PREVIEW / futures_daily / 2020-11-05

all futures daily files

  file:    by_date/futures_daily/2020/2020-11-05.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
2020-11-05	ES	Futures	3873.76	3957.46	3851.57	3937.52	1671417.0
2020-11-05	NQ	Futures	13695.7	14030.85	13627.68	13981.07	578443.0
2020-11-05	YM	Futures	29963.4	30564.1	29765.3	30464.0	193707.0
2020-11-05	CL	Futures	27.92	28.05	27.28	27.65	298366.0
2020-11-05	GC	Futures	2247.9	2308.1	2246.5	2299.2	297512.0
2020-11-05	ZN	Futures	137.830789	138.125233	137.629327	137.737806	1657504.0
2020-11-05	A6	Futures	0.73605	0.74847	0.73369	0.74806	116321.0
2020-11-05	AD	Futures	0.77149	0.77787	0.76906	0.77732	78804.0
2020-11-05	ALI	Futures	2266.47	2266.47	2266.47	2266.47	129.0
2020-11-05	B	Futures	25.81	26.17	25.41	25.79	219195.0
2020-11-05	B6	Futures	1.3127	1.3342	1.3117	1.3331	97406.0
2020-11-05	BR	Futures	0.13825	0.1423	0.13825	0.1414	6387.0
2020-11-05	BTC	Futures	18693.9	20462.4	18693.9	20139.0	7463.0
2020-11-05	BZ	Futures	25.39	25.61	24.88	25.25	30961.0
2020-11-05	C	Futures	1419.0	1437.0	1404.0	1423.0	4335.0
2020-11-05	CB	Futures	156.296	156.296	156.016	156.016	13.0
2020-11-05	CC	Futures	1517.0	1529.0	1501.0	1524.0	19916.0
2020-11-05	CNH	Futures	6.4949	6.5326	6.4784	6.48	2035.0
2020-11-05	CSC	Futures	3.908	3.908	3.771	3.771	153.0
2020-11-05	CT	Futures	69.46	70.11	69.04	69.25	17450.0
2020-11-05	DC	Futures	32.09	32.19	30.93	30.93	651.0
2020-11-05	DX	Futures	90.221	90.356	89.323	89.367	35450.0
2020-11-05	E1	Futures	1.24182	1.25439	1.24137	1.25349	21347.0
2020-11-05	E6	Futures	1.25684	1.27141	1.2555	1.26916	207774.0
2020-11-05	E7	Futures	1.2503	1.265	1.2492	1.2627	8757.0
2020-11-05	EBM	Futures	251.65	254.06	250.75	251.96	29468.0
2020-11-05	ED	Futures	96.489	96.4987	96.489	96.4987	111923.0
2020-11-05	ER	Futures	98.46	98.46	98.45	98.455	69295.0
2020-11-05	ESG	Futures	325.73	328.83	325.73	327.24	1569.0
2020-11-05	EW	Futures	2120.2	2179.9	2098.7	2174.6	13665.0
2020-11-05	FBON	Futures	149.98	150.4	149.98	150.11	521.0
2020-11-05	FBTP	Futures	137.75	138.23	137.75	137.91	110711.0
2020-11-05	FBTS	Futures	109.875	109.933	109.865	109.884	69547.0
2020-11-05	FCE	Futures	4759.0	4830.0	4753.7	4816.0	86028.0
2020-11-05	FDAX	Futures	13064.9	13414.6	13055.8	13390.0	73629.0
2020-11-05	FDIV	Futures	145.78	146.35	145.78	146.35	100.0
2020-11-05	FDXM	Futures	12995.8	13346.9	12992.6	13322.5	58155.0
2020-11-05	FESX	Futures	2902.0	2976.0	2900.2	2968.6	1225753.0
2020-11-05	FGBL	Futures	171.67	171.79	171.25	171.48	618040.0
2020-11-05	FGBM	Futures	135.83	135.88	135.68	135.74	311726.0
2020-11-05	FGBS	Futures	112.945	112.945	112.895	112.915	360736.0
2020-11-05	FGBX	Futures	239.84	240.45	238.17	239.19	74639.0
2020-11-05	FMWO	Futures	8598.9	8716.2	8598.9	8692.5	5211.0
2020-11-05	FOAT	Futures	159.61	159.73	159.29	159.46	247710.0
2020-11-05	FTDX	Futures	3094.1	3125.5	3094.1	3106.9	412.0
2020-11-05	FTI	Futures	525.2	531.7	524.69	529.67	29511.0
2020-11-05	FTUK	Futures	5578.8	5650.4	5570.6	5622.7	107951.0
2020-11-05	FVSA	Futures	181.08	187.52	178.57	183.94	24026.0
2020-11-05	FXXP	Futures	335.9	340.5	335.6	339.5	102958.0
2020-11-05	G	Futures	127.21	127.39	126.64	126.71	216239.0

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