PREVIEW / etf_30min / 2015-03-06
file: by_date/etf_30min/2015/2015-03-06.parquet size: 390 KB rows: 13,138
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 |
|---|---|---|---|---|---|---|---|
| 2015-03-06 04:00:00 | SPY | ETF | 210.4 | 210.48 | 210.4 | 210.48 | 700.0 |
| 2015-03-06 04:30:00 | SPY | ETF | 210.51 | 210.51 | 210.45 | 210.45 | 600.0 |
| 2015-03-06 05:00:00 | SPY | ETF | 210.42 | 210.42 | 210.42 | 210.42 | 200.0 |
| 2015-03-06 06:00:00 | SPY | ETF | 210.43 | 210.45 | 210.42 | 210.42 | 1763.0 |
| 2015-03-06 06:30:00 | SPY | ETF | 210.36 | 210.41 | 210.34 | 210.37 | 1400.0 |
| 2015-03-06 07:00:00 | SPY | ETF | 210.35 | 210.49 | 210.32 | 210.45 | 14860.0 |
| 2015-03-06 07:30:00 | SPY | ETF | 210.41 | 210.79 | 210.41 | 210.77 | 38318.0 |
| 2015-03-06 08:00:00 | SPY | ETF | 210.74 | 210.75 | 210.45 | 210.59 | 216204.0 |
| 2015-03-06 08:30:00 | SPY | ETF | 210.57 | 210.89 | 209.73 | 209.82 | 4415634.0 |
| 2015-03-06 09:00:00 | SPY | ETF | 209.82 | 209.99 | 209.15 | 209.42 | 2918140.0 |
| 2015-03-06 09:30:00 | SPY | ETF | 209.42 | 209.93 | 209.27 | 209.8301 | 12412477.0 |
| 2015-03-06 10:00:00 | SPY | ETF | 209.85 | 209.94 | 209.52 | 209.845 | 9827209.0 |
| 2015-03-06 10:30:00 | SPY | ETF | 209.845 | 209.9 | 209.26 | 209.365 | 6331634.0 |
| 2015-03-06 11:00:00 | SPY | ETF | 209.36 | 209.37 | 208.56 | 208.63 | 13727236.0 |
| 2015-03-06 11:30:00 | SPY | ETF | 208.64 | 208.65 | 208.16 | 208.45 | 12692584.0 |
| 2015-03-06 12:00:00 | SPY | ETF | 208.45 | 208.62 | 207.84 | 208.04 | 8725191.0 |
| 2015-03-06 12:30:00 | SPY | ETF | 208.0305 | 208.31 | 207.85 | 208.09 | 9354146.0 |
| 2015-03-06 13:00:00 | SPY | ETF | 208.085 | 208.21 | 207.71 | 207.99 | 7863165.0 |
| 2015-03-06 13:30:00 | SPY | ETF | 207.98 | 208.0 | 207.5801 | 207.94 | 8873500.0 |
| 2015-03-06 14:00:00 | SPY | ETF | 207.9401 | 208.225 | 207.58 | 207.72 | 10056384.0 |
| 2015-03-06 14:30:00 | SPY | ETF | 207.71 | 207.8 | 207.3 | 207.4 | 9287616.0 |
| 2015-03-06 15:00:00 | SPY | ETF | 207.4 | 207.92 | 207.375 | 207.46 | 11612253.0 |
| 2015-03-06 15:30:00 | SPY | ETF | 207.46 | 207.615 | 207.1 | 207.48 | 28849969.0 |
| 2015-03-06 16:00:00 | SPY | ETF | 207.47 | 210.4965 | 207.39 | 207.66 | 9834490.0 |
| 2015-03-06 16:30:00 | SPY | ETF | 207.66 | 210.4965 | 207.62 | 207.7 | 11752641.0 |
| 2015-03-06 17:00:00 | SPY | ETF | 207.71 | 207.8 | 207.67 | 207.7 | 5281581.0 |
| 2015-03-06 17:30:00 | SPY | ETF | 207.7 | 207.77 | 207.5 | 207.7 | 417405.0 |
| 2015-03-06 18:00:00 | SPY | ETF | 207.7 | 207.71 | 207.63 | 207.64 | 546715.0 |
| 2015-03-06 18:30:00 | SPY | ETF | 207.66 | 207.72 | 207.65 | 207.72 | 12515.0 |
| 2015-03-06 19:00:00 | SPY | ETF | 207.72 | 207.74 | 207.72 | 207.74 | 35256.0 |
| 2015-03-06 19:30:00 | SPY | ETF | 207.74 | 207.78 | 207.72 | 207.76 | 19511.0 |
| 2015-03-06 06:30:00 | QQQ | ETF | 108.6 | 108.65 | 108.6 | 108.63 | 700.0 |
| 2015-03-06 07:00:00 | QQQ | ETF | 108.68 | 108.71 | 108.68 | 108.71 | 1500.0 |
| 2015-03-06 07:30:00 | QQQ | ETF | 108.68 | 108.81 | 108.68 | 108.81 | 12700.0 |
| 2015-03-06 08:00:00 | QQQ | ETF | 108.82 | 108.82 | 108.67 | 108.73 | 32889.0 |
| 2015-03-06 08:30:00 | QQQ | ETF | 108.75 | 108.84 | 108.44 | 108.48 | 328219.0 |
| 2015-03-06 09:00:00 | QQQ | ETF | 108.53 | 108.71 | 108.37 | 108.47 | 500987.0 |
| 2015-03-06 09:30:00 | QQQ | ETF | 108.49 | 108.6 | 108.22 | 108.56 | 2683639.0 |
| 2015-03-06 10:00:00 | QQQ | ETF | 108.58 | 108.7 | 108.51 | 108.64 | 1321111.0 |
| 2015-03-06 10:30:00 | QQQ | ETF | 108.64 | 108.71 | 108.37 | 108.45 | 1458609.0 |
| 2015-03-06 11:00:00 | QQQ | ETF | 108.45 | 108.45 | 107.91 | 107.93 | 2648071.0 |
| 2015-03-06 11:30:00 | QQQ | ETF | 107.92 | 107.92 | 107.6 | 107.77 | 2760537.0 |
| 2015-03-06 12:00:00 | QQQ | ETF | 107.77 | 107.94 | 107.47 | 107.64 | 2261201.0 |
| 2015-03-06 12:30:00 | QQQ | ETF | 107.63 | 107.735 | 107.48 | 107.6 | 1231038.0 |
| 2015-03-06 13:00:00 | QQQ | ETF | 107.61 | 107.68 | 107.39 | 107.56 | 1417337.0 |
| 2015-03-06 13:30:00 | QQQ | ETF | 107.55 | 107.57 | 107.39 | 107.545 | 917535.0 |
| 2015-03-06 14:00:00 | QQQ | ETF | 107.54 | 107.72 | 107.39 | 107.47 | 1380045.0 |
| 2015-03-06 14:30:00 | QQQ | ETF | 107.46 | 107.51 | 107.27 | 107.2999 | 1431734.0 |
| 2015-03-06 15:00:00 | QQQ | ETF | 107.28 | 107.53 | 107.27 | 107.32 | 1899026.0 |
| 2015-03-06 15:30:00 | QQQ | ETF | 107.32 | 107.39 | 107.14 | 107.37 | 4980246.0 |
> showing 50 of 13,138 rows — these rows as CSV