PREVIEW / etf_30min / 2011-11-25
file: by_date/etf_30min/2011/2011-11-25.parquet size: 175 KB rows: 5,508
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 |
|---|---|---|---|---|---|---|---|
| 2011-11-25 04:00:00 | SPY | ETF | 115.99 | 115.99 | 115.36 | 115.64 | 104687.0 |
| 2011-11-25 04:30:00 | SPY | ETF | 115.78 | 116.0 | 115.78 | 116.0 | 52450.0 |
| 2011-11-25 05:00:00 | SPY | ETF | 115.68 | 115.87 | 115.68 | 115.75 | 4000.0 |
| 2011-11-25 05:30:00 | SPY | ETF | 115.7 | 115.7 | 115.5 | 115.5 | 22320.0 |
| 2011-11-25 06:00:00 | SPY | ETF | 115.51 | 115.81 | 115.47 | 115.71 | 9601.0 |
| 2011-11-25 06:30:00 | SPY | ETF | 115.67 | 115.93 | 115.67 | 115.76 | 47571.0 |
| 2011-11-25 07:00:00 | SPY | ETF | 115.81 | 116.0 | 115.65 | 115.93 | 120013.0 |
| 2011-11-25 07:30:00 | SPY | ETF | 115.91 | 115.98 | 115.81 | 115.81 | 213384.0 |
| 2011-11-25 08:00:00 | SPY | ETF | 115.8 | 115.89 | 115.35 | 115.81 | 770866.0 |
| 2011-11-25 08:30:00 | SPY | ETF | 115.81 | 116.23 | 115.58 | 116.17 | 1452561.0 |
| 2011-11-25 09:00:00 | SPY | ETF | 116.2 | 116.52 | 116.04 | 116.37 | 1757084.0 |
| 2011-11-25 09:30:00 | SPY | ETF | 116.38 | 117.44 | 116.33 | 117.08 | 24941438.0 |
| 2011-11-25 10:00:00 | SPY | ETF | 117.08 | 117.7 | 117.03 | 117.37 | 11839594.0 |
| 2011-11-25 10:30:00 | SPY | ETF | 117.37 | 117.68 | 117.31 | 117.34 | 7500950.0 |
| 2011-11-25 11:00:00 | SPY | ETF | 117.35 | 117.55 | 117.24 | 117.27 | 7471648.0 |
| 2011-11-25 11:30:00 | SPY | ETF | 117.27 | 117.44 | 116.64 | 116.729 | 11581993.0 |
| 2011-11-25 12:00:00 | SPY | ETF | 116.72 | 116.8 | 116.46 | 116.76 | 8694112.0 |
| 2011-11-25 12:30:00 | SPY | ETF | 116.76 | 116.85 | 116.32 | 116.33 | 14762223.0 |
| 2011-11-25 13:00:00 | SPY | ETF | 116.33 | 116.37 | 115.52 | 116.01 | 4483628.0 |
| 2011-11-25 13:30:00 | SPY | ETF | 116.01 | 116.34 | 115.93 | 115.98 | 631641.0 |
| 2011-11-25 14:00:00 | SPY | ETF | 115.97 | 116.02 | 115.95 | 116.0 | 50689.0 |
| 2011-11-25 14:30:00 | SPY | ETF | 116.0 | 116.2 | 115.93 | 115.99 | 82105.0 |
| 2011-11-25 15:00:00 | SPY | ETF | 115.97 | 115.97 | 115.92 | 115.93 | 58146.0 |
| 2011-11-25 15:30:00 | SPY | ETF | 115.92 | 115.93 | 115.91 | 115.92 | 81334.0 |
| 2011-11-25 16:00:00 | SPY | ETF | 115.94 | 115.95 | 115.91 | 115.93 | 18091.0 |
| 2011-11-25 16:30:00 | SPY | ETF | 115.92 | 115.97 | 115.83 | 115.96 | 37871.0 |
| 2011-11-25 04:00:00 | QQQ | ETF | 52.9 | 52.99 | 52.54 | 52.7 | 12985.0 |
| 2011-11-25 04:30:00 | QQQ | ETF | 52.8 | 52.8 | 52.79 | 52.79 | 1100.0 |
| 2011-11-25 05:00:00 | QQQ | ETF | 52.74 | 52.77 | 52.74 | 52.77 | 2200.0 |
| 2011-11-25 05:30:00 | QQQ | ETF | 52.71 | 52.71 | 52.71 | 52.71 | 300.0 |
| 2011-11-25 06:00:00 | QQQ | ETF | 52.68 | 52.68 | 52.68 | 52.68 | 2400.0 |
| 2011-11-25 07:00:00 | QQQ | ETF | 52.74 | 52.88 | 52.73 | 52.83 | 43900.0 |
| 2011-11-25 07:30:00 | QQQ | ETF | 52.83 | 52.89 | 52.79 | 52.8 | 126300.0 |
| 2011-11-25 08:00:00 | QQQ | ETF | 52.79 | 52.84 | 52.75 | 52.82 | 116362.0 |
| 2011-11-25 08:30:00 | QQQ | ETF | 52.83 | 53.0 | 52.74 | 52.96 | 218658.0 |
| 2011-11-25 09:00:00 | QQQ | ETF | 52.96 | 53.16 | 52.9 | 53.06 | 1039518.0 |
| 2011-11-25 09:30:00 | QQQ | ETF | 53.07 | 53.67 | 53.06 | 53.38 | 5051217.0 |
| 2011-11-25 10:00:00 | QQQ | ETF | 53.38 | 53.65 | 53.36 | 53.51 | 2387276.0 |
| 2011-11-25 10:30:00 | QQQ | ETF | 53.51 | 53.64 | 53.45 | 53.46 | 1767414.0 |
| 2011-11-25 11:00:00 | QQQ | ETF | 53.46 | 53.53 | 53.33 | 53.34 | 1856473.0 |
| 2011-11-25 11:30:00 | QQQ | ETF | 53.33 | 53.435 | 53.04 | 53.11 | 3740875.0 |
| 2011-11-25 12:00:00 | QQQ | ETF | 53.1 | 53.17 | 52.97 | 53.16 | 2822792.0 |
| 2011-11-25 12:30:00 | QQQ | ETF | 53.1506 | 53.24 | 52.88 | 52.89 | 3925978.0 |
| 2011-11-25 13:00:00 | QQQ | ETF | 52.87 | 52.9927 | 52.68 | 52.81 | 595804.0 |
| 2011-11-25 13:30:00 | QQQ | ETF | 52.8 | 52.95 | 52.77 | 52.83 | 26978.0 |
| 2011-11-25 14:00:00 | QQQ | ETF | 52.84 | 52.86 | 52.82 | 52.83 | 2300.0 |
| 2011-11-25 14:30:00 | QQQ | ETF | 52.83 | 52.83 | 52.81 | 52.81 | 500.0 |
| 2011-11-25 15:30:00 | QQQ | ETF | 52.88 | 52.92 | 52.87 | 52.91 | 1269.0 |
| 2011-11-25 16:00:00 | QQQ | ETF | 52.9 | 52.92 | 52.9 | 52.9 | 2078.0 |
| 2011-11-25 16:30:00 | QQQ | ETF | 52.88 | 52.9 | 52.88 | 52.9 | 1933.0 |
> showing 50 of 5,508 rows — these rows as CSV