PREVIEW / etf_30min / 2015-07-24
file: by_date/etf_30min/2015/2015-07-24.parquet size: 385 KB rows: 12,830
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 |
|---|---|---|---|---|---|---|---|
| 2015-07-24 04:00:00 | SPY | ETF | 210.74 | 210.97 | 210.74 | 210.96 | 1421.0 |
| 2015-07-24 04:30:00 | SPY | ETF | 210.89 | 210.94 | 210.88 | 210.94 | 1850.0 |
| 2015-07-24 05:00:00 | SPY | ETF | 210.88 | 210.93 | 210.77 | 210.77 | 7692.0 |
| 2015-07-24 05:30:00 | SPY | ETF | 210.75 | 210.86 | 210.75 | 210.85 | 1600.0 |
| 2015-07-24 06:00:00 | SPY | ETF | 210.95 | 210.95 | 210.89 | 210.89 | 1700.0 |
| 2015-07-24 06:30:00 | SPY | ETF | 210.9 | 210.9 | 210.77 | 210.77 | 1865.0 |
| 2015-07-24 07:00:00 | SPY | ETF | 210.81 | 210.86 | 210.72 | 210.86 | 23334.0 |
| 2015-07-24 07:30:00 | SPY | ETF | 210.85 | 210.85 | 210.53 | 210.56 | 75100.0 |
| 2015-07-24 08:00:00 | SPY | ETF | 210.59 | 210.83 | 210.48 | 210.49 | 171795.0 |
| 2015-07-24 08:30:00 | SPY | ETF | 210.51 | 210.55 | 210.2 | 210.25 | 300761.0 |
| 2015-07-24 09:00:00 | SPY | ETF | 210.26 | 210.33 | 210.17 | 210.3 | 566993.0 |
| 2015-07-24 09:30:00 | SPY | ETF | 210.3 | 210.37 | 209.73 | 210.109 | 9365485.0 |
| 2015-07-24 10:00:00 | SPY | ETF | 210.1 | 210.135 | 209.43 | 209.57 | 7140742.0 |
| 2015-07-24 10:30:00 | SPY | ETF | 209.56 | 209.56 | 209.21 | 209.2199 | 4966684.0 |
| 2015-07-24 11:00:00 | SPY | ETF | 209.22 | 209.44 | 209.14 | 209.37 | 6271915.0 |
| 2015-07-24 11:30:00 | SPY | ETF | 209.38 | 209.48 | 209.14 | 209.25 | 3883065.0 |
| 2015-07-24 12:00:00 | SPY | ETF | 209.246 | 209.265 | 208.98 | 209.04 | 4754507.0 |
| 2015-07-24 12:30:00 | SPY | ETF | 209.05 | 209.09 | 208.64 | 208.66 | 4532968.0 |
| 2015-07-24 13:00:00 | SPY | ETF | 208.66 | 208.82 | 208.53 | 208.5875 | 6400851.0 |
| 2015-07-24 13:30:00 | SPY | ETF | 208.58 | 208.6 | 207.96 | 208.31 | 11387777.0 |
| 2015-07-24 14:00:00 | SPY | ETF | 208.3101 | 208.38 | 207.735 | 207.985 | 7146906.0 |
| 2015-07-24 14:30:00 | SPY | ETF | 207.99 | 210.1253 | 207.6 | 207.92 | 8148724.0 |
| 2015-07-24 15:00:00 | SPY | ETF | 207.92 | 208.235 | 207.75 | 207.83 | 8624531.0 |
| 2015-07-24 15:30:00 | SPY | ETF | 207.84 | 208.1 | 207.7 | 207.98 | 15367119.0 |
| 2015-07-24 16:00:00 | SPY | ETF | 207.97 | 208.49 | 207.8904 | 208.4 | 4855354.0 |
| 2015-07-24 16:30:00 | SPY | ETF | 208.4 | 208.52 | 207.94 | 208.477 | 7774770.0 |
| 2015-07-24 17:00:00 | SPY | ETF | 208.47 | 208.71 | 208.42 | 208.5 | 181619.0 |
| 2015-07-24 17:30:00 | SPY | ETF | 208.5 | 208.56 | 208.44 | 208.48 | 96427.0 |
| 2015-07-24 18:00:00 | SPY | ETF | 208.5 | 208.53 | 208.48 | 208.49 | 68710.0 |
| 2015-07-24 18:30:00 | SPY | ETF | 208.49 | 208.54 | 208.48 | 208.48 | 14485.0 |
| 2015-07-24 19:00:00 | SPY | ETF | 208.49 | 208.5 | 208.42 | 208.46 | 16722.0 |
| 2015-07-24 19:30:00 | SPY | ETF | 208.43 | 208.47 | 208.42 | 208.47 | 22353.0 |
| 2015-07-24 04:00:00 | QQQ | ETF | 113.02 | 113.25 | 113.01 | 113.25 | 500.0 |
| 2015-07-24 04:30:00 | QQQ | ETF | 113.12 | 113.16 | 113.1 | 113.16 | 5100.0 |
| 2015-07-24 05:00:00 | QQQ | ETF | 113.14 | 113.25 | 113.14 | 113.25 | 400.0 |
| 2015-07-24 06:30:00 | QQQ | ETF | 113.13 | 113.2 | 113.11 | 113.11 | 10100.0 |
| 2015-07-24 07:00:00 | QQQ | ETF | 113.12 | 113.14 | 113.04 | 113.14 | 78016.0 |
| 2015-07-24 07:30:00 | QQQ | ETF | 113.13 | 113.13 | 112.9 | 112.9 | 79343.0 |
| 2015-07-24 08:00:00 | QQQ | ETF | 113.28 | 113.28 | 112.89 | 112.95 | 80723.0 |
| 2015-07-24 08:30:00 | QQQ | ETF | 112.94 | 112.96 | 112.8 | 112.82 | 155455.0 |
| 2015-07-24 09:00:00 | QQQ | ETF | 112.83 | 112.88 | 112.72 | 112.81 | 93896.0 |
| 2015-07-24 09:30:00 | QQQ | ETF | 112.8 | 112.86 | 112.3 | 112.57 | 3612637.0 |
| 2015-07-24 10:00:00 | QQQ | ETF | 112.57 | 112.66 | 112.09 | 112.165 | 1803272.0 |
| 2015-07-24 10:30:00 | QQQ | ETF | 112.17 | 112.28 | 112.055 | 112.15 | 1327792.0 |
| 2015-07-24 11:00:00 | QQQ | ETF | 112.15 | 112.33 | 112.06 | 112.25 | 1073260.0 |
| 2015-07-24 11:30:00 | QQQ | ETF | 112.25 | 112.3 | 112.04 | 112.1459 | 677981.0 |
| 2015-07-24 12:00:00 | QQQ | ETF | 112.15 | 112.16 | 111.96 | 111.98 | 819594.0 |
| 2015-07-24 12:30:00 | QQQ | ETF | 111.99 | 112.0 | 111.72 | 111.735 | 1435839.0 |
| 2015-07-24 13:00:00 | QQQ | ETF | 111.72 | 111.82 | 111.51 | 111.58 | 1631789.0 |
| 2015-07-24 13:30:00 | QQQ | ETF | 111.57 | 111.64 | 111.24 | 111.55 | 2151544.0 |
> showing 50 of 12,830 rows — these rows as CSV