PREVIEW / etf_30min / 2011-12-12
file: by_date/etf_30min/2011/2011-12-12.parquet size: 284 KB rows: 9,534
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 |
|---|---|---|---|---|---|---|---|
| 2011-12-12 04:00:00 | SPY | ETF | 126.02 | 126.02 | 125.34 | 125.34 | 9108.0 |
| 2011-12-12 04:30:00 | SPY | ETF | 125.3 | 125.35 | 125.14 | 125.29 | 1750.0 |
| 2011-12-12 05:00:00 | SPY | ETF | 125.15 | 125.44 | 125.15 | 125.2 | 10400.0 |
| 2011-12-12 05:30:00 | SPY | ETF | 125.18 | 125.54 | 125.18 | 125.25 | 7000.0 |
| 2011-12-12 06:00:00 | SPY | ETF | 125.34 | 125.66 | 125.34 | 125.52 | 57398.0 |
| 2011-12-12 06:30:00 | SPY | ETF | 125.52 | 125.62 | 125.4 | 125.55 | 337525.0 |
| 2011-12-12 07:00:00 | SPY | ETF | 125.44 | 125.63 | 125.4 | 125.61 | 423670.0 |
| 2011-12-12 07:30:00 | SPY | ETF | 125.6 | 125.61 | 125.38 | 125.45 | 318016.0 |
| 2011-12-12 08:00:00 | SPY | ETF | 125.5 | 125.52 | 125.09 | 125.25 | 1272572.0 |
| 2011-12-12 08:30:00 | SPY | ETF | 125.25 | 125.38 | 125.09 | 125.19 | 958058.0 |
| 2011-12-12 09:00:00 | SPY | ETF | 125.2 | 125.24 | 124.8 | 124.95 | 1972522.0 |
| 2011-12-12 09:30:00 | SPY | ETF | 124.95 | 124.97 | 124.1 | 124.23 | 22373820.0 |
| 2011-12-12 10:00:00 | SPY | ETF | 124.23 | 124.59 | 123.81 | 123.95 | 17038355.0 |
| 2011-12-12 10:30:00 | SPY | ETF | 123.95 | 124.11 | 123.8 | 124.04 | 10936066.0 |
| 2011-12-12 11:00:00 | SPY | ETF | 124.035 | 124.41 | 123.73 | 123.91 | 12331544.0 |
| 2011-12-12 11:30:00 | SPY | ETF | 123.9 | 123.99 | 123.16 | 123.4265 | 17020692.0 |
| 2011-12-12 12:00:00 | SPY | ETF | 123.43 | 123.55 | 123.3 | 123.49 | 10321516.0 |
| 2011-12-12 12:30:00 | SPY | ETF | 123.48 | 123.65 | 123.42 | 123.5 | 7285088.0 |
| 2011-12-12 13:00:00 | SPY | ETF | 123.5 | 124.01 | 123.29 | 123.56 | 7035238.0 |
| 2011-12-12 13:30:00 | SPY | ETF | 123.56 | 124.22 | 123.5 | 123.59 | 8118995.0 |
| 2011-12-12 14:00:00 | SPY | ETF | 123.6 | 123.75 | 123.32 | 123.6 | 13332690.0 |
| 2011-12-12 14:30:00 | SPY | ETF | 123.6 | 123.73 | 123.34 | 123.715 | 10829239.0 |
| 2011-12-12 15:00:00 | SPY | ETF | 123.71 | 123.9 | 123.46 | 123.83 | 14608810.0 |
| 2011-12-12 15:30:00 | SPY | ETF | 123.84 | 124.3 | 123.76 | 124.19 | 33673170.0 |
| 2011-12-12 16:00:00 | SPY | ETF | 124.19 | 126.0453 | 124.05 | 124.14 | 14480464.0 |
| 2011-12-12 16:30:00 | SPY | ETF | 124.13 | 124.18 | 124.07 | 124.08 | 3390372.0 |
| 2011-12-12 17:00:00 | SPY | ETF | 124.08 | 124.09 | 124.0 | 124.05 | 132576.0 |
| 2011-12-12 17:30:00 | SPY | ETF | 124.03 | 124.175 | 123.99 | 124.05 | 153946.0 |
| 2011-12-12 18:00:00 | SPY | ETF | 124.05 | 124.28 | 124.05 | 124.27 | 449493.0 |
| 2011-12-12 18:30:00 | SPY | ETF | 124.28 | 124.33 | 124.17 | 124.17 | 69251.0 |
| 2011-12-12 19:00:00 | SPY | ETF | 124.19 | 124.35 | 124.12 | 124.34 | 138664.0 |
| 2011-12-12 19:30:00 | SPY | ETF | 124.34 | 124.46 | 124.34 | 124.37 | 215466.0 |
| 2011-12-12 04:00:00 | QQQ | ETF | 56.71 | 56.71 | 56.71 | 56.71 | 300.0 |
| 2011-12-12 04:30:00 | QQQ | ETF | 56.65 | 56.65 | 56.57 | 56.57 | 1000.0 |
| 2011-12-12 05:00:00 | QQQ | ETF | 56.59 | 56.59 | 56.53 | 56.59 | 3700.0 |
| 2011-12-12 05:30:00 | QQQ | ETF | 56.57 | 56.7 | 56.57 | 56.7 | 1020.0 |
| 2011-12-12 06:00:00 | QQQ | ETF | 56.68 | 56.7 | 56.67 | 56.7 | 422.0 |
| 2011-12-12 06:30:00 | QQQ | ETF | 56.77 | 56.81 | 56.75 | 56.81 | 14722.0 |
| 2011-12-12 07:00:00 | QQQ | ETF | 56.8 | 56.81 | 56.75 | 56.8 | 69400.0 |
| 2011-12-12 07:30:00 | QQQ | ETF | 56.8 | 56.8 | 56.72 | 56.74 | 30114.0 |
| 2011-12-12 08:00:00 | QQQ | ETF | 56.78 | 56.78 | 56.62 | 56.68 | 318890.0 |
| 2011-12-12 08:30:00 | QQQ | ETF | 56.67 | 56.72 | 56.61 | 56.67 | 111337.0 |
| 2011-12-12 09:00:00 | QQQ | ETF | 56.67 | 56.67 | 56.34 | 56.43 | 1980956.0 |
| 2011-12-12 09:30:00 | QQQ | ETF | 56.43 | 56.45 | 56.06 | 56.11 | 4727033.0 |
| 2011-12-12 10:00:00 | QQQ | ETF | 56.1101 | 56.21 | 55.95 | 56.03 | 3628469.0 |
| 2011-12-12 10:30:00 | QQQ | ETF | 56.03 | 56.18 | 55.98 | 56.14 | 2306034.0 |
| 2011-12-12 11:00:00 | QQQ | ETF | 56.145 | 56.29 | 56.1 | 56.21 | 3893033.0 |
| 2011-12-12 11:30:00 | QQQ | ETF | 56.21 | 56.26 | 55.9 | 56.015 | 2160921.0 |
| 2011-12-12 12:00:00 | QQQ | ETF | 56.01 | 56.08 | 55.96 | 56.06 | 1228710.0 |
| 2011-12-12 12:30:00 | QQQ | ETF | 56.07 | 56.16 | 56.035 | 56.0895 | 1242287.0 |
> showing 50 of 9,534 rows — these rows as CSV