PREVIEW / etf_30min / 2014-09-30
file: by_date/etf_30min/2014/2014-09-30.parquet size: 357 KB rows: 12,018
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 |
|---|---|---|---|---|---|---|---|
| 2014-09-30 04:00:00 | SPY | ETF | 197.57 | 197.88 | 197.57 | 197.82 | 8629.0 |
| 2014-09-30 04:30:00 | SPY | ETF | 197.85 | 197.9 | 197.7 | 197.7 | 601.0 |
| 2014-09-30 05:00:00 | SPY | ETF | 197.8 | 198.22 | 197.8 | 198.22 | 17036.0 |
| 2014-09-30 05:30:00 | SPY | ETF | 198.11 | 198.14 | 198.06 | 198.11 | 11624.0 |
| 2014-09-30 06:00:00 | SPY | ETF | 198.08 | 198.14 | 198.08 | 198.11 | 10080.0 |
| 2014-09-30 06:30:00 | SPY | ETF | 198.07 | 198.12 | 197.97 | 198.12 | 24606.0 |
| 2014-09-30 07:00:00 | SPY | ETF | 198.08 | 198.23 | 197.96 | 198.21 | 140290.0 |
| 2014-09-30 07:30:00 | SPY | ETF | 198.14 | 198.17 | 198.0 | 198.17 | 85741.0 |
| 2014-09-30 08:00:00 | SPY | ETF | 198.05 | 198.19 | 197.93 | 198.08 | 205467.0 |
| 2014-09-30 08:30:00 | SPY | ETF | 198.1 | 198.12 | 197.91 | 197.91 | 388894.0 |
| 2014-09-30 09:00:00 | SPY | ETF | 197.92 | 197.92 | 197.51 | 197.7 | 1110429.0 |
| 2014-09-30 09:30:00 | SPY | ETF | 197.69 | 197.925 | 196.91 | 197.21 | 12968372.0 |
| 2014-09-30 10:00:00 | SPY | ETF | 197.2 | 197.57 | 196.76 | 197.28 | 9496175.0 |
| 2014-09-30 10:30:00 | SPY | ETF | 197.28 | 198.03 | 197.27 | 197.92 | 7463954.0 |
| 2014-09-30 11:00:00 | SPY | ETF | 197.91 | 198.3 | 197.87 | 198.21 | 6741750.0 |
| 2014-09-30 11:30:00 | SPY | ETF | 198.21 | 198.26 | 197.74 | 197.84 | 6353802.0 |
| 2014-09-30 12:00:00 | SPY | ETF | 197.84 | 197.89 | 197.343 | 197.425 | 5445900.0 |
| 2014-09-30 12:30:00 | SPY | ETF | 197.42 | 197.49 | 197.01 | 197.22 | 8445584.0 |
| 2014-09-30 13:00:00 | SPY | ETF | 197.22 | 197.61 | 197.07 | 197.1 | 4144598.0 |
| 2014-09-30 13:30:00 | SPY | ETF | 197.1 | 197.18 | 196.61 | 196.879 | 6357337.0 |
| 2014-09-30 14:00:00 | SPY | ETF | 196.879 | 197.05 | 196.62 | 196.99 | 8642799.0 |
| 2014-09-30 14:30:00 | SPY | ETF | 196.99 | 197.28 | 196.915 | 197.09 | 5147106.0 |
| 2014-09-30 15:00:00 | SPY | ETF | 197.09 | 197.41 | 196.82 | 197.3 | 5119514.0 |
| 2014-09-30 15:30:00 | SPY | ETF | 197.3 | 197.55 | 196.98 | 197.0 | 17669459.0 |
| 2014-09-30 16:00:00 | SPY | ETF | 196.99 | 197.02 | 196.72 | 196.96 | 7326224.0 |
| 2014-09-30 16:30:00 | SPY | ETF | 196.95 | 197.5268 | 196.61 | 196.67 | 5788156.0 |
| 2014-09-30 17:00:00 | SPY | ETF | 196.67 | 197.5268 | 196.55 | 197.5268 | 9304270.0 |
| 2014-09-30 17:30:00 | SPY | ETF | 196.56 | 196.58 | 196.47 | 196.5 | 214606.0 |
| 2014-09-30 18:00:00 | SPY | ETF | 196.5 | 197.02 | 196.49 | 196.65 | 1071449.0 |
| 2014-09-30 18:30:00 | SPY | ETF | 196.66 | 196.68 | 196.6 | 196.65 | 9462.0 |
| 2014-09-30 19:00:00 | SPY | ETF | 196.66 | 196.7 | 196.54 | 196.56 | 106687.0 |
| 2014-09-30 19:30:00 | SPY | ETF | 196.56 | 196.67 | 196.56 | 196.61 | 20255.0 |
| 2014-09-30 04:00:00 | QQQ | ETF | 98.9 | 98.9 | 98.9 | 98.9 | 5000.0 |
| 2014-09-30 05:00:00 | QQQ | ETF | 98.88 | 99.08 | 98.88 | 99.04 | 39580.0 |
| 2014-09-30 05:30:00 | QQQ | ETF | 98.99 | 99.03 | 98.99 | 99.03 | 2400.0 |
| 2014-09-30 06:00:00 | QQQ | ETF | 99.03 | 99.05 | 99.02 | 99.03 | 7490.0 |
| 2014-09-30 06:30:00 | QQQ | ETF | 98.96 | 99.03 | 98.96 | 99.03 | 18400.0 |
| 2014-09-30 07:00:00 | QQQ | ETF | 99.04 | 99.26 | 99.03 | 99.24 | 54462.0 |
| 2014-09-30 07:30:00 | QQQ | ETF | 99.2 | 99.23 | 99.11 | 99.16 | 47495.0 |
| 2014-09-30 08:00:00 | QQQ | ETF | 99.18 | 99.19 | 99.07 | 99.13 | 164422.0 |
| 2014-09-30 08:30:00 | QQQ | ETF | 99.13 | 99.16 | 99.05 | 99.05 | 183454.0 |
| 2014-09-30 09:00:00 | QQQ | ETF | 99.05 | 99.05 | 98.87 | 98.91 | 500476.0 |
| 2014-09-30 09:30:00 | QQQ | ETF | 98.92 | 99.09 | 98.39 | 98.63 | 5768340.0 |
| 2014-09-30 10:00:00 | QQQ | ETF | 98.63 | 98.785 | 98.32 | 98.649 | 3707674.0 |
| 2014-09-30 10:30:00 | QQQ | ETF | 98.65 | 99.135 | 98.64 | 99.06 | 2990543.0 |
| 2014-09-30 11:00:00 | QQQ | ETF | 99.05 | 99.3 | 99.021 | 99.25 | 2778593.0 |
| 2014-09-30 11:30:00 | QQQ | ETF | 99.25 | 99.29 | 99.05 | 99.1 | 2080129.0 |
| 2014-09-30 12:00:00 | QQQ | ETF | 99.105 | 99.17 | 98.87 | 98.9 | 2002046.0 |
| 2014-09-30 12:30:00 | QQQ | ETF | 98.89 | 98.94 | 98.7 | 98.87 | 1682996.0 |
| 2014-09-30 13:00:00 | QQQ | ETF | 98.86 | 99.05 | 98.75 | 98.77 | 1379262.0 |
> showing 50 of 12,018 rows — these rows as CSV