PREVIEW / etf_30min / 2015-06-17
file: by_date/etf_30min/2015/2015-06-17.parquet size: 374 KB rows: 12,488
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 |
|---|---|---|---|---|---|---|---|
| 2015-06-17 04:00:00 | SPY | ETF | 210.77 | 211.0 | 210.77 | 210.98 | 2626.0 |
| 2015-06-17 04:30:00 | SPY | ETF | 210.88 | 211.13 | 210.88 | 211.06 | 10170.0 |
| 2015-06-17 05:00:00 | SPY | ETF | 211.07 | 211.07 | 210.92 | 210.97 | 9131.0 |
| 2015-06-17 05:30:00 | SPY | ETF | 210.98 | 211.02 | 210.82 | 210.98 | 11191.0 |
| 2015-06-17 06:00:00 | SPY | ETF | 210.96 | 210.98 | 210.66 | 210.68 | 22858.0 |
| 2015-06-17 06:30:00 | SPY | ETF | 210.78 | 210.78 | 210.64 | 210.69 | 12915.0 |
| 2015-06-17 07:00:00 | SPY | ETF | 210.66 | 210.82 | 210.54 | 210.63 | 193436.0 |
| 2015-06-17 07:30:00 | SPY | ETF | 210.62 | 210.64 | 210.41 | 210.47 | 189720.0 |
| 2015-06-17 08:00:00 | SPY | ETF | 210.47 | 210.63 | 210.44 | 210.61 | 150953.0 |
| 2015-06-17 08:30:00 | SPY | ETF | 210.62 | 210.75 | 210.58 | 210.65 | 294587.0 |
| 2015-06-17 09:00:00 | SPY | ETF | 210.65 | 210.77 | 210.25 | 210.62 | 435151.0 |
| 2015-06-17 09:30:00 | SPY | ETF | 210.59 | 210.99 | 210.57 | 210.71 | 9654086.0 |
| 2015-06-17 10:00:00 | SPY | ETF | 210.71 | 210.835 | 210.48 | 210.6 | 5693160.0 |
| 2015-06-17 10:30:00 | SPY | ETF | 210.59 | 210.79 | 210.51 | 210.707 | 4324153.0 |
| 2015-06-17 11:00:00 | SPY | ETF | 210.71 | 210.76 | 210.23 | 210.26 | 15762898.0 |
| 2015-06-17 11:30:00 | SPY | ETF | 210.26 | 210.4 | 210.13 | 210.33 | 4056199.0 |
| 2015-06-17 12:00:00 | SPY | ETF | 210.32 | 210.35 | 209.85 | 210.01 | 4635910.0 |
| 2015-06-17 12:30:00 | SPY | ETF | 210.0101 | 210.05 | 209.49 | 209.645 | 4280884.0 |
| 2015-06-17 13:00:00 | SPY | ETF | 209.645 | 209.94 | 209.55 | 209.65 | 3672820.0 |
| 2015-06-17 13:30:00 | SPY | ETF | 209.65 | 210.03 | 209.61 | 209.92 | 5038853.0 |
| 2015-06-17 14:00:00 | SPY | ETF | 209.93 | 210.85 | 209.36 | 210.07 | 22053100.0 |
| 2015-06-17 14:30:00 | SPY | ETF | 210.07 | 211.32 | 210.05 | 211.07 | 15901511.0 |
| 2015-06-17 15:00:00 | SPY | ETF | 211.07 | 211.17 | 210.71 | 211.0399 | 10779484.0 |
| 2015-06-17 15:30:00 | SPY | ETF | 211.03 | 211.13 | 210.58 | 210.62 | 12990717.0 |
| 2015-06-17 16:00:00 | SPY | ETF | 210.63 | 210.8912 | 210.33 | 210.33 | 4486556.0 |
| 2015-06-17 16:30:00 | SPY | ETF | 210.35 | 210.35 | 210.14 | 210.263 | 979954.0 |
| 2015-06-17 17:00:00 | SPY | ETF | 210.26 | 210.34 | 210.253 | 210.28 | 46810.0 |
| 2015-06-17 17:30:00 | SPY | ETF | 210.28 | 210.33 | 210.28 | 210.31 | 44320.0 |
| 2015-06-17 18:00:00 | SPY | ETF | 210.32 | 210.32 | 210.26 | 210.27 | 16231.0 |
| 2015-06-17 18:30:00 | SPY | ETF | 210.28 | 210.31 | 210.26 | 210.31 | 6819.0 |
| 2015-06-17 19:00:00 | SPY | ETF | 210.33 | 210.4 | 210.33 | 210.37 | 3605.0 |
| 2015-06-17 19:30:00 | SPY | ETF | 210.38 | 210.41 | 210.37 | 210.4 | 8589.0 |
| 2015-06-17 04:30:00 | QQQ | ETF | 109.09 | 109.17 | 109.09 | 109.17 | 6450.0 |
| 2015-06-17 06:00:00 | QQQ | ETF | 109.01 | 109.01 | 108.99 | 108.99 | 18999.0 |
| 2015-06-17 06:30:00 | QQQ | ETF | 109.03 | 109.03 | 108.98 | 109.0 | 1000.0 |
| 2015-06-17 07:00:00 | QQQ | ETF | 108.96 | 109.04 | 108.91 | 108.93 | 53000.0 |
| 2015-06-17 07:30:00 | QQQ | ETF | 108.86 | 108.88 | 108.83 | 108.83 | 26100.0 |
| 2015-06-17 08:00:00 | QQQ | ETF | 108.86 | 108.96 | 108.85 | 108.93 | 19550.0 |
| 2015-06-17 08:30:00 | QQQ | ETF | 108.96 | 109.01 | 108.94 | 108.99 | 54642.0 |
| 2015-06-17 09:00:00 | QQQ | ETF | 108.97 | 109.05 | 108.8 | 108.99 | 75959.0 |
| 2015-06-17 09:30:00 | QQQ | ETF | 108.98 | 109.21 | 108.97 | 109.1 | 1665014.0 |
| 2015-06-17 10:00:00 | QQQ | ETF | 109.11 | 109.1538 | 109.03 | 109.07 | 639845.0 |
| 2015-06-17 10:30:00 | QQQ | ETF | 109.06 | 109.18 | 109.05 | 109.17 | 904733.0 |
| 2015-06-17 11:00:00 | QQQ | ETF | 109.17 | 109.2 | 108.78 | 108.8 | 1324292.0 |
| 2015-06-17 11:30:00 | QQQ | ETF | 108.802 | 108.925 | 108.7599 | 108.89 | 889503.0 |
| 2015-06-17 12:00:00 | QQQ | ETF | 108.89 | 108.91 | 108.6151 | 108.73 | 987878.0 |
| 2015-06-17 12:30:00 | QQQ | ETF | 108.73 | 108.74 | 108.43 | 108.5 | 1127583.0 |
| 2015-06-17 13:00:00 | QQQ | ETF | 108.49 | 108.62 | 108.46 | 108.57 | 588017.0 |
| 2015-06-17 13:30:00 | QQQ | ETF | 108.56 | 108.74 | 108.55 | 108.66 | 979250.0 |
| 2015-06-17 14:00:00 | QQQ | ETF | 108.66 | 109.18 | 108.43 | 108.8 | 3490043.0 |
> showing 50 of 12,488 rows — these rows as CSV