Japanese Yen Futures Contracts (CME) [2000-2022]
Individual contract OHLC, Volume, Open Interest data (2000-2022)
@kaggle.choweric_cme_jpy
Individual contract OHLC, Volume, Open Interest data (2000-2022)
@kaggle.choweric_cme_jpy
Contract months: Mar (H), Jun (M), Sep (U), Dec (Z)
Contract description can be found at: https://www.cmegroup.com/markets/fx/g10/japanese-yen.contractSpecs.html
Note that Open Interest is always reported for the previous trading day, to avoid lookahead bias.
CREATE TABLE cme_jym2002 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2003 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2004 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2005 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2006 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2007 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2008 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2009 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2010 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2011 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2012 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2013 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2014 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2015 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2016 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2017 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2018 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2019 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2020 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2021 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jym2022 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" BIGINT,
"open_interest" BIGINT
);CREATE TABLE cme_jyu2000 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jyu2001 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jyu2002 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);CREATE TABLE cme_jyu2003 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);Anyone who has the link will be able to view this.