PREVIEW / etf_30min / 2011-09-21
file: by_date/etf_30min/2011/2011-09-21.parquet size: 286 KB rows: 9,625
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 |
|---|---|---|---|---|---|---|---|
| 2011-09-21 04:00:00 | SPY | ETF | 120.41 | 120.41 | 120.18 | 120.25 | 1900.0 |
| 2011-09-21 04:30:00 | SPY | ETF | 120.18 | 120.33 | 120.08 | 120.33 | 1700.0 |
| 2011-09-21 05:00:00 | SPY | ETF | 120.35 | 120.51 | 120.35 | 120.51 | 740.0 |
| 2011-09-21 05:30:00 | SPY | ETF | 120.57 | 120.63 | 120.42 | 120.42 | 400.0 |
| 2011-09-21 06:00:00 | SPY | ETF | 120.5 | 120.5 | 120.32 | 120.32 | 5500.0 |
| 2011-09-21 06:30:00 | SPY | ETF | 120.41 | 120.46 | 119.76 | 120.38 | 65597.0 |
| 2011-09-21 07:00:00 | SPY | ETF | 120.48 | 120.48 | 120.03 | 120.28 | 122757.0 |
| 2011-09-21 07:30:00 | SPY | ETF | 120.21 | 120.24 | 119.76 | 119.76 | 495846.0 |
| 2011-09-21 08:00:00 | SPY | ETF | 119.75 | 120.96 | 119.51 | 119.84 | 1840495.0 |
| 2011-09-21 08:30:00 | SPY | ETF | 119.83 | 120.18 | 119.68 | 120.13 | 1646404.0 |
| 2011-09-21 09:00:00 | SPY | ETF | 120.14 | 120.37 | 119.9 | 120.22 | 2725386.0 |
| 2011-09-21 09:30:00 | SPY | ETF | 120.23 | 120.57 | 119.94 | 120.39 | 16980772.0 |
| 2011-09-21 10:00:00 | SPY | ETF | 120.38 | 120.6 | 119.86 | 119.93 | 14128940.0 |
| 2011-09-21 10:30:00 | SPY | ETF | 119.93 | 120.06 | 119.25 | 119.49 | 15920588.0 |
| 2011-09-21 11:00:00 | SPY | ETF | 119.48 | 119.67 | 119.23 | 119.48 | 11965289.0 |
| 2011-09-21 11:30:00 | SPY | ETF | 119.48 | 119.85 | 119.48 | 119.66 | 9859980.0 |
| 2011-09-21 12:00:00 | SPY | ETF | 119.66 | 119.78 | 119.14 | 119.24 | 12916746.0 |
| 2011-09-21 12:30:00 | SPY | ETF | 119.25 | 119.72 | 119.05 | 119.37 | 16242916.0 |
| 2011-09-21 13:00:00 | SPY | ETF | 119.37 | 119.65 | 119.22 | 119.56 | 8372454.0 |
| 2011-09-21 13:30:00 | SPY | ETF | 119.55 | 119.65 | 119.37 | 119.435 | 4187237.0 |
| 2011-09-21 14:00:00 | SPY | ETF | 119.42 | 120.17 | 118.76 | 119.4475 | 33771824.0 |
| 2011-09-21 14:30:00 | SPY | ETF | 119.46 | 119.64 | 118.19 | 118.64 | 44466174.0 |
| 2011-09-21 15:00:00 | SPY | ETF | 118.64 | 119.32 | 118.37 | 118.49 | 28123233.0 |
| 2011-09-21 15:30:00 | SPY | ETF | 118.49 | 118.6 | 116.5 | 116.51 | 58757525.0 |
| 2011-09-21 16:00:00 | SPY | ETF | 116.5 | 118.6896 | 116.09 | 116.42 | 18212743.0 |
| 2011-09-21 16:30:00 | SPY | ETF | 116.19 | 120.1295 | 116.1 | 116.29 | 12172676.0 |
| 2011-09-21 17:00:00 | SPY | ETF | 116.3 | 116.5994 | 116.23 | 116.3 | 553070.0 |
| 2011-09-21 17:30:00 | SPY | ETF | 116.3 | 116.34 | 116.23 | 116.23 | 1087920.0 |
| 2011-09-21 18:00:00 | SPY | ETF | 116.23 | 116.51 | 116.05 | 116.26 | 312424.0 |
| 2011-09-21 18:30:00 | SPY | ETF | 116.28 | 116.3 | 116.1 | 116.19 | 113596.0 |
| 2011-09-21 19:00:00 | SPY | ETF | 116.22 | 116.32 | 116.14 | 116.28 | 98509.0 |
| 2011-09-21 19:30:00 | SPY | ETF | 116.28 | 116.32 | 116.16 | 116.25 | 114066.0 |
| 2011-09-21 04:00:00 | QQQ | ETF | 56.58 | 56.58 | 56.51 | 56.51 | 600.0 |
| 2011-09-21 04:30:00 | QQQ | ETF | 56.5 | 56.5 | 56.5 | 56.5 | 270.0 |
| 2011-09-21 05:30:00 | QQQ | ETF | 56.59 | 56.59 | 56.59 | 56.59 | 200.0 |
| 2011-09-21 06:00:00 | QQQ | ETF | 56.54 | 56.55 | 56.51 | 56.55 | 400.0 |
| 2011-09-21 06:30:00 | QQQ | ETF | 56.56 | 56.56 | 56.56 | 56.56 | 100.0 |
| 2011-09-21 07:00:00 | QQQ | ETF | 56.45 | 56.52 | 56.38 | 56.52 | 29300.0 |
| 2011-09-21 07:30:00 | QQQ | ETF | 56.44 | 56.48 | 56.19 | 56.25 | 112200.0 |
| 2011-09-21 08:00:00 | QQQ | ETF | 56.23 | 56.41 | 56.16 | 56.32 | 604129.0 |
| 2011-09-21 08:30:00 | QQQ | ETF | 56.3 | 56.47 | 56.28 | 56.45 | 424465.0 |
| 2011-09-21 09:00:00 | QQQ | ETF | 56.44 | 56.64 | 56.37 | 56.62 | 512029.0 |
| 2011-09-21 09:30:00 | QQQ | ETF | 56.65 | 56.93 | 56.56 | 56.8 | 6344524.0 |
| 2011-09-21 10:00:00 | QQQ | ETF | 56.81 | 56.88 | 56.57 | 56.58 | 4490740.0 |
| 2011-09-21 10:30:00 | QQQ | ETF | 56.59 | 56.63 | 56.24 | 56.36 | 4009469.0 |
| 2011-09-21 11:00:00 | QQQ | ETF | 56.35 | 56.55 | 56.33 | 56.45 | 2916895.0 |
| 2011-09-21 11:30:00 | QQQ | ETF | 56.45 | 56.68 | 56.45 | 56.67 | 3302816.0 |
| 2011-09-21 12:00:00 | QQQ | ETF | 56.67 | 56.748 | 56.48 | 56.53 | 4098041.0 |
| 2011-09-21 12:30:00 | QQQ | ETF | 56.53 | 56.76 | 56.52 | 56.63 | 4277762.0 |
| 2011-09-21 13:00:00 | QQQ | ETF | 56.62 | 56.71 | 56.56 | 56.658 | 1877496.0 |
> showing 50 of 9,625 rows — these rows as CSV