PREVIEW / etf_30min / 2011-06-15
file: by_date/etf_30min/2011/2011-06-15.parquet size: 290 KB rows: 9,633
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 |
|---|---|---|---|---|---|---|---|
| 2011-06-15 04:00:00 | SPY | ETF | 129.17 | 129.17 | 128.94 | 128.94 | 5400.0 |
| 2011-06-15 04:30:00 | SPY | ETF | 128.96 | 128.96 | 128.84 | 128.84 | 3260.0 |
| 2011-06-15 05:00:00 | SPY | ETF | 128.9 | 128.93 | 128.84 | 128.84 | 500.0 |
| 2011-06-15 05:30:00 | SPY | ETF | 128.88 | 128.97 | 128.88 | 128.95 | 34166.0 |
| 2011-06-15 06:00:00 | SPY | ETF | 128.97 | 129.07 | 128.91 | 129.07 | 15117.0 |
| 2011-06-15 06:30:00 | SPY | ETF | 129.05 | 129.05 | 128.84 | 128.89 | 73885.0 |
| 2011-06-15 07:00:00 | SPY | ETF | 128.89 | 128.96 | 128.86 | 128.95 | 100700.0 |
| 2011-06-15 07:30:00 | SPY | ETF | 128.95 | 129.01 | 128.84 | 128.84 | 157058.0 |
| 2011-06-15 08:00:00 | SPY | ETF | 128.83 | 129.23 | 128.42 | 128.46 | 1633892.0 |
| 2011-06-15 08:30:00 | SPY | ETF | 128.46 | 128.46 | 128.17 | 128.23 | 3605675.0 |
| 2011-06-15 09:00:00 | SPY | ETF | 128.23 | 128.4 | 128.12 | 128.26 | 3325021.0 |
| 2011-06-15 09:30:00 | SPY | ETF | 128.24 | 128.58 | 128.0 | 128.45 | 26371625.0 |
| 2011-06-15 10:00:00 | SPY | ETF | 128.46 | 128.65 | 128.3 | 128.31 | 13540139.0 |
| 2011-06-15 10:30:00 | SPY | ETF | 128.31 | 128.61 | 128.16 | 128.48 | 11227596.0 |
| 2011-06-15 11:00:00 | SPY | ETF | 128.48 | 128.56 | 128.23 | 128.29 | 9325491.0 |
| 2011-06-15 11:30:00 | SPY | ETF | 128.29 | 128.33 | 127.37 | 127.61 | 29903626.0 |
| 2011-06-15 12:00:00 | SPY | ETF | 127.61 | 127.68 | 126.81 | 127.27 | 25461126.0 |
| 2011-06-15 12:30:00 | SPY | ETF | 127.27 | 127.44 | 127.1 | 127.17 | 13652562.0 |
| 2011-06-15 13:00:00 | SPY | ETF | 127.18 | 127.26 | 126.9 | 127.13 | 12235936.0 |
| 2011-06-15 13:30:00 | SPY | ETF | 127.13 | 129.2991 | 126.86 | 127.11 | 15300553.0 |
| 2011-06-15 14:00:00 | SPY | ETF | 127.09 | 127.45 | 126.85 | 126.86 | 15863811.0 |
| 2011-06-15 14:30:00 | SPY | ETF | 126.86 | 127.3 | 126.8 | 126.9789 | 22332944.0 |
| 2011-06-15 15:00:00 | SPY | ETF | 126.97 | 127.2 | 126.68 | 127.1 | 29075212.0 |
| 2011-06-15 15:30:00 | SPY | ETF | 127.1 | 129.2962 | 126.93 | 127.03 | 40094300.0 |
| 2011-06-15 16:00:00 | SPY | ETF | 127.03 | 129.2962 | 126.99 | 127.16 | 16130227.0 |
| 2011-06-15 16:30:00 | SPY | ETF | 127.17 | 127.26 | 127.02 | 127.08 | 795967.0 |
| 2011-06-15 17:00:00 | SPY | ETF | 127.08 | 127.18 | 127.08 | 127.12 | 3299152.0 |
| 2011-06-15 17:30:00 | SPY | ETF | 127.12 | 127.17 | 127.08 | 127.16 | 30547.0 |
| 2011-06-15 18:00:00 | SPY | ETF | 127.13 | 127.27 | 127.02 | 127.25 | 265201.0 |
| 2011-06-15 18:30:00 | SPY | ETF | 127.25 | 127.3 | 127.22 | 127.3 | 129826.0 |
| 2011-06-15 19:00:00 | SPY | ETF | 127.3 | 127.36 | 127.12 | 127.12 | 73051.0 |
| 2011-06-15 19:30:00 | SPY | ETF | 127.15 | 127.29 | 127.04 | 127.15 | 112678.0 |
| 2011-06-15 04:30:00 | QQQ | ETF | 55.07 | 55.09 | 55.07 | 55.09 | 300.0 |
| 2011-06-15 05:00:00 | QQQ | ETF | 55.02 | 55.02 | 55.02 | 55.02 | 100.0 |
| 2011-06-15 05:30:00 | QQQ | ETF | 55.04 | 55.12 | 55.04 | 55.12 | 15300.0 |
| 2011-06-15 06:00:00 | QQQ | ETF | 55.08 | 55.08 | 55.08 | 55.08 | 300.0 |
| 2011-06-15 06:30:00 | QQQ | ETF | 55.11 | 55.11 | 55.11 | 55.11 | 700.0 |
| 2011-06-15 07:00:00 | QQQ | ETF | 55.08 | 55.08 | 55.04 | 55.05 | 20800.0 |
| 2011-06-15 07:30:00 | QQQ | ETF | 55.1 | 55.1 | 55.04 | 55.04 | 21000.0 |
| 2011-06-15 08:00:00 | QQQ | ETF | 55.06 | 55.07 | 54.9 | 54.9 | 91823.0 |
| 2011-06-15 08:30:00 | QQQ | ETF | 54.89 | 54.89 | 54.76 | 54.78 | 303366.0 |
| 2011-06-15 09:00:00 | QQQ | ETF | 54.77 | 54.88 | 54.73 | 54.83 | 287101.0 |
| 2011-06-15 09:30:00 | QQQ | ETF | 54.83 | 55.03 | 54.73 | 55.015 | 4069939.0 |
| 2011-06-15 10:00:00 | QQQ | ETF | 55.0 | 55.15 | 54.96 | 54.97 | 2706675.0 |
| 2011-06-15 10:30:00 | QQQ | ETF | 54.97 | 55.045 | 54.87 | 54.9201 | 1650634.0 |
| 2011-06-15 11:00:00 | QQQ | ETF | 54.93 | 54.96 | 54.825 | 54.88 | 1766141.0 |
| 2011-06-15 11:30:00 | QQQ | ETF | 54.88 | 54.89 | 54.54 | 54.59 | 6297411.0 |
| 2011-06-15 12:00:00 | QQQ | ETF | 54.595 | 54.65 | 54.34 | 54.49 | 4948796.0 |
| 2011-06-15 12:30:00 | QQQ | ETF | 54.495 | 54.575 | 54.37 | 54.4 | 3492172.0 |
| 2011-06-15 13:00:00 | QQQ | ETF | 54.41 | 54.48 | 54.32 | 54.45 | 3113954.0 |
> showing 50 of 9,633 rows — these rows as CSV