PREVIEW / futures_daily / 2021-11-18

all futures daily files

  file:    by_date/futures_daily/2021/2021-11-18.parquet
  size:    10 KB
  rows:    125

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
2021-11-18	ES	Futures	5270.4	5294.3	5250.99	5288.68	1168195.0
2021-11-18	NQ	Futures	18822.22	19036.12	18800.31	19005.28	602241.0
2021-11-18	YM	Futures	38996.2	39126.7	38726.3	38963.5	151562.0
2021-11-18	CL	Futures	58.28	59.27	57.49	58.97	426767.0
2021-11-18	GC	Futures	2181.1	2185.5	2166.0	2171.6	186062.0
2021-11-18	ZN	Futures	132.732653	132.891557	132.573749	132.796215	1363815.0
2021-11-18	A6	Futures	0.74475	0.74767	0.74316	0.74588	77009.0
2021-11-18	AD	Futures	0.80501	0.80618	0.80268	0.80562	64948.0
2021-11-18	ALI	Futures	2912.13	2954.89	2901.79	2949.86	1156.0
2021-11-18	B	Futures	54.76	55.65	54.2	55.54	306849.0
2021-11-18	B6	Futures	1.3697	1.3718	1.3668	1.3701	65765.0
2021-11-18	BR	Futures	0.14634	0.14687	0.14524	0.14536	6561.0
2021-11-18	BTC	Futures	79013.9	80403.7	74561.3	76425.4	9180.0
2021-11-18	BZ	Futures	53.59	54.35	52.92	54.23	30490.0
2021-11-18	C	Futures	1447.0	1465.0	1447.0	1460.0	2972.0
2021-11-18	CB	Futures	153.659	156.811	153.659	155.826	29.0
2021-11-18	CC	Futures	1620.0	1637.0	1616.0	1629.0	14811.0
2021-11-18	CNH	Futures	6.1142	6.1263	6.1142	6.1191	279.0
2021-11-18	CSC	Futures	2.309	2.389	2.303	2.352	352.0
2021-11-18	CT	Futures	111.72	112.46	109.29	109.75	6535.0
2021-11-18	DC	Futures	22.17	22.91	22.11	22.54	574.0
2021-11-18	DX	Futures	92.569	92.612	92.298	92.315	15321.0
2021-11-18	E1	Futures	1.20724	1.21127	1.206	1.21071	21012.0
2021-11-18	E6	Futures	1.20314	1.20899	1.20251	1.20861	172355.0
2021-11-18	E7	Futures	1.1967	1.2025	1.196	1.202	4521.0
2021-11-18	EBM	Futures	436.1	442.35	435.73	436.47	13811.0
2021-11-18	ED	Futures	96.5223	96.5271	96.5199	96.5223	121692.0
2021-11-18	ER	Futures	98.499	98.504	98.494	98.499	47705.0
2021-11-18	ESG	Futures	442.73	444.27	440.65	443.92	195.0
2021-11-18	EW	Futures	3106.9	3117.8	3077.7	3101.0	13280.0
2021-11-18	FBON	Futures	148.81	149.08	148.79	149.08	288.0
2021-11-18	FBTP	Futures	138.1	138.69	137.98	138.38	106979.0
2021-11-18	FBTS	Futures	110.38	110.487	110.371	110.448	44190.0
2021-11-18	FCE	Futures	7239.6	7258.8	7211.8	7217.8	52391.0
2021-11-18	FDAX	Futures	17376.2	17406.1	17301.4	17331.3	57320.0
2021-11-18	FDIV	Futures	188.38	188.38	187.79	187.79	10.0
2021-11-18	FDXM	Futures	17422.5	17456.8	17350.6	17380.6	29172.0
2021-11-18	FDXS	Futures	17254.3	17293.6	17189.5	17219.3	14148.0
2021-11-18	FESX	Futures	4209.8	4222.7	4186.8	4192.5	531419.0
2021-11-18	FGBL	Futures	168.41	168.85	168.36	168.71	640488.0
2021-11-18	FGBM	Futures	134.78	134.96	134.76	134.9	382685.0
2021-11-18	FGBS	Futures	112.785	112.83	112.769	112.815	292331.0
2021-11-18	FGBX	Futures	229.32	231.61	229.28	230.77	63943.0
2021-11-18	FMWO	Futures	11458.3	11494.9	11413.5	11446.5	3213.0
2021-11-18	FOAT	Futures	155.81	156.4	155.73	156.18	180439.0
2021-11-18	FTDX	Futures	4062.2	4085.8	4038.1	4066.3	65.0
2021-11-18	FTI	Futures	787.2	791.3	785.29	786.93	12994.0
2021-11-18	FTUK	Futures	7192.4	7192.4	7142.1	7157.9	78278.0
2021-11-18	FVSA	Futures	61.58	63.64	61.1	62.21	20573.0
2021-11-18	FXXP	Futures	467.4	467.4	463.9	464.6	63562.0

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