PREVIEW / etf_30min / 2014-03-20

all etf 30-min files

  file:    by_date/etf_30min/2014/2014-03-20.parquet
  size:    335 KB
  rows:    11,287

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
2014-03-20 04:00:00	SPY	ETF	186.4	186.49	186.29	186.49	10541.0
2014-03-20 04:30:00	SPY	ETF	186.49	186.54	186.3	186.31	7700.0
2014-03-20 05:00:00	SPY	ETF	186.3	186.38	186.12	186.38	15801.0
2014-03-20 05:30:00	SPY	ETF	186.37	186.4	186.26	186.26	12246.0
2014-03-20 06:00:00	SPY	ETF	186.26	186.29	185.98	186.06	38924.0
2014-03-20 06:30:00	SPY	ETF	186.06	186.06	185.77	185.9	97423.0
2014-03-20 07:00:00	SPY	ETF	185.89	186.18	185.89	186.12	273992.0
2014-03-20 07:30:00	SPY	ETF	186.13	186.26	186.03	186.13	155751.0
2014-03-20 08:00:00	SPY	ETF	185.89	186.26	185.89	186.14	517878.0
2014-03-20 08:30:00	SPY	ETF	186.14	186.17	185.93	186.01	743685.0
2014-03-20 09:00:00	SPY	ETF	186.02	186.26	185.87	186.26	1517003.0
2014-03-20 09:30:00	SPY	ETF	186.25	186.55	185.92	186.29	12823188.0
2014-03-20 10:00:00	SPY	ETF	186.28	187.29	186.07	187.07	14834184.0
2014-03-20 10:30:00	SPY	ETF	187.07	187.32	186.94	187.0	7461465.0
2014-03-20 11:00:00	SPY	ETF	187.0	187.1	186.73	187.03	7375697.0
2014-03-20 11:30:00	SPY	ETF	187.03	187.2	186.92	187.18	6970215.0
2014-03-20 12:00:00	SPY	ETF	187.18	187.68	187.0475	187.67	6086298.0
2014-03-20 12:30:00	SPY	ETF	187.67	187.8101	187.56	187.71	6695350.0
2014-03-20 13:00:00	SPY	ETF	187.76	187.87	187.57	187.595	4601764.0
2014-03-20 13:30:00	SPY	ETF	187.59	187.7868	187.56	187.77	3777206.0
2014-03-20 14:00:00	SPY	ETF	187.7701	187.89	187.69	187.85	4576669.0
2014-03-20 14:30:00	SPY	ETF	187.85	187.87	187.66	187.67	3069265.0
2014-03-20 15:00:00	SPY	ETF	187.66	187.67	187.33	187.375	6021265.0
2014-03-20 15:30:00	SPY	ETF	187.38	187.77	187.365	187.76	16148884.0
2014-03-20 16:00:00	SPY	ETF	187.75	187.93	186.5916	187.88	8242234.0
2014-03-20 16:30:00	SPY	ETF	187.89	187.92	187.72	187.83	1425200.0
2014-03-20 17:00:00	SPY	ETF	187.83	187.87	187.63	187.75	1105323.0
2014-03-20 17:30:00	SPY	ETF	187.74	187.74	187.7	187.72	44786.0
2014-03-20 18:00:00	SPY	ETF	187.73	187.75	187.63	187.64	71233.0
2014-03-20 18:30:00	SPY	ETF	187.64	187.72	187.57	187.71	141202.0
2014-03-20 19:00:00	SPY	ETF	187.71	187.73	187.67	187.67	15578.0
2014-03-20 19:30:00	SPY	ETF	187.66	187.75	187.63	187.75	39166.0
2014-03-20 04:30:00	QQQ	ETF	89.95	89.95	89.95	89.95	500.0
2014-03-20 05:00:00	QQQ	ETF	89.85	89.85	89.82	89.82	5000.0
2014-03-20 05:30:00	QQQ	ETF	89.91	89.91	89.91	89.91	1000.0
2014-03-20 06:00:00	QQQ	ETF	89.76	89.79	89.72	89.79	900.0
2014-03-20 06:30:00	QQQ	ETF	89.72	89.73	89.61	89.71	14000.0
2014-03-20 07:00:00	QQQ	ETF	89.72	89.8	89.67	89.8	7172.0
2014-03-20 07:30:00	QQQ	ETF	89.79	89.85	89.79	89.8	4200.0
2014-03-20 08:00:00	QQQ	ETF	89.75	89.85	89.75	89.78	35176.0
2014-03-20 08:30:00	QQQ	ETF	89.75	89.78	89.7	89.74	79532.0
2014-03-20 09:00:00	QQQ	ETF	89.72	89.81	89.64	89.78	231233.0
2014-03-20 09:30:00	QQQ	ETF	89.78	90.01	89.58	89.83	4289119.0
2014-03-20 10:00:00	QQQ	ETF	89.82	90.32	89.71	90.23	3669861.0
2014-03-20 10:30:00	QQQ	ETF	90.23	90.36	90.1	90.16	1747082.0
2014-03-20 11:00:00	QQQ	ETF	90.16	90.2	89.97	90.16	1402061.0
2014-03-20 11:30:00	QQQ	ETF	90.166	90.23	90.09	90.22	1060631.0
2014-03-20 12:00:00	QQQ	ETF	90.21	90.44	90.15	90.43	1336206.0
2014-03-20 12:30:00	QQQ	ETF	90.44	90.48	90.36	90.48	1636982.0
2014-03-20 13:00:00	QQQ	ETF	90.48	90.56	90.34	90.36	2356965.0

> showing 50 of 11,287 rows — these rows as CSV

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