PREVIEW / etf_30min / 2015-01-27
file: by_date/etf_30min/2015/2015-01-27.parquet size: 395 KB rows: 13,245
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 |
|---|---|---|---|---|---|---|---|
| 2015-01-27 04:00:00 | SPY | ETF | 205.49 | 205.49 | 205.06 | 205.06 | 3350.0 |
| 2015-01-27 04:30:00 | SPY | ETF | 205.26 | 205.26 | 204.95 | 204.95 | 2892.0 |
| 2015-01-27 05:00:00 | SPY | ETF | 205.01 | 205.15 | 205.0 | 205.07 | 19400.0 |
| 2015-01-27 05:30:00 | SPY | ETF | 205.05 | 205.12 | 204.85 | 204.85 | 38775.0 |
| 2015-01-27 06:00:00 | SPY | ETF | 204.8 | 204.98 | 204.62 | 204.65 | 80992.0 |
| 2015-01-27 06:30:00 | SPY | ETF | 204.63 | 204.78 | 204.62 | 204.63 | 101455.0 |
| 2015-01-27 07:00:00 | SPY | ETF | 204.81 | 204.81 | 204.39 | 204.67 | 271437.0 |
| 2015-01-27 07:30:00 | SPY | ETF | 204.68 | 204.68 | 204.06 | 204.22 | 882620.0 |
| 2015-01-27 08:00:00 | SPY | ETF | 204.22 | 205.795 | 203.53 | 203.68 | 1159863.0 |
| 2015-01-27 08:30:00 | SPY | ETF | 203.66 | 205.45 | 202.94 | 203.32 | 2093983.0 |
| 2015-01-27 09:00:00 | SPY | ETF | 203.31 | 203.44 | 202.92 | 202.98 | 1965126.0 |
| 2015-01-27 09:30:00 | SPY | ETF | 202.97 | 203.39 | 202.58 | 202.863 | 19734204.0 |
| 2015-01-27 10:00:00 | SPY | ETF | 202.87 | 203.235 | 202.6 | 202.66 | 12306536.0 |
| 2015-01-27 10:30:00 | SPY | ETF | 202.65 | 202.678 | 201.74 | 202.2 | 13194689.0 |
| 2015-01-27 11:00:00 | SPY | ETF | 202.2 | 203.0 | 202.09 | 202.575 | 9425532.0 |
| 2015-01-27 11:30:00 | SPY | ETF | 202.57 | 203.0 | 202.45 | 202.47 | 7880001.0 |
| 2015-01-27 12:00:00 | SPY | ETF | 202.465 | 203.14 | 202.41 | 203.12 | 6006126.0 |
| 2015-01-27 12:30:00 | SPY | ETF | 203.13 | 203.25 | 202.905 | 203.23 | 4576864.0 |
| 2015-01-27 13:00:00 | SPY | ETF | 203.235 | 203.72 | 203.05 | 203.61 | 6587371.0 |
| 2015-01-27 13:30:00 | SPY | ETF | 203.62 | 203.75 | 203.21 | 203.33 | 4386920.0 |
| 2015-01-27 14:00:00 | SPY | ETF | 203.32 | 204.12 | 203.3 | 204.02 | 5451161.0 |
| 2015-01-27 14:30:00 | SPY | ETF | 204.01 | 204.05 | 203.41 | 203.425 | 4604626.0 |
| 2015-01-27 15:00:00 | SPY | ETF | 203.425 | 203.625 | 202.87 | 202.9035 | 6724768.0 |
| 2015-01-27 15:30:00 | SPY | ETF | 202.91 | 203.21 | 202.64 | 202.75 | 15376404.0 |
| 2015-01-27 16:00:00 | SPY | ETF | 202.74 | 203.56 | 202.7348 | 203.44 | 6874673.0 |
| 2015-01-27 16:30:00 | SPY | ETF | 203.54 | 204.34 | 203.54 | 204.18 | 1569457.0 |
| 2015-01-27 17:00:00 | SPY | ETF | 204.17 | 204.2 | 204.0 | 204.09 | 175000.0 |
| 2015-01-27 17:30:00 | SPY | ETF | 204.06 | 204.1 | 204.02 | 204.08 | 82121.0 |
| 2015-01-27 18:00:00 | SPY | ETF | 204.08 | 204.11 | 203.82 | 203.95 | 172187.0 |
| 2015-01-27 18:30:00 | SPY | ETF | 203.97 | 204.05 | 203.9 | 203.9 | 41359.0 |
| 2015-01-27 19:00:00 | SPY | ETF | 203.96 | 203.98 | 203.72 | 203.87 | 117521.0 |
| 2015-01-27 19:30:00 | SPY | ETF | 203.84 | 203.96 | 203.78 | 203.92 | 62944.0 |
| 2015-01-27 04:00:00 | QQQ | ETF | 104.0 | 104.0 | 103.84 | 103.99 | 800.0 |
| 2015-01-27 04:30:00 | QQQ | ETF | 103.84 | 103.84 | 103.75 | 103.75 | 600.0 |
| 2015-01-27 06:00:00 | QQQ | ETF | 103.65 | 103.71 | 103.5 | 103.51 | 20250.0 |
| 2015-01-27 06:30:00 | QQQ | ETF | 103.49 | 103.6 | 103.44 | 103.44 | 58950.0 |
| 2015-01-27 07:00:00 | QQQ | ETF | 103.47 | 103.54 | 103.35 | 103.49 | 31737.0 |
| 2015-01-27 07:30:00 | QQQ | ETF | 103.48 | 103.48 | 103.13 | 103.25 | 49104.0 |
| 2015-01-27 08:00:00 | QQQ | ETF | 103.24 | 103.37 | 102.82 | 102.9 | 275310.0 |
| 2015-01-27 08:30:00 | QQQ | ETF | 102.87 | 104.14 | 102.55 | 102.68 | 521225.0 |
| 2015-01-27 09:00:00 | QQQ | ETF | 102.72 | 102.75 | 102.47 | 102.51 | 242356.0 |
| 2015-01-27 09:30:00 | QQQ | ETF | 102.51 | 102.55 | 101.87 | 101.97 | 7735727.0 |
| 2015-01-27 10:00:00 | QQQ | ETF | 101.953 | 102.15 | 101.72 | 101.7399 | 3702322.0 |
| 2015-01-27 10:30:00 | QQQ | ETF | 101.74 | 101.75 | 101.1 | 101.49 | 3816030.0 |
| 2015-01-27 11:00:00 | QQQ | ETF | 101.49 | 101.71 | 101.42 | 101.69 | 2335584.0 |
| 2015-01-27 11:30:00 | QQQ | ETF | 101.69 | 101.91 | 101.59 | 101.62 | 1861274.0 |
| 2015-01-27 12:00:00 | QQQ | ETF | 101.61 | 102.03 | 101.6 | 102.02 | 1423336.0 |
| 2015-01-27 12:30:00 | QQQ | ETF | 102.03 | 102.04 | 101.839 | 101.97 | 1187013.0 |
| 2015-01-27 13:00:00 | QQQ | ETF | 101.98 | 102.34 | 101.939 | 102.31 | 1770402.0 |
| 2015-01-27 13:30:00 | QQQ | ETF | 102.315 | 102.38 | 102.07 | 102.12 | 1226484.0 |
> showing 50 of 13,245 rows — these rows as CSV