PREVIEW / etf_30min / 2012-09-27
file: by_date/etf_30min/2012/2012-09-27.parquet size: 292 KB rows: 9,884
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 |
|---|---|---|---|---|---|---|---|
| 2012-09-27 04:00:00 | SPY | ETF | 143.75 | 143.87 | 143.7 | 143.71 | 65475.0 |
| 2012-09-27 04:30:00 | SPY | ETF | 143.75 | 143.75 | 143.7 | 143.74 | 5800.0 |
| 2012-09-27 05:00:00 | SPY | ETF | 143.83 | 143.83 | 143.78 | 143.79 | 2200.0 |
| 2012-09-27 05:30:00 | SPY | ETF | 143.81 | 143.9 | 143.78 | 143.9 | 26900.0 |
| 2012-09-27 06:00:00 | SPY | ETF | 143.9 | 143.9 | 143.87 | 143.87 | 14200.0 |
| 2012-09-27 06:30:00 | SPY | ETF | 143.96 | 144.01 | 143.94 | 143.96 | 185050.0 |
| 2012-09-27 07:00:00 | SPY | ETF | 143.95 | 144.06 | 143.91 | 143.91 | 138520.0 |
| 2012-09-27 07:30:00 | SPY | ETF | 143.89 | 143.93 | 143.86 | 143.93 | 107632.0 |
| 2012-09-27 08:00:00 | SPY | ETF | 143.89 | 144.04 | 143.87 | 144.0 | 326986.0 |
| 2012-09-27 08:30:00 | SPY | ETF | 143.95 | 144.2 | 143.5 | 143.94 | 1425590.0 |
| 2012-09-27 09:00:00 | SPY | ETF | 143.94 | 143.96 | 143.86 | 143.88 | 953500.0 |
| 2012-09-27 09:30:00 | SPY | ETF | 143.89 | 143.96 | 143.61 | 143.7 | 11838890.0 |
| 2012-09-27 10:00:00 | SPY | ETF | 143.69 | 143.95 | 143.51 | 143.676 | 9097681.0 |
| 2012-09-27 10:30:00 | SPY | ETF | 143.68 | 143.95 | 143.59 | 143.86 | 8154481.0 |
| 2012-09-27 11:00:00 | SPY | ETF | 143.85 | 143.948 | 143.58 | 143.76 | 7850976.0 |
| 2012-09-27 11:30:00 | SPY | ETF | 143.76 | 144.22 | 143.67 | 144.17 | 8026257.0 |
| 2012-09-27 12:00:00 | SPY | ETF | 144.169 | 144.69 | 144.14 | 144.615 | 9673852.0 |
| 2012-09-27 12:30:00 | SPY | ETF | 144.6101 | 144.67 | 144.46 | 144.52 | 4271467.0 |
| 2012-09-27 13:00:00 | SPY | ETF | 144.53 | 144.65 | 144.48 | 144.62 | 2557545.0 |
| 2012-09-27 13:30:00 | SPY | ETF | 144.61 | 144.96 | 144.6 | 144.77 | 5952479.0 |
| 2012-09-27 14:00:00 | SPY | ETF | 144.76 | 144.8801 | 144.73 | 144.87 | 3646315.0 |
| 2012-09-27 14:30:00 | SPY | ETF | 144.87 | 144.97 | 144.73 | 144.75 | 4937284.0 |
| 2012-09-27 15:00:00 | SPY | ETF | 144.76 | 144.8 | 144.655 | 144.693 | 7066629.0 |
| 2012-09-27 15:30:00 | SPY | ETF | 144.69 | 144.86 | 144.55 | 144.69 | 13369782.0 |
| 2012-09-27 16:00:00 | SPY | ETF | 144.7 | 144.8023 | 144.63 | 144.69 | 4913188.0 |
| 2012-09-27 16:30:00 | SPY | ETF | 144.69 | 144.72 | 144.55 | 144.7 | 1761596.0 |
| 2012-09-27 17:00:00 | SPY | ETF | 144.68 | 144.72 | 143.88 | 144.69 | 46382.0 |
| 2012-09-27 17:30:00 | SPY | ETF | 144.7 | 144.7 | 144.66 | 144.67 | 6935.0 |
| 2012-09-27 18:00:00 | SPY | ETF | 144.69 | 144.75 | 144.67 | 144.75 | 92887.0 |
| 2012-09-27 18:30:00 | SPY | ETF | 144.75 | 144.79 | 144.75 | 144.78 | 54436.0 |
| 2012-09-27 19:00:00 | SPY | ETF | 144.76 | 144.78 | 144.75 | 144.76 | 3296.0 |
| 2012-09-27 19:30:00 | SPY | ETF | 144.75 | 144.84 | 144.75 | 144.8 | 26632.0 |
| 2012-09-27 05:00:00 | QQQ | ETF | 68.35 | 68.36 | 68.35 | 68.36 | 3600.0 |
| 2012-09-27 06:30:00 | QQQ | ETF | 68.46 | 68.46 | 68.45 | 68.45 | 3000.0 |
| 2012-09-27 07:00:00 | QQQ | ETF | 68.45 | 68.5 | 68.45 | 68.45 | 53565.0 |
| 2012-09-27 07:30:00 | QQQ | ETF | 68.44 | 68.44 | 68.42 | 68.42 | 18656.0 |
| 2012-09-27 08:00:00 | QQQ | ETF | 68.42 | 68.49 | 68.4 | 68.43 | 57501.0 |
| 2012-09-27 08:30:00 | QQQ | ETF | 68.44 | 68.44 | 67.3 | 68.39 | 934709.0 |
| 2012-09-27 09:00:00 | QQQ | ETF | 68.39 | 68.4 | 68.2 | 68.34 | 192936.0 |
| 2012-09-27 09:30:00 | QQQ | ETF | 68.34 | 68.4 | 68.26 | 68.35 | 2645358.0 |
| 2012-09-27 10:00:00 | QQQ | ETF | 68.34 | 68.5 | 68.25 | 68.48 | 1830647.0 |
| 2012-09-27 10:30:00 | QQQ | ETF | 68.48 | 68.62 | 68.45 | 68.56 | 1690198.0 |
| 2012-09-27 11:00:00 | QQQ | ETF | 68.56 | 68.6 | 68.43 | 68.55 | 1161562.0 |
| 2012-09-27 11:30:00 | QQQ | ETF | 68.55 | 68.7808 | 68.49 | 68.7799 | 1374256.0 |
| 2012-09-27 12:00:00 | QQQ | ETF | 68.78 | 69.1 | 68.7601 | 69.0417 | 2674813.0 |
| 2012-09-27 12:30:00 | QQQ | ETF | 69.04 | 69.09 | 68.93 | 68.99 | 1380372.0 |
| 2012-09-27 13:00:00 | QQQ | ETF | 68.99 | 69.07 | 68.955 | 69.04 | 661005.0 |
| 2012-09-27 13:30:00 | QQQ | ETF | 69.04 | 69.22 | 69.0208 | 69.12 | 1864908.0 |
| 2012-09-27 14:00:00 | QQQ | ETF | 69.13 | 69.19 | 69.115 | 69.19 | 511681.0 |
| 2012-09-27 14:30:00 | QQQ | ETF | 69.19 | 69.3 | 69.15 | 69.16 | 1250084.0 |
> showing 50 of 9,884 rows — these rows as CSV