PREVIEW / futures_daily / 2021-10-01

all futures daily files

  file:    by_date/futures_daily/2021/2021-10-01.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
2021-10-01	ES	Futures	4838.16	4911.0	4792.04	4886.25	2269695.0
2021-10-01	NQ	Futures	16953.83	17087.31	16763.28	17022.44	663413.0
2021-10-01	YM	Futures	36723.3	37378.3	36321.8	37174.8	221715.0
2021-10-01	CL	Futures	55.32	55.96	54.66	55.87	388996.0
2021-10-01	GC	Futures	2050.0	2059.4	2041.5	2051.4	151195.0
2021-10-01	ZN	Futures	134.13101	134.464709	133.987996	134.417037	2027570.0
2021-10-01	A6	Futures	0.74106	0.74614	0.73747	0.74506	97512.0
2021-10-01	AD	Futures	0.80044	0.80389	0.79684	0.80334	93406.0
2021-10-01	ALI	Futures	3236.79	3286.92	3235.94	3257.07	316.0
2021-10-01	B	Futures	53.17	53.8	52.54	53.71	282370.0
2021-10-01	B6	Futures	1.3674	1.3781	1.3636	1.3758	122690.0
2021-10-01	BFX	Futures	4215.7	4222.8	4214.1	4222.8	10.0
2021-10-01	BR	Futures	0.14703	0.15015	0.14703	0.14999	248.0
2021-10-01	BTC	Futures	58151.4	64759.7	57612.9	64340.9	9404.0
2021-10-01	BZ	Futures	51.89	52.55	51.33	52.46	31697.0
2021-10-01	C	Futures	1622.0	1647.0	1608.0	1629.0	13068.0
2021-10-01	CB	Futures	141.051	141.051	141.051	141.051	8.0
2021-10-01	CC	Futures	1696.0	1749.0	1691.0	1740.0	24042.0
2021-10-01	CNH	Futures	6.206	6.2163	6.188	6.1894	346.0
2021-10-01	CSC	Futures	2.48	2.488	2.48	2.488	44.0
2021-10-01	CT	Futures	98.75	100.13	97.39	97.56	27458.0
2021-10-01	DC	Futures	23.12	23.13	22.69	23.04	197.0
2021-10-01	DX	Futures	91.134	91.216	90.825	90.87	22853.0
2021-10-01	E1	Futures	1.20421	1.20869	1.20152	1.20612	23169.0
2021-10-01	E6	Futures	1.23215	1.23491	1.23013	1.23385	163999.0
2021-10-01	E7	Futures	1.2255	1.228	1.2235	1.2271	3055.0
2021-10-01	EBM	Futures	383.19	390.54	380.99	388.34	40479.0
2021-10-01	ED	Futures	96.5634	96.5634	96.5537	96.5537	90681.0
2021-10-01	ER	Futures	98.475	98.48	98.47	98.475	53352.0
2021-10-01	ESG	Futures	396.27	404.56	396.21	403.13	790.0
2021-10-01	EW	Futures	2833.4	2900.1	2802.0	2878.9	13430.0
2021-10-01	FBON	Futures	148.95	149.51	148.8	149.27	772.0
2021-10-01	FBTP	Futures	138.53	139.25	138.38	138.91	129912.0
2021-10-01	FBTS	Futures	110.322	110.429	110.322	110.409	50554.0
2021-10-01	FCE	Futures	6470.3	6579.1	6420.2	6530.4	77372.0
2021-10-01	FDAX	Futures	16298.8	16304.2	15992.1	16153.5	97490.0
2021-10-01	FDIV	Futures	181.86	181.86	181.37	181.37	100.0
2021-10-01	FDXM	Futures	16345.2	16350.6	16039.7	16199.4	90657.0
2021-10-01	FDXS	Futures	16173.3	16198.8	15890.8	16049.0	34226.0
2021-10-01	FESX	Futures	3859.8	3877.9	3793.2	3838.7	1079243.0
2021-10-01	FGBL	Futures	167.52	168.01	167.41	167.71	786982.0
2021-10-01	FGBM	Futures	134.69	134.9	134.67	134.8	456083.0
2021-10-01	FGBS	Futures	112.634	112.674	112.634	112.659	238139.0
2021-10-01	FGBX	Futures	219.92	221.3	219.44	220.26	78285.0
2021-10-01	FMWO	Futures	10683.6	10773.2	10553.9	10661.2	13906.0
2021-10-01	FOAT	Futures	154.91	155.53	154.8	155.25	161364.0
2021-10-01	FTDX	Futures	3774.8	3801.0	3757.9	3757.9	195.0
2021-10-01	FTI	Futures	729.37	736.87	724.7	730.36	25258.0
2021-10-01	FTUK	Futures	6957.9	6968.2	6872.9	6909.0	125741.0
2021-10-01	FVSA	Futures	91.48	95.05	84.91	89.04	36788.0

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