PREVIEW / etf_30min / 2014-10-14
file: by_date/etf_30min/2014/2014-10-14.parquet size: 374 KB rows: 12,564
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 |
|---|---|---|---|---|---|---|---|
| 2014-10-14 04:00:00 | SPY | ETF | 187.8 | 188.11 | 187.74 | 188.03 | 11324.0 |
| 2014-10-14 04:30:00 | SPY | ETF | 188.02 | 188.02 | 187.43 | 187.46 | 11743.0 |
| 2014-10-14 05:00:00 | SPY | ETF | 187.34 | 187.51 | 187.12 | 187.24 | 80971.0 |
| 2014-10-14 05:30:00 | SPY | ETF | 187.22 | 187.32 | 187.04 | 187.27 | 31767.0 |
| 2014-10-14 06:00:00 | SPY | ETF | 187.28 | 187.78 | 187.26 | 187.75 | 37912.0 |
| 2014-10-14 06:30:00 | SPY | ETF | 187.8 | 187.83 | 187.39 | 187.71 | 197892.0 |
| 2014-10-14 07:00:00 | SPY | ETF | 187.69 | 187.72 | 187.21 | 187.53 | 566161.0 |
| 2014-10-14 07:30:00 | SPY | ETF | 187.48 | 187.95 | 187.27 | 187.95 | 555699.0 |
| 2014-10-14 08:00:00 | SPY | ETF | 188.04 | 188.65 | 187.45 | 188.44 | 1939634.0 |
| 2014-10-14 08:30:00 | SPY | ETF | 188.45 | 188.555 | 188.13 | 188.25 | 1301625.0 |
| 2014-10-14 09:00:00 | SPY | ETF | 188.25 | 188.61 | 188.12 | 188.44 | 2166657.0 |
| 2014-10-14 09:30:00 | SPY | ETF | 188.42 | 189.03 | 187.59 | 187.83 | 28008738.0 |
| 2014-10-14 10:00:00 | SPY | ETF | 187.83 | 188.51 | 187.51 | 187.99 | 23000581.0 |
| 2014-10-14 10:30:00 | SPY | ETF | 187.99 | 188.94 | 187.71 | 188.49 | 15989053.0 |
| 2014-10-14 11:00:00 | SPY | ETF | 188.49 | 189.3 | 188.36 | 188.975 | 12656108.0 |
| 2014-10-14 11:30:00 | SPY | ETF | 188.98 | 189.68 | 188.78 | 189.5 | 12366812.0 |
| 2014-10-14 12:00:00 | SPY | ETF | 189.51 | 189.82 | 189.07 | 189.115 | 9018218.0 |
| 2014-10-14 12:30:00 | SPY | ETF | 189.116 | 189.3 | 188.72 | 189.04 | 7209388.0 |
| 2014-10-14 13:00:00 | SPY | ETF | 189.035 | 189.47 | 188.81 | 188.84 | 6995611.0 |
| 2014-10-14 13:30:00 | SPY | ETF | 188.85 | 189.03 | 188.36 | 188.86 | 7535198.0 |
| 2014-10-14 14:00:00 | SPY | ETF | 188.85 | 189.08 | 188.15 | 188.2001 | 9930741.0 |
| 2014-10-14 14:30:00 | SPY | ETF | 188.205 | 188.7 | 187.81 | 188.092 | 12689379.0 |
| 2014-10-14 15:00:00 | SPY | ETF | 188.1 | 188.36 | 187.04 | 187.61 | 20344167.0 |
| 2014-10-14 15:30:00 | SPY | ETF | 187.62 | 188.32 | 187.18 | 187.75 | 29201151.0 |
| 2014-10-14 16:00:00 | SPY | ETF | 187.75 | 188.2 | 187.6511 | 188.07 | 7499509.0 |
| 2014-10-14 16:30:00 | SPY | ETF | 188.07 | 188.33 | 187.83 | 188.33 | 2772248.0 |
| 2014-10-14 17:00:00 | SPY | ETF | 188.33 | 188.37 | 188.2 | 188.28 | 1784223.0 |
| 2014-10-14 17:30:00 | SPY | ETF | 188.28 | 188.35 | 188.23 | 188.34 | 130878.0 |
| 2014-10-14 18:00:00 | SPY | ETF | 188.35 | 188.67 | 188.35 | 188.56 | 286390.0 |
| 2014-10-14 18:30:00 | SPY | ETF | 188.55 | 188.61 | 188.46 | 188.47 | 49935.0 |
| 2014-10-14 19:00:00 | SPY | ETF | 188.5 | 188.81 | 188.47 | 188.8 | 87747.0 |
| 2014-10-14 19:30:00 | SPY | ETF | 188.79 | 188.79 | 188.65 | 188.67 | 71139.0 |
| 2014-10-14 04:00:00 | QQQ | ETF | 93.22 | 93.29 | 93.22 | 93.29 | 13200.0 |
| 2014-10-14 04:30:00 | QQQ | ETF | 93.06 | 93.06 | 93.01 | 93.01 | 12067.0 |
| 2014-10-14 05:00:00 | QQQ | ETF | 92.97 | 93.01 | 92.91 | 92.94 | 39300.0 |
| 2014-10-14 05:30:00 | QQQ | ETF | 92.89 | 92.99 | 92.85 | 92.92 | 15400.0 |
| 2014-10-14 06:00:00 | QQQ | ETF | 93.0 | 93.17 | 93.0 | 93.14 | 11000.0 |
| 2014-10-14 06:30:00 | QQQ | ETF | 93.07 | 93.17 | 92.99 | 93.17 | 25200.0 |
| 2014-10-14 07:00:00 | QQQ | ETF | 93.0 | 93.07 | 92.95 | 93.03 | 13800.0 |
| 2014-10-14 07:30:00 | QQQ | ETF | 92.94 | 93.23 | 92.71 | 93.23 | 179181.0 |
| 2014-10-14 08:00:00 | QQQ | ETF | 93.24 | 93.71 | 92.96 | 93.61 | 476864.0 |
| 2014-10-14 08:30:00 | QQQ | ETF | 93.6 | 93.65 | 93.44 | 93.51 | 310788.0 |
| 2014-10-14 09:00:00 | QQQ | ETF | 93.51 | 93.69 | 93.45 | 93.62 | 493219.0 |
| 2014-10-14 09:30:00 | QQQ | ETF | 93.6 | 93.88 | 92.84 | 93.01 | 11870046.0 |
| 2014-10-14 10:00:00 | QQQ | ETF | 93.01 | 93.52 | 92.73 | 93.13 | 8677370.0 |
| 2014-10-14 10:30:00 | QQQ | ETF | 93.12 | 93.77 | 92.945 | 93.51 | 4985334.0 |
| 2014-10-14 11:00:00 | QQQ | ETF | 93.52 | 94.01 | 93.42 | 93.7399 | 4516661.0 |
| 2014-10-14 11:30:00 | QQQ | ETF | 93.73 | 94.129 | 93.62 | 94.0199 | 3627385.0 |
| 2014-10-14 12:00:00 | QQQ | ETF | 94.01 | 94.1699 | 93.69 | 93.76 | 3034289.0 |
| 2014-10-14 12:30:00 | QQQ | ETF | 93.75 | 93.82 | 93.54 | 93.7 | 1528736.0 |
> showing 50 of 12,564 rows — these rows as CSV