PREVIEW / futures_daily / 2023-10-27

all futures daily files

  file:    by_date/futures_daily/2023/2023-10-27.parquet
  size:    10 KB
  rows:    129

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
2023-10-27	ES	Futures	4460.26	4479.52	4412.36	4428.95	2195767.0
2023-10-27	NQ	Futures	15377.0	15549.13	15335.45	15395.35	782097.0
2023-10-27	YM	Futures	34651.0	34736.3	34105.9	34205.9	235224.0
2023-10-27	CL	Futures	74.77	76.89	74.39	76.57	333760.0
2023-10-27	GC	Futures	2148.0	2174.6	2138.7	2151.8	213757.0
2023-10-27	ZN	Futures	107.77516	108.012795	107.56921	107.901898	1736924.0
2023-10-27	A6	Futures	0.63843	0.64307	0.63843	0.63969	95858.0
2023-10-27	AD	Futures	0.72937	0.73124	0.72675	0.72685	79442.0
2023-10-27	ALI	Futures	2405.68	2436.9	2398.01	2435.26	813.0
2023-10-27	B	Futures	79.53	81.31	78.93	81.1	375675.0
2023-10-27	B6	Futures	1.2134	1.2172	1.2114	1.2122	83436.0
2023-10-27	BR	Futures	0.18832	0.19025	0.18695	0.1871	22043.0
2023-10-27	BTC	Futures	45119.2	45394.5	44116.4	44509.6	7077.0
2023-10-27	BZ	Futures	79.02	80.91	78.57	80.73	36442.0
2023-10-27	C	Futures	2797.0	2825.0	2777.0	2816.0	7372.0
2023-10-27	CB	Futures	264.976	267.428	263.49	264.976	64.0
2023-10-27	CC	Futures	2224.0	2258.0	2222.0	2247.0	22900.0
2023-10-27	CNH	Futures	7.0803	7.0852	7.0706	7.0823	676.0
2023-10-27	CSC	Futures	1.962	1.967	1.956	1.96	39.0
2023-10-27	CT	Futures	103.37	104.17	102.21	102.88	17145.0
2023-10-27	DC	Futures	18.83	18.83	18.57	18.6	204.0
2023-10-27	DX	Futures	104.979	105.181	104.698	104.939	15798.0
2023-10-27	E1	Futures	1.17313	1.1745	1.16731	1.17014	30474.0
2023-10-27	E6	Futures	1.07678	1.08034	1.07409	1.07734	210831.0
2023-10-27	E7	Futures	1.0771	1.0805	1.0743	1.0775	4651.0
2023-10-27	EBM	Futures	320.76	321.45	318.36	318.7	19879.0
2023-10-27	ER	Futures	97.797	97.807	97.792	97.802	161122.0
2023-10-27	ESG	Futures	387.85	388.52	382.19	383.47	742.0
2023-10-27	EW	Futures	2481.1	2491.9	2438.7	2444.9	14319.0
2023-10-27	FBON	Futures	117.99	118.2	117.69	118.1	70.0
2023-10-27	FBTP	Futures	108.04	108.45	107.79	108.33	170849.0
2023-10-27	FBTS	Futures	105.501	105.592	105.43	105.552	93006.0
2023-10-27	FCE	Futures	7383.2	7393.3	7216.7	7263.1	67081.0
2023-10-27	FDAX	Futures	15605.9	15700.7	15451.0	15581.7	75784.0
2023-10-27	FDIV	Futures	165.0	165.0	164.85	164.85	11.0
2023-10-27	FDXM	Futures	15605.0	15695.6	15444.9	15575.5	52779.0
2023-10-27	FDXS	Futures	15476.9	15592.0	15342.0	15473.8	28995.0
2023-10-27	FESX	Futures	4094.8	4110.9	4029.4	4061.6	1085458.0
2023-10-27	FEU3	Futures	97.797	97.797	97.797	97.797	0.0
2023-10-27	FGBL	Futures	130.81	131.1	130.44	130.79	806208.0
2023-10-27	FGBM	Futures	117.39	117.59	117.18	117.42	682908.0
2023-10-27	FGBS	Futures	107.132	107.239	107.081	107.172	567894.0
2023-10-27	FGBX	Futures	123.29	123.68	122.28	122.75	88219.0
2023-10-27	FMWO	Futures	9528.2	9538.1	9404.6	9497.3	3666.0
2023-10-27	FOAT	Futures	121.55	121.9	121.29	121.68	167400.0
2023-10-27	FSMX	Futures	24561.9	24675.9	24516.7	24581.4	186.0
2023-10-27	FTDX	Futures	2958.9	2967.2	2952.1	2955.8	5.0
2023-10-27	FTI	Futures	742.59	745.01	731.41	734.6	16163.0
2023-10-27	FTUK	Futures	7435.5	7454.6	7329.2	7367.4	103588.0
2023-10-27	FVSA	Futures	28.2	29.92	28.0	28.2	18805.0

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