PREVIEW / etf_30min / 2015-02-20
file: by_date/etf_30min/2015/2015-02-20.parquet size: 384 KB rows: 12,717
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 |
|---|---|---|---|---|---|---|---|
| 2015-02-20 04:00:00 | SPY | ETF | 209.86 | 209.9 | 209.86 | 209.9 | 600.0 |
| 2015-02-20 04:30:00 | SPY | ETF | 209.88 | 209.88 | 209.85 | 209.85 | 1600.0 |
| 2015-02-20 05:00:00 | SPY | ETF | 209.88 | 209.93 | 209.85 | 209.85 | 2300.0 |
| 2015-02-20 05:30:00 | SPY | ETF | 209.88 | 210.06 | 209.8 | 210.06 | 4510.0 |
| 2015-02-20 06:00:00 | SPY | ETF | 210.04 | 210.06 | 210.01 | 210.03 | 6626.0 |
| 2015-02-20 06:30:00 | SPY | ETF | 210.09 | 210.12 | 210.08 | 210.08 | 53300.0 |
| 2015-02-20 07:00:00 | SPY | ETF | 210.18 | 210.33 | 209.91 | 210.05 | 289638.0 |
| 2015-02-20 07:30:00 | SPY | ETF | 210.06 | 210.08 | 209.51 | 209.58 | 379296.0 |
| 2015-02-20 08:00:00 | SPY | ETF | 209.62 | 209.94 | 209.43 | 209.46 | 792383.0 |
| 2015-02-20 08:30:00 | SPY | ETF | 209.45 | 209.69 | 209.44 | 209.66 | 316854.0 |
| 2015-02-20 09:00:00 | SPY | ETF | 209.65 | 209.68 | 209.35 | 209.47 | 1168163.0 |
| 2015-02-20 09:30:00 | SPY | ETF | 209.48 | 209.86 | 208.78 | 208.89 | 15247890.0 |
| 2015-02-20 10:00:00 | SPY | ETF | 208.88 | 209.34 | 208.73 | 209.105 | 10286003.0 |
| 2015-02-20 10:30:00 | SPY | ETF | 209.1 | 209.83 | 208.99 | 209.68 | 13250947.0 |
| 2015-02-20 11:00:00 | SPY | ETF | 209.67 | 209.83 | 209.55 | 209.68 | 5226118.0 |
| 2015-02-20 11:30:00 | SPY | ETF | 209.69 | 209.83 | 209.54 | 209.765 | 4288875.0 |
| 2015-02-20 12:00:00 | SPY | ETF | 209.76 | 209.93 | 209.71 | 209.8 | 5306072.0 |
| 2015-02-20 12:30:00 | SPY | ETF | 209.8 | 210.31 | 209.65 | 210.0899 | 11074527.0 |
| 2015-02-20 13:00:00 | SPY | ETF | 210.08 | 210.44 | 210.03 | 210.34 | 5396676.0 |
| 2015-02-20 13:30:00 | SPY | ETF | 210.34 | 210.8 | 210.33 | 210.73 | 7105925.0 |
| 2015-02-20 14:00:00 | SPY | ETF | 210.73 | 210.97 | 210.7 | 210.73 | 7291935.0 |
| 2015-02-20 14:30:00 | SPY | ETF | 210.74 | 210.96 | 210.61 | 210.93 | 6644182.0 |
| 2015-02-20 15:00:00 | SPY | ETF | 210.94 | 211.33 | 210.94 | 211.18 | 11616675.0 |
| 2015-02-20 15:30:00 | SPY | ETF | 211.17 | 211.27 | 211.03 | 211.27 | 17305346.0 |
| 2015-02-20 16:00:00 | SPY | ETF | 211.28 | 211.31 | 211.1 | 211.21 | 7046410.0 |
| 2015-02-20 16:30:00 | SPY | ETF | 211.21 | 211.25 | 211.17 | 211.24 | 3428366.0 |
| 2015-02-20 17:00:00 | SPY | ETF | 211.231 | 211.24 | 211.1 | 211.1 | 2542575.0 |
| 2015-02-20 17:30:00 | SPY | ETF | 211.15 | 211.2 | 211.1 | 211.18 | 28103.0 |
| 2015-02-20 18:00:00 | SPY | ETF | 211.19 | 211.19 | 211.15 | 211.17 | 5159.0 |
| 2015-02-20 18:30:00 | SPY | ETF | 211.16 | 211.22 | 211.15 | 211.22 | 9080.0 |
| 2015-02-20 19:00:00 | SPY | ETF | 211.2 | 211.22 | 211.11 | 211.18 | 17127.0 |
| 2015-02-20 19:30:00 | SPY | ETF | 211.18 | 211.24 | 211.15 | 211.24 | 10062.0 |
| 2015-02-20 04:00:00 | QQQ | ETF | 107.65 | 107.65 | 107.65 | 107.65 | 400.0 |
| 2015-02-20 05:30:00 | QQQ | ETF | 107.8 | 107.8 | 107.8 | 107.8 | 1000.0 |
| 2015-02-20 07:00:00 | QQQ | ETF | 107.94 | 107.94 | 107.77 | 107.78 | 30616.0 |
| 2015-02-20 07:30:00 | QQQ | ETF | 107.75 | 107.77 | 107.6 | 107.6 | 42372.0 |
| 2015-02-20 08:00:00 | QQQ | ETF | 107.66 | 107.66 | 107.55 | 107.55 | 82987.0 |
| 2015-02-20 08:30:00 | QQQ | ETF | 107.54 | 107.7 | 107.54 | 107.7 | 164060.0 |
| 2015-02-20 09:00:00 | QQQ | ETF | 107.66 | 107.68 | 107.6 | 107.62 | 453762.0 |
| 2015-02-20 09:30:00 | QQQ | ETF | 107.62 | 107.739 | 107.28 | 107.39 | 4760326.0 |
| 2015-02-20 10:00:00 | QQQ | ETF | 107.39 | 107.65 | 107.311 | 107.57 | 1714051.0 |
| 2015-02-20 10:30:00 | QQQ | ETF | 107.57 | 107.88 | 107.5 | 107.79 | 1674406.0 |
| 2015-02-20 11:00:00 | QQQ | ETF | 107.78 | 107.8789 | 107.71 | 107.76 | 1016619.0 |
| 2015-02-20 11:30:00 | QQQ | ETF | 107.76 | 107.82 | 107.69 | 107.75 | 620657.0 |
| 2015-02-20 12:00:00 | QQQ | ETF | 107.76 | 107.86 | 107.737 | 107.8 | 668239.0 |
| 2015-02-20 12:30:00 | QQQ | ETF | 107.809 | 107.95 | 107.74 | 107.9 | 1925877.0 |
| 2015-02-20 13:00:00 | QQQ | ETF | 107.89 | 108.05 | 107.87 | 108.04 | 1237898.0 |
| 2015-02-20 13:30:00 | QQQ | ETF | 108.03 | 108.2 | 108.02 | 108.1801 | 1470043.0 |
| 2015-02-20 14:00:00 | QQQ | ETF | 108.18 | 108.3 | 108.135 | 108.17 | 1485800.0 |
| 2015-02-20 14:30:00 | QQQ | ETF | 108.18 | 108.29 | 108.12 | 108.264 | 1468927.0 |
> showing 50 of 12,717 rows — these rows as CSV