PREVIEW / futures_daily / 2020-11-20

all futures daily files

  file:    by_date/futures_daily/2020/2020-11-20.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
2020-11-20	ES	Futures	3999.59	4024.87	3980.21	3993.13	1189621.0
2020-11-20	NQ	Futures	13846.2	13916.82	13746.06	13783.39	358180.0
2020-11-20	YM	Futures	31511.5	31694.5	31353.2	31449.0	148845.0
2020-11-20	CL	Futures	29.79	30.26	29.6	30.17	276340.0
2020-11-20	GC	Futures	2202.3	2219.4	2195.6	2211.3	186166.0
2020-11-20	ZN	Futures	137.381374	137.489854	137.241901	137.365877	1541844.0
2020-11-20	A6	Futures	0.74703	0.75206	0.74601	0.75073	72147.0
2020-11-20	AD	Futures	0.77534	0.77727	0.77377	0.77387	51285.0
2020-11-20	ALI	Futures	2360.33	2366.22	2350.02	2350.02	101.0
2020-11-20	B	Futures	27.82	28.5	27.75	28.33	264010.0
2020-11-20	B6	Futures	1.3441	1.3492	1.3433	1.3466	70077.0
2020-11-20	BR	Futures	0.1482	0.14879	0.14572	0.146	9387.0
2020-11-20	BTC	Futures	23636.3	24916.5	23412.0	24659.1	9867.0
2020-11-20	BZ	Futures	27.28	27.87	27.14	27.73	24489.0
2020-11-20	C	Futures	1567.0	1614.0	1567.0	1591.0	3146.0
2020-11-20	CB	Futures	149.41	149.41	146.614	147.885	65.0
2020-11-20	CC	Futures	1751.0	1805.0	1750.0	1782.0	33413.0
2020-11-20	CNH	Futures	6.4458	6.4474	6.422	6.4234	1158.0
2020-11-20	CSC	Futures	2.989	3.071	2.973	3.068	201.0
2020-11-20	CT	Futures	68.51	70.41	68.51	70.05	3146.0
2020-11-20	DC	Futures	24.83	25.53	24.45	25.45	948.0
2020-11-20	DX	Futures	89.187	89.279	89.047	89.25	16260.0
2020-11-20	E1	Futures	1.2442	1.24624	1.24194	1.24296	14889.0
2020-11-20	E6	Futures	1.27248	1.27436	1.26991	1.27082	121670.0
2020-11-20	E7	Futures	1.2658	1.2678	1.2635	1.2644	4404.0
2020-11-20	EBM	Futures	254.06	254.97	253.46	254.06	12455.0
2020-11-20	ED	Futures	96.4866	96.489	96.4793	96.4866	106740.0
2020-11-20	ER	Futures	98.465	98.465	98.46	98.46	31551.0
2020-11-20	ESG	Futures	329.96	331.37	328.91	328.91	156.0
2020-11-20	EW	Futures	2276.6	2300.9	2268.7	2294.1	9348.0
2020-11-20	FBON	Futures	150.44	150.46	150.34	150.46	218.0
2020-11-20	FBTP	Futures	138.27	138.4	138.1	138.32	75110.0
2020-11-20	FBTS	Futures	110.02	110.039	109.991	110.029	42871.0
2020-11-20	FCE	Futures	5330.0	5380.8	5317.3	5352.5	55663.0
2020-11-20	FDAX	Futures	13959.4	14035.1	13894.3	13992.4	61569.0
2020-11-20	FDIV	Futures	156.68	156.68	156.4	156.4	80.0
2020-11-20	FDXM	Futures	13896.4	13964.3	13826.4	13921.9	34315.0
2020-11-20	FESX	Futures	3190.5	3216.3	3178.4	3201.6	907715.0
2020-11-20	FGBL	Futures	170.63	170.9	170.43	170.7	512288.0
2020-11-20	FGBM	Futures	135.37	135.47	135.3	135.42	288044.0
2020-11-20	FGBS	Futures	112.8	112.84	112.79	112.825	392859.0
2020-11-20	FGBX	Futures	237.19	237.61	236.37	237.04	69391.0
2020-11-20	FMWO	Futures	8953.1	8994.5	8940.0	8983.9	1401.0
2020-11-20	FOAT	Futures	159.15	159.3	159.05	159.22	131682.0
2020-11-20	FTDX	Futures	3114.1	3144.5	3114.1	3142.9	292.0
2020-11-20	FTI	Futures	556.72	563.26	555.97	562.08	18267.0
2020-11-20	FTUK	Futures	6047.1	6098.3	6028.0	6054.8	110942.0
2020-11-20	FVSA	Futures	161.34	162.45	156.9	158.01	9421.0
2020-11-20	FXXP	Futures	359.2	361.6	358.2	360.6	51094.0
2020-11-20	G	Futures	125.83	126.06	125.72	126.0	226146.0

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