PREVIEW / futures_daily / 2020-10-27

all futures daily files

  file:    by_date/futures_daily/2020/2020-10-27.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
2020-10-27	ES	Futures	3813.37	3831.07	3784.16	3800.74	1566246.0
2020-10-27	NQ	Futures	13313.07	13456.05	13288.47	13415.53	551642.0
2020-10-27	YM	Futures	29693.1	29835.2	29317.4	29460.6	177038.0
2020-10-27	CL	Futures	27.51	28.39	27.45	28.21	339535.0
2020-10-27	GC	Futures	2249.1	2260.2	2242.4	2258.0	153297.0
2020-10-27	ZN	Futures	137.489854	137.768801	137.443362	137.706812	968531.0
2020-10-27	A6	Futures	0.73122	0.73389	0.73061	0.73235	65715.0
2020-10-27	AD	Futures	0.76728	0.77124	0.76713	0.76987	55462.0
2020-10-27	ALI	Futures	2182.65	2182.95	2177.92	2177.92	8.0
2020-10-27	B	Futures	25.73	26.39	25.7	26.22	243787.0
2020-10-27	B6	Futures	1.3208	1.3267	1.3186	1.3244	72336.0
2020-10-27	BR	Futures	0.13963	0.14034	0.13762	0.13837	14844.0
2020-10-27	BTC	Futures	17407.2	18456.4	17407.2	18311.2	4697.0
2020-10-27	BZ	Futures	25.23	25.83	25.16	25.67	24089.0
2020-10-27	C	Futures	1515.0	1523.0	1485.0	1491.0	4112.0
2020-10-27	CB	Futures	155.127	155.127	152.713	153.602	8.0
2020-10-27	CC	Futures	1638.0	1648.0	1594.0	1610.0	14133.0
2020-10-27	CNH	Futures	6.5811	6.6017	6.5696	6.5846	1216.0
2020-10-27	CSC	Futures	4.071	4.071	3.906	3.939	171.0
2020-10-27	CT	Futures	71.15	71.68	70.92	71.18	17287.0
2020-10-27	DC	Futures	33.45	33.56	31.74	32.22	710.0
2020-10-27	DX	Futures	89.893	89.96	89.617	89.764	13970.0
2020-10-27	E1	Futures	1.24885	1.25134	1.24635	1.24941	16506.0
2020-10-27	E6	Futures	1.26638	1.26954	1.26445	1.2667	139859.0
2020-10-27	E7	Futures	1.2598	1.2631	1.2581	1.2602	4106.0
2020-10-27	EBM	Futures	251.05	251.65	247.43	248.04	28621.0
2020-10-27	ED	Futures	96.489	96.4939	96.4842	96.489	82467.0
2020-10-27	ER	Futures	98.45	98.45	98.44	98.445	33200.0
2020-10-27	ESG	Futures	315.88	316.38	315.01	315.27	130.0
2020-10-27	EW	Futures	2103.8	2115.7	2066.7	2077.4	9728.0
2020-10-27	FBON	Futures	148.94	149.25	148.73	149.21	244.0
2020-10-27	FBTP	Futures	136.62	137.23	136.6	137.1	108351.0
2020-10-27	FBTS	Futures	109.72	109.798	109.711	109.788	86319.0
2020-10-27	FCE	Futures	4665.7	4670.0	4521.6	4570.0	86479.0
2020-10-27	FDAX	Futures	12998.8	13080.9	12716.8	12863.4	105900.0
2020-10-27	FDIV	Futures	141.66	141.66	141.28	141.28	100.0
2020-10-27	FDXM	Futures	12908.8	13013.8	12654.2	12798.5	64167.0
2020-10-27	FESX	Futures	2866.0	2878.9	2801.2	2836.4	1103256.0
2020-10-27	FGBL	Futures	170.63	171.22	170.45	171.1	593179.0
2020-10-27	FGBM	Futures	135.52	135.72	135.46	135.68	273339.0
2020-10-27	FGBS	Futures	112.855	112.905	112.845	112.885	218797.0
2020-10-27	FGBX	Futures	235.83	237.94	235.18	237.54	75339.0
2020-10-27	FMWO	Futures	8424.8	8441.4	8308.7	8394.0	1507.0
2020-10-27	FOAT	Futures	158.6	158.96	158.5	158.95	113490.0
2020-10-27	FTDX	Futures	3015.4	3019.5	2983.0	2996.9	285.0
2020-10-27	FTI	Futures	506.5	507.84	501.3	504.71	24375.0
2020-10-27	FTUK	Futures	5521.9	5534.3	5417.2	5459.8	104413.0
2020-10-27	FVSA	Futures	201.84	210.42	200.05	206.13	26454.0
2020-10-27	FXXP	Futures	329.6	330.3	323.2	326.2	59331.0
2020-10-27	G	Futures	126.2	126.8	126.13	126.69	258786.0

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