PREVIEW / futures_daily / 2021-12-31

all futures daily files

  file:    by_date/futures_daily/2021/2021-12-31.parquet
  size:    9 KB
  rows:    105

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
2021-12-31	ES	Futures	5376.57	5381.92	5350.39	5359.4	954083.0
2021-12-31	NQ	Futures	18940.27	18978.31	18805.11	18813.18	363720.0
2021-12-31	YM	Futures	39595.3	39677.1	39404.4	39519.0	76942.0
2021-12-31	CL	Futures	57.97	58.29	56.67	56.87	237118.0
2021-12-31	GC	Futures	2119.8	2136.6	2117.9	2133.3	106604.0
2021-12-31	ZN	Futures	133.336899	133.480649	133.20912	133.368843	759832.0
2021-12-31	A6	Futures	0.7427	0.74582	0.74239	0.74572	41937.0
2021-12-31	AD	Futures	0.79603	0.80369	0.79542	0.80191	72774.0
2021-12-31	ALI	Futures	3089.46	3089.46	3089.46	3089.46	1.0
2021-12-31	B	Futures	54.72	55.32	53.84	54.0	148959.0
2021-12-31	B6	Futures	1.3683	1.3735	1.3648	1.3718	68274.0
2021-12-31	BR	Futures	0.14654	0.14699	0.14596	0.14625	4491.0
2021-12-31	BTC	Futures	61878.5	63804.8	59880.1	60037.3	3726.0
2021-12-31	BZ	Futures	53.37	53.73	52.02	52.45	21740.0
2021-12-31	C	Futures	1370.0	1372.0	1353.0	1360.0	5453.0
2021-12-31	CB	Futures	176.349	179.451	176.349	179.431	4.0
2021-12-31	CC	Futures	1614.0	1614.0	1581.0	1585.0	18144.0
2021-12-31	CNH	Futures	6.0933	6.0944	6.0546	6.0718	252.0
2021-12-31	CSC	Futures	2.694	2.698	2.672	2.672	19.0
2021-12-31	CT	Futures	110.72	111.2	109.13	109.36	7797.0
2021-12-31	DC	Futures	25.87	25.9	25.54	25.62	74.0
2021-12-31	DX	Futures	92.74	92.875	92.363	92.38	14998.0
2021-12-31	E1	Futures	1.22388	1.22823	1.22221	1.22678	15960.0
2021-12-31	E6	Futures	1.2016	1.20832	1.19948	1.20822	121538.0
2021-12-31	E7	Futures	1.195	1.2015	1.1929	1.2015	3607.0
2021-12-31	EBM	Futures	401.58	402.29	397.28	398.71	5214.0
2021-12-31	ED	Futures	96.5011	96.5107	96.4962	96.5059	101319.0
2021-12-31	ER	Futures	98.524	98.524	98.519	98.524	5883.0
2021-12-31	ESG	Futures	447.66	448.05	446.37	446.56	118.0
2021-12-31	EW	Futures	3059.5	3077.4	3042.8	3060.7	10329.0
2021-12-31	FCE	Futures	7197.2	7225.9	7191.1	7205.8	11528.0
2021-12-31	FTI	Futures	764.81	768.6	763.9	765.24	3991.0
2021-12-31	FTUK	Futures	7280.7	7312.1	7261.8	7288.7	24473.0
2021-12-31	G	Futures	121.14	121.41	120.91	121.14	57092.0
2021-12-31	GF	Futures	252.937	254.533	252.064	253.507	672.0
2021-12-31	GSCI	Futures	509.67	509.67	505.35	505.89	10.0
2021-12-31	HE	Futures	82.392	82.689	80.364	80.636	13870.0
2021-12-31	HG	Futures	4.8844	4.9784	4.8761	4.9667	36984.0
2021-12-31	HH	Futures	10.017	10.571	10.003	10.44	3434.0
2021-12-31	HO	Futures	1.2985	1.3104	1.272	1.2774	22538.0
2021-12-31	HRC	Futures	2297.1	2318.0	2295.5	2309.9	239.0
2021-12-31	J1	Futures	0.0099941	0.0099993	0.0099821	0.009997	40482.0
2021-12-31	J7	Futures	0.009984	0.009987	0.009973	0.009987	43.0
2021-12-31	JB	Futures	139.63	139.65	139.55	139.55	256.0
2021-12-31	KC	Futures	190.92	191.17	187.24	188.91	11693.0
2021-12-31	KE	Futures	963.11	971.7	945.94	949.49	15937.0
2021-12-31	LBS	Futures	2000.9	2023.0	1960.2	2005.6	153.0
2021-12-31	LE	Futures	147.318	147.318	146.739	147.029	15003.0
2021-12-31	M2K	Futures	2479.9	2495.9	2465.7	2478.3	76194.0
2021-12-31	MBT	Futures	55923.4	57731.8	54162.5	54328.5	9856.0

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