PREVIEW / etf_30min / 2014-09-23
file: by_date/etf_30min/2014/2014-09-23.parquet size: 357 KB rows: 12,010
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 |
|---|---|---|---|---|---|---|---|
| 2014-09-23 04:00:00 | SPY | ETF | 198.6 | 199.04 | 198.55 | 199.04 | 4315.0 |
| 2014-09-23 04:30:00 | SPY | ETF | 198.61 | 198.61 | 198.54 | 198.54 | 881.0 |
| 2014-09-23 05:00:00 | SPY | ETF | 198.54 | 198.62 | 198.5 | 198.55 | 3520.0 |
| 2014-09-23 05:30:00 | SPY | ETF | 198.41 | 198.47 | 198.36 | 198.47 | 8939.0 |
| 2014-09-23 06:00:00 | SPY | ETF | 198.64 | 198.64 | 198.5 | 198.57 | 5375.0 |
| 2014-09-23 06:30:00 | SPY | ETF | 198.47 | 198.62 | 198.41 | 198.62 | 62367.0 |
| 2014-09-23 07:00:00 | SPY | ETF | 198.64 | 198.72 | 198.4 | 198.42 | 143545.0 |
| 2014-09-23 07:30:00 | SPY | ETF | 198.5 | 198.58 | 198.37 | 198.46 | 188258.0 |
| 2014-09-23 08:00:00 | SPY | ETF | 198.53 | 199.23 | 198.36 | 198.42 | 553947.0 |
| 2014-09-23 08:30:00 | SPY | ETF | 198.42 | 198.65 | 198.25 | 198.6 | 1128073.0 |
| 2014-09-23 09:00:00 | SPY | ETF | 198.6 | 198.62 | 198.38 | 198.42 | 2489468.0 |
| 2014-09-23 09:30:00 | SPY | ETF | 198.43 | 199.105 | 198.29 | 199.04 | 14013628.0 |
| 2014-09-23 10:00:00 | SPY | ETF | 199.05 | 199.26 | 198.9 | 198.9 | 8988651.0 |
| 2014-09-23 10:30:00 | SPY | ETF | 198.92 | 199.02 | 198.67 | 198.73 | 8003793.0 |
| 2014-09-23 11:00:00 | SPY | ETF | 198.74 | 198.88 | 198.44 | 198.62 | 7511522.0 |
| 2014-09-23 11:30:00 | SPY | ETF | 198.63 | 199.0 | 198.61 | 198.91 | 7188653.0 |
| 2014-09-23 12:00:00 | SPY | ETF | 198.91 | 198.98 | 198.6 | 198.63 | 4702793.0 |
| 2014-09-23 12:30:00 | SPY | ETF | 198.63 | 198.8 | 198.46 | 198.5 | 3372873.0 |
| 2014-09-23 13:00:00 | SPY | ETF | 198.5 | 198.53 | 198.23 | 198.48 | 5913165.0 |
| 2014-09-23 13:30:00 | SPY | ETF | 198.48 | 198.68 | 198.18 | 198.25 | 4443410.0 |
| 2014-09-23 14:00:00 | SPY | ETF | 198.24 | 198.43 | 198.02 | 198.19 | 7076322.0 |
| 2014-09-23 14:30:00 | SPY | ETF | 198.19 | 198.3 | 198.03 | 198.275 | 4119471.0 |
| 2014-09-23 15:00:00 | SPY | ETF | 198.271 | 198.45 | 198.12 | 198.39 | 6748255.0 |
| 2014-09-23 15:30:00 | SPY | ETF | 198.39 | 198.57 | 197.95 | 198.0 | 12703465.0 |
| 2014-09-23 16:00:00 | SPY | ETF | 197.98 | 198.01 | 197.64 | 197.73 | 5367092.0 |
| 2014-09-23 16:30:00 | SPY | ETF | 197.74 | 199.1075 | 197.32 | 197.35 | 5331996.0 |
| 2014-09-23 17:00:00 | SPY | ETF | 197.37 | 197.51 | 197.33 | 197.36 | 192563.0 |
| 2014-09-23 17:30:00 | SPY | ETF | 197.46 | 197.48 | 197.38 | 197.45 | 23975.0 |
| 2014-09-23 18:00:00 | SPY | ETF | 197.45 | 197.65 | 197.45 | 197.61 | 138518.0 |
| 2014-09-23 18:30:00 | SPY | ETF | 197.61 | 197.7 | 197.59 | 197.67 | 79689.0 |
| 2014-09-23 19:00:00 | SPY | ETF | 197.67 | 197.69 | 197.64 | 197.64 | 13655.0 |
| 2014-09-23 19:30:00 | SPY | ETF | 197.65 | 197.78 | 197.65 | 197.78 | 40229.0 |
| 2014-09-23 04:00:00 | QQQ | ETF | 98.67 | 98.67 | 98.63 | 98.64 | 1200.0 |
| 2014-09-23 04:30:00 | QQQ | ETF | 98.64 | 98.64 | 98.56 | 98.57 | 15900.0 |
| 2014-09-23 05:00:00 | QQQ | ETF | 98.68 | 98.68 | 98.68 | 98.68 | 200.0 |
| 2014-09-23 05:30:00 | QQQ | ETF | 98.56 | 98.66 | 98.55 | 98.66 | 16200.0 |
| 2014-09-23 06:00:00 | QQQ | ETF | 98.69 | 98.7 | 98.66 | 98.67 | 17800.0 |
| 2014-09-23 06:30:00 | QQQ | ETF | 98.62 | 98.74 | 98.62 | 98.74 | 2200.0 |
| 2014-09-23 07:00:00 | QQQ | ETF | 98.75 | 98.78 | 98.63 | 98.65 | 37050.0 |
| 2014-09-23 07:30:00 | QQQ | ETF | 98.64 | 98.69 | 98.61 | 98.66 | 25490.0 |
| 2014-09-23 08:00:00 | QQQ | ETF | 98.64 | 98.71 | 98.63 | 98.66 | 56733.0 |
| 2014-09-23 08:30:00 | QQQ | ETF | 98.65 | 98.8 | 98.56 | 98.77 | 172987.0 |
| 2014-09-23 09:00:00 | QQQ | ETF | 98.78 | 98.8 | 98.66 | 98.67 | 399053.0 |
| 2014-09-23 09:30:00 | QQQ | ETF | 98.67 | 99.12 | 98.58 | 99.08 | 5174492.0 |
| 2014-09-23 10:00:00 | QQQ | ETF | 99.09 | 99.22 | 98.96 | 98.96 | 2775373.0 |
| 2014-09-23 10:30:00 | QQQ | ETF | 98.96 | 99.09 | 98.83 | 98.96 | 2236301.0 |
| 2014-09-23 11:00:00 | QQQ | ETF | 98.96 | 99.12 | 98.84 | 98.98 | 2036865.0 |
| 2014-09-23 11:30:00 | QQQ | ETF | 98.98 | 99.19 | 98.98 | 99.12 | 1367921.0 |
| 2014-09-23 12:00:00 | QQQ | ETF | 99.1225 | 99.17 | 99.03 | 99.05 | 1044629.0 |
| 2014-09-23 12:30:00 | QQQ | ETF | 99.05 | 99.16 | 98.98 | 99.01 | 1312762.0 |
> showing 50 of 12,010 rows — these rows as CSV