PREVIEW / etf_30min / 2015-08-28
file: by_date/etf_30min/2015/2015-08-28.parquet size: 390 KB rows: 13,233
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 |
|---|---|---|---|---|---|---|---|
| 2015-08-28 04:00:00 | SPY | ETF | 198.29 | 198.6 | 197.91 | 198.04 | 91803.0 |
| 2015-08-28 04:30:00 | SPY | ETF | 198.05 | 198.29 | 197.63 | 197.88 | 89695.0 |
| 2015-08-28 05:00:00 | SPY | ETF | 197.9 | 198.12 | 197.51 | 198.08 | 143893.0 |
| 2015-08-28 05:30:00 | SPY | ETF | 198.21 | 198.47 | 198.03 | 198.3 | 70174.0 |
| 2015-08-28 06:00:00 | SPY | ETF | 198.21 | 198.43 | 198.13 | 198.13 | 35180.0 |
| 2015-08-28 06:30:00 | SPY | ETF | 198.15 | 198.3 | 197.64 | 197.65 | 86685.0 |
| 2015-08-28 07:00:00 | SPY | ETF | 197.65 | 198.18 | 197.5 | 198.05 | 349000.0 |
| 2015-08-28 07:30:00 | SPY | ETF | 198.1 | 198.4 | 198.04 | 198.09 | 512136.0 |
| 2015-08-28 08:00:00 | SPY | ETF | 198.11 | 199.8 | 197.7 | 198.4 | 703685.0 |
| 2015-08-28 08:30:00 | SPY | ETF | 198.42 | 199.42 | 198.21 | 198.29 | 820907.0 |
| 2015-08-28 09:00:00 | SPY | ETF | 198.3 | 198.6 | 197.88 | 198.5 | 1128999.0 |
| 2015-08-28 09:30:00 | SPY | ETF | 198.5 | 199.2 | 198.28 | 199.09 | 15564837.0 |
| 2015-08-28 10:00:00 | SPY | ETF | 199.09 | 199.28 | 198.36 | 199.08 | 12806389.0 |
| 2015-08-28 10:30:00 | SPY | ETF | 199.07 | 199.4 | 198.44 | 198.72 | 8521867.0 |
| 2015-08-28 11:00:00 | SPY | ETF | 198.72 | 199.62 | 198.66 | 199.59 | 7342757.0 |
| 2015-08-28 11:30:00 | SPY | ETF | 199.59 | 199.835 | 198.36 | 198.61 | 11468071.0 |
| 2015-08-28 12:00:00 | SPY | ETF | 198.6 | 199.05 | 198.4 | 198.94 | 7206773.0 |
| 2015-08-28 12:30:00 | SPY | ETF | 198.94 | 199.23 | 198.77 | 198.91 | 5746023.0 |
| 2015-08-28 13:00:00 | SPY | ETF | 198.92 | 199.07 | 198.31 | 198.33 | 4735522.0 |
| 2015-08-28 13:30:00 | SPY | ETF | 198.34 | 198.95 | 197.92 | 198.47 | 11247558.0 |
| 2015-08-28 14:00:00 | SPY | ETF | 198.48 | 199.07 | 198.46 | 198.735 | 6844714.0 |
| 2015-08-28 14:30:00 | SPY | ETF | 198.72 | 199.15 | 198.29 | 199.029 | 7007878.0 |
| 2015-08-28 15:00:00 | SPY | ETF | 199.02 | 199.05 | 198.34 | 198.63 | 8900635.0 |
| 2015-08-28 15:30:00 | SPY | ETF | 198.63 | 199.42 | 197.98 | 199.28 | 24050639.0 |
| 2015-08-28 16:00:00 | SPY | ETF | 199.29 | 199.78 | 198.806 | 199.6 | 8690457.0 |
| 2015-08-28 16:30:00 | SPY | ETF | 199.6 | 199.6 | 199.34 | 199.39 | 10591660.0 |
| 2015-08-28 17:00:00 | SPY | ETF | 199.41 | 199.54 | 198.8205 | 199.5 | 3753908.0 |
| 2015-08-28 17:30:00 | SPY | ETF | 199.54 | 199.59 | 199.51 | 199.54 | 1011038.0 |
| 2015-08-28 18:00:00 | SPY | ETF | 199.55 | 199.55 | 199.4 | 199.49 | 29470.0 |
| 2015-08-28 18:30:00 | SPY | ETF | 199.44 | 199.45 | 199.41 | 199.41 | 8715.0 |
| 2015-08-28 19:00:00 | SPY | ETF | 199.46 | 199.46 | 199.38 | 199.38 | 10326.0 |
| 2015-08-28 19:30:00 | SPY | ETF | 199.39 | 199.49 | 199.39 | 199.45 | 19303.0 |
| 2015-08-28 04:00:00 | QQQ | ETF | 105.25 | 105.25 | 105.0 | 105.0 | 7600.0 |
| 2015-08-28 04:30:00 | QQQ | ETF | 105.05 | 105.05 | 104.8 | 104.8 | 2500.0 |
| 2015-08-28 05:00:00 | QQQ | ETF | 104.73 | 104.9 | 104.7 | 104.9 | 1000.0 |
| 2015-08-28 05:30:00 | QQQ | ETF | 105.09 | 105.13 | 105.08 | 105.12 | 700.0 |
| 2015-08-28 06:00:00 | QQQ | ETF | 105.22 | 105.22 | 105.0 | 105.0 | 1800.0 |
| 2015-08-28 06:30:00 | QQQ | ETF | 104.92 | 105.02 | 104.71 | 104.71 | 4000.0 |
| 2015-08-28 07:00:00 | QQQ | ETF | 104.81 | 104.94 | 104.64 | 104.93 | 25000.0 |
| 2015-08-28 07:30:00 | QQQ | ETF | 104.97 | 105.09 | 104.86 | 104.95 | 70000.0 |
| 2015-08-28 08:00:00 | QQQ | ETF | 105.0 | 105.11 | 104.8 | 105.09 | 68324.0 |
| 2015-08-28 08:30:00 | QQQ | ETF | 105.09 | 105.21 | 105.03 | 105.05 | 95318.0 |
| 2015-08-28 09:00:00 | QQQ | ETF | 105.02 | 105.16 | 104.83 | 105.09 | 159162.0 |
| 2015-08-28 09:30:00 | QQQ | ETF | 105.08 | 105.65 | 105.005 | 105.46 | 6276004.0 |
| 2015-08-28 10:00:00 | QQQ | ETF | 105.47 | 105.5 | 104.87 | 105.32 | 3495878.0 |
| 2015-08-28 10:30:00 | QQQ | ETF | 105.32 | 105.5 | 104.98 | 105.25 | 2045621.0 |
| 2015-08-28 11:00:00 | QQQ | ETF | 105.26 | 105.89 | 105.23 | 105.843 | 1562633.0 |
| 2015-08-28 11:30:00 | QQQ | ETF | 105.85 | 106.0 | 104.99 | 105.15 | 3084559.0 |
| 2015-08-28 12:00:00 | QQQ | ETF | 105.15 | 105.45 | 105.03 | 105.39 | 1333783.0 |
| 2015-08-28 12:30:00 | QQQ | ETF | 105.39 | 105.58 | 105.32 | 105.425 | 1146135.0 |
> showing 50 of 13,233 rows — these rows as CSV