PREVIEW / futures_daily / 2020-08-27

all futures daily files

  file:    by_date/futures_daily/2020/2020-08-27.parquet
  size:    10 KB
  rows:    121

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
2020-08-27	ES	Futures	3916.48	3937.58	3899.88	3922.95	1633581.0
2020-08-27	NQ	Futures	13909.68	13981.06	13735.88	13872.83	709346.0
2020-08-27	YM	Futures	30341.7	30639.7	30201.3	30508.9	210284.0
2020-08-27	CL	Futures	31.42	31.46	30.63	31.13	320968.0
2020-08-27	GC	Futures	2318.3	2346.7	2261.3	2282.4	467170.0
2020-08-27	ZN	Futures	138.078644	138.372857	137.645068	137.722492	2405027.0
2020-08-27	A6	Futures	0.74415	0.75012	0.7424	0.74682	102052.0
2020-08-27	AD	Futures	0.77225	0.77479	0.77098	0.77332	77272.0
2020-08-27	ALI	Futures	2129.6	2133.17	2114.11	2124.54	210.0
2020-08-27	B	Futures	29.44	29.53	28.72	29.07	256537.0
2020-08-27	B6	Futures	1.3416	1.3491	1.3365	1.3409	130984.0
2020-08-27	BFX	Futures	3459.4	3471.8	3459.4	3471.8	8.0
2020-08-27	BR	Futures	0.13994	0.14081	0.13994	0.14081	1292.0
2020-08-27	BTC	Futures	15689.0	15851.1	15128.7	15311.0	4740.0
2020-08-27	BZ	Futures	28.82	28.89	28.09	28.44	27061.0
2020-08-27	C	Futures	1506.0	1547.0	1499.0	1535.0	6933.0
2020-08-27	CB	Futures	172.278	172.278	169.763	171.516	15.0
2020-08-27	CC	Futures	1627.0	1685.0	1627.0	1667.0	19683.0
2020-08-27	CNH	Futures	6.7804	6.7958	6.7728	6.7896	758.0
2020-08-27	CSC	Futures	3.368	3.368	3.286	3.287	27.0
2020-08-27	CT	Futures	65.22	65.69	65.22	65.5	2.0
2020-08-27	DC	Futures	27.25	27.43	26.52	26.71	161.0
2020-08-27	DX	Futures	89.672	90.17	89.238	89.823	46978.0
2020-08-27	E1	Futures	1.25147	1.25738	1.24534	1.25045	38627.0
2020-08-27	E6	Futures	1.27008	1.27759	1.26246	1.26917	336033.0
2020-08-27	E7	Futures	1.2636	1.2712	1.2562	1.2628	15605.0
2020-08-27	EBM	Futures	223.35	225.74	223.05	225.74	7078.0
2020-08-27	ED	Futures	96.4403	96.4475	96.4258	96.4306	364216.0
2020-08-27	ER	Futures	98.396	98.401	98.396	98.401	32559.0
2020-08-27	ESG	Futures	317.69	319.75	317.69	318.44	27.0
2020-08-27	EW	Futures	2050.1	2067.2	2046.0	2057.6	12308.0
2020-08-27	FBON	Futures	146.29	146.65	145.9	145.98	758.0
2020-08-27	FBTP	Futures	133.04	133.67	132.71	132.85	100353.0
2020-08-27	FBTS	Futures	108.948	109.064	108.929	108.948	67507.0
2020-08-27	FCE	Futures	4908.7	4920.9	4851.3	4879.5	55958.0
2020-08-27	FDAX	Futures	14041.0	14056.4	13830.1	13907.7	81601.0
2020-08-27	FDIV	Futures	151.85	151.85	150.95	150.95	129.0
2020-08-27	FDXM	Futures	13994.1	14009.9	13780.2	13857.5	42798.0
2020-08-27	FESX	Futures	3098.0	3103.5	3055.5	3069.4	714861.0
2020-08-27	FGBL	Futures	168.1	168.71	167.47	167.63	873374.0
2020-08-27	FGBM	Futures	134.64	134.85	134.49	134.54	595546.0
2020-08-27	FGBS	Futures	112.694	112.724	112.659	112.664	399406.0
2020-08-27	FGBX	Futures	225.24	227.06	222.33	223.05	85246.0
2020-08-27	FMWO	Futures	8587.2	8626.3	8548.1	8595.5	1721.0
2020-08-27	FOAT	Futures	155.91	156.41	155.34	155.47	179050.0
2020-08-27	FTDX	Futures	3247.8	3247.8	3190.1	3204.9	65.0
2020-08-27	FTI	Futures	527.4	529.22	521.15	523.68	22565.0
2020-08-27	FTUK	Futures	5709.1	5727.1	5655.2	5677.4	73169.0
2020-08-27	FVSA	Futures	198.77	222.01	195.87	204.58	31234.0
2020-08-27	FXXP	Futures	344.0	344.5	340.3	342.0	46019.0

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