PREVIEW / etf_30min / 2015-09-14
file: by_date/etf_30min/2015/2015-09-14.parquet size: 350 KB rows: 12,082
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-14 04:00:00 | SPY | ETF | 197.28 | 197.32 | 196.99 | 197.1 | 3192.0 |
| 2015-09-14 04:30:00 | SPY | ETF | 196.95 | 196.95 | 196.8 | 196.95 | 1916.0 |
| 2015-09-14 05:00:00 | SPY | ETF | 197.17 | 197.34 | 197.11 | 197.17 | 9752.0 |
| 2015-09-14 05:30:00 | SPY | ETF | 197.22 | 197.24 | 197.08 | 197.24 | 3194.0 |
| 2015-09-14 06:00:00 | SPY | ETF | 197.27 | 197.62 | 197.24 | 197.37 | 29050.0 |
| 2015-09-14 06:30:00 | SPY | ETF | 197.39 | 197.47 | 197.21 | 197.4 | 23647.0 |
| 2015-09-14 07:00:00 | SPY | ETF | 197.44 | 197.44 | 197.03 | 197.16 | 32664.0 |
| 2015-09-14 07:30:00 | SPY | ETF | 197.1 | 197.13 | 196.64 | 196.68 | 122391.0 |
| 2015-09-14 08:00:00 | SPY | ETF | 196.68 | 197.4 | 196.2 | 196.67 | 374434.0 |
| 2015-09-14 08:30:00 | SPY | ETF | 196.68 | 196.99 | 196.6 | 196.79 | 438444.0 |
| 2015-09-14 09:00:00 | SPY | ETF | 196.79 | 197.04 | 196.66 | 196.95 | 543866.0 |
| 2015-09-14 09:30:00 | SPY | ETF | 196.95 | 197.01 | 195.56 | 195.85 | 11753058.0 |
| 2015-09-14 10:00:00 | SPY | ETF | 195.86 | 196.395 | 195.77 | 196.03 | 6137324.0 |
| 2015-09-14 10:30:00 | SPY | ETF | 196.02 | 196.54 | 195.98 | 196.23 | 6194199.0 |
| 2015-09-14 11:00:00 | SPY | ETF | 196.22 | 196.43 | 195.82 | 195.865 | 5446376.0 |
| 2015-09-14 11:30:00 | SPY | ETF | 195.86 | 195.961 | 195.52 | 195.855 | 3296042.0 |
| 2015-09-14 12:00:00 | SPY | ETF | 195.85 | 195.92 | 195.43 | 195.74 | 2852258.0 |
| 2015-09-14 12:30:00 | SPY | ETF | 195.74 | 195.94 | 195.56 | 195.655 | 3082668.0 |
| 2015-09-14 13:00:00 | SPY | ETF | 195.65 | 195.75 | 195.48 | 195.61 | 2021106.0 |
| 2015-09-14 13:30:00 | SPY | ETF | 195.61 | 196.22 | 195.61 | 196.21 | 4172837.0 |
| 2015-09-14 14:00:00 | SPY | ETF | 196.205 | 196.21 | 195.695 | 195.73 | 4270892.0 |
| 2015-09-14 14:30:00 | SPY | ETF | 195.73 | 196.09 | 195.65 | 195.85 | 4955420.0 |
| 2015-09-14 15:00:00 | SPY | ETF | 195.86 | 196.051 | 195.6 | 195.82 | 4168934.0 |
| 2015-09-14 15:30:00 | SPY | ETF | 195.83 | 196.07 | 195.56 | 196.0 | 9844363.0 |
| 2015-09-14 16:00:00 | SPY | ETF | 196.04 | 196.26 | 195.96 | 196.08 | 6333691.0 |
| 2015-09-14 16:30:00 | SPY | ETF | 196.08 | 196.12 | 195.9562 | 196.05 | 2801692.0 |
| 2015-09-14 17:00:00 | SPY | ETF | 196.04 | 196.12 | 196.04 | 196.08 | 40453.0 |
| 2015-09-14 17:30:00 | SPY | ETF | 196.08 | 196.09 | 196.07 | 196.09 | 11218.0 |
| 2015-09-14 18:00:00 | SPY | ETF | 196.07 | 196.1 | 196.01 | 196.1 | 38310.0 |
| 2015-09-14 18:30:00 | SPY | ETF | 196.15 | 196.3 | 196.15 | 196.18 | 15710.0 |
| 2015-09-14 19:00:00 | SPY | ETF | 196.2 | 196.24 | 196.17 | 196.17 | 13616.0 |
| 2015-09-14 19:30:00 | SPY | ETF | 196.15 | 196.29 | 196.1 | 196.29 | 11232.0 |
| 2015-09-14 04:00:00 | QQQ | ETF | 105.93 | 105.93 | 105.93 | 105.93 | 200.0 |
| 2015-09-14 05:00:00 | QQQ | ETF | 105.88 | 105.88 | 105.88 | 105.88 | 100.0 |
| 2015-09-14 06:00:00 | QQQ | ETF | 105.89 | 106.06 | 105.89 | 106.06 | 8350.0 |
| 2015-09-14 06:30:00 | QQQ | ETF | 106.0 | 106.0 | 106.0 | 106.0 | 100.0 |
| 2015-09-14 07:00:00 | QQQ | ETF | 105.99 | 105.99 | 105.87 | 105.91 | 3900.0 |
| 2015-09-14 07:30:00 | QQQ | ETF | 105.91 | 105.91 | 105.7 | 105.7 | 43046.0 |
| 2015-09-14 08:00:00 | QQQ | ETF | 105.69 | 105.93 | 105.54 | 105.64 | 47124.0 |
| 2015-09-14 08:30:00 | QQQ | ETF | 105.65 | 105.95 | 105.65 | 105.86 | 120757.0 |
| 2015-09-14 09:00:00 | QQQ | ETF | 105.86 | 105.99 | 105.79 | 105.97 | 171471.0 |
| 2015-09-14 09:30:00 | QQQ | ETF | 105.96 | 105.98 | 105.06 | 105.18 | 3924427.0 |
| 2015-09-14 10:00:00 | QQQ | ETF | 105.16 | 105.45 | 105.1 | 105.22 | 2251443.0 |
| 2015-09-14 10:30:00 | QQQ | ETF | 105.22 | 105.415 | 105.12 | 105.24 | 1491372.0 |
| 2015-09-14 11:00:00 | QQQ | ETF | 105.24 | 105.39 | 105.04 | 105.06 | 887416.0 |
| 2015-09-14 11:30:00 | QQQ | ETF | 105.05 | 105.15 | 104.87 | 105.08 | 1234476.0 |
| 2015-09-14 12:00:00 | QQQ | ETF | 105.0686 | 105.12 | 104.85 | 105.04 | 958621.0 |
| 2015-09-14 12:30:00 | QQQ | ETF | 105.03 | 105.18 | 104.92 | 105.0 | 715210.0 |
| 2015-09-14 13:00:00 | QQQ | ETF | 104.995 | 105.06 | 104.91 | 104.98 | 513964.0 |
| 2015-09-14 13:30:00 | QQQ | ETF | 104.98 | 105.39 | 104.98 | 105.381 | 1237297.0 |
> showing 50 of 12,082 rows — these rows as CSV