PREVIEW / etf_30min / 2011-05-20
file: by_date/etf_30min/2011/2011-05-20.parquet size: 276 KB rows: 9,080
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 |
|---|---|---|---|---|---|---|---|
| 2011-05-20 04:00:00 | SPY | ETF | 134.7 | 134.77 | 134.7 | 134.77 | 1000.0 |
| 2011-05-20 04:30:00 | SPY | ETF | 134.8 | 134.8 | 134.8 | 134.8 | 500.0 |
| 2011-05-20 06:00:00 | SPY | ETF | 134.68 | 134.68 | 134.51 | 134.57 | 11250.0 |
| 2011-05-20 06:30:00 | SPY | ETF | 134.59 | 134.59 | 134.23 | 134.32 | 30025.0 |
| 2011-05-20 07:00:00 | SPY | ETF | 134.29 | 134.32 | 134.15 | 134.17 | 150059.0 |
| 2011-05-20 07:30:00 | SPY | ETF | 134.2 | 134.32 | 134.16 | 134.3 | 404040.0 |
| 2011-05-20 08:00:00 | SPY | ETF | 134.3 | 134.35 | 134.23 | 134.3 | 1020563.0 |
| 2011-05-20 08:30:00 | SPY | ETF | 134.31 | 134.46 | 134.26 | 134.43 | 530665.0 |
| 2011-05-20 09:00:00 | SPY | ETF | 134.43 | 134.49 | 134.3 | 134.33 | 1017940.0 |
| 2011-05-20 09:30:00 | SPY | ETF | 134.33 | 134.44 | 133.8 | 133.89 | 19505703.0 |
| 2011-05-20 10:00:00 | SPY | ETF | 133.89 | 134.5744 | 133.56 | 133.839 | 22527119.0 |
| 2011-05-20 10:30:00 | SPY | ETF | 133.83 | 133.87 | 133.36 | 133.51 | 14129090.0 |
| 2011-05-20 11:00:00 | SPY | ETF | 133.5294 | 133.83 | 133.46 | 133.76 | 9647165.0 |
| 2011-05-20 11:30:00 | SPY | ETF | 133.765 | 134.0 | 133.7 | 133.7 | 8367791.0 |
| 2011-05-20 12:00:00 | SPY | ETF | 133.71 | 134.25 | 133.66 | 134.25 | 9669340.0 |
| 2011-05-20 12:30:00 | SPY | ETF | 134.25 | 134.4 | 134.1 | 134.12 | 12032378.0 |
| 2011-05-20 13:00:00 | SPY | ETF | 134.125 | 134.37 | 134.12 | 134.259 | 4839757.0 |
| 2011-05-20 13:30:00 | SPY | ETF | 134.26 | 134.52 | 134.2 | 134.3 | 6871734.0 |
| 2011-05-20 14:00:00 | SPY | ETF | 134.3 | 134.39 | 134.09 | 134.19 | 5573145.0 |
| 2011-05-20 14:30:00 | SPY | ETF | 134.19 | 134.32 | 133.98 | 134.0 | 5044397.0 |
| 2011-05-20 15:00:00 | SPY | ETF | 133.99 | 134.01 | 133.86 | 133.92 | 8802273.0 |
| 2011-05-20 15:30:00 | SPY | ETF | 133.93 | 134.09 | 133.5 | 133.62 | 23490427.0 |
| 2011-05-20 16:00:00 | SPY | ETF | 133.64 | 134.0 | 133.22 | 133.48 | 18410838.0 |
| 2011-05-20 16:30:00 | SPY | ETF | 133.47 | 134.6781 | 133.33 | 133.4 | 6228341.0 |
| 2011-05-20 17:00:00 | SPY | ETF | 133.41 | 133.53 | 133.37 | 133.39 | 297109.0 |
| 2011-05-20 17:30:00 | SPY | ETF | 133.38 | 133.39 | 133.28 | 133.32 | 42602.0 |
| 2011-05-20 18:00:00 | SPY | ETF | 133.28 | 133.67 | 133.23 | 133.24 | 141563.0 |
| 2011-05-20 18:30:00 | SPY | ETF | 133.28 | 133.33 | 133.23 | 133.32 | 21972.0 |
| 2011-05-20 19:00:00 | SPY | ETF | 133.27 | 133.31 | 133.23 | 133.23 | 14272.0 |
| 2011-05-20 19:30:00 | SPY | ETF | 133.28 | 133.33 | 133.24 | 133.33 | 16410.0 |
| 2011-05-20 04:00:00 | QQQ | ETF | 58.17 | 58.17 | 58.17 | 58.17 | 100.0 |
| 2011-05-20 06:30:00 | QQQ | ETF | 58.15 | 58.15 | 58.15 | 58.15 | 300.0 |
| 2011-05-20 07:00:00 | QQQ | ETF | 58.06 | 58.09 | 57.99 | 58.02 | 13413.0 |
| 2011-05-20 07:30:00 | QQQ | ETF | 58.03 | 58.04 | 58.01 | 58.04 | 3550.0 |
| 2011-05-20 08:00:00 | QQQ | ETF | 58.09 | 58.11 | 58.06 | 58.08 | 50810.0 |
| 2011-05-20 08:30:00 | QQQ | ETF | 58.08 | 58.15 | 58.07 | 58.13 | 148432.0 |
| 2011-05-20 09:00:00 | QQQ | ETF | 58.13 | 58.15 | 58.08 | 58.15 | 735529.0 |
| 2011-05-20 09:30:00 | QQQ | ETF | 58.15 | 58.21 | 57.93 | 57.95 | 4977125.0 |
| 2011-05-20 10:00:00 | QQQ | ETF | 57.96 | 57.9794 | 57.83 | 57.94 | 4100547.0 |
| 2011-05-20 10:30:00 | QQQ | ETF | 57.93 | 57.95 | 57.69 | 57.745 | 3303399.0 |
| 2011-05-20 11:00:00 | QQQ | ETF | 57.74 | 57.81 | 57.72 | 57.77 | 1986774.0 |
| 2011-05-20 11:30:00 | QQQ | ETF | 57.77 | 57.84 | 57.73 | 57.751 | 1731667.0 |
| 2011-05-20 12:00:00 | QQQ | ETF | 57.75 | 57.995 | 57.74 | 57.981 | 3081389.0 |
| 2011-05-20 12:30:00 | QQQ | ETF | 57.99 | 58.11 | 57.96 | 57.97 | 2919999.0 |
| 2011-05-20 13:00:00 | QQQ | ETF | 57.97 | 58.13 | 57.97 | 58.08 | 1817963.0 |
| 2011-05-20 13:30:00 | QQQ | ETF | 58.08 | 58.19 | 58.06 | 58.1 | 1551617.0 |
| 2011-05-20 14:00:00 | QQQ | ETF | 58.105 | 58.14 | 58.0 | 58.04 | 825063.0 |
| 2011-05-20 14:30:00 | QQQ | ETF | 58.04 | 58.09 | 57.9 | 57.9 | 789088.0 |
| 2011-05-20 15:00:00 | QQQ | ETF | 57.91 | 57.93 | 57.86 | 57.88 | 2183753.0 |
| 2011-05-20 15:30:00 | QQQ | ETF | 57.89 | 57.94 | 57.72 | 57.79 | 5713523.0 |
> showing 50 of 9,080 rows — these rows as CSV