PREVIEW / etf_30min / 2011-03-22
file: by_date/etf_30min/2011/2011-03-22.parquet size: 271 KB rows: 9,108
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 |
|---|---|---|---|---|---|---|---|
| 2011-03-22 04:00:00 | SPY | ETF | 129.69 | 129.76 | 129.69 | 129.76 | 200.0 |
| 2011-03-22 04:30:00 | SPY | ETF | 129.89 | 130.0 | 129.89 | 130.0 | 2100.0 |
| 2011-03-22 05:00:00 | SPY | ETF | 130.27 | 130.35 | 130.27 | 130.35 | 550.0 |
| 2011-03-22 05:30:00 | SPY | ETF | 129.89 | 129.89 | 129.81 | 129.81 | 2126.0 |
| 2011-03-22 06:00:00 | SPY | ETF | 129.73 | 129.79 | 129.73 | 129.78 | 1000.0 |
| 2011-03-22 06:30:00 | SPY | ETF | 129.79 | 129.82 | 129.51 | 129.59 | 54095.0 |
| 2011-03-22 07:00:00 | SPY | ETF | 129.59 | 129.76 | 129.53 | 129.72 | 151080.0 |
| 2011-03-22 07:30:00 | SPY | ETF | 129.75 | 129.81 | 129.6 | 129.73 | 137100.0 |
| 2011-03-22 08:00:00 | SPY | ETF | 129.72 | 129.9 | 129.57 | 129.75 | 286514.0 |
| 2011-03-22 08:30:00 | SPY | ETF | 129.7 | 129.81 | 129.61 | 129.67 | 1233333.0 |
| 2011-03-22 09:00:00 | SPY | ETF | 129.67 | 129.8 | 129.67 | 129.72 | 1013134.0 |
| 2011-03-22 09:30:00 | SPY | ETF | 129.72 | 129.89 | 129.47 | 129.47 | 15264020.0 |
| 2011-03-22 10:00:00 | SPY | ETF | 129.47 | 129.83 | 129.42 | 129.791 | 11786464.0 |
| 2011-03-22 10:30:00 | SPY | ETF | 129.79 | 129.8 | 129.25 | 129.25 | 10535168.0 |
| 2011-03-22 11:00:00 | SPY | ETF | 129.25 | 129.48 | 129.24 | 129.45 | 9164652.0 |
| 2011-03-22 11:30:00 | SPY | ETF | 129.46 | 129.65 | 129.33 | 129.57 | 7238141.0 |
| 2011-03-22 12:00:00 | SPY | ETF | 129.5701 | 129.69 | 129.47 | 129.56 | 7529693.0 |
| 2011-03-22 12:30:00 | SPY | ETF | 129.569 | 129.58 | 129.38 | 129.49 | 4940121.0 |
| 2011-03-22 13:00:00 | SPY | ETF | 129.5 | 129.51 | 129.28 | 129.32 | 5744651.0 |
| 2011-03-22 13:30:00 | SPY | ETF | 129.32 | 129.565 | 129.25 | 129.49 | 4691468.0 |
| 2011-03-22 14:00:00 | SPY | ETF | 129.49 | 129.54 | 129.17 | 129.22 | 10352629.0 |
| 2011-03-22 14:30:00 | SPY | ETF | 129.22 | 129.45 | 129.21 | 129.38 | 7542751.0 |
| 2011-03-22 15:00:00 | SPY | ETF | 129.375 | 129.45 | 129.27 | 129.4 | 5155022.0 |
| 2011-03-22 15:30:00 | SPY | ETF | 129.4095 | 129.5 | 129.26 | 129.3 | 15586599.0 |
| 2011-03-22 16:00:00 | SPY | ETF | 129.3 | 129.7658 | 129.19 | 129.21 | 7185528.0 |
| 2011-03-22 16:30:00 | SPY | ETF | 129.21 | 129.7658 | 129.19 | 129.27 | 1076212.0 |
| 2011-03-22 17:00:00 | SPY | ETF | 129.28 | 129.35 | 129.27 | 129.32 | 61700.0 |
| 2011-03-22 17:30:00 | SPY | ETF | 129.33 | 129.34 | 129.3 | 129.3 | 32700.0 |
| 2011-03-22 18:00:00 | SPY | ETF | 129.3 | 129.33 | 129.27 | 129.27 | 52525.0 |
| 2011-03-22 18:30:00 | SPY | ETF | 129.27 | 129.28 | 129.23 | 129.27 | 30250.0 |
| 2011-03-22 19:00:00 | SPY | ETF | 129.29 | 129.34 | 129.25 | 129.33 | 24292.0 |
| 2011-03-22 19:30:00 | SPY | ETF | 129.29 | 129.33 | 129.16 | 129.17 | 68586.0 |
| 2011-03-22 04:00:00 | QQQ | ETF | 55.5 | 55.5 | 55.5 | 55.5 | 1000.0 |
| 2011-03-22 04:30:00 | QQQ | ETF | 55.52 | 55.53 | 55.52 | 55.53 | 1000.0 |
| 2011-03-22 05:30:00 | QQQ | ETF | 55.49 | 55.49 | 55.49 | 55.49 | 594.0 |
| 2011-03-22 06:00:00 | QQQ | ETF | 55.45 | 55.45 | 55.4 | 55.4 | 600.0 |
| 2011-03-22 06:30:00 | QQQ | ETF | 55.42 | 55.42 | 55.41 | 55.42 | 1200.0 |
| 2011-03-22 07:00:00 | QQQ | ETF | 55.41 | 55.44 | 55.38 | 55.44 | 1567.0 |
| 2011-03-22 07:30:00 | QQQ | ETF | 55.5 | 55.51 | 55.39 | 55.47 | 124723.0 |
| 2011-03-22 08:00:00 | QQQ | ETF | 55.49 | 55.49 | 55.42 | 55.47 | 248412.0 |
| 2011-03-22 08:30:00 | QQQ | ETF | 55.46 | 55.55 | 55.46 | 55.53 | 1080991.0 |
| 2011-03-22 09:00:00 | QQQ | ETF | 55.53 | 55.6 | 55.53 | 55.57 | 332652.0 |
| 2011-03-22 09:30:00 | QQQ | ETF | 55.57 | 55.605 | 55.36 | 55.4 | 5948621.0 |
| 2011-03-22 10:00:00 | QQQ | ETF | 55.41 | 55.61 | 55.35 | 55.595 | 2050510.0 |
| 2011-03-22 10:30:00 | QQQ | ETF | 55.59 | 55.6 | 55.34 | 55.3402 | 2677931.0 |
| 2011-03-22 11:00:00 | QQQ | ETF | 55.35 | 55.44 | 55.32 | 55.43 | 2039138.0 |
| 2011-03-22 11:30:00 | QQQ | ETF | 55.435 | 55.4901 | 55.37 | 55.4726 | 1217556.0 |
| 2011-03-22 12:00:00 | QQQ | ETF | 55.475 | 55.55 | 55.41 | 55.49 | 2044242.0 |
| 2011-03-22 12:30:00 | QQQ | ETF | 55.49 | 55.5 | 55.4075 | 55.44 | 1083623.0 |
| 2011-03-22 13:00:00 | QQQ | ETF | 55.44 | 55.44 | 55.3 | 55.32 | 2037747.0 |
> showing 50 of 9,108 rows — these rows as CSV