PREVIEW / futures_daily / 2022-09-20

all futures daily files

  file:    by_date/futures_daily/2022/2022-09-20.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
2022-09-20	ES	Futures	4372.49	4387.26	4283.6	4316.48	2357296.0
2022-09-20	NQ	Futures	13650.84	13703.82	13404.36	13510.89	704882.0
2022-09-20	YM	Futures	33890.5	34011.3	33251.8	33516.2	180448.0
2022-09-20	CL	Futures	72.67	73.61	70.96	71.75	279813.0
2022-09-20	GC	Futures	1928.2	1932.7	1909.0	1912.4	143933.0
2022-09-20	ZN	Futures	117.714668	117.827191	116.910936	117.119906	1539974.0
2022-09-20	A6	Futures	0.68926	0.6913	0.68404	0.68547	76904.0
2022-09-20	AD	Futures	0.76538	0.76696	0.75844	0.75889	98511.0
2022-09-20	ALI	Futures	2525.13	2532.95	2512.01	2517.32	1811.0
2022-09-20	B	Futures	78.46	79.23	76.46	77.16	188559.0
2022-09-20	B6	Futures	1.1565	1.1594	1.1488	1.15	107401.0
2022-09-20	BR	Futures	0.16719	0.16846	0.16719	0.16846	3.0
2022-09-20	BTC	Futures	26989.5	27148.5	25835.3	26194.7	8868.0
2022-09-20	BZ	Futures	76.51	77.39	74.71	75.39	24688.0
2022-09-20	C	Futures	1349.0	1361.0	1343.0	1346.0	12221.0
2022-09-20	CB	Futures	249.09	250.003	249.09	250.003	1.0
2022-09-20	CC	Futures	1388.0	1402.0	1370.0	1379.0	24905.0
2022-09-20	CNH	Futures	6.6048	6.6354	6.6016	6.6254	1596.0
2022-09-20	CSC	Futures	2.638	2.695	2.638	2.689	20.0
2022-09-20	CT	Futures	120.93	120.93	118.59	118.59	14.0
2022-09-20	DC	Futures	25.51	26.39	25.37	26.31	166.0
2022-09-20	DX	Futures	106.042	106.746	105.834	106.675	28294.0
2022-09-20	E1	Futures	1.14543	1.14795	1.14072	1.14571	19700.0
2022-09-20	E6	Futures	1.05033	1.05278	1.04284	1.04425	205162.0
2022-09-20	E7	Futures	1.0484	1.051	1.0411	1.0425	5936.0
2022-09-20	EBM	Futures	463.52	481.96	462.45	481.25	46295.0
2022-09-20	ED	Futures	94.5479	94.5578	94.5033	94.5578	210517.0
2022-09-20	ER	Futures	97.696	97.716	97.646	97.676	293297.0
2022-09-20	ESG	Futures	371.39	371.41	365.91	368.49	627.0
2022-09-20	EW	Futures	2618.4	2627.2	2554.2	2571.9	10534.0
2022-09-20	FBON	Futures	125.07	125.07	123.36	123.58	371.0
2022-09-20	FBTP	Futures	109.78	109.99	108.29	108.56	138311.0
2022-09-20	FBTS	Futures	105.659	105.729	105.37	105.42	67814.0
2022-09-20	FCE	Futures	6650.1	6674.1	6459.2	6520.3	63696.0
2022-09-20	FDAX	Futures	14101.7	14149.8	13705.5	13846.3	75268.0
2022-09-20	FDIV	Futures	155.65	155.75	153.51	153.51	16.0
2022-09-20	FDXM	Futures	13888.9	13938.3	13503.9	13640.4	45917.0
2022-09-20	FDXS	Futures	13812.3	13869.0	13437.8	13572.6	27119.0
2022-09-20	FESX	Futures	3478.5	3496.3	3390.4	3423.1	982035.0
2022-09-20	FGBL	Futures	142.18	142.36	140.32	140.49	902528.0
2022-09-20	FGBM	Futures	122.89	122.93	121.96	122.11	597416.0
2022-09-20	FGBS	Futures	109.632	109.662	109.335	109.407	512805.0
2022-09-20	FGBX	Futures	160.93	161.44	155.86	156.54	81013.0
2022-09-20	FMWO	Futures	9258.3	9290.9	9053.9	9134.1	3727.0
2022-09-20	FOAT	Futures	131.71	131.93	129.91	130.07	199529.0
2022-09-20	FSMX	Futures	25498.1	25577.4	25020.2	25070.9	325.0
2022-09-20	FTDX	Futures	3003.4	3003.4	2939.5	2955.0	187.0
2022-09-20	FTI	Futures	674.14	680.31	663.32	668.88	20345.0
2022-09-20	FTUK	Futures	7326.3	7404.5	7234.0	7258.7	118003.0
2022-09-20	FVSA	Futures	62.94	66.23	62.24	64.82	29689.0

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