PREVIEW / etf_30min / 2009-11-24
file: by_date/etf_30min/2009/2009-11-24.parquet size: 233 KB rows: 7,727
schema
timestamp TIMESTAMP symbol VARCHAR asset_type VARCHAR open DOUBLE high DOUBLE low DOUBLE close DOUBLE volume DOUBLE
sample rows
| timestamp | symbol | asset_type | open | high | low | close | volume |
|---|---|---|---|---|---|---|---|
| 2009-11-24 04:30:00 | SPY | ETF | 110.78 | 110.78 | 110.73 | 110.73 | 1635.0 |
| 2009-11-24 05:00:00 | SPY | ETF | 110.76 | 110.94 | 110.76 | 110.94 | 4750.0 |
| 2009-11-24 05:30:00 | SPY | ETF | 110.98 | 111.11 | 110.98 | 111.1 | 3950.0 |
| 2009-11-24 06:00:00 | SPY | ETF | 111.1 | 111.1 | 111.02 | 111.02 | 6900.0 |
| 2009-11-24 06:30:00 | SPY | ETF | 111.02 | 111.03 | 110.93 | 110.95 | 5550.0 |
| 2009-11-24 07:00:00 | SPY | ETF | 110.94 | 111.14 | 110.92 | 111.14 | 132885.0 |
| 2009-11-24 07:30:00 | SPY | ETF | 111.13 | 111.14 | 111.02 | 111.13 | 186603.0 |
| 2009-11-24 08:00:00 | SPY | ETF | 111.09 | 111.15 | 110.52 | 111.15 | 870848.0 |
| 2009-11-24 08:30:00 | SPY | ETF | 111.15 | 111.15 | 110.83 | 110.99 | 1581677.0 |
| 2009-11-24 09:00:00 | SPY | ETF | 110.98 | 111.17 | 110.95 | 111.0 | 1107306.0 |
| 2009-11-24 09:30:00 | SPY | ETF | 111.0 | 111.05 | 110.14 | 110.41 | 19924007.0 |
| 2009-11-24 10:00:00 | SPY | ETF | 110.28 | 110.68 | 110.01 | 110.33 | 21323621.0 |
| 2009-11-24 10:30:00 | SPY | ETF | 110.34 | 110.96 | 110.29 | 110.81 | 13645097.0 |
| 2009-11-24 11:00:00 | SPY | ETF | 110.82 | 110.88 | 110.46 | 110.48 | 7836064.0 |
| 2009-11-24 11:30:00 | SPY | ETF | 110.52 | 110.69 | 110.42 | 110.67 | 6632905.0 |
| 2009-11-24 12:00:00 | SPY | ETF | 110.68 | 110.73 | 110.61 | 110.64 | 4110398.0 |
| 2009-11-24 12:30:00 | SPY | ETF | 110.6499 | 110.7 | 110.49 | 110.53 | 3982992.0 |
| 2009-11-24 13:00:00 | SPY | ETF | 110.53 | 110.75 | 110.515 | 110.7 | 4420695.0 |
| 2009-11-24 13:30:00 | SPY | ETF | 110.7 | 110.76 | 110.64 | 110.69 | 3380091.0 |
| 2009-11-24 14:00:00 | SPY | ETF | 110.7 | 110.97 | 110.56 | 110.88 | 10296726.0 |
| 2009-11-24 14:30:00 | SPY | ETF | 110.89 | 111.14 | 110.83 | 111.04 | 8701215.0 |
| 2009-11-24 15:00:00 | SPY | ETF | 111.05 | 111.2022 | 110.88 | 110.96 | 7703639.0 |
| 2009-11-24 15:30:00 | SPY | ETF | 110.97 | 110.97 | 110.75 | 110.95 | 13305056.0 |
| 2009-11-24 16:00:00 | SPY | ETF | 110.96 | 111.04 | 110.31 | 110.83 | 5291329.0 |
| 2009-11-24 16:30:00 | SPY | ETF | 110.83 | 110.9798 | 110.78 | 110.84 | 3186725.0 |
| 2009-11-24 17:00:00 | SPY | ETF | 110.84 | 110.85 | 110.77 | 110.79 | 62050.0 |
| 2009-11-24 17:30:00 | SPY | ETF | 110.79 | 110.82 | 110.78 | 110.8 | 11600.0 |
| 2009-11-24 18:00:00 | SPY | ETF | 110.81 | 110.86 | 110.73 | 110.76 | 41222.0 |
| 2009-11-24 18:30:00 | SPY | ETF | 110.76 | 110.81 | 110.75 | 110.8 | 21944.0 |
| 2009-11-24 19:00:00 | SPY | ETF | 110.81 | 110.98 | 110.8 | 110.96 | 31900.0 |
| 2009-11-24 19:30:00 | SPY | ETF | 110.94 | 110.94 | 110.77 | 110.77 | 31150.0 |
| 2009-11-24 06:30:00 | QQQ | ETF | 44.09 | 44.09 | 44.09 | 44.09 | 1200.0 |
| 2009-11-24 07:00:00 | QQQ | ETF | 44.07 | 44.14 | 44.07 | 44.14 | 10500.0 |
| 2009-11-24 07:30:00 | QQQ | ETF | 44.17 | 44.17 | 44.1 | 44.14 | 76800.0 |
| 2009-11-24 08:00:00 | QQQ | ETF | 44.13 | 44.16 | 43.92 | 44.13 | 100200.0 |
| 2009-11-24 08:30:00 | QQQ | ETF | 44.14 | 44.14 | 44.03 | 44.07 | 670965.0 |
| 2009-11-24 09:00:00 | QQQ | ETF | 44.07 | 44.17 | 44.06 | 44.15 | 1064394.0 |
| 2009-11-24 09:30:00 | QQQ | ETF | 44.14 | 44.15 | 43.75 | 43.82 | 12253990.0 |
| 2009-11-24 10:00:00 | QQQ | ETF | 43.82 | 43.97 | 43.73 | 43.8087 | 11006060.0 |
| 2009-11-24 10:30:00 | QQQ | ETF | 43.8 | 44.0192 | 43.79 | 43.945 | 4891231.0 |
| 2009-11-24 11:00:00 | QQQ | ETF | 43.96 | 44.0 | 43.85 | 43.87 | 2854809.0 |
| 2009-11-24 11:30:00 | QQQ | ETF | 43.87 | 43.9 | 43.83 | 43.8999 | 2961382.0 |
| 2009-11-24 12:00:00 | QQQ | ETF | 43.9 | 43.91 | 43.86 | 43.88 | 2321048.0 |
| 2009-11-24 12:30:00 | QQQ | ETF | 43.88 | 43.9 | 43.81 | 43.82 | 1271186.0 |
| 2009-11-24 13:00:00 | QQQ | ETF | 43.82 | 43.91 | 43.815 | 43.8974 | 2662605.0 |
| 2009-11-24 13:30:00 | QQQ | ETF | 43.9 | 43.93 | 43.87 | 43.89 | 1519109.0 |
| 2009-11-24 14:00:00 | QQQ | ETF | 43.8899 | 44.0 | 43.85 | 43.97 | 3434484.0 |
| 2009-11-24 14:30:00 | QQQ | ETF | 43.961 | 44.08 | 43.95 | 44.04 | 3185907.0 |
| 2009-11-24 15:00:00 | QQQ | ETF | 44.05 | 44.08 | 43.97 | 44.02 | 3498340.0 |
| 2009-11-24 15:30:00 | QQQ | ETF | 44.01 | 44.02 | 43.94 | 43.99 | 3626402.0 |
> showing 50 of 7,727 rows — these rows as CSV