PREVIEW / etf_30min / 2014-06-20
file: by_date/etf_30min/2014/2014-06-20.parquet size: 321 KB rows: 11,378
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 |
|---|---|---|---|---|---|---|---|
| 2014-06-20 04:00:00 | SPY | ETF | 195.51 | 195.6 | 195.24 | 195.24 | 23008.0 |
| 2014-06-20 04:30:00 | SPY | ETF | 195.57 | 195.57 | 195.54 | 195.57 | 3000.0 |
| 2014-06-20 05:00:00 | SPY | ETF | 195.57 | 195.57 | 195.55 | 195.55 | 10250.0 |
| 2014-06-20 05:30:00 | SPY | ETF | 195.75 | 195.79 | 195.59 | 195.66 | 20183.0 |
| 2014-06-20 06:00:00 | SPY | ETF | 195.65 | 195.68 | 195.63 | 195.64 | 4365.0 |
| 2014-06-20 06:30:00 | SPY | ETF | 195.65 | 195.68 | 195.52 | 195.56 | 9300.0 |
| 2014-06-20 07:00:00 | SPY | ETF | 195.6 | 195.64 | 195.46 | 195.53 | 95848.0 |
| 2014-06-20 07:30:00 | SPY | ETF | 195.57 | 195.63 | 195.5 | 195.57 | 110212.0 |
| 2014-06-20 08:00:00 | SPY | ETF | 195.57 | 195.77 | 195.43 | 195.74 | 477863.0 |
| 2014-06-20 08:30:00 | SPY | ETF | 195.74 | 196.02 | 195.74 | 195.87 | 757183.0 |
| 2014-06-20 09:00:00 | SPY | ETF | 195.87 | 196.17 | 195.82 | 196.03 | 3058797.0 |
| 2014-06-20 09:30:00 | SPY | ETF | 196.03 | 196.1039 | 195.77 | 195.87 | 16404719.0 |
| 2014-06-20 10:00:00 | SPY | ETF | 195.87 | 196.1039 | 195.72 | 195.7399 | 9231284.0 |
| 2014-06-20 10:30:00 | SPY | ETF | 195.74 | 195.95 | 195.735 | 195.93 | 7048674.0 |
| 2014-06-20 11:00:00 | SPY | ETF | 195.925 | 196.06 | 195.925 | 195.95 | 3732042.0 |
| 2014-06-20 11:30:00 | SPY | ETF | 195.95 | 196.03 | 195.84 | 195.93 | 3072435.0 |
| 2014-06-20 12:00:00 | SPY | ETF | 195.928 | 195.94 | 195.78 | 195.82 | 3303562.0 |
| 2014-06-20 12:30:00 | SPY | ETF | 195.82 | 195.89 | 195.79 | 195.85 | 3010121.0 |
| 2014-06-20 13:00:00 | SPY | ETF | 195.85 | 195.87 | 195.75 | 195.79 | 6287449.0 |
| 2014-06-20 13:30:00 | SPY | ETF | 195.7899 | 195.84 | 195.7 | 195.8 | 3737950.0 |
| 2014-06-20 14:00:00 | SPY | ETF | 195.805 | 195.91 | 195.75 | 195.89 | 2944188.0 |
| 2014-06-20 14:30:00 | SPY | ETF | 195.89 | 195.89 | 195.78 | 195.795 | 3240977.0 |
| 2014-06-20 15:00:00 | SPY | ETF | 195.795 | 195.86 | 195.76 | 195.85 | 2837594.0 |
| 2014-06-20 15:30:00 | SPY | ETF | 195.845 | 196.0 | 195.84 | 195.95 | 12407875.0 |
| 2014-06-20 16:00:00 | SPY | ETF | 195.95 | 195.9944 | 195.5988 | 195.78 | 9237956.0 |
| 2014-06-20 16:30:00 | SPY | ETF | 195.78 | 195.9 | 195.5989 | 195.89 | 2114517.0 |
| 2014-06-20 17:00:00 | SPY | ETF | 195.9 | 195.95 | 195.83 | 195.91 | 3592387.0 |
| 2014-06-20 17:30:00 | SPY | ETF | 195.93 | 195.96 | 195.83 | 195.83 | 109000.0 |
| 2014-06-20 18:00:00 | SPY | ETF | 195.94 | 195.95 | 195.84 | 195.9 | 601176.0 |
| 2014-06-20 18:30:00 | SPY | ETF | 195.9 | 195.94 | 195.9 | 195.94 | 600.0 |
| 2014-06-20 19:00:00 | SPY | ETF | 195.95 | 195.95 | 195.9 | 195.9 | 1100.0 |
| 2014-06-20 19:30:00 | SPY | ETF | 195.9 | 195.97 | 195.9 | 195.97 | 10115.0 |
| 2014-06-20 04:00:00 | QQQ | ETF | 92.59 | 92.59 | 92.59 | 92.59 | 200.0 |
| 2014-06-20 05:00:00 | QQQ | ETF | 92.66 | 92.66 | 92.66 | 92.66 | 400.0 |
| 2014-06-20 05:30:00 | QQQ | ETF | 92.65 | 92.7 | 92.65 | 92.7 | 4500.0 |
| 2014-06-20 06:30:00 | QQQ | ETF | 92.62 | 92.62 | 92.62 | 92.62 | 2000.0 |
| 2014-06-20 07:00:00 | QQQ | ETF | 92.68 | 92.7 | 92.66 | 92.69 | 52000.0 |
| 2014-06-20 07:30:00 | QQQ | ETF | 92.67 | 92.7 | 92.67 | 92.7 | 21000.0 |
| 2014-06-20 08:00:00 | QQQ | ETF | 92.72 | 92.75 | 92.7 | 92.71 | 120280.0 |
| 2014-06-20 08:30:00 | QQQ | ETF | 92.7 | 92.91 | 92.7 | 92.71 | 106935.0 |
| 2014-06-20 09:00:00 | QQQ | ETF | 92.7 | 92.8 | 92.68 | 92.71 | 426023.0 |
| 2014-06-20 09:30:00 | QQQ | ETF | 92.7 | 92.87 | 92.64 | 92.73 | 5307390.0 |
| 2014-06-20 10:00:00 | QQQ | ETF | 92.735 | 92.82 | 92.53 | 92.53 | 1989707.0 |
| 2014-06-20 10:30:00 | QQQ | ETF | 92.53 | 92.65 | 92.53 | 92.6352 | 1337578.0 |
| 2014-06-20 11:00:00 | QQQ | ETF | 92.64 | 92.76 | 92.64 | 92.68 | 1341523.0 |
| 2014-06-20 11:30:00 | QQQ | ETF | 92.68 | 92.71 | 92.6 | 92.63 | 957643.0 |
| 2014-06-20 12:00:00 | QQQ | ETF | 92.64 | 92.64 | 92.54 | 92.58 | 1037174.0 |
| 2014-06-20 12:30:00 | QQQ | ETF | 92.58 | 92.6799 | 92.56 | 92.65 | 688157.0 |
| 2014-06-20 13:00:00 | QQQ | ETF | 92.655 | 92.67 | 92.6 | 92.61 | 828634.0 |
| 2014-06-20 13:30:00 | QQQ | ETF | 92.62 | 92.6452 | 92.56 | 92.62 | 599568.0 |
> showing 50 of 11,378 rows — these rows as CSV