PREVIEW / futures_daily / 2020-08-18

all futures daily files

  file:    by_date/futures_daily/2020/2020-08-18.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
2020-08-18	ES	Futures	3803.64	3816.58	3787.88	3812.36	1019552.0
2020-08-18	NQ	Futures	13098.4	13248.99	13078.09	13242.03	326816.0
2020-08-18	YM	Futures	29770.5	29904.5	29574.4	29704.1	142732.0
2020-08-18	CL	Futures	31.13	31.31	30.66	31.18	285141.0
2020-08-18	GC	Futures	2354.5	2391.1	2344.5	2377.5	361475.0
2020-08-18	ZN	Futures	138.047674	138.248978	138.00122	138.140584	850229.0
2020-08-18	A6	Futures	0.74209	0.74734	0.74158	0.74528	83013.0
2020-08-18	AD	Futures	0.76789	0.77185	0.76723	0.77164	58948.0
2020-08-18	ALI	Futures	2114.41	2162.05	2114.41	2137.34	483.0
2020-08-18	B	Futures	29.18	29.36	28.85	29.31	181686.0
2020-08-18	B6	Futures	1.3311	1.3456	1.3306	1.345	91544.0
2020-08-18	BR	Futures	0.14381	0.14607	0.14294	0.14472	5051.0
2020-08-18	BTC	Futures	17059.8	17176.1	16211.6	16464.7	10621.0
2020-08-18	BZ	Futures	28.57	28.67	28.18	28.62	18063.0
2020-08-18	C	Futures	1507.0	1507.0	1484.0	1496.0	3119.0
2020-08-18	CB	Futures	177.601	177.628	177.173	177.173	10.0
2020-08-18	CC	Futures	1594.0	1609.0	1584.0	1606.0	13495.0
2020-08-18	CNH	Futures	6.8412	6.8412	6.814	6.814	539.0
2020-08-18	CSC	Futures	3.449	3.498	3.336	3.357	115.0
2020-08-18	CT	Futures	63.1	63.1	63.1	63.1	1.0
2020-08-18	DC	Futures	28.01	28.45	27.12	27.29	510.0
2020-08-18	DX	Futures	89.658	89.658	88.972	89.116	21709.0
2020-08-18	E1	Futures	1.25397	1.26158	1.2534	1.25874	17565.0
2020-08-18	E6	Futures	1.27448	1.28472	1.27421	1.28172	206561.0
2020-08-18	E7	Futures	1.2681	1.2782	1.2679	1.2753	6817.0
2020-08-18	EBM	Futures	220.65	221.25	218.85	219.15	13410.0
2020-08-18	ED	Futures	96.4403	96.4475	96.4378	96.4427	158012.0
2020-08-18	ER	Futures	98.396	98.401	98.396	98.396	18459.0
2020-08-18	ESG	Futures	308.37	308.8	308.25	308.48	630.0
2020-08-18	EW	Futures	2074.8	2081.1	2052.7	2058.1	12238.0
2020-08-18	FBON	Futures	146.96	147.05	146.76	146.97	223.0
2020-08-18	FBTP	Futures	133.75	133.81	133.41	133.73	43127.0
2020-08-18	FBTS	Futures	109.074	109.074	109.006	109.035	29605.0
2020-08-18	FCE	Futures	4828.4	4865.4	4787.5	4802.1	39716.0
2020-08-18	FDAX	Futures	13744.1	13864.1	13593.2	13654.3	70605.0
2020-08-18	FDXM	Futures	13697.7	13814.1	13546.3	13605.1	35252.0
2020-08-18	FESX	Futures	3051.8	3074.9	3020.4	3026.0	683520.0
2020-08-18	FGBL	Futures	168.29	168.65	168.19	168.57	514883.0
2020-08-18	FGBM	Futures	134.68	134.79	134.66	134.76	360833.0
2020-08-18	FGBS	Futures	112.689	112.714	112.679	112.694	175088.0
2020-08-18	FGBX	Futures	226.77	228.15	226.11	227.67	38384.0
2020-08-18	FMWO	Futures	8404.7	8445.0	8391.7	8415.4	820.0
2020-08-18	FOAT	Futures	156.18	156.36	155.94	156.32	155199.0
2020-08-18	FTDX	Futures	3163.0	3183.9	3146.1	3151.8	29.0
2020-08-18	FTI	Futures	523.69	526.42	518.36	520.66	15264.0
2020-08-18	FTUK	Futures	5783.3	5814.9	5715.7	5725.2	77740.0
2020-08-18	FVSA	Futures	200.02	205.83	196.28	202.92	28481.0
2020-08-18	FXXP	Futures	339.6	342.2	337.5	338.1	31138.0
2020-08-18	G	Futures	126.8	126.9	126.49	126.7	215784.0
2020-08-18	GF	Futures	275.337	277.764	274.195	277.145	2873.0

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