PREVIEW / futures_daily / 2020-11-30

all futures daily files

  file:    by_date/futures_daily/2020/2020-11-30.parquet
  size:    10 KB
  rows:    121

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
2020-11-30	ES	Futures	4093.68	4102.95	4035.82	4070.65	1712274.0
2020-11-30	NQ	Futures	14224.19	14282.95	13992.07	14213.19	493064.0
2020-11-30	YM	Futures	32204.8	32267.2	31681.6	31898.0	171262.0
2020-11-30	CL	Futures	32.25	32.58	31.6	32.25	370755.0
2020-11-30	GC	Futures	2106.3	2109.3	2078.6	2094.7	242726.0
2020-11-30	ZN	Futures	137.396871	137.489854	137.288392	137.396871	117387.0
2020-11-30	A6	Futures	0.75853	0.76053	0.7535	0.75499	88022.0
2020-11-30	AD	Futures	0.78036	0.78421	0.77894	0.78188	93877.0
2020-11-30	ALI	Futures	2395.99	2403.94	2395.99	2403.94	5.0
2020-11-30	B	Futures	30.27	30.52	29.74	30.26	332596.0
2020-11-30	B6	Futures	1.3515	1.3579	1.3491	1.3531	133289.0
2020-11-30	BR	Futures	0.14649	0.14649	0.14489	0.14536	34.0
2020-11-30	BTC	Futures	23807.7	26393.6	23807.7	25703.2	12034.0
2020-11-30	BZ	Futures	29.72	29.85	29.09	29.59	37651.0
2020-11-30	C	Futures	1659.0	1659.0	1627.0	1634.0	8093.0
2020-11-30	CB	Futures	147.654	148.577	147.654	147.7	6.0
2020-11-30	CC	Futures	1814.0	1819.0	1791.0	1800.0	14417.0
2020-11-30	CNH	Futures	6.4364	6.4542	6.433	6.446	735.0
2020-11-30	CSC	Futures	2.983	3.007	2.981	2.995	65.0
2020-11-30	CT	Futures	70.76	70.99	69.61	69.71	15103.0
2020-11-30	DC	Futures	24.93	25.09	24.88	24.93	57.0
2020-11-30	DX	Futures	88.608	88.907	88.376	88.731	31584.0
2020-11-30	E1	Futures	1.25224	1.25598	1.24579	1.24975	31682.0
2020-11-30	E6	Futures	1.28202	1.28625	1.27768	1.28014	236326.0
2020-11-30	E7	Futures	1.2755	1.2796	1.2712	1.2737	7397.0
2020-11-30	EBM	Futures	254.67	255.57	253.16	253.46	10903.0
2020-11-30	ED	Futures	96.4842	96.4842	96.4769	96.4842	160007.0
2020-11-30	ER	Futures	98.465	98.465	98.46	98.46	19794.0
2020-11-30	ESG	Futures	335.77	335.77	332.54	335.21	1328.0
2020-11-30	EW	Futures	2362.5	2364.7	2313.4	2318.1	18639.0
2020-11-30	FBON	Futures	150.51	150.69	150.34	150.36	267.0
2020-11-30	FBTP	Futures	138.8	138.91	138.32	138.48	140095.0
2020-11-30	FBTS	Futures	110.049	110.087	110.0	110.02	68611.0
2020-11-30	FCE	Futures	5414.9	5455.9	5352.5	5375.4	77641.0
2020-11-30	FDAX	Futures	14244.6	14332.5	14094.8	14214.2	100294.0
2020-11-30	FDIV	Futures	160.62	160.62	158.86	159.76	165.0
2020-11-30	FDXM	Futures	14175.4	14261.3	14025.8	14142.5	57114.0
2020-11-30	FESX	Futures	3267.2	3269.0	3211.7	3240.4	1341461.0
2020-11-30	FGBL	Futures	170.8	170.89	170.39	170.43	744764.0
2020-11-30	FGBM	Futures	135.46	135.49	135.31	135.33	369996.0
2020-11-30	FGBS	Futures	112.825	112.835	112.79	112.795	378183.0
2020-11-30	FGBX	Futures	237.54	238.09	236.19	236.44	109330.0
2020-11-30	FMWO	Futures	9146.1	9163.9	9054.9	9077.4	3465.0
2020-11-30	FOAT	Futures	159.2	159.33	158.85	158.9	265290.0
2020-11-30	FTDX	Futures	3215.0	3275.1	3215.0	3244.8	365.0
2020-11-30	FTI	Futures	568.36	574.76	563.92	566.2	25643.0
2020-11-30	FTUK	Futures	6097.8	6113.6	5961.6	6014.6	177892.0
2020-11-30	FVSA	Futures	152.83	158.38	150.61	156.9	21125.0
2020-11-30	FXXP	Futures	361.7	365.0	359.0	361.8	102855.0
2020-11-30	G	Futures	126.27	126.51	125.97	126.03	286826.0

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