PREVIEW / futures_daily / 2023-09-27

all futures daily files

  file:    by_date/futures_daily/2023/2023-09-27.parquet
  size:    10 KB
  rows:    130

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
2023-09-27	ES	Futures	4624.29	4641.68	4578.0	4617.07	1965913.0
2023-09-27	NQ	Futures	15891.79	15995.66	15741.51	15906.63	716200.0
2023-09-27	YM	Futures	35696.0	35792.9	35300.3	35560.3	207623.0
2023-09-27	CL	Futures	79.82	83.03	79.7	82.6	504630.0
2023-09-27	GC	Futures	2065.9	2069.1	2035.3	2035.9	238525.0
2023-09-27	ZN	Futures	109.739605	110.040609	108.979175	109.074229	1893725.0
2023-09-27	A6	Futures	0.6467	0.64796	0.64004	0.64226	138832.0
2023-09-27	AD	Futures	0.74661	0.74787	0.7452	0.74702	84976.0
2023-09-27	ALI	Futures	2484.36	2484.36	2454.08	2470.87	3006.0
2023-09-27	B	Futures	83.17	85.3	83.17	84.9	648228.0
2023-09-27	B6	Futures	1.2167	1.2174	1.212	1.2148	150094.0
2023-09-27	BFX	Futures	3820.8	3820.8	3820.8	3820.8	0.0
2023-09-27	BR	Futures	0.18766	0.18766	0.18469	0.18479	21.0
2023-09-27	BTC	Futures	35154.6	36149.4	35074.4	35268.1	8356.0
2023-09-27	BZ	Futures	83.1	85.12	83.07	84.72	66681.0
2023-09-27	C	Futures	2497.0	2497.0	2443.0	2452.0	7475.0
2023-09-27	CB	Futures	271.91	275.377	271.91	275.377	9.0
2023-09-27	CC	Futures	2036.0	2036.0	1982.0	1993.0	32686.0
2023-09-27	CNH	Futures	7.0679	7.082	7.0587	7.0804	404.0
2023-09-27	CSC	Futures	2.011	2.011	1.996	2.0	40.0
2023-09-27	CT	Futures	107.29	109.06	107.0	107.66	22876.0
2023-09-27	DC	Futures	18.81	18.83	18.68	18.72	215.0
2023-09-27	DX	Futures	104.476	105.097	104.436	104.925	18684.0
2023-09-27	E1	Futures	1.15587	1.15624	1.14732	1.14937	26681.0
2023-09-27	E6	Futures	1.07938	1.07963	1.07088	1.07282	247273.0
2023-09-27	E7	Futures	1.0793	1.0799	1.0711	1.0731	5410.0
2023-09-27	EBM	Futures	329.0	332.08	326.94	330.71	47258.0
2023-09-27	ER	Futures	97.756	97.766	97.756	97.761	145690.0
2023-09-27	ESG	Futures	400.47	400.68	395.69	398.15	1757.0
2023-09-27	EW	Futures	2614.5	2634.4	2602.2	2622.3	15796.0
2023-09-27	FBON	Futures	118.34	118.64	117.87	117.97	497.0
2023-09-27	FBTP	Futures	108.59	109.3	108.19	108.47	220023.0
2023-09-27	FBTS	Futures	105.339	105.44	105.187	105.309	139104.0
2023-09-27	FCE	Futures	7646.3	7672.1	7582.3	7633.9	55284.0
2023-09-27	FDAX	Futures	16179.0	16260.1	16082.1	16168.5	67209.0
2023-09-27	FDIV	Futures	176.95	176.95	175.65	175.65	13.0
2023-09-27	FDXM	Futures	16157.9	16253.7	16075.8	16162.1	51459.0
2023-09-27	FDXS	Futures	16068.1	16147.6	15970.8	16056.5	22848.0
2023-09-27	FESX	Futures	4173.4	4209.6	4157.3	4186.5	751364.0
2023-09-27	FEU3	Futures	97.761	97.761	97.761	97.761	0.0
2023-09-27	FGBL	Futures	131.07	131.38	130.19	130.78	937692.0
2023-09-27	FGBM	Futures	117.1	117.19	116.63	116.94	662848.0
2023-09-27	FGBS	Futures	107.004	107.035	106.902	106.989	486229.0
2023-09-27	FGBX	Futures	126.32	127.2	124.5	125.54	88019.0
2023-09-27	FMWO	Futures	9891.3	9917.8	9782.0	9862.6	6441.0
2023-09-27	FOAT	Futures	122.19	122.51	121.3	121.87	193909.0
2023-09-27	FSMX	Futures	26585.3	26675.7	26495.0	26526.8	519.0
2023-09-27	FTDX	Futures	3103.8	3123.0	3103.8	3107.4	17.0
2023-09-27	FTI	Futures	751.11	755.83	746.28	750.85	14589.0
2023-09-27	FTUK	Futures	7705.5	7747.8	7660.1	7690.4	82584.0

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