PREVIEW / etf_30min / 2015-06-04
file: by_date/etf_30min/2015/2015-06-04.parquet size: 386 KB rows: 12,953
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 |
|---|---|---|---|---|---|---|---|
| 2015-06-04 04:00:00 | SPY | ETF | 211.23 | 211.23 | 210.75 | 211.03 | 13301.0 |
| 2015-06-04 04:30:00 | SPY | ETF | 211.08 | 211.13 | 210.6 | 211.05 | 66532.0 |
| 2015-06-04 05:00:00 | SPY | ETF | 210.95 | 211.16 | 210.83 | 211.01 | 51710.0 |
| 2015-06-04 05:30:00 | SPY | ETF | 210.96 | 211.11 | 210.78 | 210.94 | 267623.0 |
| 2015-06-04 06:00:00 | SPY | ETF | 210.94 | 211.07 | 210.79 | 210.99 | 45575.0 |
| 2015-06-04 06:30:00 | SPY | ETF | 211.01 | 211.01 | 210.75 | 211.01 | 140571.0 |
| 2015-06-04 07:00:00 | SPY | ETF | 211.01 | 211.1 | 210.75 | 211.09 | 197464.0 |
| 2015-06-04 07:30:00 | SPY | ETF | 211.09 | 211.3 | 211.0 | 211.28 | 291803.0 |
| 2015-06-04 08:00:00 | SPY | ETF | 211.27 | 211.28 | 210.76 | 211.23 | 553319.0 |
| 2015-06-04 08:30:00 | SPY | ETF | 211.24 | 211.48 | 211.08 | 211.31 | 617101.0 |
| 2015-06-04 09:00:00 | SPY | ETF | 211.3 | 211.38 | 211.04 | 211.07 | 749570.0 |
| 2015-06-04 09:30:00 | SPY | ETF | 211.07 | 211.44 | 210.6 | 211.34 | 16017573.0 |
| 2015-06-04 10:00:00 | SPY | ETF | 211.34 | 211.78 | 211.21 | 211.29 | 7832029.0 |
| 2015-06-04 10:30:00 | SPY | ETF | 211.29 | 211.29 | 210.8 | 210.88 | 6777433.0 |
| 2015-06-04 11:00:00 | SPY | ETF | 210.88 | 211.1 | 210.48 | 210.83 | 9058034.0 |
| 2015-06-04 11:30:00 | SPY | ETF | 210.84 | 210.86 | 210.36 | 210.59 | 11230723.0 |
| 2015-06-04 12:00:00 | SPY | ETF | 210.58 | 210.77 | 210.5 | 210.58 | 5835428.0 |
| 2015-06-04 12:30:00 | SPY | ETF | 210.585 | 210.81 | 210.47 | 210.5 | 4907782.0 |
| 2015-06-04 13:00:00 | SPY | ETF | 210.5 | 210.501 | 209.76 | 209.97 | 20221129.0 |
| 2015-06-04 13:30:00 | SPY | ETF | 209.97 | 210.1 | 209.81 | 209.93 | 8072432.0 |
| 2015-06-04 14:00:00 | SPY | ETF | 209.91 | 210.35 | 209.78 | 210.11 | 6418508.0 |
| 2015-06-04 14:30:00 | SPY | ETF | 210.11 | 210.22 | 209.97 | 210.13 | 5096200.0 |
| 2015-06-04 15:00:00 | SPY | ETF | 210.13 | 211.859 | 209.84 | 209.91 | 10694435.0 |
| 2015-06-04 15:30:00 | SPY | ETF | 209.9 | 210.22 | 209.75 | 210.22 | 21421093.0 |
| 2015-06-04 16:00:00 | SPY | ETF | 210.21 | 211.859 | 209.95 | 210.51 | 5710892.0 |
| 2015-06-04 16:30:00 | SPY | ETF | 210.5 | 210.52 | 210.46 | 210.49 | 8097942.0 |
| 2015-06-04 17:00:00 | SPY | ETF | 210.5 | 210.55 | 210.45 | 210.45 | 170666.0 |
| 2015-06-04 17:30:00 | SPY | ETF | 210.46 | 210.469 | 210.27 | 210.46 | 34496.0 |
| 2015-06-04 18:00:00 | SPY | ETF | 210.47 | 210.56 | 210.47 | 210.5 | 45005.0 |
| 2015-06-04 18:30:00 | SPY | ETF | 210.5 | 210.56 | 210.5 | 210.53 | 39982.0 |
| 2015-06-04 19:00:00 | SPY | ETF | 210.53 | 210.53 | 210.41 | 210.45 | 21889.0 |
| 2015-06-04 19:30:00 | SPY | ETF | 210.44 | 210.51 | 210.44 | 210.5 | 19658.0 |
| 2015-06-04 04:00:00 | QQQ | ETF | 109.72 | 109.72 | 109.58 | 109.58 | 1322.0 |
| 2015-06-04 04:30:00 | QQQ | ETF | 109.63 | 109.65 | 109.44 | 109.62 | 17372.0 |
| 2015-06-04 05:00:00 | QQQ | ETF | 109.58 | 109.66 | 109.54 | 109.54 | 30500.0 |
| 2015-06-04 05:30:00 | QQQ | ETF | 109.6 | 109.6 | 109.5 | 109.5 | 7800.0 |
| 2015-06-04 06:00:00 | QQQ | ETF | 109.49 | 109.62 | 109.49 | 109.62 | 3200.0 |
| 2015-06-04 06:30:00 | QQQ | ETF | 109.57 | 109.6 | 109.5 | 109.6 | 8600.0 |
| 2015-06-04 07:00:00 | QQQ | ETF | 109.61 | 109.67 | 109.53 | 109.61 | 30100.0 |
| 2015-06-04 07:30:00 | QQQ | ETF | 109.65 | 109.83 | 109.65 | 109.82 | 12199.0 |
| 2015-06-04 08:00:00 | QQQ | ETF | 109.62 | 109.84 | 109.62 | 109.83 | 53965.0 |
| 2015-06-04 08:30:00 | QQQ | ETF | 109.8 | 109.95 | 109.73 | 109.84 | 99842.0 |
| 2015-06-04 09:00:00 | QQQ | ETF | 109.84 | 109.86 | 109.73 | 109.75 | 191973.0 |
| 2015-06-04 09:30:00 | QQQ | ETF | 109.78 | 110.33 | 109.7 | 110.27 | 3693196.0 |
| 2015-06-04 10:00:00 | QQQ | ETF | 110.26 | 110.48 | 110.14 | 110.21 | 1687649.0 |
| 2015-06-04 10:30:00 | QQQ | ETF | 110.21 | 110.24 | 109.97 | 110.0 | 1215267.0 |
| 2015-06-04 11:00:00 | QQQ | ETF | 110.0 | 110.12 | 109.77 | 109.97 | 1621771.0 |
| 2015-06-04 11:30:00 | QQQ | ETF | 109.98 | 109.99 | 109.71 | 109.8 | 1733026.0 |
| 2015-06-04 12:00:00 | QQQ | ETF | 109.81 | 109.89 | 109.76 | 109.8 | 547719.0 |
| 2015-06-04 12:30:00 | QQQ | ETF | 109.785 | 109.9 | 109.73 | 109.75 | 732970.0 |
> showing 50 of 12,953 rows — these rows as CSV