PREVIEW / etf_30min / 2011-08-05

all etf 30-min files

  file:    by_date/etf_30min/2011/2011-08-05.parquet
  size:    331 KB
  rows:    10,879

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
2011-08-05 04:00:00	SPY	ETF	120.26	120.51	119.51	119.51	6525.0
2011-08-05 04:30:00	SPY	ETF	119.55	119.95	119.44	119.93	8655.0
2011-08-05 05:00:00	SPY	ETF	119.88	120.15	119.88	120.15	1700.0
2011-08-05 05:30:00	SPY	ETF	119.94	119.94	119.59	119.59	1500.0
2011-08-05 06:00:00	SPY	ETF	119.55	119.98	119.45	119.94	28040.0
2011-08-05 06:30:00	SPY	ETF	119.86	120.42	119.86	120.16	52690.0
2011-08-05 07:00:00	SPY	ETF	120.11	120.17	119.78	120.11	666943.0
2011-08-05 07:30:00	SPY	ETF	120.13	120.58	120.01	120.56	1096268.0
2011-08-05 08:00:00	SPY	ETF	120.53	120.79	119.82	119.98	4879964.0
2011-08-05 08:30:00	SPY	ETF	120.07	122.5	120.07	121.41	23269985.0
2011-08-05 09:00:00	SPY	ETF	121.41	122.21	121.14	121.76	10133683.0
2011-08-05 09:30:00	SPY	ETF	121.76	122.07	119.01	119.07	78142592.0
2011-08-05 10:00:00	SPY	ETF	119.07	120.82	118.81	120.39	68673326.0
2011-08-05 10:30:00	SPY	ETF	120.4	120.41	119.31	119.95	30299013.0
2011-08-05 11:00:00	SPY	ETF	119.94	119.95	118.32	118.965	46032448.0
2011-08-05 11:30:00	SPY	ETF	118.96	119.35	116.86	117.21	48694257.0
2011-08-05 12:00:00	SPY	ETF	117.21	119.73	117.06	118.83	65073117.0
2011-08-05 12:30:00	SPY	ETF	118.83	121.53	118.64	120.95	61719806.0
2011-08-05 13:00:00	SPY	ETF	120.95	121.41	119.94	121.17	32942822.0
2011-08-05 13:30:00	SPY	ETF	121.16	121.75	120.35	121.33	27155401.0
2011-08-05 14:00:00	SPY	ETF	121.33	121.4	120.39	120.77	19791041.0
2011-08-05 14:30:00	SPY	ETF	120.776	121.09	120.01	120.36	23488755.0
2011-08-05 15:00:00	SPY	ETF	120.35	120.54	118.98	119.17	38178536.0
2011-08-05 15:30:00	SPY	ETF	119.17	120.46	119.165	120.03	48080634.0
2011-08-05 16:00:00	SPY	ETF	120.01	121.8518	119.04	119.75	16326960.0
2011-08-05 16:30:00	SPY	ETF	119.69	120.1744	119.52	119.57	4713924.0
2011-08-05 17:00:00	SPY	ETF	119.58	120.1744	119.55	119.77	1531837.0
2011-08-05 17:30:00	SPY	ETF	119.76	119.99	119.76	119.94	393802.0
2011-08-05 18:00:00	SPY	ETF	119.9	119.98	119.8	119.9	163808.0
2011-08-05 18:30:00	SPY	ETF	119.9	120.01	119.88	120.01	276796.0
2011-08-05 19:00:00	SPY	ETF	120.0	120.05	119.6	119.6	76102.0
2011-08-05 19:30:00	SPY	ETF	119.6	119.65	119.12	119.52	203977.0
2011-08-05 04:00:00	QQQ	ETF	54.21	54.21	53.98	53.98	1795.0
2011-08-05 05:00:00	QQQ	ETF	54.08	54.08	54.08	54.08	100.0
2011-08-05 05:30:00	QQQ	ETF	53.9	53.9	53.9	53.9	500.0
2011-08-05 06:00:00	QQQ	ETF	53.8	53.98	53.8	53.98	17087.0
2011-08-05 06:30:00	QQQ	ETF	54.0	54.17	54.0	54.15	4800.0
2011-08-05 07:00:00	QQQ	ETF	54.08	54.14	53.96	54.13	706700.0
2011-08-05 07:30:00	QQQ	ETF	54.19	54.28	54.11	54.26	82800.0
2011-08-05 08:00:00	QQQ	ETF	54.28	54.34	53.97	54.1	1388989.0
2011-08-05 08:30:00	QQQ	ETF	54.42	55.07	54.35	54.62	4766347.0
2011-08-05 09:00:00	QQQ	ETF	54.62	54.98	54.52	54.79	2326929.0
2011-08-05 09:30:00	QQQ	ETF	54.79	55.03	53.37	53.5095	30713255.0
2011-08-05 10:00:00	QQQ	ETF	53.5	54.455	53.3	54.24	24363888.0
2011-08-05 10:30:00	QQQ	ETF	54.23	54.24	53.63	53.9801	11164397.0
2011-08-05 11:00:00	QQQ	ETF	53.98	53.99	53.16	53.54	13388427.0
2011-08-05 11:30:00	QQQ	ETF	53.54	53.71	52.32	52.529	16313623.0
2011-08-05 12:00:00	QQQ	ETF	52.54	53.68	52.46	53.36	21939183.0
2011-08-05 12:30:00	QQQ	ETF	53.35	54.6	53.29	54.32	20879766.0
2011-08-05 13:00:00	QQQ	ETF	54.32	54.58	53.81	54.38	11896297.0

> showing 50 of 10,879 rows — these rows as CSV

> unlock the full archive -- $79 one-time