PREVIEW / etf_30min / 2015-05-27
file: by_date/etf_30min/2015/2015-05-27.parquet size: 375 KB rows: 12,617
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 |
|---|---|---|---|---|---|---|---|
| 2015-05-27 04:00:00 | SPY | ETF | 210.9 | 210.91 | 210.74 | 210.85 | 2720.0 |
| 2015-05-27 04:30:00 | SPY | ETF | 210.97 | 211.03 | 210.97 | 211.03 | 1500.0 |
| 2015-05-27 05:00:00 | SPY | ETF | 211.08 | 211.23 | 211.03 | 211.23 | 63447.0 |
| 2015-05-27 05:30:00 | SPY | ETF | 211.23 | 211.39 | 211.2 | 211.24 | 39543.0 |
| 2015-05-27 06:00:00 | SPY | ETF | 211.25 | 211.27 | 211.1 | 211.2 | 80606.0 |
| 2015-05-27 06:30:00 | SPY | ETF | 211.21 | 211.27 | 211.08 | 211.24 | 61588.0 |
| 2015-05-27 07:00:00 | SPY | ETF | 211.24 | 211.39 | 211.21 | 211.32 | 179860.0 |
| 2015-05-27 07:30:00 | SPY | ETF | 211.26 | 211.34 | 211.21 | 211.32 | 130753.0 |
| 2015-05-27 08:00:00 | SPY | ETF | 211.29 | 211.53 | 211.22 | 211.49 | 610419.0 |
| 2015-05-27 08:30:00 | SPY | ETF | 211.49 | 211.52 | 211.26 | 211.28 | 391974.0 |
| 2015-05-27 09:00:00 | SPY | ETF | 211.29 | 211.32 | 211.21 | 211.25 | 333828.0 |
| 2015-05-27 09:30:00 | SPY | ETF | 211.25 | 212.16 | 210.85 | 211.85 | 14851372.0 |
| 2015-05-27 10:00:00 | SPY | ETF | 211.86 | 211.97 | 211.6 | 211.66 | 6856876.0 |
| 2015-05-27 10:30:00 | SPY | ETF | 211.65 | 212.0 | 211.63 | 211.99 | 4416814.0 |
| 2015-05-27 11:00:00 | SPY | ETF | 211.99 | 212.1 | 211.85 | 212.05 | 3499223.0 |
| 2015-05-27 11:30:00 | SPY | ETF | 212.05 | 212.34 | 212.035 | 212.225 | 4338801.0 |
| 2015-05-27 12:00:00 | SPY | ETF | 212.225 | 212.33 | 212.2 | 212.24 | 2583310.0 |
| 2015-05-27 12:30:00 | SPY | ETF | 212.235 | 212.25 | 212.07 | 212.175 | 2710223.0 |
| 2015-05-27 13:00:00 | SPY | ETF | 212.18 | 212.49 | 212.16 | 212.46 | 3725712.0 |
| 2015-05-27 13:30:00 | SPY | ETF | 212.46 | 212.49 | 212.39 | 212.47 | 3097114.0 |
| 2015-05-27 14:00:00 | SPY | ETF | 212.48 | 212.7 | 212.47 | 212.57 | 5221873.0 |
| 2015-05-27 14:30:00 | SPY | ETF | 212.58 | 212.64 | 212.49 | 212.61 | 4355494.0 |
| 2015-05-27 15:00:00 | SPY | ETF | 212.61 | 212.9 | 212.59 | 212.74 | 8357135.0 |
| 2015-05-27 15:30:00 | SPY | ETF | 212.73 | 212.98 | 212.66 | 212.68 | 18634749.0 |
| 2015-05-27 16:00:00 | SPY | ETF | 212.68 | 212.7203 | 211.4705 | 212.58 | 5034766.0 |
| 2015-05-27 16:30:00 | SPY | ETF | 212.57 | 212.61 | 212.55 | 212.55 | 1921631.0 |
| 2015-05-27 17:00:00 | SPY | ETF | 212.55 | 212.59 | 212.55 | 212.58 | 37304.0 |
| 2015-05-27 17:30:00 | SPY | ETF | 212.59 | 212.65 | 212.56 | 212.61 | 124130.0 |
| 2015-05-27 18:00:00 | SPY | ETF | 212.61 | 212.72 | 212.58 | 212.59 | 117884.0 |
| 2015-05-27 18:30:00 | SPY | ETF | 212.63 | 212.65 | 212.63 | 212.63 | 4875.0 |
| 2015-05-27 19:00:00 | SPY | ETF | 212.64 | 212.64 | 212.63 | 212.64 | 1425.0 |
| 2015-05-27 19:30:00 | SPY | ETF | 212.66 | 212.67 | 212.57 | 212.63 | 17145.0 |
| 2015-05-27 04:00:00 | QQQ | ETF | 109.1 | 109.28 | 109.1 | 109.28 | 200.0 |
| 2015-05-27 04:30:00 | QQQ | ETF | 109.42 | 109.5 | 109.42 | 109.5 | 1100.0 |
| 2015-05-27 05:30:00 | QQQ | ETF | 109.5 | 109.51 | 109.5 | 109.51 | 5000.0 |
| 2015-05-27 06:30:00 | QQQ | ETF | 109.42 | 109.42 | 109.4 | 109.41 | 12000.0 |
| 2015-05-27 07:00:00 | QQQ | ETF | 109.44 | 109.49 | 109.42 | 109.42 | 12050.0 |
| 2015-05-27 07:30:00 | QQQ | ETF | 109.43 | 109.49 | 109.43 | 109.47 | 7844.0 |
| 2015-05-27 08:00:00 | QQQ | ETF | 109.45 | 109.61 | 109.45 | 109.58 | 110122.0 |
| 2015-05-27 08:30:00 | QQQ | ETF | 109.58 | 109.581 | 109.49 | 109.49 | 101693.0 |
| 2015-05-27 09:00:00 | QQQ | ETF | 109.49 | 109.53 | 109.49 | 109.53 | 71691.0 |
| 2015-05-27 09:30:00 | QQQ | ETF | 109.53 | 110.2 | 109.29 | 110.04 | 5433684.0 |
| 2015-05-27 10:00:00 | QQQ | ETF | 110.04 | 110.2299 | 109.955 | 110.05 | 2337936.0 |
| 2015-05-27 10:30:00 | QQQ | ETF | 110.05 | 110.32 | 110.03 | 110.3 | 1452375.0 |
| 2015-05-27 11:00:00 | QQQ | ETF | 110.3 | 110.39 | 110.23 | 110.295 | 996216.0 |
| 2015-05-27 11:30:00 | QQQ | ETF | 110.29 | 110.48 | 110.275 | 110.411 | 1299010.0 |
| 2015-05-27 12:00:00 | QQQ | ETF | 110.42 | 110.44 | 110.37 | 110.3999 | 623617.0 |
| 2015-05-27 12:30:00 | QQQ | ETF | 110.3969 | 110.4 | 110.28 | 110.36 | 507112.0 |
| 2015-05-27 13:00:00 | QQQ | ETF | 110.37 | 110.6 | 110.35 | 110.56 | 1064888.0 |
| 2015-05-27 13:30:00 | QQQ | ETF | 110.57 | 110.7 | 110.53 | 110.67 | 835863.0 |
> showing 50 of 12,617 rows — these rows as CSV