PREVIEW / etf_30min / 2014-07-16
file: by_date/etf_30min/2014/2014-07-16.parquet size: 343 KB rows: 11,956
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 |
|---|---|---|---|---|---|---|---|
| 2014-07-16 04:00:00 | SPY | ETF | 197.5 | 197.73 | 197.49 | 197.73 | 2820.0 |
| 2014-07-16 04:30:00 | SPY | ETF | 197.8 | 197.82 | 197.76 | 197.82 | 800.0 |
| 2014-07-16 05:00:00 | SPY | ETF | 197.86 | 197.87 | 197.74 | 197.78 | 4007.0 |
| 2014-07-16 05:30:00 | SPY | ETF | 197.79 | 197.81 | 197.78 | 197.81 | 2146.0 |
| 2014-07-16 06:00:00 | SPY | ETF | 197.84 | 197.92 | 197.75 | 197.86 | 10235.0 |
| 2014-07-16 06:30:00 | SPY | ETF | 197.85 | 197.89 | 197.78 | 197.89 | 49900.0 |
| 2014-07-16 07:00:00 | SPY | ETF | 197.88 | 198.01 | 197.88 | 197.94 | 171873.0 |
| 2014-07-16 07:30:00 | SPY | ETF | 197.93 | 198.0 | 197.9 | 197.95 | 216881.0 |
| 2014-07-16 08:00:00 | SPY | ETF | 197.93 | 198.07 | 197.91 | 198.04 | 984557.0 |
| 2014-07-16 08:30:00 | SPY | ETF | 198.03 | 198.23 | 197.99 | 198.1 | 711793.0 |
| 2014-07-16 09:00:00 | SPY | ETF | 198.1 | 198.13 | 198.02 | 198.11 | 451936.0 |
| 2014-07-16 09:30:00 | SPY | ETF | 198.11 | 198.26 | 197.74 | 197.93 | 11049072.0 |
| 2014-07-16 10:00:00 | SPY | ETF | 197.93 | 198.07 | 197.76 | 197.86 | 5890425.0 |
| 2014-07-16 10:30:00 | SPY | ETF | 197.86 | 197.89 | 197.52 | 197.57 | 6377189.0 |
| 2014-07-16 11:00:00 | SPY | ETF | 197.59 | 197.8 | 197.545 | 197.72 | 4089552.0 |
| 2014-07-16 11:30:00 | SPY | ETF | 197.7169 | 197.719 | 197.42 | 197.64 | 3618656.0 |
| 2014-07-16 12:00:00 | SPY | ETF | 197.63 | 197.96 | 197.6 | 197.925 | 3711842.0 |
| 2014-07-16 12:30:00 | SPY | ETF | 197.93 | 198.03 | 197.89 | 197.9301 | 4720757.0 |
| 2014-07-16 13:00:00 | SPY | ETF | 197.94 | 198.02 | 197.9 | 198.01 | 2670679.0 |
| 2014-07-16 13:30:00 | SPY | ETF | 198.015 | 198.07 | 197.92 | 198.041 | 2154216.0 |
| 2014-07-16 14:00:00 | SPY | ETF | 198.04 | 198.15 | 198.0 | 198.12 | 3314314.0 |
| 2014-07-16 14:30:00 | SPY | ETF | 198.12 | 198.15 | 197.92 | 197.92 | 3774078.0 |
| 2014-07-16 15:00:00 | SPY | ETF | 197.925 | 198.07 | 197.9 | 198.06 | 4246478.0 |
| 2014-07-16 15:30:00 | SPY | ETF | 198.06 | 198.06 | 197.87 | 197.97 | 9001317.0 |
| 2014-07-16 16:00:00 | SPY | ETF | 197.98 | 198.04 | 197.2089 | 197.95 | 8509520.0 |
| 2014-07-16 16:30:00 | SPY | ETF | 197.95 | 197.96 | 197.72 | 197.72 | 2344557.0 |
| 2014-07-16 17:00:00 | SPY | ETF | 197.72 | 197.74 | 197.63 | 197.64 | 126783.0 |
| 2014-07-16 17:30:00 | SPY | ETF | 197.7 | 197.71 | 197.63 | 197.63 | 17660.0 |
| 2014-07-16 18:00:00 | SPY | ETF | 197.63 | 197.73 | 197.61 | 197.63 | 35425.0 |
| 2014-07-16 18:30:00 | SPY | ETF | 197.65 | 197.67 | 197.61 | 197.62 | 17225.0 |
| 2014-07-16 19:00:00 | SPY | ETF | 197.63 | 197.67 | 197.63 | 197.65 | 13200.0 |
| 2014-07-16 19:30:00 | SPY | ETF | 197.67 | 197.68 | 197.62 | 197.66 | 24790.0 |
| 2014-07-16 05:00:00 | QQQ | ETF | 96.01 | 96.02 | 96.01 | 96.02 | 10000.0 |
| 2014-07-16 05:30:00 | QQQ | ETF | 96.0 | 96.0 | 96.0 | 96.0 | 150.0 |
| 2014-07-16 06:00:00 | QQQ | ETF | 96.05 | 96.08 | 96.05 | 96.08 | 32600.0 |
| 2014-07-16 06:30:00 | QQQ | ETF | 96.06 | 96.11 | 96.02 | 96.05 | 9100.0 |
| 2014-07-16 07:00:00 | QQQ | ETF | 96.07 | 96.12 | 96.03 | 96.1 | 34375.0 |
| 2014-07-16 07:30:00 | QQQ | ETF | 96.11 | 96.16 | 96.09 | 96.12 | 70221.0 |
| 2014-07-16 08:00:00 | QQQ | ETF | 96.12 | 96.23 | 96.08 | 96.23 | 432269.0 |
| 2014-07-16 08:30:00 | QQQ | ETF | 96.2 | 96.27 | 96.18 | 96.22 | 118420.0 |
| 2014-07-16 09:00:00 | QQQ | ETF | 96.22 | 96.24 | 96.19 | 96.19 | 233065.0 |
| 2014-07-16 09:30:00 | QQQ | ETF | 96.19 | 96.3 | 96.01 | 96.2 | 4287909.0 |
| 2014-07-16 10:00:00 | QQQ | ETF | 96.2 | 96.28 | 96.041 | 96.1 | 2074868.0 |
| 2014-07-16 10:30:00 | QQQ | ETF | 96.1 | 96.15 | 95.89 | 95.929 | 1675953.0 |
| 2014-07-16 11:00:00 | QQQ | ETF | 95.92 | 96.09 | 95.91 | 96.01 | 1003125.0 |
| 2014-07-16 11:30:00 | QQQ | ETF | 96.0099 | 96.0099 | 95.785 | 95.8999 | 1104666.0 |
| 2014-07-16 12:00:00 | QQQ | ETF | 95.89 | 96.15 | 95.88 | 96.09 | 890503.0 |
| 2014-07-16 12:30:00 | QQQ | ETF | 96.1 | 96.18 | 96.08 | 96.09 | 745602.0 |
| 2014-07-16 13:00:00 | QQQ | ETF | 96.1 | 96.16 | 96.03 | 96.15 | 841562.0 |
| 2014-07-16 13:30:00 | QQQ | ETF | 96.1499 | 96.18 | 96.07 | 96.1 | 745688.0 |
> showing 50 of 11,956 rows — these rows as CSV