PREVIEW / etf_30min / 2011-01-28
file: by_date/etf_30min/2011/2011-01-28.parquet size: 289 KB rows: 9,487
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 |
|---|---|---|---|---|---|---|---|
| 2011-01-28 04:00:00 | SPY | ETF | 129.7 | 129.75 | 129.62 | 129.62 | 6600.0 |
| 2011-01-28 04:30:00 | SPY | ETF | 129.68 | 129.75 | 129.68 | 129.75 | 600.0 |
| 2011-01-28 05:00:00 | SPY | ETF | 129.86 | 129.86 | 129.82 | 129.82 | 1100.0 |
| 2011-01-28 05:30:00 | SPY | ETF | 129.82 | 129.83 | 129.82 | 129.83 | 10000.0 |
| 2011-01-28 06:00:00 | SPY | ETF | 129.85 | 129.85 | 129.85 | 129.85 | 2000.0 |
| 2011-01-28 06:30:00 | SPY | ETF | 129.88 | 129.96 | 129.88 | 129.96 | 10400.0 |
| 2011-01-28 07:00:00 | SPY | ETF | 129.94 | 130.05 | 129.89 | 130.0 | 158780.0 |
| 2011-01-28 07:30:00 | SPY | ETF | 129.96 | 130.08 | 129.94 | 130.03 | 321280.0 |
| 2011-01-28 08:00:00 | SPY | ETF | 130.01 | 130.12 | 129.94 | 129.94 | 504549.0 |
| 2011-01-28 08:30:00 | SPY | ETF | 129.92 | 130.24 | 129.83 | 130.04 | 1529506.0 |
| 2011-01-28 09:00:00 | SPY | ETF | 130.03 | 130.19 | 130.02 | 130.13 | 771702.0 |
| 2011-01-28 09:30:00 | SPY | ETF | 130.14 | 130.35 | 129.93 | 129.96 | 17599507.0 |
| 2011-01-28 10:00:00 | SPY | ETF | 129.94 | 129.97 | 129.24 | 129.31 | 20111688.0 |
| 2011-01-28 10:30:00 | SPY | ETF | 129.31 | 129.34 | 128.86 | 128.89 | 20435439.0 |
| 2011-01-28 11:00:00 | SPY | ETF | 128.9 | 129.02 | 128.73 | 128.7701 | 22721945.0 |
| 2011-01-28 11:30:00 | SPY | ETF | 128.78 | 128.79 | 128.05 | 128.15 | 23325797.0 |
| 2011-01-28 12:00:00 | SPY | ETF | 128.14 | 128.2503 | 127.68 | 128.05 | 27554178.0 |
| 2011-01-28 12:30:00 | SPY | ETF | 128.05 | 128.34 | 128.0 | 128.24 | 14346117.0 |
| 2011-01-28 13:00:00 | SPY | ETF | 128.24 | 128.25 | 127.71 | 127.78 | 13602160.0 |
| 2011-01-28 13:30:00 | SPY | ETF | 127.79 | 128.21 | 127.63 | 128.17 | 13222210.0 |
| 2011-01-28 14:00:00 | SPY | ETF | 128.18 | 128.2 | 127.88 | 128.04 | 11113523.0 |
| 2011-01-28 14:30:00 | SPY | ETF | 128.049 | 128.24 | 127.85 | 128.045 | 11904751.0 |
| 2011-01-28 15:00:00 | SPY | ETF | 128.0491 | 128.14 | 127.58 | 127.63 | 18290499.0 |
| 2011-01-28 15:30:00 | SPY | ETF | 127.585 | 127.8 | 127.51 | 127.69 | 28923823.0 |
| 2011-01-28 16:00:00 | SPY | ETF | 127.69 | 130.01 | 127.48 | 127.49 | 21078723.0 |
| 2011-01-28 16:30:00 | SPY | ETF | 127.48 | 130.01 | 127.46 | 127.54 | 1910736.0 |
| 2011-01-28 17:00:00 | SPY | ETF | 127.53 | 127.6929 | 127.48 | 127.52 | 24369141.0 |
| 2011-01-28 17:30:00 | SPY | ETF | 127.52 | 127.56 | 127.48 | 127.5 | 1270815.0 |
| 2011-01-28 18:00:00 | SPY | ETF | 127.5 | 127.72 | 127.46 | 127.5 | 69556.0 |
| 2011-01-28 18:30:00 | SPY | ETF | 127.5 | 127.55 | 127.48 | 127.48 | 26677.0 |
| 2011-01-28 19:00:00 | SPY | ETF | 127.47 | 127.51 | 127.45 | 127.47 | 14810.0 |
| 2011-01-28 19:30:00 | SPY | ETF | 127.47 | 127.48 | 127.41 | 127.42 | 16953.0 |
| 2011-01-28 05:30:00 | QQQ | ETF | 56.97 | 57.0 | 56.97 | 57.0 | 30000.0 |
| 2011-01-28 06:00:00 | QQQ | ETF | 56.99 | 57.02 | 56.99 | 57.02 | 600.0 |
| 2011-01-28 06:30:00 | QQQ | ETF | 57.05 | 57.09 | 57.05 | 57.08 | 46700.0 |
| 2011-01-28 07:00:00 | QQQ | ETF | 57.05 | 57.13 | 57.03 | 57.07 | 19447.0 |
| 2011-01-28 07:30:00 | QQQ | ETF | 57.07 | 57.14 | 57.07 | 57.11 | 2300.0 |
| 2011-01-28 08:00:00 | QQQ | ETF | 57.11 | 57.13 | 57.06 | 57.09 | 62975.0 |
| 2011-01-28 08:30:00 | QQQ | ETF | 57.08 | 57.26 | 57.03 | 57.17 | 897246.0 |
| 2011-01-28 09:00:00 | QQQ | ETF | 57.17 | 57.23 | 57.15 | 57.16 | 252053.0 |
| 2011-01-28 09:30:00 | QQQ | ETF | 57.16 | 57.22 | 56.97 | 56.98 | 7153587.0 |
| 2011-01-28 10:00:00 | QQQ | ETF | 56.98 | 56.99 | 56.57 | 56.64 | 8842743.0 |
| 2011-01-28 10:30:00 | QQQ | ETF | 56.63 | 56.66 | 56.38 | 56.4381 | 6930709.0 |
| 2011-01-28 11:00:00 | QQQ | ETF | 56.43 | 56.46 | 56.28 | 56.3 | 5352750.0 |
| 2011-01-28 11:30:00 | QQQ | ETF | 56.29 | 56.3 | 55.7 | 55.76 | 15061982.0 |
| 2011-01-28 12:00:00 | QQQ | ETF | 55.76 | 55.87 | 55.47 | 55.749 | 11563033.0 |
| 2011-01-28 12:30:00 | QQQ | ETF | 55.74 | 55.92 | 55.71 | 55.89 | 3719412.0 |
| 2011-01-28 13:00:00 | QQQ | ETF | 55.9 | 55.9 | 55.65 | 55.68 | 5505541.0 |
| 2011-01-28 13:30:00 | QQQ | ETF | 55.69 | 55.86 | 55.6 | 55.85 | 5468602.0 |
| 2011-01-28 14:00:00 | QQQ | ETF | 55.85 | 55.87 | 55.73 | 55.81 | 2384769.0 |
> showing 50 of 9,487 rows — these rows as CSV