PREVIEW / etf_30min / 2011-10-18
file: by_date/etf_30min/2011/2011-10-18.parquet size: 287 KB rows: 9,492
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-18 04:00:00 | SPY | ETF | 119.6 | 119.98 | 119.6 | 119.83 | 6650.0 |
| 2011-10-18 04:30:00 | SPY | ETF | 119.78 | 119.9 | 119.66 | 119.88 | 18100.0 |
| 2011-10-18 05:00:00 | SPY | ETF | 119.77 | 119.98 | 119.47 | 119.98 | 17700.0 |
| 2011-10-18 05:30:00 | SPY | ETF | 119.93 | 119.93 | 119.58 | 119.7 | 66548.0 |
| 2011-10-18 06:00:00 | SPY | ETF | 119.77 | 119.79 | 119.69 | 119.74 | 20400.0 |
| 2011-10-18 06:30:00 | SPY | ETF | 119.7 | 119.99 | 119.7 | 119.89 | 140301.0 |
| 2011-10-18 07:00:00 | SPY | ETF | 119.94 | 120.05 | 119.51 | 119.76 | 970912.0 |
| 2011-10-18 07:30:00 | SPY | ETF | 119.79 | 119.86 | 119.15 | 119.29 | 810445.0 |
| 2011-10-18 08:00:00 | SPY | ETF | 119.3 | 119.967 | 119.25 | 119.76 | 1745244.0 |
| 2011-10-18 08:30:00 | SPY | ETF | 119.72 | 119.99 | 119.56 | 119.82 | 1923590.0 |
| 2011-10-18 09:00:00 | SPY | ETF | 119.81 | 120.42 | 119.81 | 120.13 | 2491930.0 |
| 2011-10-18 09:30:00 | SPY | ETF | 120.14 | 120.47 | 119.3 | 119.58 | 24920520.0 |
| 2011-10-18 10:00:00 | SPY | ETF | 119.525 | 120.22 | 119.2 | 120.22 | 24132733.0 |
| 2011-10-18 10:30:00 | SPY | ETF | 120.21 | 120.93 | 120.155 | 120.67 | 22286992.0 |
| 2011-10-18 11:00:00 | SPY | ETF | 120.66 | 120.77 | 120.27 | 120.41 | 12699961.0 |
| 2011-10-18 11:30:00 | SPY | ETF | 120.41 | 121.34 | 120.39 | 121.2 | 16592551.0 |
| 2011-10-18 12:00:00 | SPY | ETF | 121.205 | 121.31 | 121.0 | 121.06 | 8009065.0 |
| 2011-10-18 12:30:00 | SPY | ETF | 121.06 | 121.635 | 121.02 | 121.5201 | 9486256.0 |
| 2011-10-18 13:00:00 | SPY | ETF | 121.53 | 121.63 | 121.13 | 121.37 | 7307450.0 |
| 2011-10-18 13:30:00 | SPY | ETF | 121.37 | 121.69 | 121.23 | 121.52 | 8092228.0 |
| 2011-10-18 14:00:00 | SPY | ETF | 121.52 | 121.83 | 121.44 | 121.73 | 9285529.0 |
| 2011-10-18 14:30:00 | SPY | ETF | 121.73 | 121.88 | 121.43 | 121.71 | 11321253.0 |
| 2011-10-18 15:00:00 | SPY | ETF | 121.71 | 123.5 | 121.71 | 122.49 | 65183760.0 |
| 2011-10-18 15:30:00 | SPY | ETF | 122.49 | 123.2 | 122.18 | 122.58 | 62997429.0 |
| 2011-10-18 16:00:00 | SPY | ETF | 122.58 | 123.0565 | 120.1788 | 122.9 | 13534187.0 |
| 2011-10-18 16:30:00 | SPY | ETF | 122.85 | 122.9 | 122.14 | 122.27 | 8194300.0 |
| 2011-10-18 17:00:00 | SPY | ETF | 122.25 | 122.35 | 122.12 | 122.22 | 657867.0 |
| 2011-10-18 17:30:00 | SPY | ETF | 122.2 | 122.29 | 122.2 | 122.24 | 95858.0 |
| 2011-10-18 18:00:00 | SPY | ETF | 122.23 | 122.61 | 122.1 | 122.41 | 542992.0 |
| 2011-10-18 18:30:00 | SPY | ETF | 122.4 | 122.43 | 122.3 | 122.33 | 55730.0 |
| 2011-10-18 19:00:00 | SPY | ETF | 122.33 | 122.35 | 122.27 | 122.32 | 97703.0 |
| 2011-10-18 19:30:00 | SPY | ETF | 122.32 | 122.35 | 122.21 | 122.24 | 48826.0 |
| 2011-10-18 04:00:00 | QQQ | ETF | 57.0 | 57.0 | 57.0 | 57.0 | 200.0 |
| 2011-10-18 05:00:00 | QQQ | ETF | 57.11 | 57.11 | 57.11 | 57.11 | 100.0 |
| 2011-10-18 05:30:00 | QQQ | ETF | 57.15 | 57.28 | 57.15 | 57.28 | 600.0 |
| 2011-10-18 06:00:00 | QQQ | ETF | 57.25 | 57.25 | 57.25 | 57.25 | 100.0 |
| 2011-10-18 06:30:00 | QQQ | ETF | 57.25 | 57.31 | 57.25 | 57.27 | 1900.0 |
| 2011-10-18 07:00:00 | QQQ | ETF | 57.29 | 57.3 | 57.13 | 57.22 | 167800.0 |
| 2011-10-18 07:30:00 | QQQ | ETF | 57.22 | 57.25 | 56.9 | 56.97 | 259126.0 |
| 2011-10-18 08:00:00 | QQQ | ETF | 57.08 | 57.19 | 56.95 | 57.18 | 298830.0 |
| 2011-10-18 08:30:00 | QQQ | ETF | 57.17 | 57.29 | 57.11 | 57.23 | 488233.0 |
| 2011-10-18 09:00:00 | QQQ | ETF | 57.24 | 57.44 | 57.18 | 57.18 | 381434.0 |
| 2011-10-18 09:30:00 | QQQ | ETF | 57.19 | 57.33 | 56.74 | 56.91 | 10278489.0 |
| 2011-10-18 10:00:00 | QQQ | ETF | 56.9 | 57.15 | 56.66 | 57.15 | 8330957.0 |
| 2011-10-18 10:30:00 | QQQ | ETF | 57.15 | 57.37 | 57.08 | 57.27 | 4524369.0 |
| 2011-10-18 11:00:00 | QQQ | ETF | 57.28 | 57.3 | 57.1 | 57.15 | 2800197.0 |
| 2011-10-18 11:30:00 | QQQ | ETF | 57.15 | 57.68 | 57.15 | 57.59 | 5420182.0 |
| 2011-10-18 12:00:00 | QQQ | ETF | 57.6 | 57.64 | 57.4209 | 57.45 | 2501487.0 |
| 2011-10-18 12:30:00 | QQQ | ETF | 57.44 | 57.68 | 57.43 | 57.57 | 2206031.0 |
| 2011-10-18 13:00:00 | QQQ | ETF | 57.57 | 57.62 | 57.36 | 57.49 | 1483451.0 |
> showing 50 of 9,492 rows — these rows as CSV