PREVIEW / etf_30min / 2015-02-19
file: by_date/etf_30min/2015/2015-02-19.parquet size: 369 KB rows: 12,517
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 |
|---|---|---|---|---|---|---|---|
| 2015-02-19 04:00:00 | SPY | ETF | 209.64 | 209.72 | 209.62 | 209.7 | 9500.0 |
| 2015-02-19 04:30:00 | SPY | ETF | 209.7 | 209.75 | 209.62 | 209.62 | 17241.0 |
| 2015-02-19 05:00:00 | SPY | ETF | 209.74 | 209.77 | 209.6 | 209.65 | 24598.0 |
| 2015-02-19 05:30:00 | SPY | ETF | 209.59 | 209.8 | 209.59 | 209.8 | 23024.0 |
| 2015-02-19 06:00:00 | SPY | ETF | 209.77 | 209.82 | 209.7 | 209.81 | 36772.0 |
| 2015-02-19 06:30:00 | SPY | ETF | 209.81 | 210.05 | 209.75 | 210.02 | 70256.0 |
| 2015-02-19 07:00:00 | SPY | ETF | 210.02 | 210.41 | 209.5 | 209.67 | 527417.0 |
| 2015-02-19 07:30:00 | SPY | ETF | 209.67 | 209.88 | 209.51 | 209.66 | 219928.0 |
| 2015-02-19 08:00:00 | SPY | ETF | 209.65 | 210.12 | 209.57 | 209.67 | 262028.0 |
| 2015-02-19 08:30:00 | SPY | ETF | 209.63 | 209.8 | 209.53 | 209.58 | 1016458.0 |
| 2015-02-19 09:00:00 | SPY | ETF | 209.56 | 209.56 | 209.321 | 209.42 | 667213.0 |
| 2015-02-19 09:30:00 | SPY | ETF | 209.41 | 209.7245 | 209.24 | 209.61 | 9204112.0 |
| 2015-02-19 10:00:00 | SPY | ETF | 209.61 | 210.02 | 209.4 | 209.97 | 8533117.0 |
| 2015-02-19 10:30:00 | SPY | ETF | 209.97 | 210.115 | 209.89 | 209.9897 | 5621397.0 |
| 2015-02-19 11:00:00 | SPY | ETF | 209.985 | 210.24 | 209.9 | 210.2 | 5712535.0 |
| 2015-02-19 11:30:00 | SPY | ETF | 210.2 | 210.42 | 210.17 | 210.28 | 5809129.0 |
| 2015-02-19 12:00:00 | SPY | ETF | 210.28 | 210.37 | 210.03 | 210.04 | 4751107.0 |
| 2015-02-19 12:30:00 | SPY | ETF | 210.04 | 210.09 | 209.66 | 209.93 | 7849175.0 |
| 2015-02-19 13:00:00 | SPY | ETF | 209.9379 | 209.98 | 209.7 | 209.8199 | 4072342.0 |
| 2015-02-19 13:30:00 | SPY | ETF | 209.82 | 210.08 | 209.76 | 210.06 | 4566192.0 |
| 2015-02-19 14:00:00 | SPY | ETF | 210.07 | 210.16 | 209.96 | 209.96 | 3006095.0 |
| 2015-02-19 14:30:00 | SPY | ETF | 209.96 | 210.09 | 209.85 | 210.08 | 4196623.0 |
| 2015-02-19 15:00:00 | SPY | ETF | 210.08 | 210.23 | 210.02 | 210.07 | 5470025.0 |
| 2015-02-19 15:30:00 | SPY | ETF | 210.07 | 210.13 | 209.78 | 210.01 | 11698468.0 |
| 2015-02-19 16:00:00 | SPY | ETF | 210.02 | 210.1 | 209.9512 | 210.04 | 5707476.0 |
| 2015-02-19 16:30:00 | SPY | ETF | 210.04 | 210.13 | 210.03 | 210.11 | 704353.0 |
| 2015-02-19 17:00:00 | SPY | ETF | 210.12 | 210.12 | 210.06 | 210.06 | 15302.0 |
| 2015-02-19 17:30:00 | SPY | ETF | 210.05 | 210.11 | 210.05 | 210.11 | 21450.0 |
| 2015-02-19 18:00:00 | SPY | ETF | 210.08 | 210.08 | 209.96 | 209.97 | 41215.0 |
| 2015-02-19 18:30:00 | SPY | ETF | 209.98 | 209.99 | 209.97 | 209.97 | 8800.0 |
| 2015-02-19 19:00:00 | SPY | ETF | 210.02 | 210.02 | 209.98 | 209.98 | 3089.0 |
| 2015-02-19 19:30:00 | SPY | ETF | 209.98 | 210.01 | 209.93 | 210.01 | 23605.0 |
| 2015-02-19 05:00:00 | QQQ | ETF | 107.04 | 107.1 | 107.04 | 107.1 | 7500.0 |
| 2015-02-19 06:00:00 | QQQ | ETF | 107.04 | 107.08 | 107.04 | 107.08 | 1450.0 |
| 2015-02-19 07:00:00 | QQQ | ETF | 107.22 | 107.36 | 106.97 | 107.07 | 138609.0 |
| 2015-02-19 07:30:00 | QQQ | ETF | 106.98 | 107.17 | 106.98 | 107.13 | 39816.0 |
| 2015-02-19 08:00:00 | QQQ | ETF | 107.09 | 107.15 | 107.071 | 107.09 | 11450.0 |
| 2015-02-19 08:30:00 | QQQ | ETF | 107.1 | 107.18 | 107.09 | 107.09 | 171861.0 |
| 2015-02-19 09:00:00 | QQQ | ETF | 107.1 | 107.14 | 107.02 | 107.09 | 71178.0 |
| 2015-02-19 09:30:00 | QQQ | ETF | 107.09 | 107.43 | 107.06 | 107.39 | 2842128.0 |
| 2015-02-19 10:00:00 | QQQ | ETF | 107.38 | 107.59 | 107.25 | 107.55 | 2125979.0 |
| 2015-02-19 10:30:00 | QQQ | ETF | 107.55 | 107.63 | 107.53 | 107.5664 | 720391.0 |
| 2015-02-19 11:00:00 | QQQ | ETF | 107.57 | 107.72 | 107.46 | 107.69 | 2880717.0 |
| 2015-02-19 11:30:00 | QQQ | ETF | 107.69 | 107.71 | 107.6 | 107.66 | 724566.0 |
| 2015-02-19 12:00:00 | QQQ | ETF | 107.66 | 107.68 | 107.58 | 107.6 | 740253.0 |
| 2015-02-19 12:30:00 | QQQ | ETF | 107.6099 | 107.62 | 107.42 | 107.55 | 840528.0 |
| 2015-02-19 13:00:00 | QQQ | ETF | 107.5663 | 107.64 | 107.51 | 107.556 | 765319.0 |
| 2015-02-19 13:30:00 | QQQ | ETF | 107.56 | 107.69 | 107.53 | 107.675 | 589512.0 |
| 2015-02-19 14:00:00 | QQQ | ETF | 107.68 | 107.725 | 107.57 | 107.5865 | 393592.0 |
| 2015-02-19 14:30:00 | QQQ | ETF | 107.589 | 107.67 | 107.55 | 107.6499 | 577213.0 |
> showing 50 of 12,517 rows — these rows as CSV