PREVIEW / etf_30min / 2015-01-16
file: by_date/etf_30min/2015/2015-01-16.parquet size: 388 KB rows: 12,972
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 |
|---|---|---|---|---|---|---|---|
| 2015-01-16 04:00:00 | SPY | ETF | 198.68 | 198.74 | 198.31 | 198.33 | 72610.0 |
| 2015-01-16 04:30:00 | SPY | ETF | 198.11 | 198.28 | 197.78 | 198.28 | 27905.0 |
| 2015-01-16 05:30:00 | SPY | ETF | 198.26 | 198.63 | 198.23 | 198.43 | 182683.0 |
| 2015-01-16 06:00:00 | SPY | ETF | 198.35 | 198.99 | 198.35 | 198.95 | 214702.0 |
| 2015-01-16 06:30:00 | SPY | ETF | 198.89 | 199.18 | 198.82 | 198.98 | 103572.0 |
| 2015-01-16 07:00:00 | SPY | ETF | 198.94 | 198.98 | 198.24 | 198.26 | 270694.0 |
| 2015-01-16 07:30:00 | SPY | ETF | 198.25 | 198.37 | 198.06 | 198.17 | 577154.0 |
| 2015-01-16 08:00:00 | SPY | ETF | 198.22 | 198.68 | 197.15 | 198.48 | 2482517.0 |
| 2015-01-16 08:30:00 | SPY | ETF | 198.47 | 199.21 | 198.27 | 198.8 | 1831297.0 |
| 2015-01-16 09:00:00 | SPY | ETF | 198.84 | 199.0 | 198.61 | 198.81 | 1724055.0 |
| 2015-01-16 09:30:00 | SPY | ETF | 198.77 | 199.86 | 198.73 | 198.97 | 18814629.0 |
| 2015-01-16 10:00:00 | SPY | ETF | 198.96 | 199.71 | 198.55 | 199.48 | 20131763.0 |
| 2015-01-16 10:30:00 | SPY | ETF | 199.47 | 200.39 | 199.335 | 200.24 | 12989857.0 |
| 2015-01-16 11:00:00 | SPY | ETF | 200.24 | 200.48 | 199.7 | 199.8 | 10491723.0 |
| 2015-01-16 11:30:00 | SPY | ETF | 199.8 | 200.34 | 199.74 | 199.88 | 5802148.0 |
| 2015-01-16 12:00:00 | SPY | ETF | 199.885 | 200.215 | 199.84 | 200.13 | 7434066.0 |
| 2015-01-16 12:30:00 | SPY | ETF | 200.13 | 200.99 | 200.06 | 200.7 | 11796312.0 |
| 2015-01-16 13:00:00 | SPY | ETF | 200.695 | 200.77 | 200.1 | 200.305 | 29943640.0 |
| 2015-01-16 13:30:00 | SPY | ETF | 200.3099 | 200.78 | 200.23 | 200.75 | 7745498.0 |
| 2015-01-16 14:00:00 | SPY | ETF | 200.74 | 200.82 | 200.46 | 200.58 | 6088001.0 |
| 2015-01-16 14:30:00 | SPY | ETF | 200.58 | 200.79 | 200.3201 | 200.7346 | 5363449.0 |
| 2015-01-16 15:00:00 | SPY | ETF | 200.73 | 200.97 | 200.5 | 200.8354 | 7201380.0 |
| 2015-01-16 15:30:00 | SPY | ETF | 200.84 | 201.82 | 200.8 | 201.55 | 30885246.0 |
| 2015-01-16 16:00:00 | SPY | ETF | 201.56 | 201.77 | 200.603 | 201.67 | 11489912.0 |
| 2015-01-16 16:30:00 | SPY | ETF | 201.67 | 201.8 | 201.64 | 201.72 | 4703834.0 |
| 2015-01-16 17:00:00 | SPY | ETF | 201.72 | 201.83 | 201.67 | 201.7476 | 2101147.0 |
| 2015-01-16 17:30:00 | SPY | ETF | 201.77 | 201.79 | 201.71 | 201.72 | 61354.0 |
| 2015-01-16 18:00:00 | SPY | ETF | 201.71 | 201.77 | 201.7 | 201.72 | 65155.0 |
| 2015-01-16 18:30:00 | SPY | ETF | 201.76 | 201.78 | 201.75 | 201.76 | 20552.0 |
| 2015-01-16 19:00:00 | SPY | ETF | 201.75 | 201.76 | 201.68 | 201.69 | 16564.0 |
| 2015-01-16 19:30:00 | SPY | ETF | 201.68 | 201.7 | 201.58 | 201.65 | 42171.0 |
| 2015-01-16 04:30:00 | QQQ | ETF | 99.04 | 99.04 | 99.04 | 99.04 | 1000.0 |
| 2015-01-16 05:00:00 | QQQ | ETF | 98.91 | 98.91 | 98.76 | 98.85 | 9600.0 |
| 2015-01-16 05:30:00 | QQQ | ETF | 99.03 | 99.11 | 98.89 | 98.96 | 44450.0 |
| 2015-01-16 06:00:00 | QQQ | ETF | 98.99 | 99.3 | 98.98 | 99.3 | 15500.0 |
| 2015-01-16 07:00:00 | QQQ | ETF | 99.12 | 99.15 | 98.92 | 98.93 | 57139.0 |
| 2015-01-16 07:30:00 | QQQ | ETF | 98.91 | 99.01 | 98.88 | 98.97 | 86390.0 |
| 2015-01-16 08:00:00 | QQQ | ETF | 98.98 | 99.16 | 98.98 | 99.15 | 170176.0 |
| 2015-01-16 08:30:00 | QQQ | ETF | 99.11 | 99.57 | 99.11 | 99.39 | 218690.0 |
| 2015-01-16 09:00:00 | QQQ | ETF | 99.42 | 99.56 | 99.36 | 99.51 | 334809.0 |
| 2015-01-16 09:30:00 | QQQ | ETF | 99.52 | 100.18 | 99.434 | 99.56 | 6230319.0 |
| 2015-01-16 10:00:00 | QQQ | ETF | 99.57 | 99.99 | 99.36 | 99.874 | 5294140.0 |
| 2015-01-16 10:30:00 | QQQ | ETF | 99.88 | 100.34 | 99.69 | 100.18 | 3318480.0 |
| 2015-01-16 11:00:00 | QQQ | ETF | 100.17 | 100.36 | 99.88 | 99.95 | 2041855.0 |
| 2015-01-16 11:30:00 | QQQ | ETF | 99.94 | 100.17 | 99.82 | 99.92 | 1788445.0 |
| 2015-01-16 12:00:00 | QQQ | ETF | 99.93 | 100.08 | 99.87 | 100.005 | 1227617.0 |
| 2015-01-16 12:30:00 | QQQ | ETF | 100.0 | 100.56 | 99.98 | 100.3599 | 1587234.0 |
| 2015-01-16 13:00:00 | QQQ | ETF | 100.36 | 100.42 | 100.05 | 100.14 | 1071491.0 |
| 2015-01-16 13:30:00 | QQQ | ETF | 100.15 | 100.4036 | 100.0986 | 100.39 | 798682.0 |
| 2015-01-16 14:00:00 | QQQ | ETF | 100.39 | 100.45 | 100.26 | 100.32 | 863215.0 |
> showing 50 of 12,972 rows — these rows as CSV