PREVIEW / etf_30min / 2010-10-27
file: by_date/etf_30min/2010/2010-10-27.parquet size: 262 KB rows: 8,815
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 |
|---|---|---|---|---|---|---|---|
| 2010-10-27 04:00:00 | SPY | ETF | 118.67 | 118.67 | 118.05 | 118.05 | 3175.0 |
| 2010-10-27 04:30:00 | SPY | ETF | 118.11 | 118.14 | 117.99 | 118.01 | 18750.0 |
| 2010-10-27 05:00:00 | SPY | ETF | 118.03 | 118.03 | 117.9 | 118.0 | 7701.0 |
| 2010-10-27 05:30:00 | SPY | ETF | 118.25 | 118.38 | 118.25 | 118.38 | 4700.0 |
| 2010-10-27 06:00:00 | SPY | ETF | 118.24 | 118.32 | 118.2 | 118.25 | 64200.0 |
| 2010-10-27 06:30:00 | SPY | ETF | 118.24 | 118.39 | 118.23 | 118.37 | 25250.0 |
| 2010-10-27 07:00:00 | SPY | ETF | 118.3 | 118.34 | 118.14 | 118.21 | 171545.0 |
| 2010-10-27 07:30:00 | SPY | ETF | 118.22 | 118.24 | 118.05 | 118.12 | 257105.0 |
| 2010-10-27 08:00:00 | SPY | ETF | 118.13 | 118.31 | 117.83 | 118.2 | 800004.0 |
| 2010-10-27 08:30:00 | SPY | ETF | 118.18 | 118.21 | 117.85 | 117.97 | 2249534.0 |
| 2010-10-27 09:00:00 | SPY | ETF | 117.96 | 118.11 | 117.85 | 117.88 | 928052.0 |
| 2010-10-27 09:30:00 | SPY | ETF | 117.89 | 118.21 | 117.73 | 118.21 | 19227431.0 |
| 2010-10-27 10:00:00 | SPY | ETF | 118.21 | 118.36 | 117.59 | 117.66 | 23481232.0 |
| 2010-10-27 10:30:00 | SPY | ETF | 117.665 | 117.85 | 117.47 | 117.48 | 18020998.0 |
| 2010-10-27 11:00:00 | SPY | ETF | 117.48 | 117.55 | 117.3 | 117.475 | 16494631.0 |
| 2010-10-27 11:30:00 | SPY | ETF | 117.46 | 117.76 | 117.4 | 117.67 | 9694360.0 |
| 2010-10-27 12:00:00 | SPY | ETF | 117.67 | 117.72 | 117.52 | 117.54 | 8302830.0 |
| 2010-10-27 12:30:00 | SPY | ETF | 117.545 | 117.61 | 117.42 | 117.5 | 4795594.0 |
| 2010-10-27 13:00:00 | SPY | ETF | 117.51 | 117.63 | 117.26 | 117.55 | 8876412.0 |
| 2010-10-27 13:30:00 | SPY | ETF | 117.55 | 117.73 | 117.44 | 117.728 | 6485866.0 |
| 2010-10-27 14:00:00 | SPY | ETF | 117.72 | 117.83 | 117.64 | 117.7 | 8708133.0 |
| 2010-10-27 14:30:00 | SPY | ETF | 117.7 | 118.1 | 117.63 | 117.95 | 13821153.0 |
| 2010-10-27 15:00:00 | SPY | ETF | 117.9489 | 118.15 | 117.83 | 118.01 | 12544756.0 |
| 2010-10-27 15:30:00 | SPY | ETF | 118.02 | 118.51 | 118.01 | 118.38 | 21638604.0 |
| 2010-10-27 16:00:00 | SPY | ETF | 118.38 | 118.46 | 117.347 | 118.33 | 10064059.0 |
| 2010-10-27 16:30:00 | SPY | ETF | 118.33 | 118.38 | 118.24 | 118.27 | 408759.0 |
| 2010-10-27 17:00:00 | SPY | ETF | 118.28 | 118.32 | 118.28 | 118.31 | 84078.0 |
| 2010-10-27 17:30:00 | SPY | ETF | 118.3 | 118.3 | 118.23 | 118.25 | 65565.0 |
| 2010-10-27 18:00:00 | SPY | ETF | 118.27 | 118.38 | 118.24 | 118.28 | 75904.0 |
| 2010-10-27 18:30:00 | SPY | ETF | 118.24 | 118.32 | 118.24 | 118.32 | 19233.0 |
| 2010-10-27 19:00:00 | SPY | ETF | 118.32 | 118.42 | 118.31 | 118.41 | 33304.0 |
| 2010-10-27 19:30:00 | SPY | ETF | 118.42 | 118.47 | 118.4 | 118.43 | 28785.0 |
| 2010-10-27 04:00:00 | QQQ | ETF | 51.92 | 51.92 | 51.92 | 51.92 | 200.0 |
| 2010-10-27 04:30:00 | QQQ | ETF | 51.8 | 51.8 | 51.8 | 51.8 | 4500.0 |
| 2010-10-27 05:00:00 | QQQ | ETF | 51.82 | 51.83 | 51.82 | 51.83 | 900.0 |
| 2010-10-27 05:30:00 | QQQ | ETF | 51.89 | 51.91 | 51.88 | 51.88 | 2800.0 |
| 2010-10-27 06:00:00 | QQQ | ETF | 51.86 | 51.86 | 51.86 | 51.86 | 8000.0 |
| 2010-10-27 06:30:00 | QQQ | ETF | 51.93 | 51.93 | 51.93 | 51.93 | 100.0 |
| 2010-10-27 07:00:00 | QQQ | ETF | 51.91 | 51.94 | 51.89 | 51.89 | 10200.0 |
| 2010-10-27 07:30:00 | QQQ | ETF | 51.87 | 51.87 | 51.8 | 51.8 | 29200.0 |
| 2010-10-27 08:00:00 | QQQ | ETF | 51.81 | 51.84 | 51.8 | 51.83 | 119912.0 |
| 2010-10-27 08:30:00 | QQQ | ETF | 51.82 | 51.86 | 51.72 | 51.79 | 619954.0 |
| 2010-10-27 09:00:00 | QQQ | ETF | 51.78 | 51.89 | 51.76 | 51.78 | 985254.0 |
| 2010-10-27 09:30:00 | QQQ | ETF | 51.77 | 52.1 | 51.66 | 52.06 | 8981446.0 |
| 2010-10-27 10:00:00 | QQQ | ETF | 52.07 | 52.16 | 51.78 | 51.84 | 6147975.0 |
| 2010-10-27 10:30:00 | QQQ | ETF | 51.85 | 51.92 | 51.77 | 51.78 | 4903542.0 |
| 2010-10-27 11:00:00 | QQQ | ETF | 51.7738 | 51.81 | 51.67 | 51.72 | 4531118.0 |
| 2010-10-27 11:30:00 | QQQ | ETF | 51.72 | 51.89 | 51.7099 | 51.835 | 3053060.0 |
| 2010-10-27 12:00:00 | QQQ | ETF | 51.83 | 51.85 | 51.78 | 51.8 | 1843512.0 |
| 2010-10-27 12:30:00 | QQQ | ETF | 51.8 | 51.84 | 51.735 | 51.79 | 1439517.0 |
> showing 50 of 8,815 rows — these rows as CSV