PREVIEW / etf_30min / 2014-05-09
file: by_date/etf_30min/2014/2014-05-09.parquet size: 320 KB rows: 11,043
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 |
|---|---|---|---|---|---|---|---|
| 2014-05-09 04:00:00 | SPY | ETF | 187.65 | 187.67 | 187.58 | 187.67 | 6128.0 |
| 2014-05-09 04:30:00 | SPY | ETF | 187.66 | 187.66 | 187.52 | 187.52 | 2573.0 |
| 2014-05-09 05:00:00 | SPY | ETF | 187.51 | 187.51 | 187.4 | 187.4 | 1724.0 |
| 2014-05-09 05:30:00 | SPY | ETF | 187.41 | 187.5 | 187.4 | 187.5 | 4889.0 |
| 2014-05-09 06:00:00 | SPY | ETF | 187.52 | 187.52 | 187.4 | 187.42 | 4441.0 |
| 2014-05-09 06:30:00 | SPY | ETF | 187.48 | 187.59 | 187.48 | 187.59 | 4100.0 |
| 2014-05-09 07:00:00 | SPY | ETF | 187.6 | 187.6 | 187.39 | 187.43 | 49086.0 |
| 2014-05-09 07:30:00 | SPY | ETF | 187.44 | 187.48 | 187.22 | 187.35 | 358873.0 |
| 2014-05-09 08:00:00 | SPY | ETF | 187.41 | 187.49 | 187.22 | 187.47 | 310559.0 |
| 2014-05-09 08:30:00 | SPY | ETF | 187.48 | 187.76 | 187.4 | 187.7 | 374063.0 |
| 2014-05-09 09:00:00 | SPY | ETF | 187.69 | 187.75 | 187.57 | 187.69 | 488792.0 |
| 2014-05-09 09:30:00 | SPY | ETF | 187.69 | 187.74 | 186.85 | 187.09 | 12759704.0 |
| 2014-05-09 10:00:00 | SPY | ETF | 187.09 | 187.56 | 186.85 | 187.33 | 10280244.0 |
| 2014-05-09 10:30:00 | SPY | ETF | 187.32 | 187.445 | 186.99 | 187.03 | 5130767.0 |
| 2014-05-09 11:00:00 | SPY | ETF | 187.025 | 187.18 | 186.83 | 187.18 | 5452610.0 |
| 2014-05-09 11:30:00 | SPY | ETF | 187.18 | 187.48 | 187.11 | 187.33 | 4895943.0 |
| 2014-05-09 12:00:00 | SPY | ETF | 187.33 | 187.51 | 187.17 | 187.37 | 2701445.0 |
| 2014-05-09 12:30:00 | SPY | ETF | 187.37 | 188.04 | 187.34 | 187.96 | 6254419.0 |
| 2014-05-09 13:00:00 | SPY | ETF | 187.96 | 188.02 | 187.76 | 187.8 | 5103669.0 |
| 2014-05-09 13:30:00 | SPY | ETF | 187.81 | 187.9 | 187.54 | 187.57 | 3813289.0 |
| 2014-05-09 14:00:00 | SPY | ETF | 187.56 | 187.64 | 187.265 | 187.32 | 3067945.0 |
| 2014-05-09 14:30:00 | SPY | ETF | 187.32 | 187.7 | 187.3 | 187.64 | 2682180.0 |
| 2014-05-09 15:00:00 | SPY | ETF | 187.64 | 187.83 | 187.61 | 187.75 | 3985513.0 |
| 2014-05-09 15:30:00 | SPY | ETF | 187.75 | 188.03 | 187.67 | 188.02 | 9225822.0 |
| 2014-05-09 16:00:00 | SPY | ETF | 188.02 | 188.04 | 187.5282 | 187.96 | 4993487.0 |
| 2014-05-09 16:30:00 | SPY | ETF | 187.97 | 188.04 | 187.95 | 188.0 | 1064590.0 |
| 2014-05-09 17:00:00 | SPY | ETF | 188.0 | 188.04 | 187.96 | 187.98 | 35085.0 |
| 2014-05-09 17:30:00 | SPY | ETF | 187.98 | 188.07 | 187.97 | 188.05 | 9953.0 |
| 2014-05-09 18:00:00 | SPY | ETF | 188.05 | 188.05 | 188.05 | 188.05 | 9104.0 |
| 2014-05-09 18:30:00 | SPY | ETF | 188.05 | 188.06 | 187.99 | 188.01 | 5621.0 |
| 2014-05-09 19:00:00 | SPY | ETF | 188.01 | 188.02 | 188.01 | 188.01 | 2726.0 |
| 2014-05-09 19:30:00 | SPY | ETF | 188.01 | 188.09 | 188.0 | 188.07 | 12363.0 |
| 2014-05-09 04:00:00 | QQQ | ETF | 86.37 | 86.37 | 86.37 | 86.37 | 200.0 |
| 2014-05-09 05:00:00 | QQQ | ETF | 86.27 | 86.27 | 86.25 | 86.25 | 1200.0 |
| 2014-05-09 05:30:00 | QQQ | ETF | 86.23 | 86.23 | 86.22 | 86.22 | 1200.0 |
| 2014-05-09 06:00:00 | QQQ | ETF | 86.28 | 86.28 | 86.22 | 86.22 | 9360.0 |
| 2014-05-09 06:30:00 | QQQ | ETF | 86.3 | 86.3 | 86.3 | 86.3 | 400.0 |
| 2014-05-09 07:00:00 | QQQ | ETF | 86.27 | 86.27 | 86.2 | 86.2 | 13200.0 |
| 2014-05-09 07:30:00 | QQQ | ETF | 86.2 | 86.2 | 86.08 | 86.17 | 64150.0 |
| 2014-05-09 08:00:00 | QQQ | ETF | 86.19 | 86.31 | 86.1267 | 86.305 | 83590.0 |
| 2014-05-09 08:30:00 | QQQ | ETF | 86.3 | 86.48 | 86.25 | 86.43 | 92301.0 |
| 2014-05-09 09:00:00 | QQQ | ETF | 86.41 | 86.44 | 86.33 | 86.4 | 238687.0 |
| 2014-05-09 09:30:00 | QQQ | ETF | 86.41 | 86.45 | 85.85 | 86.26 | 6775360.0 |
| 2014-05-09 10:00:00 | QQQ | ETF | 86.25 | 86.61 | 86.08 | 86.39 | 4450707.0 |
| 2014-05-09 10:30:00 | QQQ | ETF | 86.4 | 86.44 | 86.01 | 86.03 | 2407127.0 |
| 2014-05-09 11:00:00 | QQQ | ETF | 86.02 | 86.21 | 85.88 | 86.21 | 1767943.0 |
| 2014-05-09 11:30:00 | QQQ | ETF | 86.21 | 86.4 | 86.16 | 86.31 | 1455990.0 |
| 2014-05-09 12:00:00 | QQQ | ETF | 86.32 | 86.44 | 86.22 | 86.32 | 1254401.0 |
| 2014-05-09 12:30:00 | QQQ | ETF | 86.33 | 86.74 | 86.3 | 86.66 | 2659894.0 |
| 2014-05-09 13:00:00 | QQQ | ETF | 86.66 | 86.72 | 86.52 | 86.57 | 1119975.0 |
> showing 50 of 11,043 rows — these rows as CSV