PREVIEW / etf_30min / 2015-03-09
file: by_date/etf_30min/2015/2015-03-09.parquet size: 378 KB rows: 12,928
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 |
|---|---|---|---|---|---|---|---|
| 2015-03-09 04:00:00 | SPY | ETF | 207.5 | 207.5 | 207.49 | 207.49 | 255.0 |
| 2015-03-09 05:00:00 | SPY | ETF | 207.3 | 207.33 | 207.29 | 207.33 | 1750.0 |
| 2015-03-09 05:30:00 | SPY | ETF | 207.33 | 207.33 | 207.25 | 207.25 | 4815.0 |
| 2015-03-09 06:00:00 | SPY | ETF | 207.23 | 207.35 | 207.21 | 207.3 | 6250.0 |
| 2015-03-09 06:30:00 | SPY | ETF | 207.35 | 207.35 | 207.24 | 207.24 | 83050.0 |
| 2015-03-09 07:00:00 | SPY | ETF | 207.32 | 207.33 | 207.22 | 207.33 | 114378.0 |
| 2015-03-09 07:30:00 | SPY | ETF | 207.33 | 207.76 | 207.31 | 207.7 | 233159.0 |
| 2015-03-09 08:00:00 | SPY | ETF | 207.74 | 207.84 | 207.3 | 207.78 | 459060.0 |
| 2015-03-09 08:30:00 | SPY | ETF | 207.79 | 207.96 | 207.5 | 207.88 | 374608.0 |
| 2015-03-09 09:00:00 | SPY | ETF | 207.89 | 207.93 | 207.65 | 207.75 | 609560.0 |
| 2015-03-09 09:30:00 | SPY | ETF | 207.74 | 208.04 | 207.58 | 207.97 | 12227779.0 |
| 2015-03-09 10:00:00 | SPY | ETF | 207.96 | 208.18 | 207.79 | 207.93 | 6416184.0 |
| 2015-03-09 10:30:00 | SPY | ETF | 207.925 | 208.25 | 207.84 | 208.07 | 5274197.0 |
| 2015-03-09 11:00:00 | SPY | ETF | 208.07 | 208.34 | 207.88 | 208.22 | 4451215.0 |
| 2015-03-09 11:30:00 | SPY | ETF | 208.21 | 208.34 | 208.0 | 208.07 | 5242229.0 |
| 2015-03-09 12:00:00 | SPY | ETF | 208.07 | 208.145 | 207.86 | 207.97 | 4567197.0 |
| 2015-03-09 12:30:00 | SPY | ETF | 207.97 | 208.32 | 207.92 | 208.2664 | 3656584.0 |
| 2015-03-09 13:00:00 | SPY | ETF | 208.27 | 208.42 | 208.18 | 208.42 | 2676504.0 |
| 2015-03-09 13:30:00 | SPY | ETF | 208.41 | 208.79 | 208.41 | 208.62 | 4574753.0 |
| 2015-03-09 14:00:00 | SPY | ETF | 208.62 | 208.65 | 208.38 | 208.425 | 4294656.0 |
| 2015-03-09 14:30:00 | SPY | ETF | 208.42 | 208.65 | 208.2 | 208.58 | 6002773.0 |
| 2015-03-09 15:00:00 | SPY | ETF | 208.57 | 208.695 | 208.37 | 208.49 | 4896681.0 |
| 2015-03-09 15:30:00 | SPY | ETF | 208.485 | 208.68 | 208.32 | 208.38 | 13151793.0 |
| 2015-03-09 16:00:00 | SPY | ETF | 208.39 | 208.45 | 208.3 | 208.31 | 5320594.0 |
| 2015-03-09 16:30:00 | SPY | ETF | 208.32 | 208.36 | 207.95 | 208.32 | 86110.0 |
| 2015-03-09 17:00:00 | SPY | ETF | 208.36 | 208.36 | 208.29 | 208.29 | 145972.0 |
| 2015-03-09 17:30:00 | SPY | ETF | 208.29 | 208.32 | 208.27 | 208.3 | 24133.0 |
| 2015-03-09 18:00:00 | SPY | ETF | 208.3 | 208.31 | 208.21 | 208.22 | 54413.0 |
| 2015-03-09 18:30:00 | SPY | ETF | 208.25 | 208.25 | 208.2 | 208.22 | 17746.0 |
| 2015-03-09 19:00:00 | SPY | ETF | 208.22 | 208.22 | 208.18 | 208.2 | 36343.0 |
| 2015-03-09 19:30:00 | SPY | ETF | 208.19 | 208.2 | 208.16 | 208.2 | 64670.0 |
| 2015-03-09 04:00:00 | QQQ | ETF | 107.5 | 107.5 | 107.5 | 107.5 | 100.0 |
| 2015-03-09 05:00:00 | QQQ | ETF | 107.55 | 107.55 | 107.55 | 107.55 | 200.0 |
| 2015-03-09 05:30:00 | QQQ | ETF | 107.42 | 107.42 | 107.42 | 107.42 | 300.0 |
| 2015-03-09 06:30:00 | QQQ | ETF | 107.4 | 107.4 | 107.34 | 107.34 | 2200.0 |
| 2015-03-09 07:00:00 | QQQ | ETF | 107.4 | 107.41 | 107.4 | 107.41 | 17500.0 |
| 2015-03-09 07:30:00 | QQQ | ETF | 107.4 | 107.62 | 107.4 | 107.62 | 53156.0 |
| 2015-03-09 08:00:00 | QQQ | ETF | 107.62 | 107.67 | 107.57 | 107.65 | 95557.0 |
| 2015-03-09 08:30:00 | QQQ | ETF | 107.66 | 107.74 | 107.65 | 107.71 | 141405.0 |
| 2015-03-09 09:00:00 | QQQ | ETF | 107.71 | 107.73 | 107.61 | 107.64 | 107465.0 |
| 2015-03-09 09:30:00 | QQQ | ETF | 107.63 | 107.7 | 107.19 | 107.55 | 2886432.0 |
| 2015-03-09 10:00:00 | QQQ | ETF | 107.54 | 107.62 | 107.3 | 107.38 | 2043915.0 |
| 2015-03-09 10:30:00 | QQQ | ETF | 107.37 | 107.5 | 107.32 | 107.39 | 1332459.0 |
| 2015-03-09 11:00:00 | QQQ | ETF | 107.39 | 107.65 | 107.26 | 107.58 | 1490496.0 |
| 2015-03-09 11:30:00 | QQQ | ETF | 107.58 | 107.64 | 107.405 | 107.44 | 853638.0 |
| 2015-03-09 12:00:00 | QQQ | ETF | 107.45 | 107.48 | 107.28 | 107.35 | 922049.0 |
| 2015-03-09 12:30:00 | QQQ | ETF | 107.345 | 107.54 | 107.31 | 107.48 | 726246.0 |
| 2015-03-09 13:00:00 | QQQ | ETF | 107.49 | 107.63 | 107.48 | 107.62 | 857711.0 |
| 2015-03-09 13:30:00 | QQQ | ETF | 107.62 | 107.9857 | 107.62 | 107.8311 | 1434174.0 |
| 2015-03-09 14:00:00 | QQQ | ETF | 107.83 | 107.89 | 107.53 | 107.58 | 1196621.0 |
> showing 50 of 12,928 rows — these rows as CSV