PREVIEW / futures_daily / 2020-10-28

all futures daily files

  file:    by_date/futures_daily/2020/2020-10-28.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
2020-10-28	ES	Futures	3785.01	3786.41	3663.39	3666.48	2627180.0
2020-10-28	NQ	Futures	13381.38	13390.93	12878.07	12888.48	749420.0
2020-10-28	YM	Futures	29327.1	29355.1	28410.9	28431.4	335786.0
2020-10-28	CL	Futures	27.78	27.81	26.35	26.65	489954.0
2020-10-28	GC	Futures	2255.5	2258.8	2207.4	2219.4	297085.0
2020-10-28	ZN	Futures	137.753303	137.954765	137.629327	137.660321	1529111.0
2020-10-28	A6	Futures	0.73133	0.73492	0.7226	0.72486	124534.0
2020-10-28	AD	Futures	0.76855	0.76901	0.76009	0.76222	115286.0
2020-10-28	ALI	Futures	2161.92	2167.25	2161.03	2161.92	47.0
2020-10-28	B	Futures	25.86	25.9	24.72	24.98	384385.0
2020-10-28	B6	Futures	1.3227	1.325	1.3101	1.3179	125680.0
2020-10-28	BR	Futures	0.13723	0.13837	0.13566	0.13699	9291.0
2020-10-28	BTC	Futures	18331.0	18581.8	17202.7	17658.0	4153.0
2020-10-28	BZ	Futures	25.3	25.34	24.2	24.45	41493.0
2020-10-28	C	Futures	1479.0	1484.0	1450.0	1452.0	7771.0
2020-10-28	CB	Futures	153.475	153.475	151.468	151.468	41.0
2020-10-28	CC	Futures	1581.0	1585.0	1551.0	1560.0	16261.0
2020-10-28	CNH	Futures	6.5846	6.6156	6.5846	6.6039	1074.0
2020-10-28	CSC	Futures	3.851	3.944	3.798	3.913	124.0
2020-10-28	CT	Futures	71.15	71.75	69.23	69.35	26624.0
2020-10-28	DC	Futures	31.68	32.57	30.88	32.09	501.0
2020-10-28	DX	Futures	89.941	90.472	89.873	90.23	25860.0
2020-10-28	E1	Futures	1.24726	1.24817	1.24228	1.24613	25674.0
2020-10-28	E6	Futures	1.26402	1.26413	1.25641	1.26006	242269.0
2020-10-28	E7	Futures	1.2576	1.2576	1.25	1.2536	7154.0
2020-10-28	EBM	Futures	245.93	246.83	244.12	245.93	39714.0
2020-10-28	ED	Futures	96.489	96.4939	96.4842	96.489	69205.0
2020-10-28	ER	Futures	98.45	98.45	98.445	98.45	32876.0
2020-10-28	ESG	Futures	310.97	310.97	303.18	303.31	166.0
2020-10-28	EW	Futures	2070.6	2070.6	2019.9	2020.7	16693.0
2020-10-28	FBON	Futures	149.4	149.4	148.68	148.83	766.0
2020-10-28	FBTP	Futures	137.14	137.16	136.31	136.51	163094.0
2020-10-28	FBTS	Futures	109.827	109.827	109.605	109.653	151788.0
2020-10-28	FCE	Futures	4501.8	4510.0	4366.9	4415.3	116523.0
2020-10-28	FDAX	Futures	12720.0	12743.9	12201.3	12279.1	159454.0
2020-10-28	FDIV	Futures	136.02	136.02	134.83	134.83	250.0
2020-10-28	FDXM	Futures	12674.4	12680.7	12139.7	12217.2	93447.0
2020-10-28	FESX	Futures	2801.2	2806.8	2703.2	2723.6	2090753.0
2020-10-28	FEU3	Futures	99.188	99.188	99.188	99.188	75.0
2020-10-28	FGBL	Futures	171.24	171.58	171.11	171.23	793207.0
2020-10-28	FGBM	Futures	135.72	135.83	135.7	135.75	336942.0
2020-10-28	FGBS	Futures	112.9	112.93	112.895	112.92	491525.0
2020-10-28	FGBX	Futures	237.92	240.01	237.84	238.44	107545.0
2020-10-28	FMWO	Futures	8336.0	8336.0	8088.4	8147.7	5864.0
2020-10-28	FOAT	Futures	159.03	159.17	158.72	158.86	181795.0
2020-10-28	FTDX	Futures	2941.8	2962.4	2891.4	2905.3	237.0
2020-10-28	FTI	Futures	499.91	501.44	489.37	493.98	38206.0
2020-10-28	FTUK	Futures	5418.7	5439.2	5254.3	5294.9	146038.0
2020-10-28	FVSA	Futures	210.42	240.13	210.42	230.47	64590.0
2020-10-28	FXXP	Futures	322.7	323.2	313.7	315.3	145162.0

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