PREVIEW / futures_daily / 2020-10-15

all futures daily files

  file:    by_date/futures_daily/2020/2020-10-15.parquet
  size:    10 KB
  rows:    122

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
2020-10-15	ES	Futures	3908.87	3917.02	3855.22	3904.66	1650150.0
2020-10-15	NQ	Futures	13834.62	13873.12	13587.45	13746.64	595926.0
2020-10-15	YM	Futures	30580.2	30633.0	30171.1	30559.8	222120.0
2020-10-15	CL	Futures	29.53	29.63	28.17	29.4	281940.0
2020-10-15	GC	Futures	2251.0	2259.5	2235.3	2254.4	213574.0
2020-10-15	ZN	Futures	138.063245	138.2957	137.923771	137.985759	1146506.0
2020-10-15	A6	Futures	0.73564	0.73594	0.72445	0.72814	120254.0
2020-10-15	AD	Futures	0.77093	0.77103	0.7643	0.76637	108312.0
2020-10-15	ALI	Futures	2217.01	2221.15	2201.02	2221.15	69.0
2020-10-15	B	Futures	27.42	27.44	26.22	27.23	295275.0
2020-10-15	B6	Futures	1.3199	1.3215	1.3073	1.3085	120910.0
2020-10-15	BFX	Futures	3490.3	3494.6	3490.3	3494.6	19.0
2020-10-15	BR	Futures	0.14006	0.14038	0.13778	0.14026	128.0
2020-10-15	BTC	Futures	15371.2	15713.9	15203.3	15579.5	3418.0
2020-10-15	BZ	Futures	26.86	26.98	25.71	26.7	40144.0
2020-10-15	C	Futures	1456.0	1471.0	1446.0	1450.0	5196.0
2020-10-15	CB	Futures	162.114	163.131	161.606	162.369	70.0
2020-10-15	CC	Futures	1569.0	1571.0	1531.0	1539.0	19245.0
2020-10-15	CNH	Futures	6.6067	6.6173	6.5902	6.5978	629.0
2020-10-15	CSC	Futures	3.56	3.67	3.553	3.624	64.0
2020-10-15	CT	Futures	68.29	68.46	67.61	68.41	13654.0
2020-10-15	DC	Futures	29.05	30.12	28.97	29.72	456.0
2020-10-15	DX	Futures	90.255	90.728	90.187	90.669	17903.0
2020-10-15	E1	Futures	1.24205	1.24273	1.23877	1.23933	16241.0
2020-10-15	E6	Futures	1.26	1.26107	1.25352	1.25454	177892.0
2020-10-15	E7	Futures	1.2537	1.2547	1.2472	1.2482	5837.0
2020-10-15	EBM	Futures	246.53	249.85	245.93	249.24	28502.0
2020-10-15	ED	Futures	96.489	96.4987	96.489	96.4939	95678.0
2020-10-15	ER	Futures	98.445	98.455	98.445	98.45	79710.0
2020-10-15	ESG	Futures	320.39	323.47	320.19	323.12	552.0
2020-10-15	EW	Futures	2120.5	2140.7	2085.6	2137.0	11311.0
2020-10-15	FBON	Futures	149.45	149.61	149.11	149.34	949.0
2020-10-15	FBTP	Futures	137.59	137.64	136.51	137.05	196504.0
2020-10-15	FBTS	Futures	109.711	109.711	109.46	109.566	159450.0
2020-10-15	FCE	Futures	4747.4	4747.4	4643.4	4672.0	60500.0
2020-10-15	FDAX	Futures	13842.6	13842.6	13414.0	13507.9	115867.0
2020-10-15	FDIV	Futures	146.54	146.54	144.83	145.5	445.0
2020-10-15	FDXM	Futures	13758.5	13768.1	13345.9	13439.7	74112.0
2020-10-15	FESX	Futures	3009.3	3009.3	2927.0	2940.8	1318319.0
2020-10-15	FEU3	Futures	99.188	99.188	99.188	99.188	100.0
2020-10-15	FGBL	Futures	170.55	171.43	170.53	171.06	837266.0
2020-10-15	FGBM	Futures	135.44	135.75	135.44	135.64	459777.0
2020-10-15	FGBS	Futures	112.84	112.905	112.835	112.895	733656.0
2020-10-15	FGBX	Futures	235.54	239.42	235.5	237.98	82461.0
2020-10-15	FMWO	Futures	8561.0	8582.3	8480.5	8525.5	3538.0
2020-10-15	FOAT	Futures	158.72	159.24	158.69	159.0	212664.0
2020-10-15	FTDX	Futures	3247.9	3252.0	3211.4	3221.6	149.0
2020-10-15	FTI	Futures	525.48	526.27	515.83	518.43	18051.0
2020-10-15	FTUK	Futures	5638.0	5644.7	5502.8	5544.4	133146.0
2020-10-15	FVSA	Futures	172.85	183.94	172.49	181.08	24554.0

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