PREVIEW / futures_daily / 2023-11-27

all futures daily files

  file:    by_date/futures_daily/2023/2023-11-27.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
2023-11-27	ES	Futures	4890.01	4891.62	4872.35	4881.98	1124213.0
2023-11-27	NQ	Futures	17276.16	17363.84	17201.42	17276.97	502555.0
2023-11-27	YM	Futures	37283.0	37312.5	37164.1	37225.1	99659.0
2023-11-27	CL	Futures	67.41	68.23	66.29	67.0	289562.0
2023-11-27	GC	Futures	2156.6	2174.1	2155.5	2167.3	161665.0
2023-11-27	ZN	Futures	109.929713	110.563405	109.692078	110.515878	4517362.0
2023-11-27	A6	Futures	0.66403	0.66721	0.66242	0.66661	81588.0
2023-11-27	AD	Futures	0.73981	0.74072	0.73815	0.74016	75815.0
2023-11-27	ALI	Futures	2432.8	2438.82	2412.53	2415.54	3763.0
2023-11-27	B	Futures	73.26	74.16	72.26	73.0	282801.0
2023-11-27	B6	Futures	1.2612	1.2651	1.2597	1.264	90961.0
2023-11-27	BR	Futures	0.1919	0.1919	0.1919	0.1919	2687.0
2023-11-27	BTC	Futures	49514.6	49514.6	47882.0	48024.0	8695.0
2023-11-27	BZ	Futures	72.93	73.52	71.63	72.37	17572.0
2023-11-27	C	Futures	2901.0	2922.0	2897.0	2920.0	3021.0
2023-11-27	CB	Futures	253.129	255.416	253.129	253.129	45.0
2023-11-27	CC	Futures	2370.0	2397.0	2363.0	2390.0	18329.0
2023-11-27	CNH	Futures	6.9166	6.9325	6.9117	6.9287	2110.0
2023-11-27	CSC	Futures	1.855	1.855	1.842	1.842	137.0
2023-11-27	CT	Futures	97.15	97.38	95.0	95.3	19647.0
2023-11-27	DC	Futures	17.57	17.59	17.42	17.43	182.0
2023-11-27	DX	Futures	101.916	102.039	101.664	101.709	11782.0
2023-11-27	E1	Futures	1.19297	1.19575	1.19118	1.19464	14080.0
2023-11-27	E6	Futures	1.11453	1.11595	1.11249	1.11565	155442.0
2023-11-27	E7	Futures	1.115	1.1161	1.1127	1.1159	2781.0
2023-11-27	EBM	Futures	300.52	300.86	291.6	292.29	18252.0
2023-11-27	ER	Futures	97.792	97.802	97.792	97.802	78858.0
2023-11-27	ESG	Futures	422.59	423.54	422.33	422.63	674.0
2023-11-27	EW	Futures	2684.9	2686.0	2662.1	2680.4	11775.0
2023-11-27	FBON	Futures	121.11	121.78	120.94	121.78	312.0
2023-11-27	FBTP	Futures	112.23	113.26	112.23	113.16	182141.0
2023-11-27	FBTS	Futures	106.047	106.331	106.047	106.311	121460.0
2023-11-27	FCE	Futures	7735.7	7767.1	7719.3	7721.4	42946.0
2023-11-27	FDAX	Futures	16920.7	16937.5	16849.0	16874.3	41916.0
2023-11-27	FDIV	Futures	171.77	171.77	171.32	171.42	218.0
2023-11-27	FDXM	Futures	16917.2	16930.9	16843.5	16867.7	28531.0
2023-11-27	FDXS	Futures	16792.1	16820.3	16733.5	16757.5	12186.0
2023-11-27	FESX	Futures	4411.0	4417.1	4391.9	4396.9	542540.0
2023-11-27	FEU3	Futures	97.787	97.797	97.787	97.797	30.0
2023-11-27	FGBL	Futures	132.52	133.62	132.32	133.5	739812.0
2023-11-27	FGBM	Futures	117.67	118.27	117.59	118.22	689367.0
2023-11-27	FGBS	Futures	106.974	107.167	106.958	107.152	700846.0
2023-11-27	FGBX	Futures	130.02	132.25	129.52	131.88	86747.0
2023-11-27	FMWO	Futures	10381.3	10395.7	10368.1	10385.8	2273.0
2023-11-27	FOAT	Futures	124.11	125.1	123.91	124.98	141143.0
2023-11-27	FSMX	Futures	26956.1	27003.4	26846.2	26861.6	415.0
2023-11-27	FTDX	Futures	3283.5	3283.5	3256.0	3258.6	162.0
2023-11-27	FTI	Futures	789.67	792.51	789.11	789.94	9953.0
2023-11-27	FTUK	Futures	7562.4	7571.0	7526.6	7539.2	58837.0
2023-11-27	FVSA	Futures	20.16	20.3	19.88	20.09	13671.0

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