PREVIEW / etf_30min / 2015-02-04
file: by_date/etf_30min/2015/2015-02-04.parquet size: 385 KB rows: 13,045
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 |
|---|---|---|---|---|---|---|---|
| 2015-02-04 04:00:00 | SPY | ETF | 204.48 | 204.55 | 204.27 | 204.28 | 18198.0 |
| 2015-02-04 04:30:00 | SPY | ETF | 204.23 | 204.32 | 204.01 | 204.03 | 247256.0 |
| 2015-02-04 05:00:00 | SPY | ETF | 204.05 | 204.6 | 203.8 | 204.26 | 140698.0 |
| 2015-02-04 05:30:00 | SPY | ETF | 204.24 | 204.5 | 204.02 | 204.26 | 48481.0 |
| 2015-02-04 06:00:00 | SPY | ETF | 204.23 | 204.41 | 204.16 | 204.19 | 24500.0 |
| 2015-02-04 06:30:00 | SPY | ETF | 204.25 | 204.36 | 204.25 | 204.35 | 32201.0 |
| 2015-02-04 07:00:00 | SPY | ETF | 204.33 | 204.48 | 203.88 | 203.94 | 119122.0 |
| 2015-02-04 07:30:00 | SPY | ETF | 203.94 | 204.26 | 203.91 | 204.16 | 225060.0 |
| 2015-02-04 08:00:00 | SPY | ETF | 204.4 | 204.4 | 203.86 | 204.14 | 371736.0 |
| 2015-02-04 08:30:00 | SPY | ETF | 204.15 | 204.29 | 203.94 | 204.0 | 525559.0 |
| 2015-02-04 09:00:00 | SPY | ETF | 204.0 | 204.08 | 203.64 | 203.93 | 1151214.0 |
| 2015-02-04 09:30:00 | SPY | ETF | 203.92 | 204.37 | 203.82 | 204.26 | 10666464.0 |
| 2015-02-04 10:00:00 | SPY | ETF | 204.28 | 204.73 | 204.06 | 204.16 | 8278361.0 |
| 2015-02-04 10:30:00 | SPY | ETF | 204.15 | 204.6 | 203.8 | 204.4 | 7494052.0 |
| 2015-02-04 11:00:00 | SPY | ETF | 204.4 | 204.87 | 204.18 | 204.83 | 6681835.0 |
| 2015-02-04 11:30:00 | SPY | ETF | 204.84 | 205.07 | 204.73 | 204.85 | 5347992.0 |
| 2015-02-04 12:00:00 | SPY | ETF | 204.86 | 204.93 | 204.42 | 204.425 | 4039324.0 |
| 2015-02-04 12:30:00 | SPY | ETF | 204.425 | 204.55 | 204.08 | 204.36 | 5161383.0 |
| 2015-02-04 13:00:00 | SPY | ETF | 204.37 | 204.62 | 204.26 | 204.6 | 4135493.0 |
| 2015-02-04 13:30:00 | SPY | ETF | 204.6 | 204.73 | 204.26 | 204.431 | 4038557.0 |
| 2015-02-04 14:00:00 | SPY | ETF | 204.44 | 204.755 | 204.06 | 204.39 | 5591700.0 |
| 2015-02-04 14:30:00 | SPY | ETF | 204.41 | 204.74 | 204.24 | 204.6 | 4909074.0 |
| 2015-02-04 15:00:00 | SPY | ETF | 204.6 | 205.24 | 204.35 | 205.22 | 6774240.0 |
| 2015-02-04 15:30:00 | SPY | ETF | 205.22 | 205.38 | 203.51 | 204.07 | 40184370.0 |
| 2015-02-04 16:00:00 | SPY | ETF | 204.07 | 204.3726 | 203.25 | 203.25 | 9495827.0 |
| 2015-02-04 16:30:00 | SPY | ETF | 203.26 | 204.03 | 202.79 | 203.0 | 3909896.0 |
| 2015-02-04 17:00:00 | SPY | ETF | 203.0 | 203.05 | 202.88 | 203.0 | 2394677.0 |
| 2015-02-04 17:30:00 | SPY | ETF | 203.0 | 204.06 | 202.98 | 203.0 | 1052449.0 |
| 2015-02-04 18:00:00 | SPY | ETF | 203.05 | 203.14 | 202.81 | 202.81 | 131236.0 |
| 2015-02-04 18:30:00 | SPY | ETF | 202.88 | 202.97 | 202.71 | 202.74 | 86480.0 |
| 2015-02-04 19:00:00 | SPY | ETF | 202.75 | 203.02 | 202.75 | 203.0 | 65070.0 |
| 2015-02-04 19:30:00 | SPY | ETF | 202.98 | 203.14 | 202.96 | 203.05 | 50526.0 |
| 2015-02-04 20:00:00 | SPY | ETF | 204.0379 | 204.0727 | 204.0379 | 204.0727 | 339460.0 |
| 2015-02-04 04:00:00 | QQQ | ETF | 102.74 | 102.74 | 102.74 | 102.74 | 10000.0 |
| 2015-02-04 04:30:00 | QQQ | ETF | 102.66 | 102.71 | 102.6 | 102.6 | 5000.0 |
| 2015-02-04 05:00:00 | QQQ | ETF | 102.6 | 102.6 | 102.52 | 102.52 | 1200.0 |
| 2015-02-04 05:30:00 | QQQ | ETF | 102.73 | 102.73 | 102.61 | 102.64 | 10400.0 |
| 2015-02-04 06:00:00 | QQQ | ETF | 102.68 | 102.74 | 102.64 | 102.64 | 8400.0 |
| 2015-02-04 06:30:00 | QQQ | ETF | 102.72 | 102.73 | 102.72 | 102.73 | 300.0 |
| 2015-02-04 07:00:00 | QQQ | ETF | 102.73 | 102.79 | 102.52 | 102.55 | 43012.0 |
| 2015-02-04 07:30:00 | QQQ | ETF | 102.54 | 102.68 | 102.49 | 102.62 | 21471.0 |
| 2015-02-04 08:00:00 | QQQ | ETF | 102.61 | 102.72 | 102.59 | 102.59 | 25449.0 |
| 2015-02-04 08:30:00 | QQQ | ETF | 102.56 | 102.64 | 102.5 | 102.54 | 35621.0 |
| 2015-02-04 09:00:00 | QQQ | ETF | 102.54 | 102.56 | 102.39 | 102.52 | 240842.0 |
| 2015-02-04 09:30:00 | QQQ | ETF | 102.54 | 102.75 | 102.43 | 102.645 | 3605493.0 |
| 2015-02-04 10:00:00 | QQQ | ETF | 102.645 | 102.88 | 102.4 | 102.4999 | 2590655.0 |
| 2015-02-04 10:30:00 | QQQ | ETF | 102.485 | 102.75 | 102.31 | 102.67 | 1969228.0 |
| 2015-02-04 11:00:00 | QQQ | ETF | 102.669 | 103.165 | 102.59 | 103.13 | 1909180.0 |
| 2015-02-04 11:30:00 | QQQ | ETF | 103.14 | 103.29 | 103.13 | 103.22 | 1876454.0 |
| 2015-02-04 12:00:00 | QQQ | ETF | 103.22 | 103.25 | 103.02 | 103.02 | 1488969.0 |
> showing 50 of 13,045 rows — these rows as CSV