PREVIEW / etf_30min / 2011-10-12
file: by_date/etf_30min/2011/2011-10-12.parquet size: 295 KB rows: 9,826
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-12 04:00:00 | SPY | ETF | 119.45 | 120.33 | 119.45 | 120.28 | 7250.0 |
| 2011-10-12 04:30:00 | SPY | ETF | 120.24 | 120.34 | 120.19 | 120.25 | 70528.0 |
| 2011-10-12 05:00:00 | SPY | ETF | 120.32 | 120.7 | 120.32 | 120.58 | 100229.0 |
| 2011-10-12 05:30:00 | SPY | ETF | 120.65 | 120.85 | 120.58 | 120.72 | 19485.0 |
| 2011-10-12 06:00:00 | SPY | ETF | 120.72 | 120.9 | 120.65 | 120.66 | 212050.0 |
| 2011-10-12 06:30:00 | SPY | ETF | 120.64 | 120.68 | 120.51 | 120.67 | 158200.0 |
| 2011-10-12 07:00:00 | SPY | ETF | 120.63 | 120.75 | 120.48 | 120.48 | 570645.0 |
| 2011-10-12 07:30:00 | SPY | ETF | 120.51 | 120.62 | 120.3 | 120.3 | 835221.0 |
| 2011-10-12 08:00:00 | SPY | ETF | 120.67 | 120.7 | 120.2 | 120.38 | 2091773.0 |
| 2011-10-12 08:30:00 | SPY | ETF | 120.37 | 120.73 | 120.32 | 120.67 | 2386580.0 |
| 2011-10-12 09:00:00 | SPY | ETF | 120.68 | 120.9 | 120.54 | 120.6 | 2766763.0 |
| 2011-10-12 09:30:00 | SPY | ETF | 120.6 | 120.84 | 120.33 | 120.8 | 28886337.0 |
| 2011-10-12 10:00:00 | SPY | ETF | 120.8 | 121.39 | 120.5 | 121.18 | 27117823.0 |
| 2011-10-12 10:30:00 | SPY | ETF | 121.17 | 121.51 | 120.98 | 121.0198 | 19468357.0 |
| 2011-10-12 11:00:00 | SPY | ETF | 121.0 | 121.4 | 121.0 | 121.3 | 14523861.0 |
| 2011-10-12 11:30:00 | SPY | ETF | 121.3 | 121.5 | 121.2 | 121.24 | 10806765.0 |
| 2011-10-12 12:00:00 | SPY | ETF | 121.23 | 121.3584 | 121.05 | 121.32 | 8472441.0 |
| 2011-10-12 12:30:00 | SPY | ETF | 121.32 | 121.73 | 121.28 | 121.65 | 10267865.0 |
| 2011-10-12 13:00:00 | SPY | ETF | 121.65 | 121.92 | 121.57 | 121.611 | 11551423.0 |
| 2011-10-12 13:30:00 | SPY | ETF | 121.61 | 121.82 | 121.48 | 121.55 | 9735260.0 |
| 2011-10-12 14:00:00 | SPY | ETF | 121.55 | 121.95 | 121.45 | 121.78 | 16586681.0 |
| 2011-10-12 14:30:00 | SPY | ETF | 121.79 | 122.14 | 121.3 | 121.4 | 20759724.0 |
| 2011-10-12 15:00:00 | SPY | ETF | 121.4 | 121.58 | 121.12 | 121.38 | 27004364.0 |
| 2011-10-12 15:30:00 | SPY | ETF | 121.38 | 121.64 | 120.71 | 120.71 | 42500547.0 |
| 2011-10-12 16:00:00 | SPY | ETF | 120.72 | 121.43 | 119.6361 | 120.45 | 15671340.0 |
| 2011-10-12 16:30:00 | SPY | ETF | 120.44 | 120.5 | 120.32 | 120.45 | 2715316.0 |
| 2011-10-12 17:00:00 | SPY | ETF | 120.48 | 120.52 | 120.4 | 120.42 | 179299.0 |
| 2011-10-12 17:30:00 | SPY | ETF | 120.45 | 120.49 | 120.43 | 120.43 | 22475.0 |
| 2011-10-12 18:00:00 | SPY | ETF | 120.45 | 120.67 | 120.45 | 120.5 | 76980.0 |
| 2011-10-12 18:30:00 | SPY | ETF | 120.51 | 120.57 | 120.46 | 120.5 | 24348.0 |
| 2011-10-12 19:00:00 | SPY | ETF | 120.54 | 120.57 | 120.44 | 120.49 | 37306.0 |
| 2011-10-12 19:30:00 | SPY | ETF | 120.47 | 120.49 | 120.38 | 120.4 | 103904.0 |
| 2011-10-12 04:30:00 | QQQ | ETF | 56.65 | 56.66 | 56.62 | 56.62 | 15600.0 |
| 2011-10-12 05:00:00 | QQQ | ETF | 56.65 | 56.78 | 56.65 | 56.78 | 12500.0 |
| 2011-10-12 05:30:00 | QQQ | ETF | 56.83 | 56.88 | 56.83 | 56.84 | 4700.0 |
| 2011-10-12 06:00:00 | QQQ | ETF | 56.88 | 56.94 | 56.78 | 56.78 | 11650.0 |
| 2011-10-12 06:30:00 | QQQ | ETF | 56.9 | 56.9 | 56.73 | 56.82 | 9400.0 |
| 2011-10-12 07:00:00 | QQQ | ETF | 56.8 | 56.97 | 56.78 | 56.84 | 157900.0 |
| 2011-10-12 07:30:00 | QQQ | ETF | 56.87 | 56.92 | 56.75 | 56.77 | 412960.0 |
| 2011-10-12 08:00:00 | QQQ | ETF | 56.76 | 56.92 | 56.73 | 56.8 | 835879.0 |
| 2011-10-12 08:30:00 | QQQ | ETF | 56.79 | 56.97 | 56.78 | 56.95 | 1292438.0 |
| 2011-10-12 09:00:00 | QQQ | ETF | 56.95 | 57.01 | 56.82 | 56.87 | 448668.0 |
| 2011-10-12 09:30:00 | QQQ | ETF | 56.86 | 56.97 | 56.71 | 56.954 | 9335464.0 |
| 2011-10-12 10:00:00 | QQQ | ETF | 56.96 | 57.11 | 56.76 | 57.0 | 7067167.0 |
| 2011-10-12 10:30:00 | QQQ | ETF | 57.01 | 57.21 | 56.89 | 56.9 | 5428138.0 |
| 2011-10-12 11:00:00 | QQQ | ETF | 56.902 | 57.13 | 56.902 | 57.05 | 3194671.0 |
| 2011-10-12 11:30:00 | QQQ | ETF | 57.07 | 57.16 | 56.98 | 56.98 | 2040358.0 |
| 2011-10-12 12:00:00 | QQQ | ETF | 56.99 | 57.05 | 56.89 | 57.0 | 1988353.0 |
| 2011-10-12 12:30:00 | QQQ | ETF | 57.0 | 57.11 | 56.93 | 57.0899 | 2352866.0 |
| 2011-10-12 13:00:00 | QQQ | ETF | 57.09 | 57.23 | 57.05 | 57.055 | 3515902.0 |
> showing 50 of 9,826 rows — these rows as CSV