PREVIEW / etf_30min / 2011-09-12
file: by_date/etf_30min/2011/2011-09-12.parquet size: 292 KB rows: 9,798
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 |
|---|---|---|---|---|---|---|---|
| 2011-09-12 04:00:00 | SPY | ETF | 115.92 | 115.92 | 114.02 | 114.49 | 26784.0 |
| 2011-09-12 04:30:00 | SPY | ETF | 114.75 | 114.82 | 114.52 | 114.68 | 8400.0 |
| 2011-09-12 05:00:00 | SPY | ETF | 114.59 | 114.6 | 114.32 | 114.48 | 26585.0 |
| 2011-09-12 05:30:00 | SPY | ETF | 114.32 | 114.78 | 114.32 | 114.65 | 34215.0 |
| 2011-09-12 06:00:00 | SPY | ETF | 114.65 | 114.65 | 114.3 | 114.47 | 15280.0 |
| 2011-09-12 06:30:00 | SPY | ETF | 114.54 | 114.54 | 113.92 | 113.92 | 50486.0 |
| 2011-09-12 07:00:00 | SPY | ETF | 113.95 | 114.53 | 113.81 | 114.33 | 561272.0 |
| 2011-09-12 07:30:00 | SPY | ETF | 114.35 | 114.5 | 113.98 | 114.18 | 696786.0 |
| 2011-09-12 08:00:00 | SPY | ETF | 114.25 | 114.42 | 113.52 | 114.1 | 2432319.0 |
| 2011-09-12 08:30:00 | SPY | ETF | 114.1 | 114.6 | 114.07 | 114.55 | 2909032.0 |
| 2011-09-12 09:00:00 | SPY | ETF | 114.56 | 114.87 | 114.32 | 114.48 | 4231953.0 |
| 2011-09-12 09:30:00 | SPY | ETF | 114.47 | 116.07 | 114.44 | 115.85 | 35940591.0 |
| 2011-09-12 10:00:00 | SPY | ETF | 115.85 | 116.25 | 115.17 | 115.2 | 28076700.0 |
| 2011-09-12 10:30:00 | SPY | ETF | 115.2 | 115.41 | 114.61 | 114.658 | 19674241.0 |
| 2011-09-12 11:00:00 | SPY | ETF | 114.65 | 115.4 | 114.61 | 115.27 | 16155972.0 |
| 2011-09-12 11:30:00 | SPY | ETF | 115.28 | 115.59 | 115.06 | 115.13 | 10910852.0 |
| 2011-09-12 12:00:00 | SPY | ETF | 115.12 | 115.32 | 114.8 | 115.169 | 9319195.0 |
| 2011-09-12 12:30:00 | SPY | ETF | 115.17 | 115.199 | 114.63 | 114.96 | 9612875.0 |
| 2011-09-12 13:00:00 | SPY | ETF | 114.96 | 115.2 | 114.66 | 114.7 | 10475414.0 |
| 2011-09-12 13:30:00 | SPY | ETF | 114.7 | 114.81 | 114.24 | 114.66 | 15507881.0 |
| 2011-09-12 14:00:00 | SPY | ETF | 114.66 | 114.69 | 114.05 | 114.42 | 16446278.0 |
| 2011-09-12 14:30:00 | SPY | ETF | 114.41 | 115.52 | 114.33 | 114.735 | 36065690.0 |
| 2011-09-12 15:00:00 | SPY | ETF | 114.735 | 115.25 | 114.46 | 115.21 | 19785363.0 |
| 2011-09-12 15:30:00 | SPY | ETF | 115.2229 | 116.76 | 115.19 | 116.7 | 46051264.0 |
| 2011-09-12 16:00:00 | SPY | ETF | 116.71 | 116.95 | 114.4 | 116.8 | 14775075.0 |
| 2011-09-12 16:30:00 | SPY | ETF | 116.8 | 117.16 | 116.8 | 116.96 | 879975.0 |
| 2011-09-12 17:00:00 | SPY | ETF | 116.95 | 117.39 | 116.89 | 117.24 | 290056.0 |
| 2011-09-12 17:30:00 | SPY | ETF | 117.23 | 117.3 | 117.1 | 117.21 | 259459.0 |
| 2011-09-12 18:00:00 | SPY | ETF | 117.25 | 117.9 | 116.66 | 117.34 | 1336380.0 |
| 2011-09-12 18:30:00 | SPY | ETF | 117.32 | 117.38 | 117.28 | 117.36 | 106484.0 |
| 2011-09-12 19:00:00 | SPY | ETF | 117.35 | 117.44 | 117.31 | 117.31 | 58633.0 |
| 2011-09-12 19:30:00 | SPY | ETF | 117.3 | 117.3 | 117.11 | 117.12 | 193981.0 |
| 2011-09-12 04:00:00 | QQQ | ETF | 52.65 | 52.67 | 52.4 | 52.67 | 22472.0 |
| 2011-09-12 04:30:00 | QQQ | ETF | 52.79 | 52.79 | 52.66 | 52.7 | 6466.0 |
| 2011-09-12 06:00:00 | QQQ | ETF | 52.61 | 52.61 | 52.61 | 52.61 | 400.0 |
| 2011-09-12 07:00:00 | QQQ | ETF | 52.42 | 52.6 | 52.41 | 52.56 | 109283.0 |
| 2011-09-12 07:30:00 | QQQ | ETF | 52.53 | 52.59 | 52.39 | 52.39 | 23445.0 |
| 2011-09-12 08:00:00 | QQQ | ETF | 52.47 | 52.52 | 52.18 | 52.38 | 311405.0 |
| 2011-09-12 08:30:00 | QQQ | ETF | 52.39 | 52.58 | 52.38 | 52.57 | 289917.0 |
| 2011-09-12 09:00:00 | QQQ | ETF | 52.58 | 52.73 | 52.53 | 52.61 | 453327.0 |
| 2011-09-12 09:30:00 | QQQ | ETF | 52.6 | 53.47 | 52.59 | 53.36 | 7596456.0 |
| 2011-09-12 10:00:00 | QQQ | ETF | 53.36 | 53.6 | 53.19 | 53.19 | 5578391.0 |
| 2011-09-12 10:30:00 | QQQ | ETF | 53.19 | 53.31 | 52.87 | 52.89 | 4573243.0 |
| 2011-09-12 11:00:00 | QQQ | ETF | 52.891 | 53.3 | 52.8725 | 53.26 | 3165362.0 |
| 2011-09-12 11:30:00 | QQQ | ETF | 53.25 | 53.42 | 53.15 | 53.18 | 2345682.0 |
| 2011-09-12 12:00:00 | QQQ | ETF | 53.175 | 53.28 | 53.015 | 53.165 | 3210168.0 |
| 2011-09-12 12:30:00 | QQQ | ETF | 53.16 | 53.18 | 52.88 | 53.005 | 4035160.0 |
| 2011-09-12 13:00:00 | QQQ | ETF | 53.01 | 53.13 | 52.88 | 52.9 | 2488329.0 |
| 2011-09-12 13:30:00 | QQQ | ETF | 52.89 | 52.92 | 52.655 | 52.84 | 3388313.0 |
| 2011-09-12 14:00:00 | QQQ | ETF | 52.83 | 52.84 | 52.57 | 52.78 | 3224889.0 |
> showing 50 of 9,798 rows — these rows as CSV