PREVIEW / etf_30min / 2011-11-01

all etf 30-min files

  file:    by_date/etf_30min/2011/2011-11-01.parquet
  size:    305 KB
  rows:    10,329

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
2011-11-01 04:00:00	SPY	ETF	124.35	124.35	123.19	123.19	90300.0
2011-11-01 04:30:00	SPY	ETF	123.21	123.6	123.21	123.38	12480.0
2011-11-01 05:00:00	SPY	ETF	123.43	123.85	123.43	123.55	22250.0
2011-11-01 05:30:00	SPY	ETF	123.57	123.8	123.41	123.48	49458.0
2011-11-01 06:00:00	SPY	ETF	123.44	123.44	123.07	123.09	104394.0
2011-11-01 06:30:00	SPY	ETF	123.11	123.19	122.85	122.9	490968.0
2011-11-01 07:00:00	SPY	ETF	122.94	123.33	122.91	123.25	479416.0
2011-11-01 07:30:00	SPY	ETF	123.3	123.3	121.87	122.53	1281992.0
2011-11-01 08:00:00	SPY	ETF	122.57	125.5	122.32	122.43	4299632.0
2011-11-01 08:30:00	SPY	ETF	122.45	122.56	121.42	121.84	8078039.0
2011-11-01 09:00:00	SPY	ETF	121.82	125.45	121.45	122.04	4923489.0
2011-11-01 09:30:00	SPY	ETF	122.03	122.66	121.52	122.65	48504726.0
2011-11-01 10:00:00	SPY	ETF	122.65	123.27	122.05	123.14	35935410.0
2011-11-01 10:30:00	SPY	ETF	123.1475	123.43	122.78	122.82	24503813.0
2011-11-01 11:00:00	SPY	ETF	122.82	123.13	122.6	122.775	14071609.0
2011-11-01 11:30:00	SPY	ETF	122.78	122.82	121.83	121.95	25057631.0
2011-11-01 12:00:00	SPY	ETF	121.95	122.4	121.65	122.08	20417205.0
2011-11-01 12:30:00	SPY	ETF	122.09	122.5	121.76	121.79	15506217.0
2011-11-01 13:00:00	SPY	ETF	121.79	122.71	121.64	122.59	24864599.0
2011-11-01 13:30:00	SPY	ETF	122.58	123.33	122.39	122.61	36759935.0
2011-11-01 14:00:00	SPY	ETF	122.62	123.51	122.44	123.33	21501432.0
2011-11-01 14:30:00	SPY	ETF	123.33	123.47	122.62	122.77	18821255.0
2011-11-01 15:00:00	SPY	ETF	122.77	122.86	122.15	122.5	22319579.0
2011-11-01 15:30:00	SPY	ETF	122.5	123.08	121.68	122.01	51077999.0
2011-11-01 16:00:00	SPY	ETF	122.02	125.4496	121.6	122.87	12217885.0
2011-11-01 16:30:00	SPY	ETF	122.87	125.4496	121.985	122.92	12331667.0
2011-11-01 17:00:00	SPY	ETF	122.95	123.2	122.86	123.13	9239026.0
2011-11-01 17:30:00	SPY	ETF	123.12	123.15	122.98	123.02	320303.0
2011-11-01 18:00:00	SPY	ETF	123.04	123.14	122.08	122.95	511466.0
2011-11-01 18:30:00	SPY	ETF	122.95	122.95	122.6	122.61	283906.0
2011-11-01 19:00:00	SPY	ETF	122.63	122.63	122.21	122.43	599557.0
2011-11-01 19:30:00	SPY	ETF	122.43	122.68	122.34	122.49	280259.0
2011-11-01 04:00:00	QQQ	ETF	57.5	57.5	56.99	56.99	2440.0
2011-11-01 04:30:00	QQQ	ETF	57.0	57.0	57.0	57.0	200.0
2011-11-01 06:00:00	QQQ	ETF	57.04	57.04	56.9	56.9	2900.0
2011-11-01 06:30:00	QQQ	ETF	56.92	56.92	56.8	56.82	5857.0
2011-11-01 07:00:00	QQQ	ETF	56.85	57.4	56.85	57.06	452635.0
2011-11-01 07:30:00	QQQ	ETF	57.01	57.06	56.6	56.77	854194.0
2011-11-01 08:00:00	QQQ	ETF	56.79	57.23	56.64	56.74	3254889.0
2011-11-01 08:30:00	QQQ	ETF	56.73	56.78	56.37	56.54	2746475.0
2011-11-01 09:00:00	QQQ	ETF	56.54	56.65	56.47	56.56	1293125.0
2011-11-01 09:30:00	QQQ	ETF	56.57	56.74	56.341	56.7	12605626.0
2011-11-01 10:00:00	QQQ	ETF	56.71	56.87	56.5	56.7905	9416423.0
2011-11-01 10:30:00	QQQ	ETF	56.794	56.97	56.71	56.78	5369394.0
2011-11-01 11:00:00	QQQ	ETF	56.79	56.85	56.65	56.71	3773231.0
2011-11-01 11:30:00	QQQ	ETF	56.7	56.73	56.21	56.31	4913382.0
2011-11-01 12:00:00	QQQ	ETF	56.31	56.51	56.12	56.409	5632508.0
2011-11-01 12:30:00	QQQ	ETF	56.4	56.55	56.24	56.24	4249778.0
2011-11-01 13:00:00	QQQ	ETF	56.24	56.5401	56.14	56.4801	5681183.0
2011-11-01 13:30:00	QQQ	ETF	56.4801	56.89	56.4801	56.64	8903134.0

> showing 50 of 10,329 rows — these rows as CSV

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