PREVIEW / etf_30min / 2014-05-27

all etf 30-min files

  file:    by_date/etf_30min/2014/2014-05-27.parquet
  size:    341 KB
  rows:    11,809

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
2014-05-27 04:00:00	SPY	ETF	190.54	190.95	190.54	190.93	3157.0
2014-05-27 04:30:00	SPY	ETF	191.0	191.18	190.95	191.18	3989.0
2014-05-27 05:00:00	SPY	ETF	191.23	191.23	191.04	191.1	5276.0
2014-05-27 05:30:00	SPY	ETF	191.1	191.13	190.47	191.07	10900.0
2014-05-27 06:00:00	SPY	ETF	191.09	191.19	191.07	191.19	12010.0
2014-05-27 06:30:00	SPY	ETF	191.15	191.17	191.07	191.07	12456.0
2014-05-27 07:00:00	SPY	ETF	191.06	191.1	191.01	191.05	24194.0
2014-05-27 07:30:00	SPY	ETF	191.05	191.05	190.91	190.95	108894.0
2014-05-27 08:00:00	SPY	ETF	190.95	191.02	190.88	190.97	111719.0
2014-05-27 08:30:00	SPY	ETF	190.98	191.11	190.98	191.05	295891.0
2014-05-27 09:00:00	SPY	ETF	191.07	191.13	191.01	191.05	500447.0
2014-05-27 09:30:00	SPY	ETF	191.05	191.29	190.95	191.13	10311491.0
2014-05-27 10:00:00	SPY	ETF	191.13	191.47	191.09	191.45	8177831.0
2014-05-27 10:30:00	SPY	ETF	191.46	191.49	191.333	191.425	4135765.0
2014-05-27 11:00:00	SPY	ETF	191.43	191.49	191.25	191.255	4715303.0
2014-05-27 11:30:00	SPY	ETF	191.26	191.37	191.21	191.27	3033348.0
2014-05-27 12:00:00	SPY	ETF	191.28	191.37	191.09	191.13	2558240.0
2014-05-27 12:30:00	SPY	ETF	191.14	191.29	191.115	191.23	1326001.0
2014-05-27 13:00:00	SPY	ETF	191.23	191.29	191.15	191.2	2141532.0
2014-05-27 13:30:00	SPY	ETF	191.2	191.32	191.08	191.2999	2761326.0
2014-05-27 14:00:00	SPY	ETF	191.29	191.37	191.232	191.36	1830650.0
2014-05-27 14:30:00	SPY	ETF	191.36	191.37	191.22	191.32	2058553.0
2014-05-27 15:00:00	SPY	ETF	191.33	191.49	191.32	191.44	3796467.0
2014-05-27 15:30:00	SPY	ETF	191.44	191.58	191.35	191.54	9798776.0
2014-05-27 16:00:00	SPY	ETF	191.53	191.58	191.1	191.54	6363489.0
2014-05-27 16:30:00	SPY	ETF	191.54	191.64	191.51	191.55	225047.0
2014-05-27 17:00:00	SPY	ETF	191.55	191.57	191.52	191.53	68217.0
2014-05-27 17:30:00	SPY	ETF	191.54	191.59	191.54	191.59	30980.0
2014-05-27 18:00:00	SPY	ETF	191.56	191.56	191.47	191.48	18141.0
2014-05-27 18:30:00	SPY	ETF	191.5	191.52	191.47	191.48	5540.0
2014-05-27 19:00:00	SPY	ETF	191.52	191.54	191.52	191.54	1450.0
2014-05-27 19:30:00	SPY	ETF	191.53	191.54	191.5	191.53	29663.0
2014-05-27 04:00:00	QQQ	ETF	90.15	90.2	90.15	90.19	13400.0
2014-05-27 04:30:00	QQQ	ETF	90.24	90.25	90.24	90.25	12600.0
2014-05-27 05:00:00	QQQ	ETF	90.28	90.28	90.28	90.28	210.0
2014-05-27 06:00:00	QQQ	ETF	90.3	90.35	90.3	90.35	8950.0
2014-05-27 06:30:00	QQQ	ETF	90.3	90.35	90.25	90.28	4693.0
2014-05-27 07:00:00	QQQ	ETF	90.32	90.35	90.28	90.31	54992.0
2014-05-27 07:30:00	QQQ	ETF	90.32	90.33	90.25	90.28	23490.0
2014-05-27 08:00:00	QQQ	ETF	90.38	90.38	90.2	90.27	163766.0
2014-05-27 08:30:00	QQQ	ETF	90.27	90.3	90.22	90.29	54913.0
2014-05-27 09:00:00	QQQ	ETF	90.29	90.33	90.27	90.29	128040.0
2014-05-27 09:30:00	QQQ	ETF	90.28	90.49	90.2	90.32	4171086.0
2014-05-27 10:00:00	QQQ	ETF	90.33	90.62	90.31	90.6	2614583.0
2014-05-27 10:30:00	QQQ	ETF	90.61	90.63	90.5	90.59	1329237.0
2014-05-27 11:00:00	QQQ	ETF	90.59	90.68	90.51	90.51	1694090.0
2014-05-27 11:30:00	QQQ	ETF	90.52	90.59	90.51	90.54	1946927.0
2014-05-27 12:00:00	QQQ	ETF	90.54	90.65	90.47	90.5099	1292566.0
2014-05-27 12:30:00	QQQ	ETF	90.51	90.61	90.5018	90.595	504015.0
2014-05-27 13:00:00	QQQ	ETF	90.59	90.63	90.54	90.565	637307.0

> showing 50 of 11,809 rows — these rows as CSV

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