PREVIEW / etf_30min / 2015-03-13
file: by_date/etf_30min/2015/2015-03-13.parquet size: 374 KB rows: 12,555
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 |
|---|---|---|---|---|---|---|---|
| 2015-03-13 04:30:00 | SPY | ETF | 207.16 | 207.3 | 207.16 | 207.2 | 4400.0 |
| 2015-03-13 05:00:00 | SPY | ETF | 207.12 | 207.19 | 207.12 | 207.19 | 400.0 |
| 2015-03-13 06:00:00 | SPY | ETF | 207.01 | 207.01 | 206.82 | 206.88 | 4560.0 |
| 2015-03-13 06:30:00 | SPY | ETF | 206.94 | 207.29 | 206.94 | 207.29 | 26737.0 |
| 2015-03-13 07:00:00 | SPY | ETF | 207.19 | 207.29 | 207.12 | 207.12 | 26879.0 |
| 2015-03-13 07:30:00 | SPY | ETF | 207.14 | 207.14 | 206.52 | 206.52 | 267270.0 |
| 2015-03-13 08:00:00 | SPY | ETF | 206.51 | 207.34 | 206.37 | 206.48 | 359166.0 |
| 2015-03-13 08:30:00 | SPY | ETF | 206.48 | 206.76 | 206.45 | 206.64 | 419295.0 |
| 2015-03-13 09:00:00 | SPY | ETF | 206.63 | 206.86 | 206.51 | 206.79 | 485759.0 |
| 2015-03-13 09:30:00 | SPY | ETF | 206.77 | 206.93 | 206.22 | 206.48 | 12795047.0 |
| 2015-03-13 10:00:00 | SPY | ETF | 206.48 | 206.59 | 205.83 | 205.9 | 12093789.0 |
| 2015-03-13 10:30:00 | SPY | ETF | 205.9 | 206.23 | 205.12 | 205.123 | 9656982.0 |
| 2015-03-13 11:00:00 | SPY | ETF | 205.13 | 206.1649 | 204.84 | 204.875 | 10992231.0 |
| 2015-03-13 11:30:00 | SPY | ETF | 204.88 | 205.12 | 204.58 | 205.07 | 15763634.0 |
| 2015-03-13 12:00:00 | SPY | ETF | 205.08 | 205.2 | 204.73 | 205.12 | 7687536.0 |
| 2015-03-13 12:30:00 | SPY | ETF | 205.125 | 205.5 | 205.105 | 205.37 | 8009150.0 |
| 2015-03-13 13:00:00 | SPY | ETF | 205.37 | 205.4 | 204.77 | 204.78 | 8141270.0 |
| 2015-03-13 13:30:00 | SPY | ETF | 204.78 | 205.23 | 204.76 | 205.07 | 8723767.0 |
| 2015-03-13 14:00:00 | SPY | ETF | 205.06 | 205.11 | 204.79 | 205.1 | 5129703.0 |
| 2015-03-13 14:30:00 | SPY | ETF | 205.1 | 205.14 | 204.64 | 205.07 | 9041121.0 |
| 2015-03-13 15:00:00 | SPY | ETF | 205.07 | 205.49 | 204.93 | 205.48 | 9715366.0 |
| 2015-03-13 15:30:00 | SPY | ETF | 205.48 | 206.13 | 205.25 | 205.84 | 22641408.0 |
| 2015-03-13 16:00:00 | SPY | ETF | 205.85 | 207.1144 | 205.46 | 205.55 | 10224232.0 |
| 2015-03-13 16:30:00 | SPY | ETF | 205.56 | 205.82 | 205.56 | 205.74 | 7615891.0 |
| 2015-03-13 17:00:00 | SPY | ETF | 205.74 | 205.74 | 205.56 | 205.57 | 206651.0 |
| 2015-03-13 17:30:00 | SPY | ETF | 205.57 | 205.67 | 205.54 | 205.64 | 34876.0 |
| 2015-03-13 18:00:00 | SPY | ETF | 205.64 | 205.69 | 205.64 | 205.66 | 10498.0 |
| 2015-03-13 18:30:00 | SPY | ETF | 205.67 | 205.67 | 205.55 | 205.55 | 7554.0 |
| 2015-03-13 19:00:00 | SPY | ETF | 205.55 | 205.58 | 205.55 | 205.58 | 1741.0 |
| 2015-03-13 19:30:00 | SPY | ETF | 205.58 | 205.58 | 205.53 | 205.54 | 6882.0 |
| 2015-03-13 05:00:00 | QQQ | ETF | 105.91 | 105.91 | 105.91 | 105.91 | 3000.0 |
| 2015-03-13 05:30:00 | QQQ | ETF | 105.9 | 105.93 | 105.9 | 105.93 | 8500.0 |
| 2015-03-13 06:00:00 | QQQ | ETF | 105.73 | 105.76 | 105.7 | 105.74 | 7980.0 |
| 2015-03-13 06:30:00 | QQQ | ETF | 105.88 | 105.93 | 105.88 | 105.93 | 24680.0 |
| 2015-03-13 07:00:00 | QQQ | ETF | 105.88 | 105.88 | 105.88 | 105.88 | 100.0 |
| 2015-03-13 07:30:00 | QQQ | ETF | 105.83 | 105.83 | 105.6 | 105.6 | 54300.0 |
| 2015-03-13 08:00:00 | QQQ | ETF | 105.86 | 105.86 | 105.52 | 105.52 | 64746.0 |
| 2015-03-13 08:30:00 | QQQ | ETF | 105.58 | 105.73 | 105.56 | 105.68 | 91683.0 |
| 2015-03-13 09:00:00 | QQQ | ETF | 105.61 | 105.76 | 105.59 | 105.71 | 254035.0 |
| 2015-03-13 09:30:00 | QQQ | ETF | 105.7 | 106.12 | 105.52 | 105.87 | 6151547.0 |
| 2015-03-13 10:00:00 | QQQ | ETF | 105.86 | 105.9299 | 105.39 | 105.43 | 3739474.0 |
| 2015-03-13 10:30:00 | QQQ | ETF | 105.43 | 105.65 | 104.97 | 104.97 | 3101681.0 |
| 2015-03-13 11:00:00 | QQQ | ETF | 104.98 | 105.212 | 104.94 | 104.955 | 2662457.0 |
| 2015-03-13 11:30:00 | QQQ | ETF | 104.95 | 105.06 | 104.78 | 105.03 | 2705203.0 |
| 2015-03-13 12:00:00 | QQQ | ETF | 105.02 | 105.04 | 104.73 | 104.9649 | 2352131.0 |
| 2015-03-13 12:30:00 | QQQ | ETF | 104.98 | 105.17 | 104.91 | 105.06 | 1751654.0 |
| 2015-03-13 13:00:00 | QQQ | ETF | 105.05 | 105.08 | 104.73 | 104.733 | 1036754.0 |
| 2015-03-13 13:30:00 | QQQ | ETF | 104.74 | 104.949 | 104.72 | 104.87 | 780380.0 |
| 2015-03-13 14:00:00 | QQQ | ETF | 104.88 | 104.92 | 104.73 | 104.91 | 935331.0 |
| 2015-03-13 14:30:00 | QQQ | ETF | 104.9032 | 104.95 | 104.68 | 104.92 | 1429627.0 |
> showing 50 of 12,555 rows — these rows as CSV