PREVIEW / futures_daily / 2021-12-16

all futures daily files

  file:    by_date/futures_daily/2021/2021-12-16.parquet
  size:    10 KB
  rows:    126

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
2021-12-16	ES	Futures	5296.61	5342.22	5228.19	5247.61	2151049.0
2021-12-16	NQ	Futures	18775.43	18970.24	18204.83	18289.85	789654.0
2021-12-16	YM	Futures	39096.8	39379.3	38904.8	39044.4	213698.0
2021-12-16	CL	Futures	53.9	55.0	53.59	54.56	329078.0
2021-12-16	GC	Futures	2074.2	2100.8	2071.6	2097.9	167777.0
2021-12-16	ZN	Futures	133.448705	134.071625	133.257037	134.007736	1461169.0
2021-12-16	A6	Futures	0.73496	0.74049	0.7325	0.73506	99586.0
2021-12-16	AD	Futures	0.79055	0.79491	0.78903	0.79283	85002.0
2021-12-16	ALI	Futures	2890.06	2932.63	2890.06	2931.26	837.0
2021-12-16	B	Futures	51.66	52.45	51.33	52.04	223637.0
2021-12-16	B6	Futures	1.3449	1.3563	1.343	1.3495	144520.0
2021-12-16	BR	Futures	0.14244	0.14381	0.14244	0.14352	2899.0
2021-12-16	BTC	Futures	64132.4	64866.3	62369.9	62913.7	5529.0
2021-12-16	BZ	Futures	49.78	50.46	49.4	50.08	26965.0
2021-12-16	C	Futures	1378.0	1382.0	1351.0	1373.0	6832.0
2021-12-16	CB	Futures	162.694	162.694	162.304	162.694	48.0
2021-12-16	CC	Futures	1611.0	1615.0	1571.0	1602.0	17933.0
2021-12-16	CNH	Futures	6.096	6.1026	6.0935	6.1026	320.0
2021-12-16	CSC	Futures	2.586	2.593	2.586	2.586	43.0
2021-12-16	CT	Futures	102.84	106.63	102.84	106.53	17271.0
2021-12-16	DC	Futures	24.8	24.89	24.76	24.82	155.0
2021-12-16	DX	Futures	93.136	93.165	92.59	92.788	20682.0
2021-12-16	E1	Futures	1.2116	1.21796	1.20915	1.21741	21071.0
2021-12-16	E6	Futures	1.19948	1.20668	1.19821	1.20271	170296.0
2021-12-16	E7	Futures	1.1928	1.1999	1.1915	1.196	4761.0
2021-12-16	EBM	Futures	395.85	397.64	389.77	395.13	26109.0
2021-12-16	ED	Futures	96.5204	96.5301	96.5059	96.5107	171752.0
2021-12-16	ER	Futures	98.509	98.519	98.509	98.514	42389.0
2021-12-16	ESG	Futures	444.04	445.12	436.55	437.31	1050.0
2021-12-16	EW	Futures	2981.0	3008.5	2929.8	2940.1	16568.0
2021-12-16	FBON	Futures	150.83	150.86	149.51	150.36	709.0
2021-12-16	FBTP	Futures	138.37	138.64	137.04	137.68	156096.0
2021-12-16	FBTS	Futures	110.342	110.38	110.166	110.293	55534.0
2021-12-16	FCE	Futures	7051.4	7111.9	7005.0	7054.4	70130.0
2021-12-16	FDAX	Futures	16710.3	16866.4	16536.1	16717.8	64915.0
2021-12-16	FDIV	Futures	186.7	186.7	185.8	185.8	98.0
2021-12-16	FDXM	Futures	16848.4	16990.6	16719.1	16844.1	10485.0
2021-12-16	FDXS	Futures	16622.6	16835.1	16571.3	16690.9	1187.0
2021-12-16	FESX	Futures	4037.9	4071.1	3991.8	4030.2	839806.0
2021-12-16	FGBL	Futures	169.62	169.96	168.98	169.58	667659.0
2021-12-16	FGBM	Futures	134.89	135.07	134.63	134.95	535165.0
2021-12-16	FGBS	Futures	112.719	112.795	112.669	112.764	285181.0
2021-12-16	FGBX	Futures	233.86	234.45	230.98	232.8	72739.0
2021-12-16	FMWO	Futures	11334.5	11451.3	11231.9	11344.0	9829.0
2021-12-16	FOAT	Futures	157.19	157.51	156.5	157.03	161794.0
2021-12-16	FSMX	Futures	36533.6	36544.0	36101.3	36178.9	1166.0
2021-12-16	FTDX	Futures	4025.1	4032.8	3928.6	3945.6	388.0
2021-12-16	FTI	Futures	756.9	760.69	743.9	749.66	14171.0
2021-12-16	FTUK	Futures	7132.9	7179.7	7115.5	7172.7	115142.0
2021-12-16	FVSA	Futures	72.17	76.06	69.36	71.7	26263.0

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