PREVIEW / etf_30min / 2014-11-20
file: by_date/etf_30min/2014/2014-11-20.parquet size: 354 KB rows: 11,942
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 |
|---|---|---|---|---|---|---|---|
| 2014-11-20 04:00:00 | SPY | ETF | 205.0 | 205.0 | 204.46 | 204.47 | 20840.0 |
| 2014-11-20 04:30:00 | SPY | ETF | 204.4 | 204.61 | 204.4 | 204.58 | 11975.0 |
| 2014-11-20 05:00:00 | SPY | ETF | 204.57 | 204.57 | 204.34 | 204.44 | 12998.0 |
| 2014-11-20 05:30:00 | SPY | ETF | 204.41 | 204.45 | 204.38 | 204.39 | 25775.0 |
| 2014-11-20 06:00:00 | SPY | ETF | 204.42 | 204.56 | 204.42 | 204.51 | 24636.0 |
| 2014-11-20 06:30:00 | SPY | ETF | 204.49 | 204.51 | 204.21 | 204.28 | 47503.0 |
| 2014-11-20 07:00:00 | SPY | ETF | 204.28 | 204.43 | 204.25 | 204.36 | 74334.0 |
| 2014-11-20 07:30:00 | SPY | ETF | 204.38 | 204.5 | 204.38 | 204.47 | 163392.0 |
| 2014-11-20 08:00:00 | SPY | ETF | 204.48 | 205.5 | 204.35 | 204.59 | 466673.0 |
| 2014-11-20 08:30:00 | SPY | ETF | 204.59 | 204.59 | 204.17 | 204.23 | 520040.0 |
| 2014-11-20 09:00:00 | SPY | ETF | 204.23 | 204.35 | 204.06 | 204.28 | 680868.0 |
| 2014-11-20 09:30:00 | SPY | ETF | 204.26 | 204.92 | 204.18 | 204.86 | 9938272.0 |
| 2014-11-20 10:00:00 | SPY | ETF | 204.825 | 205.2 | 204.825 | 205.14 | 8180182.0 |
| 2014-11-20 10:30:00 | SPY | ETF | 205.14 | 205.52 | 205.09 | 205.415 | 5656414.0 |
| 2014-11-20 11:00:00 | SPY | ETF | 205.41 | 205.71 | 205.4 | 205.65 | 4087982.0 |
| 2014-11-20 11:30:00 | SPY | ETF | 205.65 | 205.71 | 205.5 | 205.5199 | 3177720.0 |
| 2014-11-20 12:00:00 | SPY | ETF | 205.515 | 205.62 | 205.41 | 205.52 | 2516130.0 |
| 2014-11-20 12:30:00 | SPY | ETF | 205.51 | 205.64 | 205.38 | 205.45 | 2598840.0 |
| 2014-11-20 13:00:00 | SPY | ETF | 205.46 | 205.56 | 205.32 | 205.46 | 2424274.0 |
| 2014-11-20 13:30:00 | SPY | ETF | 205.46 | 205.53 | 205.42 | 205.4806 | 1925688.0 |
| 2014-11-20 14:00:00 | SPY | ETF | 205.484 | 205.63 | 205.45 | 205.56 | 3152207.0 |
| 2014-11-20 14:30:00 | SPY | ETF | 205.57 | 205.59 | 205.33 | 205.35 | 2920935.0 |
| 2014-11-20 15:00:00 | SPY | ETF | 205.35 | 205.43 | 205.24 | 205.4 | 4517950.0 |
| 2014-11-20 15:30:00 | SPY | ETF | 205.405 | 205.625 | 205.38 | 205.59 | 12137282.0 |
| 2014-11-20 16:00:00 | SPY | ETF | 205.6 | 205.74 | 205.1767 | 205.7 | 4325845.0 |
| 2014-11-20 16:30:00 | SPY | ETF | 205.69 | 205.76 | 205.69 | 205.76 | 1238245.0 |
| 2014-11-20 17:00:00 | SPY | ETF | 205.74 | 205.74 | 205.7 | 205.73 | 30869.0 |
| 2014-11-20 17:30:00 | SPY | ETF | 205.71 | 205.73 | 205.68 | 205.71 | 116332.0 |
| 2014-11-20 18:00:00 | SPY | ETF | 205.7 | 205.7 | 205.66 | 205.66 | 64776.0 |
| 2014-11-20 18:30:00 | SPY | ETF | 205.67 | 205.67 | 205.58 | 205.59 | 72646.0 |
| 2014-11-20 19:00:00 | SPY | ETF | 205.59 | 205.59 | 205.5 | 205.54 | 85601.0 |
| 2014-11-20 19:30:00 | SPY | ETF | 205.56 | 205.64 | 205.54 | 205.63 | 20871.0 |
| 2014-11-20 04:00:00 | QQQ | ETF | 102.92 | 102.92 | 102.79 | 102.79 | 850.0 |
| 2014-11-20 04:30:00 | QQQ | ETF | 102.78 | 102.78 | 102.76 | 102.76 | 200.0 |
| 2014-11-20 05:00:00 | QQQ | ETF | 102.75 | 102.75 | 102.75 | 102.75 | 300.0 |
| 2014-11-20 05:30:00 | QQQ | ETF | 102.77 | 102.77 | 102.72 | 102.75 | 10500.0 |
| 2014-11-20 06:00:00 | QQQ | ETF | 102.74 | 102.82 | 102.74 | 102.77 | 15700.0 |
| 2014-11-20 06:30:00 | QQQ | ETF | 102.73 | 102.78 | 102.71 | 102.74 | 16100.0 |
| 2014-11-20 07:00:00 | QQQ | ETF | 102.73 | 102.8 | 102.72 | 102.78 | 12300.0 |
| 2014-11-20 07:30:00 | QQQ | ETF | 102.77 | 102.83 | 102.77 | 102.8 | 2100.0 |
| 2014-11-20 08:00:00 | QQQ | ETF | 102.79 | 102.9 | 102.75 | 102.89 | 32606.0 |
| 2014-11-20 08:30:00 | QQQ | ETF | 102.84 | 102.86 | 102.74 | 102.75 | 96715.0 |
| 2014-11-20 09:00:00 | QQQ | ETF | 102.75 | 102.82 | 102.67 | 102.78 | 115140.0 |
| 2014-11-20 09:30:00 | QQQ | ETF | 102.77 | 103.265 | 102.69 | 103.26 | 3366651.0 |
| 2014-11-20 10:00:00 | QQQ | ETF | 103.255 | 103.4 | 103.17 | 103.36 | 2082771.0 |
| 2014-11-20 10:30:00 | QQQ | ETF | 103.351 | 103.57 | 103.325 | 103.53 | 1472138.0 |
| 2014-11-20 11:00:00 | QQQ | ETF | 103.54 | 103.71 | 103.521 | 103.67 | 1523295.0 |
| 2014-11-20 11:30:00 | QQQ | ETF | 103.68 | 103.72 | 103.615 | 103.62 | 601786.0 |
| 2014-11-20 12:00:00 | QQQ | ETF | 103.62 | 103.67 | 103.55 | 103.6 | 562552.0 |
| 2014-11-20 12:30:00 | QQQ | ETF | 103.6 | 103.73 | 103.6 | 103.68 | 1078663.0 |
> showing 50 of 11,942 rows — these rows as CSV