PREVIEW / futures_daily / 2020-12-16

all futures daily files

  file:    by_date/futures_daily/2020/2020-12-16.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
2020-12-16	ES	Futures	4135.48	4152.01	4124.55	4139.96	1509876.0
2020-12-16	NQ	Futures	14537.69	14653.9	14500.78	14614.68	407269.0
2020-12-16	YM	Futures	32543.4	32648.1	32390.0	32477.5	128028.0
2020-12-16	CL	Futures	33.72	33.97	33.42	33.89	226211.0
2020-12-16	GC	Futures	2185.0	2199.5	2173.8	2186.7	199679.0
2020-12-16	ZN	Futures	137.195937	137.273642	136.869576	137.149314	1415552.0
2020-12-16	A6	Futures	0.77561	0.77818	0.77413	0.77648	76612.0
2020-12-16	AD	Futures	0.79794	0.79814	0.79247	0.79469	82067.0
2020-12-16	ALI	Futures	2397.75	2406.79	2393.68	2393.68	187.0
2020-12-16	B	Futures	32.0	32.35	31.81	32.28	222737.0
2020-12-16	B6	Futures	1.3674	1.3778	1.3655	1.3703	109868.0
2020-12-16	BR	Futures	0.15309	0.15395	0.15168	0.15281	14.0
2020-12-16	BTC	Futures	25410.0	27917.8	25195.1	27266.4	12919.0
2020-12-16	BZ	Futures	31.35	31.65	31.13	31.57	25996.0
2020-12-16	C	Futures	1460.0	1466.0	1434.0	1440.0	7839.0
2020-12-16	CB	Futures	153.33	154.345	152.914	152.914	7.0
2020-12-16	CC	Futures	1680.0	1681.0	1647.0	1654.0	14198.0
2020-12-16	CNH	Futures	6.395	6.4012	6.3808	6.3887	802.0
2020-12-16	CSC	Futures	3.151	3.151	3.089	3.089	54.0
2020-12-16	CT	Futures	72.97	73.5	72.79	73.09	12246.0
2020-12-16	DC	Futures	26.63	26.69	26.11	26.17	189.0
2020-12-16	DX	Futures	87.437	87.63	87.06	87.363	28284.0
2020-12-16	E1	Futures	1.27782	1.28256	1.27319	1.2759	27597.0
2020-12-16	E6	Futures	1.30058	1.30698	1.29786	1.30197	213378.0
2020-12-16	E7	Futures	1.2942	1.3005	1.2915	1.2955	10589.0
2020-12-16	EBM	Futures	256.38	256.38	252.06	253.6	18846.0
2020-12-16	ED	Futures	96.5228	96.5228	96.5131	96.5228	97928.0
2020-12-16	ER	Futures	98.48	98.48	98.46	98.465	71665.0
2020-12-16	ESG	Futures	342.57	344.19	341.01	342.51	1623.0
2020-12-16	EW	Futures	2442.4	2457.0	2423.4	2436.6	21976.0
2020-12-16	FBON	Futures	151.27	151.49	150.83	150.98	142.0
2020-12-16	FBTP	Futures	139.43	139.49	138.98	139.19	93848.0
2020-12-16	FBTS	Futures	110.127	110.146	110.088	110.117	35945.0
2020-12-16	FCE	Futures	5387.3	5425.2	5351.2	5382.0	79083.0
2020-12-16	FDAX	Futures	14299.0	14497.3	14265.4	14457.8	90270.0
2020-12-16	FDIV	Futures	163.15	163.15	163.15	163.15	61.0
2020-12-16	FDXM	Futures	14247.2	14446.0	14213.2	14405.0	4354.0
2020-12-16	FESX	Futures	3272.8	3297.0	3261.6	3279.3	1097326.0
2020-12-16	FGBL	Futures	170.81	170.84	169.84	170.11	692637.0
2020-12-16	FGBM	Futures	135.47	135.5	135.13	135.21	374806.0
2020-12-16	FGBS	Futures	112.79	112.805	112.714	112.719	405640.0
2020-12-16	FGBX	Futures	237.34	237.53	234.43	235.5	66827.0
2020-12-16	FMWO	Futures	9327.4	9378.3	9327.4	9358.1	11805.0
2020-12-16	FOAT	Futures	159.29	159.34	158.38	158.64	155348.0
2020-12-16	FTDX	Futures	3212.9	3237.1	3212.9	3232.5	731.0
2020-12-16	FTI	Futures	578.99	582.3	577.07	580.55	18139.0
2020-12-16	FTUK	Futures	6248.1	6306.4	6239.0	6273.2	191576.0
2020-12-16	FVSA	Futures	167.98	169.11	162.32	165.34	15090.0
2020-12-16	FXXP	Futures	365.6	367.9	365.5	367.1	124285.0
2020-12-16	G	Futures	126.4	126.47	125.98	126.35	237664.0

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