PREVIEW / etf_30min / 2011-10-28
file: by_date/etf_30min/2011/2011-10-28.parquet size: 286 KB rows: 9,613
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-28 04:00:00 | SPY | ETF | 128.5 | 128.69 | 128.29 | 128.51 | 18548.0 |
| 2011-10-28 04:30:00 | SPY | ETF | 128.51 | 128.54 | 128.51 | 128.54 | 600.0 |
| 2011-10-28 05:00:00 | SPY | ETF | 128.59 | 128.59 | 128.31 | 128.31 | 8050.0 |
| 2011-10-28 05:30:00 | SPY | ETF | 128.21 | 128.46 | 128.18 | 128.46 | 2900.0 |
| 2011-10-28 06:00:00 | SPY | ETF | 128.41 | 128.41 | 128.0 | 128.0 | 139515.0 |
| 2011-10-28 06:30:00 | SPY | ETF | 128.0 | 128.16 | 127.9 | 128.14 | 89660.0 |
| 2011-10-28 07:00:00 | SPY | ETF | 128.11 | 128.33 | 127.96 | 128.03 | 183952.0 |
| 2011-10-28 07:30:00 | SPY | ETF | 128.03 | 128.11 | 127.91 | 128.06 | 411529.0 |
| 2011-10-28 08:00:00 | SPY | ETF | 128.03 | 128.24 | 127.9 | 128.17 | 1366122.0 |
| 2011-10-28 08:30:00 | SPY | ETF | 128.18 | 128.24 | 127.93 | 128.06 | 1110531.0 |
| 2011-10-28 09:00:00 | SPY | ETF | 128.06 | 128.3613 | 127.43 | 128.01 | 2513196.0 |
| 2011-10-28 09:30:00 | SPY | ETF | 128.0 | 128.44 | 127.8 | 128.19 | 25314712.0 |
| 2011-10-28 10:00:00 | SPY | ETF | 128.19 | 128.33 | 127.8317 | 128.17 | 17533322.0 |
| 2011-10-28 10:30:00 | SPY | ETF | 128.17 | 128.57 | 128.1 | 128.48 | 14414662.0 |
| 2011-10-28 11:00:00 | SPY | ETF | 128.48 | 128.72 | 128.45 | 128.56 | 24896875.0 |
| 2011-10-28 11:30:00 | SPY | ETF | 128.57 | 128.73 | 128.09 | 128.1 | 18070949.0 |
| 2011-10-28 12:00:00 | SPY | ETF | 128.09 | 128.35 | 127.97 | 128.042 | 9314345.0 |
| 2011-10-28 12:30:00 | SPY | ETF | 128.0675 | 128.4 | 128.0 | 128.3589 | 7767887.0 |
| 2011-10-28 13:00:00 | SPY | ETF | 128.36 | 128.65 | 128.24 | 128.55 | 9945871.0 |
| 2011-10-28 13:30:00 | SPY | ETF | 128.56 | 128.58 | 128.28 | 128.46 | 9101612.0 |
| 2011-10-28 14:00:00 | SPY | ETF | 128.454 | 128.53 | 128.14 | 128.27 | 6119123.0 |
| 2011-10-28 14:30:00 | SPY | ETF | 128.255 | 128.45 | 128.21 | 128.32 | 8426196.0 |
| 2011-10-28 15:00:00 | SPY | ETF | 128.33 | 128.62 | 128.25 | 128.44 | 12515127.0 |
| 2011-10-28 15:30:00 | SPY | ETF | 128.43 | 128.85 | 128.24 | 128.61 | 29322368.0 |
| 2011-10-28 16:00:00 | SPY | ETF | 128.6 | 128.83 | 128.17 | 128.57 | 5752063.0 |
| 2011-10-28 16:30:00 | SPY | ETF | 128.57 | 128.68 | 128.3394 | 128.37 | 12359046.0 |
| 2011-10-28 17:00:00 | SPY | ETF | 128.39 | 128.5476 | 128.24 | 128.25 | 4126677.0 |
| 2011-10-28 17:30:00 | SPY | ETF | 128.28 | 128.39 | 128.2 | 128.39 | 138258.0 |
| 2011-10-28 18:00:00 | SPY | ETF | 128.36 | 128.68 | 128.25 | 128.34 | 199544.0 |
| 2011-10-28 18:30:00 | SPY | ETF | 128.34 | 128.37 | 128.23 | 128.3 | 57289.0 |
| 2011-10-28 19:00:00 | SPY | ETF | 128.29 | 128.3 | 128.18 | 128.19 | 90765.0 |
| 2011-10-28 19:30:00 | SPY | ETF | 128.19 | 128.3 | 128.17 | 128.23 | 119665.0 |
| 2011-10-28 05:00:00 | QQQ | ETF | 58.74 | 58.74 | 58.74 | 58.74 | 200.0 |
| 2011-10-28 06:30:00 | QQQ | ETF | 58.48 | 58.57 | 58.48 | 58.57 | 7200.0 |
| 2011-10-28 07:00:00 | QQQ | ETF | 58.6 | 58.63 | 58.47 | 58.47 | 14666.0 |
| 2011-10-28 07:30:00 | QQQ | ETF | 58.5 | 58.58 | 58.45 | 58.49 | 22840.0 |
| 2011-10-28 08:00:00 | QQQ | ETF | 58.56 | 58.62 | 58.47 | 58.6 | 228040.0 |
| 2011-10-28 08:30:00 | QQQ | ETF | 58.59 | 58.61 | 58.52 | 58.58 | 305051.0 |
| 2011-10-28 09:00:00 | QQQ | ETF | 58.58 | 58.64 | 58.48 | 58.5 | 298616.0 |
| 2011-10-28 09:30:00 | QQQ | ETF | 58.5 | 58.89 | 58.49 | 58.73 | 6175880.0 |
| 2011-10-28 10:00:00 | QQQ | ETF | 58.74 | 58.79 | 58.59 | 58.6793 | 4246388.0 |
| 2011-10-28 10:30:00 | QQQ | ETF | 58.68 | 58.86 | 58.65 | 58.82 | 3450943.0 |
| 2011-10-28 11:00:00 | QQQ | ETF | 58.82 | 58.9173 | 58.7601 | 58.8 | 2709263.0 |
| 2011-10-28 11:30:00 | QQQ | ETF | 58.81 | 58.88 | 58.61 | 58.64 | 3231607.0 |
| 2011-10-28 12:00:00 | QQQ | ETF | 58.63 | 58.68 | 58.535 | 58.58 | 1687759.0 |
| 2011-10-28 12:30:00 | QQQ | ETF | 58.57 | 58.71 | 58.54 | 58.689 | 1778329.0 |
| 2011-10-28 13:00:00 | QQQ | ETF | 58.69 | 58.85 | 58.66 | 58.7903 | 2711872.0 |
| 2011-10-28 13:30:00 | QQQ | ETF | 58.8 | 58.82 | 58.71 | 58.79 | 1115050.0 |
| 2011-10-28 14:00:00 | QQQ | ETF | 58.78 | 58.81 | 58.67 | 58.74 | 1254413.0 |
| 2011-10-28 14:30:00 | QQQ | ETF | 58.74 | 58.83 | 58.73 | 58.79 | 1209887.0 |
> showing 50 of 9,613 rows — these rows as CSV