PREVIEW / futures_daily / 2020-05-27

all futures daily files

  file:    by_date/futures_daily/2020/2020-05-27.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
2020-05-27	ES	Futures	3312.82	3363.16	3281.28	3358.74	2109332.0
2020-05-27	NQ	Futures	10786.85	10900.35	10515.72	10813.79	560524.0
2020-05-27	YM	Futures	26683.8	27286.7	26583.5	27246.1	251034.0
2020-05-27	CL	Futures	24.75	24.88	23.02	23.79	415246.0
2020-05-27	GC	Futures	2070.0	2076.0	2043.0	2073.2	158952.0
2020-05-27	ZN	Futures	137.299869	137.624017	137.006592	137.43879	2558810.0
2020-05-27	A6	Futures	0.68319	0.68638	0.67466	0.67877	152313.0
2020-05-27	AD	Futures	0.73519	0.73813	0.73311	0.73544	81665.0
2020-05-27	ALI	Futures	1831.1	1834.37	1831.1	1834.37	12.0
2020-05-27	B	Futures	23.89	24.03	22.71	23.2	231255.0
2020-05-27	B6	Futures	1.2523	1.2541	1.2387	1.2441	116843.0
2020-05-27	BR	Futures	0.14789	0.1496	0.1473	0.14928	97.0
2020-05-27	BTC	Futures	12399.2	12983.4	12336.7	12865.2	2554.0
2020-05-27	BZ	Futures	23.4	23.46	22.18	22.66	26957.0
2020-05-27	C	Futures	1870.0	1872.0	1837.0	1843.0	5099.0
2020-05-27	CB	Futures	186.16	186.16	184.555	185.625	57.0
2020-05-27	CC	Futures	1569.0	1576.0	1531.0	1544.0	14676.0
2020-05-27	CNH	Futures	7.0794	7.1342	7.0794	7.1182	1723.0
2020-05-27	CSC	Futures	3.354	3.361	3.344	3.361	15.0
2020-05-27	CT	Futures	56.99	57.12	56.17	56.87	9822.0
2020-05-27	DC	Futures	27.51	27.78	27.51	27.78	75.0
2020-05-27	DX	Futures	95.74	96.079	95.455	95.787	20947.0
2020-05-27	E1	Futures	1.17975	1.18044	1.17132	1.17611	29845.0
2020-05-27	E6	Futures	1.18026	1.18595	1.17553	1.18165	247118.0
2020-05-27	E7	Futures	1.174	1.1798	1.1694	1.1755	10123.0
2020-05-27	EBM	Futures	225.14	226.04	222.75	223.35	9959.0
2020-05-27	ED	Futures	96.3629	96.3823	96.3629	96.3799	179530.0
2020-05-27	ER	Futures	98.264	98.279	98.259	98.274	64452.0
2020-05-27	ESG	Futures	271.26	273.81	269.45	273.81	70.0
2020-05-27	EW	Futures	1861.7	1912.8	1847.8	1905.1	12073.0
2020-05-27	FBON	Futures	141.74	142.79	141.74	142.6	613.0
2020-05-27	FBTP	Futures	126.48	127.34	126.2	127.04	123352.0
2020-05-27	FBTS	Futures	107.576	107.768	107.528	107.739	71543.0
2020-05-27	FCE	Futures	4487.4	4568.9	4467.4	4542.7	91265.0
2020-05-27	FDAX	Futures	12098.4	12423.1	12088.3	12323.1	106079.0
2020-05-27	FDIV	Futures	131.06	133.8	131.06	133.38	502.0
2020-05-27	FDXM	Futures	12166.8	12482.4	12144.5	12382.0	78497.0
2020-05-27	FESX	Futures	2727.8	2807.6	2726.9	2788.4	1560937.0
2020-05-27	FGBL	Futures	167.46	167.71	166.7	167.26	841932.0
2020-05-27	FGBM	Futures	134.42	134.52	134.15	134.33	520636.0
2020-05-27	FGBS	Futures	112.724	112.759	112.674	112.714	623981.0
2020-05-27	FGBX	Futures	224.3	225.25	222.09	224.11	59038.0
2020-05-27	FMWO	Futures	7392.7	7457.4	7302.1	7342.1	5341.0
2020-05-27	FOAT	Futures	152.57	152.88	152.32	152.85	187057.0
2020-05-27	FTDX	Futures	3195.3	3195.3	3126.1	3140.7	150.0
2020-05-27	FTI	Futures	496.06	497.51	486.75	492.23	28387.0
2020-05-27	FTUK	Futures	5712.0	5816.2	5699.3	5783.2	122506.0
2020-05-27	FVSA	Futures	254.25	272.35	249.27	266.46	16140.0
2020-05-27	FXXP	Futures	323.9	326.5	321.0	323.2	110249.0
2020-05-27	G	Futures	126.87	127.02	126.51	127.0	206712.0

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