PREVIEW / futures_daily / 2022-09-28

all futures daily files

  file:    by_date/futures_daily/2022/2022-09-28.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
2022-09-28	ES	Futures	4088.83	4181.06	4026.97	4159.6	2780935.0
2022-09-28	NQ	Futures	12874.85	13161.0	12626.1	13095.55	897742.0
2022-09-28	YM	Futures	31828.5	32517.3	31432.4	32372.6	232854.0
2022-09-28	CL	Futures	66.74	70.38	65.43	70.22	324678.0
2022-09-28	GC	Futures	1872.8	1913.0	1856.5	1911.2	279817.0
2022-09-28	ZN	Futures	114.210394	116.187576	113.776379	116.107203	2908370.0
2022-09-28	A6	Futures	0.65888	0.66885	0.65167	0.66839	137263.0
2022-09-28	AD	Futures	0.73911	0.74571	0.73328	0.7452	159075.0
2022-09-28	ALI	Futures	2345.38	2398.69	2338.68	2383.62	1394.0
2022-09-28	B	Futures	72.75	75.65	71.12	75.51	301384.0
2022-09-28	B6	Futures	1.0834	1.1023	1.0639	1.101	284664.0
2022-09-28	BR	Futures	0.1601	0.16239	0.1601	0.16239	1.0
2022-09-28	BTC	Futures	26328.9	27331.1	25570.3	27171.1	8359.0
2022-09-28	BZ	Futures	70.95	74.11	69.69	73.97	34437.0
2022-09-28	C	Futures	1384.0	1411.0	1376.0	1386.0	17047.0
2022-09-28	CB	Futures	246.353	246.353	244.3	244.984	15.0
2022-09-28	CC	Futures	1329.0	1351.0	1316.0	1336.0	22823.0
2022-09-28	CNH	Futures	6.7656	6.8526	6.74	6.7411	1394.0
2022-09-28	CSC	Futures	2.528	2.578	2.522	2.557	37.0
2022-09-28	CT	Futures	114.89	115.7	110.99	114.6	20182.0
2022-09-28	DC	Futures	24.68	25.21	24.48	25.08	118.0
2022-09-28	DX	Futures	110.714	111.335	109.113	109.165	99323.0
2022-09-28	E1	Futures	1.11354	1.13321	1.10811	1.13217	34561.0
2022-09-28	E6	Futures	1.00434	1.02073	0.9982	1.0201	327307.0
2022-09-28	E7	Futures	1.0032	1.0189	0.9965	1.0184	12987.0
2022-09-28	EBM	Futures	494.72	503.59	492.24	501.82	29497.0
2022-09-28	ED	Futures	94.4537	94.5627	94.4042	94.4587	340205.0
2022-09-28	ER	Futures	97.621	97.706	97.591	97.651	232542.0
2022-09-28	ESG	Futures	346.46	356.78	344.42	355.38	1792.0
2022-09-28	EW	Futures	2394.9	2470.3	2362.1	2457.4	15745.0
2022-09-28	FBON	Futures	119.99	121.73	118.99	121.07	250.0
2022-09-28	FBTP	Futures	103.85	105.97	102.12	105.08	258542.0
2022-09-28	FBTS	Futures	103.932	104.831	103.773	104.571	135653.0
2022-09-28	FCE	Futures	6239.3	6352.2	6166.7	6292.7	111032.0
2022-09-28	FDAX	Futures	13274.3	13471.8	12966.4	13322.3	110184.0
2022-09-28	FDIV	Futures	142.08	144.97	142.08	144.97	30.0
2022-09-28	FDXM	Futures	13053.3	13270.5	12774.7	13124.2	79953.0
2022-09-28	FDXS	Futures	12975.5	13204.5	12711.2	13059.0	57480.0
2022-09-28	FESX	Futures	3289.5	3330.1	3220.2	3297.4	1455224.0
2022-09-28	FGBL	Futures	136.79	138.53	135.31	137.7	1412914.0
2022-09-28	FGBM	Futures	120.27	121.27	119.78	120.97	896635.0
2022-09-28	FGBS	Futures	108.947	109.305	108.85	109.192	867373.0
2022-09-28	FGBX	Futures	151.65	154.04	145.9	151.89	142135.0
2022-09-28	FMWO	Futures	8582.3	8792.6	8455.7	8674.1	8337.0
2022-09-28	FOAT	Futures	126.18	127.86	124.83	127.02	291346.0
2022-09-28	FSMX	Futures	23521.9	23797.9	22873.7	23600.1	694.0
2022-09-28	FTDX	Futures	2821.9	2847.4	2795.3	2844.2	123.0
2022-09-28	FTI	Futures	646.84	654.02	634.15	648.18	44608.0
2022-09-28	FTUK	Futures	7039.8	7120.5	6904.2	7074.1	189670.0
2022-09-28	FVSA	Futures	73.51	76.92	71.52	73.16	34858.0

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