PREVIEW / etf_30min / 2011-11-11
file: by_date/etf_30min/2011/2011-11-11.parquet size: 271 KB rows: 9,006
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 |
|---|---|---|---|---|---|---|---|
| 2011-11-11 04:00:00 | SPY | ETF | 125.12 | 125.2 | 124.98 | 125.04 | 1594.0 |
| 2011-11-11 04:30:00 | SPY | ETF | 125.04 | 125.04 | 124.71 | 124.94 | 1377.0 |
| 2011-11-11 05:00:00 | SPY | ETF | 124.96 | 125.1 | 124.86 | 125.01 | 1255.0 |
| 2011-11-11 06:00:00 | SPY | ETF | 124.85 | 125.25 | 124.85 | 125.15 | 9495.0 |
| 2011-11-11 06:30:00 | SPY | ETF | 125.15 | 125.15 | 124.94 | 125.0 | 79500.0 |
| 2011-11-11 07:00:00 | SPY | ETF | 124.91 | 125.37 | 124.83 | 125.22 | 301171.0 |
| 2011-11-11 07:30:00 | SPY | ETF | 125.24 | 125.42 | 125.15 | 125.42 | 546720.0 |
| 2011-11-11 08:00:00 | SPY | ETF | 125.39 | 125.66 | 125.11 | 125.58 | 1808971.0 |
| 2011-11-11 08:30:00 | SPY | ETF | 125.58 | 125.58 | 125.35 | 125.49 | 1233501.0 |
| 2011-11-11 09:00:00 | SPY | ETF | 125.5 | 125.83 | 125.47 | 125.82 | 2212065.0 |
| 2011-11-11 09:30:00 | SPY | ETF | 125.83 | 126.34 | 125.79 | 126.1 | 25174246.0 |
| 2011-11-11 10:00:00 | SPY | ETF | 126.09 | 126.49 | 126.08 | 126.41 | 16799236.0 |
| 2011-11-11 10:30:00 | SPY | ETF | 126.41 | 126.92 | 126.41 | 126.81 | 17578585.0 |
| 2011-11-11 11:00:00 | SPY | ETF | 126.81 | 126.99 | 126.75 | 126.79 | 12406324.0 |
| 2011-11-11 11:30:00 | SPY | ETF | 126.79 | 126.9 | 126.63 | 126.675 | 8739616.0 |
| 2011-11-11 12:00:00 | SPY | ETF | 126.68 | 126.84 | 126.56 | 126.67 | 7304187.0 |
| 2011-11-11 12:30:00 | SPY | ETF | 126.67 | 126.7 | 126.51 | 126.6816 | 6487993.0 |
| 2011-11-11 13:00:00 | SPY | ETF | 126.685 | 126.94 | 126.68 | 126.71 | 7426652.0 |
| 2011-11-11 13:30:00 | SPY | ETF | 126.72 | 126.86 | 126.61 | 126.65 | 6446173.0 |
| 2011-11-11 14:00:00 | SPY | ETF | 126.66 | 126.87 | 126.61 | 126.78 | 8981026.0 |
| 2011-11-11 14:30:00 | SPY | ETF | 126.77 | 126.9 | 126.48 | 126.565 | 8308283.0 |
| 2011-11-11 15:00:00 | SPY | ETF | 126.57 | 126.64 | 126.35 | 126.64 | 11451259.0 |
| 2011-11-11 15:30:00 | SPY | ETF | 126.64 | 126.72 | 126.34 | 126.69 | 22700553.0 |
| 2011-11-11 16:00:00 | SPY | ETF | 126.7 | 126.74 | 124.2427 | 126.61 | 12817318.0 |
| 2011-11-11 16:30:00 | SPY | ETF | 126.6 | 126.61 | 126.51 | 126.51 | 8404763.0 |
| 2011-11-11 17:00:00 | SPY | ETF | 126.54 | 126.54 | 126.42 | 126.46 | 345291.0 |
| 2011-11-11 17:30:00 | SPY | ETF | 126.5 | 126.58 | 126.4 | 126.48 | 52393.0 |
| 2011-11-11 18:00:00 | SPY | ETF | 126.48 | 126.62 | 126.48 | 126.58 | 212194.0 |
| 2011-11-11 18:30:00 | SPY | ETF | 126.55 | 126.56 | 126.52 | 126.53 | 8683.0 |
| 2011-11-11 19:00:00 | SPY | ETF | 126.53 | 126.56 | 126.53 | 126.54 | 6900.0 |
| 2011-11-11 19:30:00 | SPY | ETF | 126.56 | 126.58 | 126.48 | 126.56 | 23072.0 |
| 2011-11-11 04:00:00 | QQQ | ETF | 57.04 | 57.04 | 56.9 | 57.01 | 1365.0 |
| 2011-11-11 06:30:00 | QQQ | ETF | 57.0 | 57.0 | 56.95 | 56.95 | 2250.0 |
| 2011-11-11 07:00:00 | QQQ | ETF | 57.04 | 57.09 | 57.01 | 57.02 | 29450.0 |
| 2011-11-11 07:30:00 | QQQ | ETF | 57.01 | 57.11 | 57.01 | 57.1 | 21214.0 |
| 2011-11-11 08:00:00 | QQQ | ETF | 57.1 | 57.23 | 57.1 | 57.2 | 221256.0 |
| 2011-11-11 08:30:00 | QQQ | ETF | 57.2 | 57.2 | 57.07 | 57.13 | 163052.0 |
| 2011-11-11 09:00:00 | QQQ | ETF | 57.14 | 57.3 | 57.13 | 57.26 | 467838.0 |
| 2011-11-11 09:30:00 | QQQ | ETF | 57.27 | 57.48 | 57.2 | 57.32 | 8137935.0 |
| 2011-11-11 10:00:00 | QQQ | ETF | 57.32 | 57.6 | 57.31 | 57.5 | 4477448.0 |
| 2011-11-11 10:30:00 | QQQ | ETF | 57.51 | 57.8 | 57.51 | 57.7387 | 5127605.0 |
| 2011-11-11 11:00:00 | QQQ | ETF | 57.7301 | 57.83 | 57.7 | 57.74 | 1877292.0 |
| 2011-11-11 11:30:00 | QQQ | ETF | 57.745 | 57.94 | 57.73 | 57.8399 | 2710827.0 |
| 2011-11-11 12:00:00 | QQQ | ETF | 57.838 | 57.95 | 57.78 | 57.841 | 2324985.0 |
| 2011-11-11 12:30:00 | QQQ | ETF | 57.8482 | 57.9 | 57.77 | 57.882 | 1113464.0 |
| 2011-11-11 13:00:00 | QQQ | ETF | 57.89 | 58.02 | 57.86 | 57.88 | 2846403.0 |
| 2011-11-11 13:30:00 | QQQ | ETF | 57.89 | 57.98 | 57.84 | 57.865 | 1920439.0 |
| 2011-11-11 14:00:00 | QQQ | ETF | 57.87 | 58.0 | 57.85 | 57.94 | 2205765.0 |
| 2011-11-11 14:30:00 | QQQ | ETF | 57.95 | 57.99 | 57.75 | 57.8001 | 1395748.0 |
| 2011-11-11 15:00:00 | QQQ | ETF | 57.8 | 57.86 | 57.73 | 57.85 | 2444062.0 |
> showing 50 of 9,006 rows — these rows as CSV