PREVIEW / futures_daily / 2020-08-19

all futures daily files

  file:    by_date/futures_daily/2020/2020-08-19.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
2020-08-19	ES	Futures	3814.33	3822.21	3788.16	3796.32	1368420.0
2020-08-19	NQ	Futures	13247.83	13275.39	13114.07	13152.37	410893.0
2020-08-19	YM	Futures	29733.0	29852.0	29535.8	29613.0	159840.0
2020-08-19	CL	Futures	30.96	31.25	30.77	31.18	304944.0
2020-08-19	GC	Futures	2374.4	2380.4	2279.9	2326.9	443256.0
2020-08-19	ZN	Futures	138.171553	138.310917	138.016705	138.125099	1032995.0
2020-08-19	A6	Futures	0.74518	0.74847	0.73859	0.74117	89427.0
2020-08-19	AD	Futures	0.77124	0.77291	0.76743	0.76951	53955.0
2020-08-19	ALI	Futures	2147.76	2168.9	2137.64	2156.1	311.0
2020-08-19	B	Futures	29.12	29.32	28.89	29.25	174884.0
2020-08-19	B6	Futures	1.3449	1.3473	1.3297	1.3318	96552.0
2020-08-19	BR	Futures	0.14476	0.14568	0.14239	0.14342	4706.0
2020-08-19	BTC	Futures	16553.6	16622.0	15842.2	15992.7	10164.0
2020-08-19	BZ	Futures	28.35	28.64	28.21	28.56	18063.0
2020-08-19	C	Futures	1492.0	1497.0	1472.0	1493.0	2624.0
2020-08-19	CB	Futures	177.173	178.136	171.877	177.173	45.0
2020-08-19	CC	Futures	1606.0	1619.0	1590.0	1615.0	13262.0
2020-08-19	CNH	Futures	6.8171	6.8302	6.8058	6.8266	775.0
2020-08-19	CSC	Futures	3.33	3.356	3.241	3.272	107.0
2020-08-19	CT	Futures	63.0	63.93	63.0	63.93	3.0
2020-08-19	DC	Futures	27.22	27.32	26.28	26.49	588.0
2020-08-19	DX	Futures	89.069	89.895	89.006	89.716	21584.0
2020-08-19	E1	Futures	1.25874	1.2601	1.24148	1.24386	26861.0
2020-08-19	E6	Futures	1.28124	1.28328	1.27002	1.27281	219334.0
2020-08-19	E7	Futures	1.2749	1.2768	1.2638	1.2664	7691.0
2020-08-19	EBM	Futures	220.05	220.65	216.46	218.26	8707.0
2020-08-19	ED	Futures	96.4451	96.4523	96.4403	96.4523	160927.0
2020-08-19	ER	Futures	98.396	98.401	98.396	98.401	18376.0
2020-08-19	ESG	Futures	308.93	309.54	307.35	307.35	603.0
2020-08-19	EW	Futures	2058.1	2066.7	2045.8	2048.9	11734.0
2020-08-19	FBON	Futures	146.85	147.25	146.85	147.08	546.0
2020-08-19	FBTP	Futures	133.75	134.01	133.61	133.93	63270.0
2020-08-19	FBTS	Futures	109.016	109.113	109.016	109.055	36141.0
2020-08-19	FCE	Futures	4809.9	4845.9	4782.4	4840.6	73835.0
2020-08-19	FDAX	Futures	13668.1	13800.9	13625.6	13785.0	50752.0
2020-08-19	FDXM	Futures	13625.7	13750.6	13577.0	13735.3	32728.0
2020-08-19	FESX	Futures	3029.6	3062.9	3019.5	3058.3	507055.0
2020-08-19	FGBL	Futures	168.61	168.99	168.53	168.71	542552.0
2020-08-19	FGBM	Futures	134.76	134.93	134.75	134.82	375569.0
2020-08-19	FGBS	Futures	112.689	112.734	112.689	112.709	276310.0
2020-08-19	FGBX	Futures	227.84	228.95	227.34	228.23	56810.0
2020-08-19	FMWO	Futures	8430.8	8454.5	8373.9	8441.4	1604.0
2020-08-19	FOAT	Futures	156.41	156.72	156.3	156.44	151416.0
2020-08-19	FTDX	Futures	3155.3	3185.0	3155.3	3173.2	45.0
2020-08-19	FTI	Futures	520.36	521.99	516.4	521.5	22495.0
2020-08-19	FTUK	Futures	5727.5	5772.9	5700.6	5766.7	70059.0
2020-08-19	FVSA	Futures	202.92	204.17	198.77	199.19	14631.0
2020-08-19	FXXP	Futures	338.7	340.9	337.2	340.8	28204.0
2020-08-19	G	Futures	126.76	127.02	126.49	126.57	200398.0
2020-08-19	GF	Futures	277.668	280.0	277.002	277.906	2954.0

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