PREVIEW / futures_daily / 2020-11-17

all futures daily files

  file:    by_date/futures_daily/2020/2020-11-17.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
2020-11-17	ES	Futures	4073.18	4078.24	4026.84	4052.11	1268206.0
2020-11-17	NQ	Futures	13963.42	14003.94	13838.96	13863.56	401505.0
2020-11-17	YM	Futures	32181.1	32187.6	31704.2	31995.9	155946.0
2020-11-17	CL	Futures	29.62	29.82	29.03	29.62	236667.0
2020-11-17	GC	Futures	2230.0	2235.3	2215.9	2226.3	160884.0
2020-11-17	ZN	Futures	136.900966	137.226404	136.82348	137.164415	1329088.0
2020-11-17	A6	Futures	0.75104	0.7536	0.74837	0.75011	66495.0
2020-11-17	AD	Futures	0.77499	0.7758	0.77261	0.77458	47351.0
2020-11-17	ALI	Futures	2330.57	2345.01	2330.57	2345.01	28.0
2020-11-17	B	Futures	27.65	27.88	27.14	27.57	226352.0
2020-11-17	B6	Futures	1.3386	1.3461	1.3381	1.3448	82075.0
2020-11-17	BR	Futures	0.14529	0.14777	0.1447	0.14667	9890.0
2020-11-17	BTC	Futures	22164.8	23662.7	21933.9	23398.8	9408.0
2020-11-17	BZ	Futures	27.08	27.28	26.57	26.99	27858.0
2020-11-17	C	Futures	1475.0	1533.0	1471.0	1525.0	3792.0
2020-11-17	CB	Futures	149.918	149.918	148.927	148.927	18.0
2020-11-17	CC	Futures	1609.0	1662.0	1600.0	1654.0	37881.0
2020-11-17	CNH	Futures	6.4502	6.4502	6.4213	6.4232	1858.0
2020-11-17	CSC	Futures	3.221	3.229	3.057	3.124	193.0
2020-11-17	CT	Futures	68.75	69.06	68.04	68.3	9651.0
2020-11-17	DC	Futures	26.6	26.76	25.13	25.74	1254.0
2020-11-17	DX	Futures	89.337	89.453	89.11	89.253	17590.0
2020-11-17	E1	Futures	1.24194	1.24692	1.24148	1.24443	16357.0
2020-11-17	E6	Futures	1.27072	1.27489	1.26932	1.27168	125537.0
2020-11-17	E7	Futures	1.2642	1.2682	1.2629	1.2653	5575.0
2020-11-17	EBM	Futures	252.86	253.76	251.96	253.46	17013.0
2020-11-17	ED	Futures	96.489	96.489	96.4842	96.4866	90042.0
2020-11-17	ER	Futures	98.455	98.46	98.45	98.455	36948.0
2020-11-17	ESG	Futures	332.99	334.82	331.93	333.8	675.0
2020-11-17	EW	Futures	2302.8	2315.1	2266.4	2307.2	9558.0
2020-11-17	FBON	Futures	149.83	150.34	149.83	150.24	734.0
2020-11-17	FBTP	Futures	138.05	138.38	138.04	138.29	83196.0
2020-11-17	FBTS	Futures	109.971	110.029	109.962	109.991	59930.0
2020-11-17	FCE	Futures	5317.8	5361.3	5298.8	5339.8	57080.0
2020-11-17	FDAX	Futures	14010.0	14032.9	13904.5	13992.4	56793.0
2020-11-17	FDXM	Futures	13941.0	13962.2	13834.9	13921.9	37805.0
2020-11-17	FESX	Futures	3202.5	3214.5	3178.4	3205.2	736857.0
2020-11-17	FGBL	Futures	170.13	170.45	170.04	170.36	529062.0
2020-11-17	FGBM	Futures	135.23	135.32	135.21	135.29	335819.0
2020-11-17	FGBS	Futures	112.78	112.79	112.769	112.78	394700.0
2020-11-17	FGBX	Futures	234.77	236.27	234.43	235.87	50583.0
2020-11-17	FMWO	Futures	9004.0	9038.4	8956.6	9013.5	4660.0
2020-11-17	FOAT	Futures	158.66	159.06	158.66	158.97	114912.0
2020-11-17	FTDX	Futures	3123.4	3123.4	3084.8	3084.8	37.0
2020-11-17	FTI	Futures	561.16	562.56	557.47	561.43	9031.0
2020-11-17	FTUK	Futures	6118.8	6127.9	6017.0	6068.2	141374.0
2020-11-17	FVSA	Futures	161.71	165.78	159.12	161.34	25643.0
2020-11-17	FXXP	Futures	359.8	361.1	357.9	359.9	50235.0
2020-11-17	G	Futures	125.46	125.84	125.39	125.71	231272.0
2020-11-17	GF	Futures	269.369	274.053	268.003	272.687	4823.0

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