PREVIEW / futures_daily / 2021-12-30

all futures daily files

  file:    by_date/futures_daily/2021/2021-12-30.parquet
  size:    10 KB
  rows:    127

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
2021-12-30	ES	Futures	5388.96	5405.86	5369.25	5374.88	753935.0
2021-12-30	NQ	Futures	19001.94	19097.61	18917.5	18939.4	304259.0
2021-12-30	YM	Futures	39702.2	39896.4	39550.6	39589.9	85639.0
2021-12-30	CL	Futures	57.91	58.56	57.3	58.22	231163.0
2021-12-30	GC	Futures	2106.5	2121.1	2095.5	2116.4	113430.0
2021-12-30	ZN	Futures	133.081342	133.400788	133.065369	133.304954	810924.0
2021-12-30	A6	Futures	0.74295	0.74562	0.74234	0.74362	52996.0
2021-12-30	AD	Futures	0.79293	0.79653	0.79167	0.79598	47947.0
2021-12-30	ALI	Futures	3131.49	3131.49	3122.42	3122.42	2.0
2021-12-30	B	Futures	54.89	55.56	54.44	55.22	211586.0
2021-12-30	B6	Futures	1.3673	1.3707	1.3636	1.3692	68610.0
2021-12-30	BFX	Futures	4385.0	4397.2	4385.0	4397.2	1.0
2021-12-30	BR	Futures	0.14273	0.14679	0.14261	0.14617	917.0
2021-12-30	BTC	Futures	61983.3	62822.0	60220.8	61865.4	4197.0
2021-12-30	BZ	Futures	53.37	53.96	52.87	53.63	24512.0
2021-12-30	C	Futures	1357.0	1373.0	1353.0	1367.0	5577.0
2021-12-30	CB	Futures	178.534	179.47	178.514	179.451	30.0
2021-12-30	CC	Futures	1579.0	1621.0	1574.0	1610.0	19967.0
2021-12-30	CNH	Futures	6.0819	6.0948	6.0809	6.0926	212.0
2021-12-30	CSC	Futures	2.687	2.704	2.674	2.698	28.0
2021-12-30	CT	Futures	109.74	112.01	108.78	111.05	10994.0
2021-12-30	DC	Futures	25.59	26.11	25.59	26.0	179.0
2021-12-30	DX	Futures	92.653	92.991	92.643	92.739	12396.0
2021-12-30	E1	Futures	1.22265	1.22433	1.21785	1.22355	17140.0
2021-12-30	E6	Futures	1.2044	1.20557	1.19895	1.20213	133277.0
2021-12-30	E7	Futures	1.1975	1.1988	1.1922	1.1954	3923.0
2021-12-30	EBM	Futures	402.29	404.08	400.14	400.86	6353.0
2021-12-30	ED	Futures	96.4768	96.5011	96.4768	96.5011	75720.0
2021-12-30	ER	Futures	98.519	98.529	98.519	98.529	58742.0
2021-12-30	ESG	Futures	449.11	449.84	447.19	447.36	117.0
2021-12-30	EW	Futures	3064.3	3088.7	3056.4	3059.5	10187.0
2021-12-30	FBON	Futures	147.88	148.32	147.62	147.83	482.0
2021-12-30	FBTP	Futures	135.7	136.17	135.32	135.42	59876.0
2021-12-30	FBTS	Futures	109.943	109.952	109.845	109.865	48319.0
2021-12-30	FCE	Futures	7221.4	7245.1	7203.2	7227.4	28156.0
2021-12-30	FDAX	Futures	16988.2	17079.4	16956.0	17014.0	36701.0
2021-12-30	FDXM	Futures	17059.6	17153.4	17034.8	17088.7	21110.0
2021-12-30	FDXS	Futures	16928.0	16997.4	16895.9	16933.3	8022.0
2021-12-30	FESX	Futures	4104.7	4130.7	4096.6	4122.5	376793.0
2021-12-30	FGBL	Futures	167.02	167.38	166.91	166.97	314731.0
2021-12-30	FGBM	Futures	134.2	134.26	134.09	134.14	196275.0
2021-12-30	FGBS	Futures	112.649	112.664	112.624	112.644	157589.0
2021-12-30	FGBX	Futures	224.41	225.65	223.69	224.11	41910.0
2021-12-30	FMWO	Futures	11583.6	11617.9	11551.6	11613.2	2093.0
2021-12-30	FOAT	Futures	154.43	154.79	154.34	154.36	87017.0
2021-12-30	FSMX	Futures	36807.4	36856.7	36767.5	36829.4	133.0
2021-12-30	FTDX	Futures	4038.5	4081.9	4028.2	4036.4	43.0
2021-12-30	FTI	Futures	765.05	769.08	764.38	767.5	10717.0
2021-12-30	FTUK	Futures	7314.6	7341.4	7289.7	7313.1	50819.0
2021-12-30	FVSA	Futures	65.62	65.78	63.28	64.06	17518.0

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