PREVIEW / etf_30min / 2011-12-14
file: by_date/etf_30min/2011/2011-12-14.parquet size: 290 KB rows: 9,802
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 |
|---|---|---|---|---|---|---|---|
| 2011-12-14 04:00:00 | SPY | ETF | 123.42 | 123.57 | 123.42 | 123.54 | 3613.0 |
| 2011-12-14 04:30:00 | SPY | ETF | 123.49 | 123.71 | 123.39 | 123.71 | 6295.0 |
| 2011-12-14 05:00:00 | SPY | ETF | 123.68 | 123.73 | 123.54 | 123.56 | 6700.0 |
| 2011-12-14 05:30:00 | SPY | ETF | 123.5 | 123.57 | 123.39 | 123.5 | 16850.0 |
| 2011-12-14 06:00:00 | SPY | ETF | 123.45 | 123.49 | 123.24 | 123.3 | 73898.0 |
| 2011-12-14 06:30:00 | SPY | ETF | 123.21 | 123.26 | 122.84 | 122.97 | 287850.0 |
| 2011-12-14 07:00:00 | SPY | ETF | 122.92 | 123.0 | 122.75 | 122.82 | 542461.0 |
| 2011-12-14 07:30:00 | SPY | ETF | 122.79 | 123.18 | 122.78 | 123.1 | 315905.0 |
| 2011-12-14 08:00:00 | SPY | ETF | 123.08 | 123.44 | 122.98 | 123.14 | 935687.0 |
| 2011-12-14 08:30:00 | SPY | ETF | 123.12 | 123.22 | 122.81 | 122.84 | 1299878.0 |
| 2011-12-14 09:00:00 | SPY | ETF | 122.84 | 122.9 | 122.5 | 122.56 | 1893433.0 |
| 2011-12-14 09:30:00 | SPY | ETF | 122.56 | 123.03 | 122.09 | 122.43 | 24976343.0 |
| 2011-12-14 10:00:00 | SPY | ETF | 122.44 | 122.45 | 121.83 | 122.2695 | 19329493.0 |
| 2011-12-14 10:30:00 | SPY | ETF | 122.26 | 122.4 | 121.77 | 121.8001 | 15529112.0 |
| 2011-12-14 11:00:00 | SPY | ETF | 121.8 | 122.0 | 121.66 | 121.77 | 11039442.0 |
| 2011-12-14 11:30:00 | SPY | ETF | 121.77 | 121.89 | 121.53 | 121.661 | 10991886.0 |
| 2011-12-14 12:00:00 | SPY | ETF | 121.6601 | 122.1 | 121.6 | 121.94 | 12988114.0 |
| 2011-12-14 12:30:00 | SPY | ETF | 121.95 | 122.28 | 121.92 | 122.15 | 10296830.0 |
| 2011-12-14 13:00:00 | SPY | ETF | 122.15 | 122.54 | 122.0 | 122.5 | 16090105.0 |
| 2011-12-14 13:30:00 | SPY | ETF | 122.51 | 122.58 | 122.02 | 122.08 | 11040638.0 |
| 2011-12-14 14:00:00 | SPY | ETF | 122.09 | 122.17 | 121.72 | 122.07 | 11590618.0 |
| 2011-12-14 14:30:00 | SPY | ETF | 122.0646 | 122.09 | 121.52 | 121.69 | 14752983.0 |
| 2011-12-14 15:00:00 | SPY | ETF | 121.69 | 122.07 | 121.47 | 121.97 | 22470175.0 |
| 2011-12-14 15:30:00 | SPY | ETF | 121.96 | 122.1 | 121.64 | 121.74 | 26619884.0 |
| 2011-12-14 16:00:00 | SPY | ETF | 121.74 | 123.1414 | 121.6 | 121.81 | 14168382.0 |
| 2011-12-14 16:30:00 | SPY | ETF | 121.8 | 123.1414 | 121.74 | 121.83 | 587869.0 |
| 2011-12-14 17:00:00 | SPY | ETF | 121.85 | 121.89 | 121.71 | 121.75 | 3870563.0 |
| 2011-12-14 17:30:00 | SPY | ETF | 121.74 | 121.74 | 121.65 | 121.72 | 234315.0 |
| 2011-12-14 18:00:00 | SPY | ETF | 121.73 | 121.75 | 121.63 | 121.67 | 342747.0 |
| 2011-12-14 18:30:00 | SPY | ETF | 121.66 | 121.82 | 121.65 | 121.81 | 70661.0 |
| 2011-12-14 19:00:00 | SPY | ETF | 121.8 | 121.98 | 121.79 | 121.92 | 199707.0 |
| 2011-12-14 19:30:00 | SPY | ETF | 121.9 | 121.95 | 121.74 | 121.78 | 280744.0 |
| 2011-12-14 05:30:00 | QQQ | ETF | 55.82 | 55.82 | 55.75 | 55.76 | 2700.0 |
| 2011-12-14 06:00:00 | QQQ | ETF | 55.76 | 55.76 | 55.69 | 55.72 | 2000.0 |
| 2011-12-14 06:30:00 | QQQ | ETF | 55.68 | 55.69 | 55.63 | 55.63 | 10692.0 |
| 2011-12-14 07:00:00 | QQQ | ETF | 55.62 | 55.65 | 55.55 | 55.56 | 6755.0 |
| 2011-12-14 07:30:00 | QQQ | ETF | 55.56 | 55.7 | 55.55 | 55.7 | 49080.0 |
| 2011-12-14 08:00:00 | QQQ | ETF | 55.68 | 55.78 | 55.63 | 55.7 | 233608.0 |
| 2011-12-14 08:30:00 | QQQ | ETF | 55.7 | 55.73 | 55.58 | 55.61 | 176242.0 |
| 2011-12-14 09:00:00 | QQQ | ETF | 55.61 | 55.61 | 55.51 | 55.53 | 139744.0 |
| 2011-12-14 09:30:00 | QQQ | ETF | 55.52 | 55.59 | 55.13 | 55.38 | 6544963.0 |
| 2011-12-14 10:00:00 | QQQ | ETF | 55.4 | 55.4 | 54.95 | 55.14 | 7306297.0 |
| 2011-12-14 10:30:00 | QQQ | ETF | 55.14 | 55.21 | 54.91 | 54.91 | 3892214.0 |
| 2011-12-14 11:00:00 | QQQ | ETF | 54.91 | 54.99 | 54.72 | 54.73 | 3843852.0 |
| 2011-12-14 11:30:00 | QQQ | ETF | 54.73 | 54.78 | 54.58 | 54.71 | 4777004.0 |
| 2011-12-14 12:00:00 | QQQ | ETF | 54.71 | 54.91 | 54.67 | 54.822 | 3226401.0 |
| 2011-12-14 12:30:00 | QQQ | ETF | 54.83 | 54.97 | 54.83 | 54.92 | 2059076.0 |
| 2011-12-14 13:00:00 | QQQ | ETF | 54.93 | 55.14 | 54.866 | 55.108 | 3425738.0 |
| 2011-12-14 13:30:00 | QQQ | ETF | 55.11 | 55.16 | 54.93 | 54.95 | 4235170.0 |
| 2011-12-14 14:00:00 | QQQ | ETF | 54.97 | 55.04 | 54.82 | 54.99 | 2564704.0 |
> showing 50 of 9,802 rows — these rows as CSV