PREVIEW / etf_30min / 2012-01-10
file: by_date/etf_30min/2012/2012-01-10.parquet size: 285 KB rows: 9,849
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 |
|---|---|---|---|---|---|---|---|
| 2012-01-10 04:00:00 | SPY | ETF | 128.59 | 128.76 | 128.59 | 128.76 | 927.0 |
| 2012-01-10 04:30:00 | SPY | ETF | 128.95 | 129.19 | 128.95 | 128.98 | 4335.0 |
| 2012-01-10 05:00:00 | SPY | ETF | 128.95 | 129.18 | 128.95 | 129.18 | 10190.0 |
| 2012-01-10 05:30:00 | SPY | ETF | 129.13 | 129.2 | 129.06 | 129.13 | 14050.0 |
| 2012-01-10 06:00:00 | SPY | ETF | 129.2 | 129.35 | 129.19 | 129.19 | 91350.0 |
| 2012-01-10 06:30:00 | SPY | ETF | 129.25 | 129.27 | 129.12 | 129.18 | 88620.0 |
| 2012-01-10 07:00:00 | SPY | ETF | 129.16 | 129.27 | 129.07 | 129.27 | 324926.0 |
| 2012-01-10 07:30:00 | SPY | ETF | 129.24 | 129.34 | 129.2 | 129.31 | 240830.0 |
| 2012-01-10 08:00:00 | SPY | ETF | 129.29 | 129.47 | 129.14 | 129.44 | 1448754.0 |
| 2012-01-10 08:30:00 | SPY | ETF | 129.44 | 129.46 | 129.29 | 129.34 | 700612.0 |
| 2012-01-10 09:00:00 | SPY | ETF | 129.35 | 129.41 | 129.28 | 129.39 | 982002.0 |
| 2012-01-10 09:30:00 | SPY | ETF | 129.39 | 129.5 | 129.15 | 129.34 | 16875906.0 |
| 2012-01-10 10:00:00 | SPY | ETF | 129.34 | 129.65 | 129.33 | 129.405 | 12992231.0 |
| 2012-01-10 10:30:00 | SPY | ETF | 129.41 | 129.6048 | 129.29 | 129.4101 | 7396782.0 |
| 2012-01-10 11:00:00 | SPY | ETF | 129.41 | 129.51 | 129.2 | 129.41 | 8319567.0 |
| 2012-01-10 11:30:00 | SPY | ETF | 129.41 | 129.48 | 129.28 | 129.33 | 6092470.0 |
| 2012-01-10 12:00:00 | SPY | ETF | 129.32 | 129.36 | 128.96 | 128.98 | 5868113.0 |
| 2012-01-10 12:30:00 | SPY | ETF | 128.989 | 129.14 | 128.95 | 129.13 | 4586760.0 |
| 2012-01-10 13:00:00 | SPY | ETF | 129.13 | 129.36 | 128.9728 | 129.06 | 4520133.0 |
| 2012-01-10 13:30:00 | SPY | ETF | 129.06 | 129.24 | 129.03 | 129.15 | 5058170.0 |
| 2012-01-10 14:00:00 | SPY | ETF | 129.1575 | 129.28 | 129.07 | 129.1875 | 4188417.0 |
| 2012-01-10 14:30:00 | SPY | ETF | 129.185 | 129.36 | 129.185 | 129.28 | 5368540.0 |
| 2012-01-10 15:00:00 | SPY | ETF | 129.28 | 129.32 | 129.11 | 129.16 | 6026584.0 |
| 2012-01-10 15:30:00 | SPY | ETF | 129.16 | 129.18 | 128.97 | 129.16 | 17641840.0 |
| 2012-01-10 16:00:00 | SPY | ETF | 129.16 | 129.1805 | 128.9901 | 129.07 | 4820105.0 |
| 2012-01-10 16:30:00 | SPY | ETF | 129.06 | 129.13 | 128.88 | 128.96 | 273287.0 |
| 2012-01-10 17:00:00 | SPY | ETF | 128.96 | 129.07 | 128.8 | 128.94 | 269183.0 |
| 2012-01-10 17:30:00 | SPY | ETF | 128.95 | 128.99 | 128.89 | 128.91 | 89353.0 |
| 2012-01-10 18:00:00 | SPY | ETF | 128.89 | 129.13 | 128.88 | 128.95 | 417954.0 |
| 2012-01-10 18:30:00 | SPY | ETF | 128.96 | 128.96 | 128.87 | 128.89 | 29000.0 |
| 2012-01-10 19:00:00 | SPY | ETF | 128.89 | 128.92 | 128.8 | 128.83 | 72108.0 |
| 2012-01-10 19:30:00 | SPY | ETF | 128.83 | 128.83 | 128.76 | 128.79 | 83940.0 |
| 2012-01-10 04:00:00 | QQQ | ETF | 58.04 | 58.05 | 58.04 | 58.05 | 350.0 |
| 2012-01-10 05:30:00 | QQQ | ETF | 58.17 | 58.21 | 58.17 | 58.21 | 7300.0 |
| 2012-01-10 06:30:00 | QQQ | ETF | 58.14 | 58.17 | 58.14 | 58.17 | 700.0 |
| 2012-01-10 07:00:00 | QQQ | ETF | 58.15 | 58.15 | 58.08 | 58.15 | 91100.0 |
| 2012-01-10 07:30:00 | QQQ | ETF | 58.17 | 58.19 | 58.14 | 58.17 | 50360.0 |
| 2012-01-10 08:00:00 | QQQ | ETF | 58.18 | 58.22 | 58.15 | 58.21 | 81780.0 |
| 2012-01-10 08:30:00 | QQQ | ETF | 58.19 | 58.22 | 58.15 | 58.21 | 154045.0 |
| 2012-01-10 09:00:00 | QQQ | ETF | 58.21 | 58.27 | 58.18 | 58.27 | 306665.0 |
| 2012-01-10 09:30:00 | QQQ | ETF | 58.26 | 58.34 | 58.19 | 58.27 | 4899222.0 |
| 2012-01-10 10:00:00 | QQQ | ETF | 58.27 | 58.405 | 58.18 | 58.25 | 3805373.0 |
| 2012-01-10 10:30:00 | QQQ | ETF | 58.25 | 58.31 | 58.13 | 58.21 | 2254318.0 |
| 2012-01-10 11:00:00 | QQQ | ETF | 58.2 | 58.24 | 58.1 | 58.2 | 2206213.0 |
| 2012-01-10 11:30:00 | QQQ | ETF | 58.21 | 58.24 | 58.11 | 58.13 | 1475121.0 |
| 2012-01-10 12:00:00 | QQQ | ETF | 58.12 | 58.15 | 57.89 | 57.918 | 2261451.0 |
| 2012-01-10 12:30:00 | QQQ | ETF | 57.91 | 58.05 | 57.9 | 58.05 | 1321360.0 |
| 2012-01-10 13:00:00 | QQQ | ETF | 58.05 | 58.05 | 57.93 | 57.97 | 1056370.0 |
| 2012-01-10 13:30:00 | QQQ | ETF | 57.965 | 58.11 | 57.95 | 58.08 | 1433039.0 |
| 2012-01-10 14:00:00 | QQQ | ETF | 58.08 | 58.14 | 58.02 | 58.1 | 1035863.0 |
> showing 50 of 9,849 rows — these rows as CSV