PREVIEW / etf_30min / 2014-11-28
file: by_date/etf_30min/2014/2014-11-28.parquet size: 223 KB rows: 7,254
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 |
|---|---|---|---|---|---|---|---|
| 2014-11-28 04:00:00 | SPY | ETF | 207.49 | 207.49 | 207.3 | 207.4 | 1005.0 |
| 2014-11-28 04:30:00 | SPY | ETF | 207.4 | 207.4 | 207.35 | 207.35 | 4500.0 |
| 2014-11-28 05:00:00 | SPY | ETF | 207.34 | 207.34 | 207.2 | 207.23 | 1274.0 |
| 2014-11-28 05:30:00 | SPY | ETF | 207.21 | 207.3 | 207.14 | 207.2 | 23232.0 |
| 2014-11-28 06:00:00 | SPY | ETF | 207.23 | 207.3 | 207.18 | 207.26 | 40830.0 |
| 2014-11-28 06:30:00 | SPY | ETF | 207.24 | 207.38 | 207.24 | 207.36 | 18311.0 |
| 2014-11-28 07:00:00 | SPY | ETF | 207.37 | 207.57 | 207.34 | 207.52 | 28924.0 |
| 2014-11-28 07:30:00 | SPY | ETF | 207.55 | 207.61 | 207.52 | 207.57 | 76685.0 |
| 2014-11-28 08:00:00 | SPY | ETF | 207.93 | 207.93 | 207.37 | 207.49 | 231929.0 |
| 2014-11-28 08:30:00 | SPY | ETF | 207.49 | 207.73 | 207.489 | 207.61 | 282126.0 |
| 2014-11-28 09:00:00 | SPY | ETF | 207.61 | 207.64 | 207.48 | 207.48 | 766817.0 |
| 2014-11-28 09:30:00 | SPY | ETF | 207.49 | 207.64 | 207.22 | 207.64 | 9025767.0 |
| 2014-11-28 10:00:00 | SPY | ETF | 207.64 | 207.785 | 207.51 | 207.695 | 4283856.0 |
| 2014-11-28 10:30:00 | SPY | ETF | 207.7 | 207.81 | 207.6 | 207.65 | 2780495.0 |
| 2014-11-28 11:00:00 | SPY | ETF | 207.647 | 207.87 | 207.61 | 207.76 | 4006159.0 |
| 2014-11-28 11:30:00 | SPY | ETF | 207.77 | 207.8 | 207.55 | 207.5701 | 4286679.0 |
| 2014-11-28 12:00:00 | SPY | ETF | 207.57 | 207.57 | 207.26 | 207.27 | 7117175.0 |
| 2014-11-28 12:30:00 | SPY | ETF | 207.26 | 207.32 | 206.91 | 207.21 | 13113663.0 |
| 2014-11-28 13:00:00 | SPY | ETF | 207.21 | 207.4341 | 206.91 | 207.0 | 6163711.0 |
| 2014-11-28 13:30:00 | SPY | ETF | 207.0 | 207.2 | 206.93 | 207.02 | 826454.0 |
| 2014-11-28 14:00:00 | SPY | ETF | 207.01 | 207.02 | 206.93 | 207.02 | 237620.0 |
| 2014-11-28 14:30:00 | SPY | ETF | 207.0 | 207.01 | 206.97 | 207.01 | 15703.0 |
| 2014-11-28 15:00:00 | SPY | ETF | 206.98 | 206.98 | 206.87 | 206.94 | 67177.0 |
| 2014-11-28 15:30:00 | SPY | ETF | 206.95 | 206.95 | 206.89 | 206.89 | 27266.0 |
| 2014-11-28 16:00:00 | SPY | ETF | 206.91 | 206.94 | 206.9 | 206.94 | 8499.0 |
| 2014-11-28 16:30:00 | SPY | ETF | 206.94 | 206.95 | 206.93 | 206.95 | 3177.0 |
| 2014-11-28 04:00:00 | QQQ | ETF | 106.3 | 106.3 | 105.47 | 105.6 | 600.0 |
| 2014-11-28 05:00:00 | QQQ | ETF | 105.66 | 105.66 | 105.63 | 105.64 | 600.0 |
| 2014-11-28 05:30:00 | QQQ | ETF | 105.64 | 105.64 | 105.64 | 105.64 | 200.0 |
| 2014-11-28 06:00:00 | QQQ | ETF | 105.66 | 105.66 | 105.64 | 105.65 | 7000.0 |
| 2014-11-28 06:30:00 | QQQ | ETF | 105.67 | 105.72 | 105.66 | 105.7 | 8600.0 |
| 2014-11-28 07:00:00 | QQQ | ETF | 105.68 | 105.75 | 105.68 | 105.75 | 4200.0 |
| 2014-11-28 07:30:00 | QQQ | ETF | 105.77 | 105.79 | 105.76 | 105.79 | 23229.0 |
| 2014-11-28 08:00:00 | QQQ | ETF | 105.79 | 105.8 | 105.69 | 105.76 | 47039.0 |
| 2014-11-28 08:30:00 | QQQ | ETF | 105.77 | 105.83 | 105.76 | 105.78 | 67678.0 |
| 2014-11-28 09:00:00 | QQQ | ETF | 105.769 | 105.84 | 105.76 | 105.8 | 279690.0 |
| 2014-11-28 09:30:00 | QQQ | ETF | 105.8 | 105.969 | 105.73 | 105.96 | 3272171.0 |
| 2014-11-28 10:00:00 | QQQ | ETF | 105.9666 | 106.1 | 105.88 | 106.0899 | 1447731.0 |
| 2014-11-28 10:30:00 | QQQ | ETF | 106.09 | 106.245 | 106.016 | 106.18 | 1494860.0 |
| 2014-11-28 11:00:00 | QQQ | ETF | 106.18 | 106.2299 | 106.14 | 106.19 | 835096.0 |
| 2014-11-28 11:30:00 | QQQ | ETF | 106.2 | 106.22 | 106.07 | 106.1 | 1025061.0 |
| 2014-11-28 12:00:00 | QQQ | ETF | 106.1 | 106.179 | 106.0 | 106.0 | 1149573.0 |
| 2014-11-28 12:30:00 | QQQ | ETF | 106.0 | 106.06 | 105.8201 | 106.03 | 3460191.0 |
| 2014-11-28 13:00:00 | QQQ | ETF | 106.0 | 106.04 | 105.93 | 106.01 | 740981.0 |
| 2014-11-28 13:30:00 | QQQ | ETF | 106.01 | 106.04 | 105.94 | 105.99 | 14002.0 |
| 2014-11-28 14:00:00 | QQQ | ETF | 105.97 | 105.97 | 105.93 | 105.95 | 10174.0 |
| 2014-11-28 14:30:00 | QQQ | ETF | 105.95 | 105.95 | 105.9 | 105.9 | 3376.0 |
| 2014-11-28 15:00:00 | QQQ | ETF | 106.01 | 106.01 | 105.93 | 105.93 | 193631.0 |
| 2014-11-28 15:30:00 | QQQ | ETF | 105.88 | 105.93 | 105.86 | 105.93 | 11342.0 |
| 2014-11-28 16:00:00 | QQQ | ETF | 105.93 | 105.93 | 105.93 | 105.93 | 211.0 |
> showing 50 of 7,254 rows — these rows as CSV