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_jyz2006 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2007 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2008 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2009 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2010 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2011 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2012 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2013 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2014 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2015 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2016 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2017 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2018 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2019 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2020 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2021 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" DOUBLE,
"open_interest" DOUBLE
);
CREATE TABLE cme_jyz2022 (
"date" TIMESTAMP,
"open" DOUBLE,
"high" DOUBLE,
"low" DOUBLE,
"close" DOUBLE,
"volume" BIGINT,
"open_interest" BIGINT
);
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