PREVIEW / futures_daily / 2020-12-21

all futures daily files

  file:    by_date/futures_daily/2020/2020-12-21.parquet
  size:    10 KB
  rows:    123

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
2020-12-21	ES	Futures	4167.42	4173.87	4030.4	4131.0	1837575.0
2020-12-21	NQ	Futures	14717.63	14743.58	14372.76	14629.39	606583.0
2020-12-21	YM	Futures	32721.6	32757.2	31661.1	32519.6	278388.0
2020-12-21	CL	Futures	34.78	34.81	32.65	33.87	478098.0
2020-12-21	GC	Futures	2226.4	2248.9	2186.5	2214.5	232045.0
2020-12-21	ZN	Futures	137.009445	137.506757	136.978363	137.024986	1279412.0
2020-12-21	A6	Futures	0.78064	0.78115	0.76638	0.78013	154191.0
2020-12-21	AD	Futures	0.79221	0.79257	0.78198	0.79019	90911.0
2020-12-21	ALI	Futures	2407.08	2407.08	2375.32	2383.19	63.0
2020-12-21	B	Futures	33.0	33.06	31.09	32.17	288737.0
2020-12-21	B6	Futures	1.3657	1.3727	1.3405	1.3684	177573.0
2020-12-21	BFX	Futures	3763.6	3763.6	3762.5	3762.5	42.0
2020-12-21	BR	Futures	0.1518	0.15235	0.14825	0.15235	178.0
2020-12-21	BTC	Futures	30751.3	31539.4	28595.2	29806.8	12956.0
2020-12-21	BZ	Futures	32.33	32.35	30.42	31.47	33507.0
2020-12-21	C	Futures	1441.0	1470.0	1426.0	1466.0	8192.0
2020-12-21	CB	Futures	150.4	150.4	150.4	150.4	6.0
2020-12-21	CC	Futures	1627.0	1694.0	1603.0	1679.0	25936.0
2020-12-21	CNH	Futures	6.3981	6.427	6.3981	6.4109	1193.0
2020-12-21	CSC	Futures	3.044	3.059	3.002	3.007	33.0
2020-12-21	CT	Futures	74.59	74.68	72.08	72.23	24705.0
2020-12-21	DC	Futures	25.43	26.11	25.15	25.47	258.0
2020-12-21	DX	Futures	87.06	87.935	86.943	86.967	39253.0
2020-12-21	E1	Futures	1.27996	1.28019	1.26901	1.27973	28268.0
2020-12-21	E6	Futures	1.30853	1.31168	1.29812	1.31115	252788.0
2020-12-21	E7	Futures	1.3027	1.3051	1.2918	1.3046	14793.0
2020-12-21	EBM	Futures	257.3	257.3	255.14	256.38	9129.0
2020-12-21	ED	Futures	96.5276	96.5276	96.518	96.5228	76219.0
2020-12-21	ER	Futures	98.46	98.47	98.46	98.46	41661.0
2020-12-21	ESG	Futures	340.96	343.45	332.84	341.68	849.0
2020-12-21	EW	Futures	2459.9	2467.8	2346.0	2436.7	18456.0
2020-12-21	FBON	Futures	150.99	151.15	150.66	150.72	68.0
2020-12-21	FBTP	Futures	139.03	139.19	138.66	138.74	60628.0
2020-12-21	FBTS	Futures	110.107	110.107	110.02	110.039	28064.0
2020-12-21	FCE	Futures	5274.1	5282.4	5140.0	5227.9	121266.0
2020-12-21	FDAX	Futures	14487.7	14498.3	13891.7	14113.5	73648.0
2020-12-21	FDIV	Futures	156.99	158.33	156.23	158.33	280.0
2020-12-21	FDXM	Futures	14465.1	14476.8	13853.8	14073.9	42227.0
2020-12-21	FESX	Futures	3267.2	3270.0	3141.7	3190.0	1290447.0
2020-12-21	FEU3	Futures	99.208	99.208	99.208	99.208	100.0
2020-12-21	FGBL	Futures	170.38	170.96	170.17	170.41	520416.0
2020-12-21	FGBM	Futures	135.26	135.42	135.21	135.28	258118.0
2020-12-21	FGBS	Futures	112.724	112.764	112.724	112.744	232435.0
2020-12-21	FGBX	Futures	236.09	238.79	235.71	236.59	56713.0
2020-12-21	FMWO	Futures	9364.1	9388.9	9122.4	9261.0	4659.0
2020-12-21	FOAT	Futures	158.82	159.32	158.67	158.84	111949.0
2020-12-21	FTDX	Futures	3272.7	3272.7	3204.7	3232.5	98.0
2020-12-21	FTI	Futures	576.42	577.3	562.18	568.64	36549.0
2020-12-21	FTUK	Futures	6192.7	6194.2	6033.8	6135.9	153477.0
2020-12-21	FVSA	Futures	166.47	195.54	165.34	188.74	62520.0

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