PREVIEW / etf_30min / 2014-12-05
file: by_date/etf_30min/2014/2014-12-05.parquet size: 364 KB rows: 12,340
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 |
|---|---|---|---|---|---|---|---|
| 2014-12-05 04:00:00 | SPY | ETF | 207.95 | 207.95 | 207.95 | 207.95 | 150.0 |
| 2014-12-05 05:00:00 | SPY | ETF | 207.85 | 207.94 | 207.85 | 207.88 | 1600.0 |
| 2014-12-05 05:30:00 | SPY | ETF | 207.86 | 207.91 | 207.86 | 207.91 | 300.0 |
| 2014-12-05 06:00:00 | SPY | ETF | 207.95 | 208.01 | 207.95 | 207.95 | 1300.0 |
| 2014-12-05 06:30:00 | SPY | ETF | 207.95 | 207.98 | 207.89 | 207.98 | 30304.0 |
| 2014-12-05 07:00:00 | SPY | ETF | 207.96 | 208.05 | 207.93 | 207.93 | 61200.0 |
| 2014-12-05 07:30:00 | SPY | ETF | 207.94 | 207.98 | 207.88 | 207.95 | 224801.0 |
| 2014-12-05 08:00:00 | SPY | ETF | 207.95 | 208.24 | 207.67 | 208.1 | 419969.0 |
| 2014-12-05 08:30:00 | SPY | ETF | 208.08 | 208.28 | 207.46 | 207.79 | 4646220.0 |
| 2014-12-05 09:00:00 | SPY | ETF | 207.79 | 207.95 | 207.55 | 207.87 | 1920473.0 |
| 2014-12-05 09:30:00 | SPY | ETF | 207.87 | 208.17 | 207.63 | 208.07 | 9780767.0 |
| 2014-12-05 10:00:00 | SPY | ETF | 208.06 | 208.24 | 207.78 | 208.04 | 6482339.0 |
| 2014-12-05 10:30:00 | SPY | ETF | 208.04 | 208.13 | 207.83 | 207.91 | 5473948.0 |
| 2014-12-05 11:00:00 | SPY | ETF | 207.915 | 208.19 | 207.915 | 208.19 | 4431566.0 |
| 2014-12-05 11:30:00 | SPY | ETF | 208.19 | 208.47 | 208.095 | 208.34 | 4888996.0 |
| 2014-12-05 12:00:00 | SPY | ETF | 208.33 | 208.38 | 208.2332 | 208.3199 | 3250952.0 |
| 2014-12-05 12:30:00 | SPY | ETF | 208.3199 | 208.43 | 208.29 | 208.34 | 3283714.0 |
| 2014-12-05 13:00:00 | SPY | ETF | 208.33 | 208.39 | 208.13 | 208.21 | 4523318.0 |
| 2014-12-05 13:30:00 | SPY | ETF | 208.21 | 208.3 | 208.19 | 208.2235 | 2497605.0 |
| 2014-12-05 14:00:00 | SPY | ETF | 208.22 | 208.25 | 208.04 | 208.115 | 3509878.0 |
| 2014-12-05 14:30:00 | SPY | ETF | 208.12 | 208.15 | 207.84 | 207.9 | 4117727.0 |
| 2014-12-05 15:00:00 | SPY | ETF | 207.9 | 208.08 | 207.8 | 208.008 | 5946058.0 |
| 2014-12-05 15:30:00 | SPY | ETF | 208.01 | 208.07 | 207.55 | 208.0 | 13701085.0 |
| 2014-12-05 16:00:00 | SPY | ETF | 208.02 | 208.21 | 208.0 | 208.2 | 4358070.0 |
| 2014-12-05 16:30:00 | SPY | ETF | 208.2 | 208.22 | 208.009 | 208.009 | 5803910.0 |
| 2014-12-05 17:00:00 | SPY | ETF | 208.22 | 208.24 | 208.08 | 208.08 | 123060.0 |
| 2014-12-05 17:30:00 | SPY | ETF | 208.07 | 208.14 | 208.06 | 208.06 | 31476.0 |
| 2014-12-05 18:00:00 | SPY | ETF | 208.071 | 208.18 | 208.071 | 208.14 | 4825.0 |
| 2014-12-05 18:30:00 | SPY | ETF | 208.14 | 208.15 | 208.14 | 208.15 | 1050.0 |
| 2014-12-05 19:00:00 | SPY | ETF | 208.16 | 208.16 | 208.12 | 208.12 | 2325.0 |
| 2014-12-05 19:30:00 | SPY | ETF | 208.12 | 208.15 | 208.11 | 208.13 | 13035.0 |
| 2014-12-05 05:00:00 | QQQ | ETF | 105.52 | 105.52 | 105.52 | 105.52 | 1000.0 |
| 2014-12-05 06:30:00 | QQQ | ETF | 105.57 | 105.57 | 105.57 | 105.57 | 800.0 |
| 2014-12-05 07:00:00 | QQQ | ETF | 105.57 | 105.58 | 105.57 | 105.58 | 2600.0 |
| 2014-12-05 07:30:00 | QQQ | ETF | 105.56 | 105.56 | 105.52 | 105.55 | 54400.0 |
| 2014-12-05 08:00:00 | QQQ | ETF | 105.54 | 105.64 | 105.53 | 105.64 | 162625.0 |
| 2014-12-05 08:30:00 | QQQ | ETF | 105.64 | 105.72 | 105.35 | 105.47 | 311131.0 |
| 2014-12-05 09:00:00 | QQQ | ETF | 105.47 | 105.57 | 105.35 | 105.54 | 129072.0 |
| 2014-12-05 09:30:00 | QQQ | ETF | 105.54 | 105.7 | 105.28 | 105.52 | 4727701.0 |
| 2014-12-05 10:00:00 | QQQ | ETF | 105.52 | 105.62 | 105.31 | 105.36 | 2851904.0 |
| 2014-12-05 10:30:00 | QQQ | ETF | 105.36 | 105.48 | 105.359 | 105.4 | 1478723.0 |
| 2014-12-05 11:00:00 | QQQ | ETF | 105.39 | 105.56 | 105.39 | 105.56 | 1152092.0 |
| 2014-12-05 11:30:00 | QQQ | ETF | 105.56 | 105.585 | 105.49 | 105.52 | 1162820.0 |
| 2014-12-05 12:00:00 | QQQ | ETF | 105.52 | 105.5664 | 105.4932 | 105.55 | 785235.0 |
| 2014-12-05 12:30:00 | QQQ | ETF | 105.55 | 105.61 | 105.52 | 105.525 | 604802.0 |
| 2014-12-05 13:00:00 | QQQ | ETF | 105.52 | 105.52 | 105.34 | 105.47 | 1313145.0 |
| 2014-12-05 13:30:00 | QQQ | ETF | 105.46 | 105.51 | 105.43 | 105.47 | 669542.0 |
| 2014-12-05 14:00:00 | QQQ | ETF | 105.47 | 105.51 | 105.39 | 105.435 | 794859.0 |
| 2014-12-05 14:30:00 | QQQ | ETF | 105.43 | 105.45 | 105.3399 | 105.38 | 976125.0 |
| 2014-12-05 15:00:00 | QQQ | ETF | 105.375 | 105.469 | 105.33 | 105.4232 | 1076778.0 |
> showing 50 of 12,340 rows — these rows as CSV