PREVIEW / etf_30min / 2011-01-14
file: by_date/etf_30min/2011/2011-01-14.parquet size: 275 KB rows: 9,129
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 |
|---|---|---|---|---|---|---|---|
| 2011-01-14 04:30:00 | SPY | ETF | 128.42 | 128.42 | 128.13 | 128.13 | 5100.0 |
| 2011-01-14 05:00:00 | SPY | ETF | 128.35 | 128.41 | 128.08 | 128.36 | 11800.0 |
| 2011-01-14 05:30:00 | SPY | ETF | 128.33 | 128.33 | 128.32 | 128.32 | 1200.0 |
| 2011-01-14 06:00:00 | SPY | ETF | 128.27 | 128.36 | 128.24 | 128.32 | 38050.0 |
| 2011-01-14 06:30:00 | SPY | ETF | 128.32 | 128.43 | 128.24 | 128.37 | 83650.0 |
| 2011-01-14 07:00:00 | SPY | ETF | 128.37 | 128.37 | 127.9 | 128.03 | 143732.0 |
| 2011-01-14 07:30:00 | SPY | ETF | 128.06 | 128.19 | 127.96 | 128.11 | 155930.0 |
| 2011-01-14 08:00:00 | SPY | ETF | 128.1 | 128.13 | 127.83 | 128.05 | 626118.0 |
| 2011-01-14 08:30:00 | SPY | ETF | 128.04 | 128.2 | 127.85 | 128.11 | 1771602.0 |
| 2011-01-14 09:00:00 | SPY | ETF | 128.1 | 128.23 | 128.08 | 128.19 | 563379.0 |
| 2011-01-14 09:30:00 | SPY | ETF | 128.19 | 128.49 | 128.1 | 128.46 | 14503964.0 |
| 2011-01-14 10:00:00 | SPY | ETF | 128.47 | 128.64 | 128.28 | 128.3 | 8381985.0 |
| 2011-01-14 10:30:00 | SPY | ETF | 128.301 | 128.77 | 128.27 | 128.64 | 9133166.0 |
| 2011-01-14 11:00:00 | SPY | ETF | 128.64 | 128.87 | 128.62 | 128.73 | 7508973.0 |
| 2011-01-14 11:30:00 | SPY | ETF | 128.73 | 128.85 | 128.391 | 128.741 | 6349462.0 |
| 2011-01-14 12:00:00 | SPY | ETF | 128.75 | 128.95 | 128.72 | 128.86 | 6677775.0 |
| 2011-01-14 12:30:00 | SPY | ETF | 128.86 | 129.01 | 128.84 | 128.88 | 4685015.0 |
| 2011-01-14 13:00:00 | SPY | ETF | 128.88 | 128.95 | 128.84 | 128.922 | 2672934.0 |
| 2011-01-14 13:30:00 | SPY | ETF | 128.92 | 129.22 | 128.91 | 129.1499 | 6058798.0 |
| 2011-01-14 14:00:00 | SPY | ETF | 129.15 | 129.26 | 129.14 | 129.2 | 4993037.0 |
| 2011-01-14 14:30:00 | SPY | ETF | 129.2 | 129.21 | 129.09 | 129.15 | 4646167.0 |
| 2011-01-14 15:00:00 | SPY | ETF | 129.15 | 129.29 | 129.11 | 129.155 | 6299548.0 |
| 2011-01-14 15:30:00 | SPY | ETF | 129.16 | 129.33 | 129.11 | 129.28 | 16044000.0 |
| 2011-01-14 16:00:00 | SPY | ETF | 129.29 | 129.4 | 128.275 | 129.4 | 12223420.0 |
| 2011-01-14 16:30:00 | SPY | ETF | 129.38 | 129.4382 | 129.29 | 129.35 | 344445.0 |
| 2011-01-14 17:00:00 | SPY | ETF | 129.36 | 129.43 | 129.28 | 129.28 | 314134.0 |
| 2011-01-14 17:30:00 | SPY | ETF | 129.28 | 129.39 | 129.26 | 129.3 | 73951.0 |
| 2011-01-14 18:00:00 | SPY | ETF | 129.3 | 129.35 | 129.28 | 129.34 | 24147.0 |
| 2011-01-14 18:30:00 | SPY | ETF | 129.32 | 129.36 | 129.3 | 129.36 | 20565.0 |
| 2011-01-14 19:00:00 | SPY | ETF | 129.33 | 129.36 | 129.3 | 129.33 | 11649.0 |
| 2011-01-14 19:30:00 | SPY | ETF | 129.33 | 129.36 | 129.32 | 129.33 | 14112.0 |
| 2011-01-14 04:30:00 | QQQ | ETF | 56.6 | 56.6 | 56.56 | 56.56 | 9000.0 |
| 2011-01-14 05:00:00 | QQQ | ETF | 56.53 | 56.61 | 56.53 | 56.61 | 4200.0 |
| 2011-01-14 06:00:00 | QQQ | ETF | 56.63 | 56.63 | 56.62 | 56.62 | 200.0 |
| 2011-01-14 06:30:00 | QQQ | ETF | 56.63 | 56.66 | 56.63 | 56.66 | 800.0 |
| 2011-01-14 07:00:00 | QQQ | ETF | 56.61 | 56.61 | 56.49 | 56.5 | 39766.0 |
| 2011-01-14 07:30:00 | QQQ | ETF | 56.5 | 56.53 | 56.49 | 56.49 | 5326.0 |
| 2011-01-14 08:00:00 | QQQ | ETF | 56.52 | 56.53 | 56.44 | 56.49 | 176586.0 |
| 2011-01-14 08:30:00 | QQQ | ETF | 56.48 | 56.59 | 56.45 | 56.55 | 230243.0 |
| 2011-01-14 09:00:00 | QQQ | ETF | 56.54 | 56.59 | 56.51 | 56.59 | 181831.0 |
| 2011-01-14 09:30:00 | QQQ | ETF | 56.59 | 56.62 | 56.46 | 56.57 | 6438474.0 |
| 2011-01-14 10:00:00 | QQQ | ETF | 56.5667 | 56.67 | 56.55 | 56.5896 | 5852925.0 |
| 2011-01-14 10:30:00 | QQQ | ETF | 56.58 | 56.76 | 56.56 | 56.7209 | 3031545.0 |
| 2011-01-14 11:00:00 | QQQ | ETF | 56.729 | 56.85 | 56.72 | 56.78 | 3175045.0 |
| 2011-01-14 11:30:00 | QQQ | ETF | 56.775 | 56.81 | 56.75 | 56.7519 | 1734212.0 |
| 2011-01-14 12:00:00 | QQQ | ETF | 56.76 | 56.85 | 56.755 | 56.81 | 1558478.0 |
| 2011-01-14 12:30:00 | QQQ | ETF | 56.81 | 56.86 | 56.8 | 56.821 | 1329759.0 |
| 2011-01-14 13:00:00 | QQQ | ETF | 56.828 | 56.85 | 56.8 | 56.82 | 1418362.0 |
| 2011-01-14 13:30:00 | QQQ | ETF | 56.82 | 56.94 | 56.82 | 56.9162 | 1513434.0 |
| 2011-01-14 14:00:00 | QQQ | ETF | 56.91 | 56.949 | 56.895 | 56.91 | 2266531.0 |
> showing 50 of 9,129 rows — these rows as CSV