PREVIEW / futures_daily / 2020-12-31

all futures daily files

  file:    by_date/futures_daily/2020/2020-12-31.parquet
  size:    9 KB
  rows:    103

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
2020-12-31	ES	Futures	4174.99	4206.37	4163.78	4201.61	993343.0
2020-12-31	NQ	Futures	14809.9	14874.49	14759.73	14862.38	280573.0
2020-12-31	YM	Futures	32751.8	32965.6	32646.0	32934.3	82990.0
2020-12-31	CL	Futures	34.13	34.3	33.72	34.25	181894.0
2020-12-31	GC	Futures	2233.6	2240.5	2221.9	2229.0	130631.0
2020-12-31	ZN	Futures	137.227019	137.366888	137.149314	137.335806	852085.0
2020-12-31	A6	Futures	0.78885	0.79464	0.78879	0.78987	83314.0
2020-12-31	AD	Futures	0.79439	0.79677	0.79318	0.79348	52259.0
2020-12-31	ALI	Futures	2347.35	2347.35	2347.35	2347.35	0.0
2020-12-31	B	Futures	32.52	32.74	32.15	32.71	133224.0
2020-12-31	B6	Futures	1.3829	1.3905	1.3821	1.3871	80237.0
2020-12-31	BR	Futures	0.15008	0.15016	0.14997	0.14997	10.0
2020-12-31	BTC	Futures	37813.0	38625.8	36714.0	38216.1	5529.0
2020-12-31	BZ	Futures	31.88	32.12	31.5	32.06	18326.0
2020-12-31	C	Futures	1480.0	1491.0	1468.0	1482.0	2627.0
2020-12-31	CB	Futures	149.5	149.961	148.577	148.577	5.0
2020-12-31	CC	Futures	1716.0	1725.0	1678.0	1711.0	12094.0
2020-12-31	CNH	Futures	6.3797	6.3865	6.3618	6.3714	434.0
2020-12-31	CSC	Futures	3.169	3.172	3.151	3.151	5.0
2020-12-31	CT	Futures	75.33	75.74	74.86	75.48	8622.0
2020-12-31	DC	Futures	27.02	27.02	26.5	26.58	72.0
2020-12-31	DX	Futures	86.552	86.982	86.508	86.914	13094.0
2020-12-31	E1	Futures	1.28289	1.28594	1.27646	1.2777	23410.0
2020-12-31	E6	Futures	1.31531	1.31638	1.3057	1.30752	131799.0
2020-12-31	E7	Futures	1.3089	1.3098	1.2992	1.301	8376.0
2020-12-31	EBM	Futures	262.54	263.77	261.92	262.85	3639.0
2020-12-31	ED	Futures	96.5276	96.5325	96.5228	96.5276	123399.0
2020-12-31	ER	Futures	98.465	98.465	98.46	98.465	19982.0
2020-12-31	ESG	Futures	344.56	347.02	344.29	346.58	55.0
2020-12-31	EW	Futures	2460.3	2475.4	2441.0	2464.9	16031.0
2020-12-31	FCE	Futures	5408.2	5432.5	5385.9	5386.4	17297.0
2020-12-31	FTI	Futures	584.17	586.5	582.25	583.26	5699.0
2020-12-31	FTUK	Futures	6232.7	6235.1	6145.1	6183.1	47734.0
2020-12-31	G	Futures	127.22	127.33	127.06	127.3	75799.0
2020-12-31	GF	Futures	270.345	272.15	269.418	271.174	1299.0
2020-12-31	GSCI	Futures	376.37	377.43	374.53	377.43	39.0
2020-12-31	HE	Futures	52.003	53.895	51.946	53.723	24318.0
2020-12-31	HG	Futures	3.9121	3.9286	3.869	3.8839	42982.0
2020-12-31	HH	Futures	7.786	8.142	7.786	8.142	2666.0
2020-12-31	HO	Futures	0.8076	0.8081	0.7973	0.8058	29158.0
2020-12-31	HRC	Futures	1645.4	1676.8	1645.4	1663.6	4.0
2020-12-31	J1	Futures	0.0111641	0.0111912	0.0111555	0.0111584	47454.0
2020-12-31	J7	Futures	0.01115	0.011166	0.011132	0.011135	231.0
2020-12-31	JB	Futures	139.42	139.49	139.37	139.39	273.0
2020-12-31	KC	Futures	112.34	115.29	112.25	114.62	15655.0
2020-12-31	KE	Futures	757.36	765.56	749.78	761.77	16155.0
2020-12-31	KRW	Futures	0.0009001	0.0009001	0.0008975	0.0008975	50.0
2020-12-31	LBS	Futures	1800.3	1816.0	1723.0	1732.4	343.0
2020-12-31	LE	Futures	147.262	147.968	146.78	147.775	15312.0
2020-12-31	M2K	Futures	2177.0	2180.3	2155.7	2174.3	82692.0

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