PREVIEW / etf_30min / 2011-05-24
file: by_date/etf_30min/2011/2011-05-24.parquet size: 277 KB rows: 9,228
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 |
|---|---|---|---|---|---|---|---|
| 2011-05-24 04:00:00 | SPY | ETF | 132.27 | 132.41 | 132.27 | 132.41 | 4400.0 |
| 2011-05-24 04:30:00 | SPY | ETF | 132.42 | 132.47 | 132.42 | 132.45 | 1200.0 |
| 2011-05-24 05:00:00 | SPY | ETF | 132.3 | 132.5 | 132.3 | 132.5 | 29732.0 |
| 2011-05-24 05:30:00 | SPY | ETF | 132.41 | 132.59 | 132.41 | 132.56 | 2400.0 |
| 2011-05-24 06:00:00 | SPY | ETF | 132.49 | 132.5 | 132.29 | 132.29 | 36650.0 |
| 2011-05-24 06:30:00 | SPY | ETF | 132.37 | 132.47 | 132.28 | 132.45 | 6100.0 |
| 2011-05-24 07:00:00 | SPY | ETF | 132.43 | 132.43 | 132.15 | 132.15 | 79968.0 |
| 2011-05-24 07:30:00 | SPY | ETF | 132.18 | 132.43 | 132.17 | 132.4 | 309030.0 |
| 2011-05-24 08:00:00 | SPY | ETF | 132.4 | 132.54 | 132.37 | 132.42 | 918212.0 |
| 2011-05-24 08:30:00 | SPY | ETF | 132.45 | 132.58 | 132.42 | 132.52 | 1227024.0 |
| 2011-05-24 09:00:00 | SPY | ETF | 132.51 | 132.58 | 132.4 | 132.44 | 1247717.0 |
| 2011-05-24 09:30:00 | SPY | ETF | 132.44 | 132.61 | 132.32 | 132.55 | 15391610.0 |
| 2011-05-24 10:00:00 | SPY | ETF | 132.54 | 132.73 | 132.365 | 132.38 | 14069221.0 |
| 2011-05-24 10:30:00 | SPY | ETF | 132.3897 | 132.465 | 132.08 | 132.13 | 11195128.0 |
| 2011-05-24 11:00:00 | SPY | ETF | 132.13 | 132.41 | 132.12 | 132.125 | 9581798.0 |
| 2011-05-24 11:30:00 | SPY | ETF | 132.12 | 132.34 | 131.95 | 132.03 | 9594904.0 |
| 2011-05-24 12:00:00 | SPY | ETF | 132.01 | 132.0616 | 131.86 | 131.96 | 10156081.0 |
| 2011-05-24 12:30:00 | SPY | ETF | 131.96 | 132.72 | 131.82 | 131.89 | 7624696.0 |
| 2011-05-24 13:00:00 | SPY | ETF | 131.89 | 132.08 | 131.76 | 131.84 | 7163882.0 |
| 2011-05-24 13:30:00 | SPY | ETF | 131.845 | 132.01 | 131.7 | 132.0 | 6592572.0 |
| 2011-05-24 14:00:00 | SPY | ETF | 132.0 | 132.26 | 131.92 | 132.23 | 7904742.0 |
| 2011-05-24 14:30:00 | SPY | ETF | 132.24 | 132.27 | 132.09 | 132.19 | 4771797.0 |
| 2011-05-24 15:00:00 | SPY | ETF | 132.2 | 132.37 | 132.17 | 132.28 | 7866866.0 |
| 2011-05-24 15:30:00 | SPY | ETF | 132.28 | 132.285 | 131.92 | 131.96 | 15117930.0 |
| 2011-05-24 16:00:00 | SPY | ETF | 131.96 | 132.1955 | 131.7 | 131.8 | 10350703.0 |
| 2011-05-24 16:30:00 | SPY | ETF | 131.82 | 132.0616 | 131.63 | 131.76 | 2279603.0 |
| 2011-05-24 17:00:00 | SPY | ETF | 131.74 | 131.83 | 131.73 | 131.78 | 100085.0 |
| 2011-05-24 17:30:00 | SPY | ETF | 131.76 | 131.78 | 131.73 | 131.76 | 19496.0 |
| 2011-05-24 18:00:00 | SPY | ETF | 131.74 | 131.95 | 131.71 | 131.72 | 41053.0 |
| 2011-05-24 18:30:00 | SPY | ETF | 131.73 | 131.82 | 131.73 | 131.8 | 14548.0 |
| 2011-05-24 19:00:00 | SPY | ETF | 131.8 | 131.84 | 131.78 | 131.78 | 11468.0 |
| 2011-05-24 19:30:00 | SPY | ETF | 131.77 | 131.79 | 131.7 | 131.7 | 27064.0 |
| 2011-05-24 04:00:00 | QQQ | ETF | 57.0 | 57.0 | 57.0 | 57.0 | 500.0 |
| 2011-05-24 05:00:00 | QQQ | ETF | 57.02 | 57.02 | 57.02 | 57.02 | 200.0 |
| 2011-05-24 06:00:00 | QQQ | ETF | 57.05 | 57.05 | 57.01 | 57.05 | 69100.0 |
| 2011-05-24 06:30:00 | QQQ | ETF | 57.02 | 57.09 | 57.02 | 57.07 | 11300.0 |
| 2011-05-24 07:00:00 | QQQ | ETF | 57.0 | 57.03 | 56.94 | 56.94 | 52600.0 |
| 2011-05-24 07:30:00 | QQQ | ETF | 56.99 | 57.04 | 56.99 | 57.04 | 8548.0 |
| 2011-05-24 08:00:00 | QQQ | ETF | 57.02 | 57.12 | 57.02 | 57.07 | 622187.0 |
| 2011-05-24 08:30:00 | QQQ | ETF | 57.08 | 57.12 | 57.06 | 57.1 | 70763.0 |
| 2011-05-24 09:00:00 | QQQ | ETF | 57.09 | 57.13 | 57.05 | 57.06 | 257015.0 |
| 2011-05-24 09:30:00 | QQQ | ETF | 57.07 | 57.07 | 56.84 | 56.91 | 4919603.0 |
| 2011-05-24 10:00:00 | QQQ | ETF | 56.915 | 57.0 | 56.82 | 56.84 | 4538728.0 |
| 2011-05-24 10:30:00 | QQQ | ETF | 56.85 | 56.8701 | 56.73 | 56.78 | 2763339.0 |
| 2011-05-24 11:00:00 | QQQ | ETF | 56.78 | 56.88 | 56.75 | 56.75 | 1817555.0 |
| 2011-05-24 11:30:00 | QQQ | ETF | 56.75 | 56.84 | 56.68 | 56.71 | 2240324.0 |
| 2011-05-24 12:00:00 | QQQ | ETF | 56.705 | 56.74 | 56.65 | 56.71 | 1781754.0 |
| 2011-05-24 12:30:00 | QQQ | ETF | 56.71 | 56.74 | 56.65 | 56.67 | 2048540.0 |
| 2011-05-24 13:00:00 | QQQ | ETF | 56.67 | 56.75 | 56.63 | 56.66 | 1078451.0 |
| 2011-05-24 13:30:00 | QQQ | ETF | 56.6565 | 56.71 | 56.57 | 56.7 | 1328031.0 |
> showing 50 of 9,228 rows — these rows as CSV