96.959	97.055	96.543	96.791	11464.0
2020-04-27	E1	Futures	1.17189	1.17451	1.16768	1.16905	12436.0
2020-04-27	E6	Futures	1.16424	1.16854	1.16327	1.16542	96001.0
2020-04-27	E7	Futures	1.1585	1.1625	1.1568	1.1594	4734.0
2020-04-27	EBM	Futures	220.61	220.61	219.21	219.49	8014.0
2020-04-27	ED	Futures	96.3001	96.3243	96.2953	96.3001	230246.0
2020-04-27	ER	Futures	98.235	98.259	98.22	98.24	119834.0
2020-04-27	ESG	Futures	257.82	260.11	257.82	259.35	37.0
2020-04-27	EW	Futures	1648.0	1715.2	1629.9	1705.9	10098.0
2020-04-27	FBON	Futures	137.77	138.78	137.77	138.44	267.0
2020-04-27	FBTP	Futures	123.71	124.21	123.47	123.76	90692.0
2020-04-27	FBTS	Futures	106.643	106.854	106.643	106.749	51322.0
2020-04-27	FCE	Futures	4325.2	4355.7	4278.3	4334.9	27106.0
2020-04-27	FDAX	Futures	11011.1	11335.8	11011.1	11243.3	77805.0
2020-04-27	FDIV	Futures	117.74	119.18	117.74	119.18	200.0
2020-04-27	FDXM	Futures	11089.2	11390.0	11076.5	11297.0	48427.0
2020-04-27	FESX	Futures	2568.1	2628.7	2568.1	2608.5	843393.0
2020-04-27	FEU3	Futures	98.976	98.976	98.976	98.976	100.0
2020-04-27	FGBL	Futures	167.85	168.08	167.41	167.63	392523.0
2020-04-27	FGBM	Futures	134.62	134.7	134.38	134.44	256050.0
2020-04-27	FGBS	Futures	112.89	112.89	112.79	112.805	266979.0
2020-04-27	FGBX	Futures	228.35	228.75	226.12	226.91	29036.0
2020-04-27	FMWO	Futures	7004.5	7031.5	6951.5	6998.6	4536.0
2020-04-27	FOAT	Futures	151.87	152.49	151.8	152.18	113910.0
2020-04-27	FTDX	Futures	2989.1	2989.1	2925.9	2961.3	77.0
2020-04-27	FTI	Futures	481.1	481.71	475.66	478.16	17380.0
2020-04-27	FTUK	Futures	5436.2	5529.6	5436.2	5484.8	79864.0
2020-04-27	FVSA	Futures	329.02	330.37	301.57	303.82	8643.0
2020-04-27	FXXP	Futures	309.4	310.2	306.0	308.4	55269.0

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