PREVIEW / futures_daily / 2023-12-20

all futures daily files

  file:    by_date/futures_daily/2023/2023-12-20.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
2023-12-20	ES	Futures	5100.73	5113.7	5021.07	5027.95	1749145.0
2023-12-20	NQ	Futures	18138.57	18191.31	17855.69	17863.95	654329.0
2023-12-20	YM	Futures	39504.8	39602.8	38954.7	39012.0	142851.0
2023-12-20	CL	Futures	65.71	66.87	65.3	65.85	273364.0
2023-12-20	GC	Futures	2189.4	2192.7	2175.4	2182.9	122567.0
2023-12-20	ZN	Futures	113.793447	114.410514	113.761803	114.204825	1444999.0
2023-12-20	A6	Futures	0.68204	0.6837	0.67816	0.68043	94758.0
2023-12-20	AD	Futures	0.75607	0.75738	0.75406	0.75572	86775.0
2023-12-20	ALI	Futures	2478.31	2489.83	2445.67	2452.53	2910.0
2023-12-20	B	Futures	72.36	73.66	72.26	72.84	241813.0
2023-12-20	B6	Futures	1.2738	1.274	1.2632	1.2649	93389.0
2023-12-20	BFX	Futures	3716.7	3716.7	3716.7	3716.7	0.0
2023-12-20	BR	Futures	0.19242	0.19285	0.19242	0.19285	1.0
2023-12-20	BTC	Futures	54793.3	57542.3	54599.7	56309.8	10587.0
2023-12-20	BZ	Futures	71.8	73.04	71.65	72.21	26913.0
2023-12-20	C	Futures	2953.0	2966.0	2946.0	2966.0	10625.0
2023-12-20	CB	Futures	257.195	257.195	256.687	257.195	59.0
2023-12-20	CC	Futures	2481.0	2508.0	2471.0	2493.0	16998.0
2023-12-20	CNH	Futures	6.9051	6.929	6.9051	6.927	625.0
2023-12-20	CSC	Futures	1.731	1.736	1.726	1.727	116.0
2023-12-20	CT	Futures	95.54	96.89	95.0	95.24	14506.0
2023-12-20	DC	Futures	16.43	16.47	16.36	16.41	258.0
2023-12-20	DX	Futures	100.788	101.139	100.758	101.011	9505.0
2023-12-20	E1	Futures	1.21773	1.21851	1.2116	1.21482	21434.0
2023-12-20	E6	Futures	1.11678	1.11688	1.1113	1.11298	184513.0
2023-12-20	E7	Futures	1.1165	1.1165	1.111	1.1128	4641.0
2023-12-20	EBM	Futures	294.51	295.17	293.52	293.85	23099.0
2023-12-20	ER	Futures	97.812	97.848	97.797	97.833	145698.0
2023-12-20	ESG	Futures	430.79	432.75	425.71	425.95	482.0
2023-12-20	EW	Futures	2904.6	2926.4	2860.4	2863.8	11749.0
2023-12-20	FBON	Futures	126.72	127.1	126.69	126.91	49.0
2023-12-20	FBTP	Futures	119.16	119.53	118.83	119.02	149173.0
2023-12-20	FBTS	Futures	107.645	107.715	107.594	107.645	95009.0
2023-12-20	FCE	Futures	8038.7	8059.3	7965.8	8035.5	40781.0
2023-12-20	FDAX	Futures	17767.5	17804.1	17590.5	17732.9	49806.0
2023-12-20	FDIV	Futures	181.91	181.91	181.91	181.91	0.0
2023-12-20	FDXM	Futures	17626.5	17672.2	17458.1	17599.4	30118.0
2023-12-20	FDXS	Futures	17513.4	17552.6	17342.0	17483.5	15770.0
2023-12-20	FESX	Futures	4566.1	4575.0	4513.3	4557.1	626072.0
2023-12-20	FEU3	Futures	97.827	97.832	97.827	97.832	292.0
2023-12-20	FGBL	Futures	139.12	139.9	139.1	139.6	653477.0
2023-12-20	FGBM	Futures	120.87	121.28	120.86	121.12	462817.0
2023-12-20	FGBS	Futures	107.982	108.139	107.982	108.083	387225.0
2023-12-20	FGBX	Futures	146.34	148.38	146.22	147.52	76813.0
2023-12-20	FMWO	Futures	10862.4	10877.7	10709.9	10872.2	3372.0
2023-12-20	FOAT	Futures	130.8	131.66	130.8	131.25	127308.0
2023-12-20	FSMX	Futures	28204.6	28289.4	27935.8	28237.3	333.0
2023-12-20	FTDX	Futures	3471.7	3471.7	3454.2	3465.5	141.0
2023-12-20	FTI	Futures	817.31	820.59	809.87	818.26	9978.0
2023-12-20	FTUK	Futures	7708.7	7823.6	7704.1	7780.4	120387.0

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