PREVIEW / etf_30min / 2014-08-20
file: by_date/etf_30min/2014/2014-08-20.parquet size: 335 KB rows: 11,451
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 |
|---|---|---|---|---|---|---|---|
| 2014-08-20 04:00:00 | SPY | ETF | 198.12 | 198.12 | 197.95 | 198.02 | 19959.0 |
| 2014-08-20 04:30:00 | SPY | ETF | 197.97 | 197.98 | 197.97 | 197.98 | 1050.0 |
| 2014-08-20 05:00:00 | SPY | ETF | 198.03 | 198.06 | 198.02 | 198.02 | 7797.0 |
| 2014-08-20 05:30:00 | SPY | ETF | 198.05 | 198.08 | 197.99 | 197.99 | 4316.0 |
| 2014-08-20 06:00:00 | SPY | ETF | 198.1 | 198.13 | 198.1 | 198.1 | 9652.0 |
| 2014-08-20 06:30:00 | SPY | ETF | 198.15 | 198.25 | 198.14 | 198.17 | 20952.0 |
| 2014-08-20 07:00:00 | SPY | ETF | 198.18 | 198.25 | 198.14 | 198.24 | 27256.0 |
| 2014-08-20 07:30:00 | SPY | ETF | 198.28 | 198.4 | 198.21 | 198.31 | 131623.0 |
| 2014-08-20 08:00:00 | SPY | ETF | 198.02 | 198.37 | 197.94 | 198.1 | 697043.0 |
| 2014-08-20 08:30:00 | SPY | ETF | 198.1 | 198.14 | 197.93 | 198.11 | 244892.0 |
| 2014-08-20 09:00:00 | SPY | ETF | 198.12 | 198.16 | 198.01 | 198.13 | 320516.0 |
| 2014-08-20 09:30:00 | SPY | ETF | 198.12 | 198.48 | 198.08 | 198.345 | 7334987.0 |
| 2014-08-20 10:00:00 | SPY | ETF | 198.35 | 198.58 | 198.28 | 198.55 | 4439326.0 |
| 2014-08-20 10:30:00 | SPY | ETF | 198.55 | 198.63 | 198.37 | 198.575 | 4260398.0 |
| 2014-08-20 11:00:00 | SPY | ETF | 198.58 | 198.665 | 198.55 | 198.6 | 3793316.0 |
| 2014-08-20 11:30:00 | SPY | ETF | 198.61 | 198.73 | 198.6 | 198.65 | 3651857.0 |
| 2014-08-20 12:00:00 | SPY | ETF | 198.65 | 198.67 | 198.59 | 198.65 | 1401467.0 |
| 2014-08-20 12:30:00 | SPY | ETF | 198.6567 | 198.66 | 198.59 | 198.65 | 1117450.0 |
| 2014-08-20 13:00:00 | SPY | ETF | 198.65 | 198.87 | 198.62 | 198.8 | 3050059.0 |
| 2014-08-20 13:30:00 | SPY | ETF | 198.795 | 198.9 | 198.71 | 198.73 | 2848817.0 |
| 2014-08-20 14:00:00 | SPY | ETF | 198.725 | 198.725 | 198.21 | 198.59 | 12846033.0 |
| 2014-08-20 14:30:00 | SPY | ETF | 198.59 | 198.96 | 198.59 | 198.92 | 5500429.0 |
| 2014-08-20 15:00:00 | SPY | ETF | 198.92 | 199.1199 | 198.91 | 199.03 | 7168475.0 |
| 2014-08-20 15:30:00 | SPY | ETF | 199.025 | 199.16 | 198.89 | 198.91 | 9168217.0 |
| 2014-08-20 16:00:00 | SPY | ETF | 198.91 | 198.93 | 198.38 | 198.9 | 3169737.0 |
| 2014-08-20 16:30:00 | SPY | ETF | 198.9 | 198.92 | 198.85 | 198.89 | 664313.0 |
| 2014-08-20 17:00:00 | SPY | ETF | 198.88 | 198.92 | 198.88 | 198.92 | 56176.0 |
| 2014-08-20 17:30:00 | SPY | ETF | 198.88 | 198.89 | 198.84 | 198.88 | 13650.0 |
| 2014-08-20 18:00:00 | SPY | ETF | 198.83 | 198.84 | 198.81 | 198.81 | 60851.0 |
| 2014-08-20 18:30:00 | SPY | ETF | 198.85 | 198.85 | 198.82 | 198.84 | 2740.0 |
| 2014-08-20 19:00:00 | SPY | ETF | 198.84 | 198.89 | 198.84 | 198.88 | 34276.0 |
| 2014-08-20 19:30:00 | SPY | ETF | 198.89 | 199.03 | 198.87 | 199.01 | 56515.0 |
| 2014-08-20 04:00:00 | QQQ | ETF | 98.49 | 98.49 | 98.47 | 98.47 | 8000.0 |
| 2014-08-20 06:00:00 | QQQ | ETF | 98.55 | 98.55 | 98.55 | 98.55 | 300.0 |
| 2014-08-20 06:30:00 | QQQ | ETF | 98.56 | 98.62 | 98.56 | 98.58 | 3900.0 |
| 2014-08-20 07:00:00 | QQQ | ETF | 98.61 | 98.63 | 98.61 | 98.63 | 2100.0 |
| 2014-08-20 07:30:00 | QQQ | ETF | 98.63 | 98.7 | 98.63 | 98.67 | 41505.0 |
| 2014-08-20 08:00:00 | QQQ | ETF | 98.7 | 98.7 | 98.52 | 98.57 | 83238.0 |
| 2014-08-20 08:30:00 | QQQ | ETF | 98.57 | 98.61 | 98.52 | 98.59 | 49848.0 |
| 2014-08-20 09:00:00 | QQQ | ETF | 98.59 | 98.62 | 98.56 | 98.62 | 54959.0 |
| 2014-08-20 09:30:00 | QQQ | ETF | 98.63 | 98.72 | 98.5653 | 98.66 | 2996388.0 |
| 2014-08-20 10:00:00 | QQQ | ETF | 98.66 | 98.675 | 98.54 | 98.63 | 1901000.0 |
| 2014-08-20 10:30:00 | QQQ | ETF | 98.64 | 98.77 | 98.5601 | 98.721 | 1177837.0 |
| 2014-08-20 11:00:00 | QQQ | ETF | 98.73 | 98.76 | 98.68 | 98.73 | 809524.0 |
| 2014-08-20 11:30:00 | QQQ | ETF | 98.73 | 98.815 | 98.73 | 98.79 | 902068.0 |
| 2014-08-20 12:00:00 | QQQ | ETF | 98.795 | 98.815 | 98.75 | 98.765 | 702765.0 |
| 2014-08-20 12:30:00 | QQQ | ETF | 98.77 | 98.7956 | 98.74 | 98.765 | 446682.0 |
| 2014-08-20 13:00:00 | QQQ | ETF | 98.765 | 98.8568 | 98.76 | 98.81 | 629681.0 |
| 2014-08-20 13:30:00 | QQQ | ETF | 98.82 | 98.85 | 98.72 | 98.74 | 873899.0 |
| 2014-08-20 14:00:00 | QQQ | ETF | 98.74 | 98.75 | 98.53 | 98.72 | 3295011.0 |
> showing 50 of 11,451 rows — these rows as CSV