PREVIEW / etf_30min / 2014-10-10
file: by_date/etf_30min/2014/2014-10-10.parquet size: 376 KB rows: 12,556
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 |
|---|---|---|---|---|---|---|---|
| 2014-10-10 04:00:00 | SPY | ETF | 192.74 | 193.1 | 192.74 | 192.97 | 17106.0 |
| 2014-10-10 04:30:00 | SPY | ETF | 192.99 | 193.07 | 192.65 | 192.65 | 6930.0 |
| 2014-10-10 05:00:00 | SPY | ETF | 192.63 | 192.74 | 192.18 | 192.22 | 35276.0 |
| 2014-10-10 05:30:00 | SPY | ETF | 192.25 | 192.44 | 192.16 | 192.16 | 60976.0 |
| 2014-10-10 06:00:00 | SPY | ETF | 192.16 | 192.22 | 191.71 | 191.9 | 166607.0 |
| 2014-10-10 06:30:00 | SPY | ETF | 191.91 | 192.2 | 191.84 | 192.18 | 88410.0 |
| 2014-10-10 07:00:00 | SPY | ETF | 192.16 | 192.47 | 191.98 | 192.28 | 254642.0 |
| 2014-10-10 07:30:00 | SPY | ETF | 192.28 | 192.46 | 192.2 | 192.36 | 219381.0 |
| 2014-10-10 08:00:00 | SPY | ETF | 192.34 | 192.89 | 192.02 | 192.28 | 1576884.0 |
| 2014-10-10 08:30:00 | SPY | ETF | 192.27 | 193.19 | 192.19 | 193.03 | 2011146.0 |
| 2014-10-10 09:00:00 | SPY | ETF | 193.02 | 193.07 | 192.61 | 192.7 | 1888174.0 |
| 2014-10-10 09:30:00 | SPY | ETF | 192.69 | 193.65 | 192.11 | 193.08 | 26461670.0 |
| 2014-10-10 10:00:00 | SPY | ETF | 193.09 | 193.18 | 191.39 | 191.49 | 23367500.0 |
| 2014-10-10 10:30:00 | SPY | ETF | 191.5 | 192.45 | 191.18 | 192.0495 | 27600938.0 |
| 2014-10-10 11:00:00 | SPY | ETF | 192.04 | 192.49 | 191.62 | 191.837 | 12693804.0 |
| 2014-10-10 11:30:00 | SPY | ETF | 191.85 | 192.35 | 191.5099 | 192.08 | 10807036.0 |
| 2014-10-10 12:00:00 | SPY | ETF | 192.08 | 192.979 | 192.07 | 192.77 | 15866679.0 |
| 2014-10-10 12:30:00 | SPY | ETF | 192.77 | 193.509 | 192.75 | 192.86 | 10338806.0 |
| 2014-10-10 13:00:00 | SPY | ETF | 192.85 | 192.99 | 192.13 | 192.261 | 7022658.0 |
| 2014-10-10 13:30:00 | SPY | ETF | 192.26 | 192.85 | 192.21 | 192.65 | 6769308.0 |
| 2014-10-10 14:00:00 | SPY | ETF | 192.6499 | 192.89 | 192.25 | 192.42 | 4771241.0 |
| 2014-10-10 14:30:00 | SPY | ETF | 192.42 | 192.5 | 191.87 | 191.94 | 7110339.0 |
| 2014-10-10 15:00:00 | SPY | ETF | 191.94 | 192.02 | 191.15 | 191.39 | 15180932.0 |
| 2014-10-10 15:30:00 | SPY | ETF | 191.39 | 191.49 | 190.51 | 190.52 | 25716939.0 |
| 2014-10-10 16:00:00 | SPY | ETF | 190.5 | 191.0193 | 189.93 | 190.07 | 12816111.0 |
| 2014-10-10 16:30:00 | SPY | ETF | 190.07 | 190.5118 | 189.92 | 189.98 | 4743920.0 |
| 2014-10-10 17:00:00 | SPY | ETF | 189.98 | 190.09 | 189.95 | 190.04 | 929194.0 |
| 2014-10-10 17:30:00 | SPY | ETF | 190.02 | 190.54 | 189.95 | 190.13 | 639807.0 |
| 2014-10-10 18:00:00 | SPY | ETF | 190.13 | 190.38 | 190.12 | 190.21 | 193766.0 |
| 2014-10-10 18:30:00 | SPY | ETF | 190.22 | 190.28 | 190.17 | 190.18 | 15274.0 |
| 2014-10-10 19:00:00 | SPY | ETF | 190.2 | 190.25 | 190.16 | 190.24 | 27570.0 |
| 2014-10-10 19:30:00 | SPY | ETF | 190.24 | 190.39 | 190.22 | 190.27 | 38659.0 |
| 2014-10-10 04:30:00 | QQQ | ETF | 96.41 | 96.41 | 96.41 | 96.41 | 100.0 |
| 2014-10-10 05:00:00 | QQQ | ETF | 96.31 | 96.31 | 96.11 | 96.14 | 3100.0 |
| 2014-10-10 05:30:00 | QQQ | ETF | 96.18 | 96.24 | 96.11 | 96.24 | 13730.0 |
| 2014-10-10 06:00:00 | QQQ | ETF | 96.17 | 96.18 | 95.9 | 96.0 | 16300.0 |
| 2014-10-10 06:30:00 | QQQ | ETF | 96.01 | 96.18 | 95.99 | 96.18 | 19550.0 |
| 2014-10-10 07:00:00 | QQQ | ETF | 96.17 | 96.27 | 96.07 | 96.23 | 173850.0 |
| 2014-10-10 07:30:00 | QQQ | ETF | 96.22 | 96.29 | 96.16 | 96.25 | 108586.0 |
| 2014-10-10 08:00:00 | QQQ | ETF | 96.26 | 96.29 | 96.0 | 96.14 | 262853.0 |
| 2014-10-10 08:30:00 | QQQ | ETF | 96.14 | 96.57 | 96.12 | 96.52 | 397037.0 |
| 2014-10-10 09:00:00 | QQQ | ETF | 96.51 | 96.54 | 96.0 | 96.29 | 561337.0 |
| 2014-10-10 09:30:00 | QQQ | ETF | 96.29 | 96.83 | 95.943 | 96.37 | 9812760.0 |
| 2014-10-10 10:00:00 | QQQ | ETF | 96.37 | 96.4 | 95.24 | 95.33 | 9601629.0 |
| 2014-10-10 10:30:00 | QQQ | ETF | 95.33 | 95.97 | 95.11 | 95.695 | 7339969.0 |
| 2014-10-10 11:00:00 | QQQ | ETF | 95.69 | 95.96 | 95.44 | 95.63 | 4878273.0 |
| 2014-10-10 11:30:00 | QQQ | ETF | 95.64 | 95.909 | 95.46 | 95.65 | 4348461.0 |
| 2014-10-10 12:00:00 | QQQ | ETF | 95.65 | 96.09 | 95.65 | 95.99 | 5536301.0 |
| 2014-10-10 12:30:00 | QQQ | ETF | 95.98 | 96.32 | 95.9 | 95.95 | 4141976.0 |
| 2014-10-10 13:00:00 | QQQ | ETF | 95.94 | 96.02 | 95.5 | 95.56 | 2511800.0 |
> showing 50 of 12,556 rows — these rows as CSV