PREVIEW / futures_daily / 2021-12-27

all futures daily files

  file:    by_date/futures_daily/2021/2021-12-27.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
2021-12-27	ES	Futures	5312.66	5388.4	5308.43	5386.15	898698.0
2021-12-27	NQ	Futures	18794.16	19112.89	18794.16	19088.97	351308.0
2021-12-27	YM	Futures	39088.1	39497.1	39009.5	39466.6	91647.0
2021-12-27	CL	Futures	55.49	57.54	54.87	57.14	268490.0
2021-12-27	GC	Futures	2111.9	2117.0	2104.2	2110.2	84225.0
2021-12-27	ZN	Futures	133.400788	133.576483	133.304954	133.464677	471863.0
2021-12-27	A6	Futures	0.7409	0.74249	0.73844	0.74198	38089.0
2021-12-27	AD	Futures	0.79146	0.7938	0.78948	0.79263	28287.0
2021-12-27	ALI	Futures	3145.77	3145.77	3145.77	3145.77	0.0
2021-12-27	B	Futures	52.81	54.63	52.33	54.31	143561.0
2021-12-27	B6	Futures	1.3591	1.3631	1.3575	1.3627	47775.0
2021-12-27	BR	Futures	0.14418	0.14501	0.14335	0.14455	405.0
2021-12-27	BTC	Futures	66805.7	68574.8	66419.1	67460.9	3475.0
2021-12-27	BZ	Futures	51.3	53.04	50.84	52.75	18746.0
2021-12-27	CB	Futures	170.887	174.652	170.887	173.228	49.0
2021-12-27	CC	Futures	1550.0	1565.0	1531.0	1548.0	6692.0
2021-12-27	CNH	Futures	6.0857	6.0947	6.0857	6.0911	156.0
2021-12-27	CSC	Futures	2.596	2.634	2.591	2.619	25.0
2021-12-27	CT	Futures	105.78	109.45	105.39	109.05	11076.0
2021-12-27	DC	Futures	25.01	25.34	24.84	25.25	125.0
2021-12-27	DX	Futures	92.865	93.01	92.807	92.857	9295.0
2021-12-27	E1	Futures	1.21852	1.21953	1.21573	1.21886	10101.0
2021-12-27	E6	Futures	1.20207	1.20324	1.19979	1.20218	71778.0
2021-12-27	E7	Futures	1.1954	1.1964	1.1932	1.1955	2546.0
2021-12-27	EBM	Futures	418.04	422.34	413.39	414.46	5620.0
2021-12-27	ED	Futures	96.4817	96.4865	96.472	96.4768	37141.0
2021-12-27	ER	Futures	98.519	98.529	98.519	98.524	14845.0
2021-12-27	ESG	Futures	444.3	449.13	444.23	449.13	264.0
2021-12-27	EW	Futures	3015.3	3052.0	3000.9	3050.9	11210.0
2021-12-27	FBON	Futures	148.12	148.75	148.09	148.65	51.0
2021-12-27	FBTP	Futures	136.15	136.34	135.36	135.86	49033.0
2021-12-27	FBTS	Futures	110.02	110.05	109.884	109.913	27562.0
2021-12-27	FCE	Futures	7137.2	7219.9	7110.9	7192.6	26378.0
2021-12-27	FDAX	Futures	16897.0	17045.1	16795.1	16992.5	37936.0
2021-12-27	FDIV	Futures	186.55	187.29	186.55	187.29	10.0
2021-12-27	FDXM	Futures	16985.3	17117.8	16869.9	17067.2	17504.0
2021-12-27	FDXS	Futures	16800.9	16967.5	16715.5	16912.0	5837.0
2021-12-27	FESX	Futures	4086.5	4125.9	4056.7	4113.4	246829.0
2021-12-27	FGBL	Futures	168.05	168.21	167.66	167.99	180057.0
2021-12-27	FGBM	Futures	134.51	134.58	134.35	134.39	102066.0
2021-12-27	FGBS	Futures	112.729	112.734	112.664	112.669	117771.0
2021-12-27	FGBX	Futures	227.16	227.75	226.4	227.51	20455.0
2021-12-27	FMWO	Futures	11452.3	11591.9	11445.2	11550.5	3651.0
2021-12-27	FOAT	Futures	155.51	155.61	155.03	155.34	43007.0
2021-12-27	FSMX	Futures	36622.7	36737.1	36552.4	36720.3	288.0
2021-12-27	FTDX	Futures	4008.1	4026.1	4008.1	4025.1	44.0
2021-12-27	FTI	Futures	758.29	767.6	755.37	764.72	9583.0
2021-12-27	FVSA	Futures	69.67	71.07	67.8	68.58	16861.0
2021-12-27	FXXP	Futures	462.7	468.4	460.5	466.8	20614.0
2021-12-27	GF	Futures	248.0	248.38	245.911	246.709	1789.0

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