PREVIEW / etf_30min / 2011-05-27
file: by_date/etf_30min/2011/2011-05-27.parquet size: 262 KB rows: 8,883
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 |
|---|---|---|---|---|---|---|---|
| 2011-05-27 04:00:00 | SPY | ETF | 133.35 | 133.53 | 133.35 | 133.47 | 2700.0 |
| 2011-05-27 04:30:00 | SPY | ETF | 133.43 | 133.43 | 133.12 | 133.12 | 515.0 |
| 2011-05-27 05:00:00 | SPY | ETF | 133.18 | 133.24 | 133.0 | 133.02 | 7000.0 |
| 2011-05-27 05:30:00 | SPY | ETF | 133.0 | 133.17 | 133.0 | 133.16 | 6500.0 |
| 2011-05-27 06:00:00 | SPY | ETF | 133.13 | 133.23 | 133.13 | 133.23 | 15600.0 |
| 2011-05-27 06:30:00 | SPY | ETF | 133.3 | 133.35 | 133.2 | 133.2 | 16050.0 |
| 2011-05-27 07:00:00 | SPY | ETF | 133.17 | 133.32 | 133.16 | 133.26 | 16047.0 |
| 2011-05-27 07:30:00 | SPY | ETF | 133.28 | 133.4 | 133.2 | 133.27 | 172150.0 |
| 2011-05-27 08:00:00 | SPY | ETF | 133.55 | 133.55 | 133.27 | 133.45 | 608410.0 |
| 2011-05-27 08:30:00 | SPY | ETF | 133.45 | 133.61 | 133.42 | 133.44 | 727166.0 |
| 2011-05-27 09:00:00 | SPY | ETF | 133.44 | 133.48 | 133.24 | 133.37 | 1096617.0 |
| 2011-05-27 09:30:00 | SPY | ETF | 133.37 | 133.7 | 133.34 | 133.62 | 12844057.0 |
| 2011-05-27 10:00:00 | SPY | ETF | 133.62 | 133.67 | 133.19 | 133.5 | 15635338.0 |
| 2011-05-27 10:30:00 | SPY | ETF | 133.5 | 133.69 | 133.38 | 133.66 | 7629158.0 |
| 2011-05-27 11:00:00 | SPY | ETF | 133.66 | 133.87 | 133.63 | 133.71 | 11097379.0 |
| 2011-05-27 11:30:00 | SPY | ETF | 133.71 | 133.85 | 133.58 | 133.74 | 5202684.0 |
| 2011-05-27 12:00:00 | SPY | ETF | 133.75 | 133.79 | 133.53 | 133.65 | 5316439.0 |
| 2011-05-27 12:30:00 | SPY | ETF | 133.641 | 133.71 | 133.53 | 133.54 | 4374030.0 |
| 2011-05-27 13:00:00 | SPY | ETF | 133.54 | 133.66 | 133.49 | 133.53 | 5350857.0 |
| 2011-05-27 13:30:00 | SPY | ETF | 133.53 | 133.66 | 133.42 | 133.53 | 4530852.0 |
| 2011-05-27 14:00:00 | SPY | ETF | 133.53 | 133.85 | 133.45 | 133.51 | 4299066.0 |
| 2011-05-27 14:30:00 | SPY | ETF | 133.51 | 133.6 | 133.3 | 133.33 | 6843161.0 |
| 2011-05-27 15:00:00 | SPY | ETF | 133.33 | 133.5 | 133.23 | 133.46 | 8058104.0 |
| 2011-05-27 15:30:00 | SPY | ETF | 133.46 | 133.6 | 133.4 | 133.52 | 15117002.0 |
| 2011-05-27 16:00:00 | SPY | ETF | 133.53 | 133.5968 | 133.3 | 133.57 | 9526089.0 |
| 2011-05-27 16:30:00 | SPY | ETF | 133.55 | 133.8 | 133.44 | 133.62 | 439711.0 |
| 2011-05-27 17:00:00 | SPY | ETF | 133.58 | 133.62 | 133.55 | 133.57 | 12578.0 |
| 2011-05-27 17:30:00 | SPY | ETF | 133.58 | 133.59 | 133.47 | 133.5 | 37525.0 |
| 2011-05-27 18:00:00 | SPY | ETF | 133.5 | 133.54 | 133.43 | 133.45 | 94579.0 |
| 2011-05-27 18:30:00 | SPY | ETF | 133.45 | 133.51 | 133.44 | 133.49 | 9350.0 |
| 2011-05-27 19:00:00 | SPY | ETF | 133.49 | 133.57 | 133.49 | 133.55 | 5000.0 |
| 2011-05-27 19:30:00 | SPY | ETF | 133.55 | 133.55 | 133.52 | 133.53 | 9500.0 |
| 2011-05-27 04:30:00 | QQQ | ETF | 57.29 | 57.29 | 57.29 | 57.29 | 100.0 |
| 2011-05-27 05:30:00 | QQQ | ETF | 57.15 | 57.15 | 57.15 | 57.15 | 100.0 |
| 2011-05-27 06:30:00 | QQQ | ETF | 57.24 | 57.24 | 57.22 | 57.22 | 1100.0 |
| 2011-05-27 07:00:00 | QQQ | ETF | 57.22 | 57.22 | 57.2 | 57.21 | 3558.0 |
| 2011-05-27 07:30:00 | QQQ | ETF | 57.23 | 57.26 | 57.23 | 57.23 | 11900.0 |
| 2011-05-27 08:00:00 | QQQ | ETF | 57.24 | 57.3 | 57.21 | 57.28 | 55192.0 |
| 2011-05-27 08:30:00 | QQQ | ETF | 57.28 | 57.35 | 57.26 | 57.28 | 69866.0 |
| 2011-05-27 09:00:00 | QQQ | ETF | 57.28 | 57.28 | 57.2 | 57.25 | 478152.0 |
| 2011-05-27 09:30:00 | QQQ | ETF | 57.24 | 57.34 | 57.21 | 57.3 | 3317061.0 |
| 2011-05-27 10:00:00 | QQQ | ETF | 57.3 | 57.37 | 57.19 | 57.3605 | 5048025.0 |
| 2011-05-27 10:30:00 | QQQ | ETF | 57.369 | 57.44 | 57.32 | 57.42 | 1654391.0 |
| 2011-05-27 11:00:00 | QQQ | ETF | 57.425 | 57.48 | 57.41 | 57.45 | 2721364.0 |
| 2011-05-27 11:30:00 | QQQ | ETF | 57.45 | 57.48 | 57.4 | 57.48 | 2213391.0 |
| 2011-05-27 12:00:00 | QQQ | ETF | 57.475 | 57.49 | 57.4 | 57.44 | 828059.0 |
| 2011-05-27 12:30:00 | QQQ | ETF | 57.4401 | 57.475 | 57.39 | 57.4 | 2616805.0 |
| 2011-05-27 13:00:00 | QQQ | ETF | 57.4 | 57.45 | 57.38 | 57.42 | 485081.0 |
| 2011-05-27 13:30:00 | QQQ | ETF | 57.42 | 57.44 | 57.37 | 57.4102 | 1761687.0 |
| 2011-05-27 14:00:00 | QQQ | ETF | 57.41 | 57.44 | 57.38 | 57.41 | 1358979.0 |
> showing 50 of 8,883 rows — these rows as CSV