PREVIEW / etf_30min / 2015-09-18
file: by_date/etf_30min/2015/2015-09-18.parquet size: 382 KB rows: 12,969
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-18 04:00:00 | SPY | ETF | 198.81 | 198.96 | 198.69 | 198.76 | 12296.0 |
| 2015-09-18 04:30:00 | SPY | ETF | 198.74 | 198.79 | 198.18 | 198.32 | 50165.0 |
| 2015-09-18 05:00:00 | SPY | ETF | 198.3 | 198.64 | 198.11 | 198.62 | 8792.0 |
| 2015-09-18 05:30:00 | SPY | ETF | 198.55 | 198.55 | 197.81 | 197.92 | 35447.0 |
| 2015-09-18 06:00:00 | SPY | ETF | 197.91 | 197.97 | 196.96 | 197.18 | 100659.0 |
| 2015-09-18 06:30:00 | SPY | ETF | 197.17 | 197.25 | 196.92 | 197.1 | 111029.0 |
| 2015-09-18 07:00:00 | SPY | ETF | 197.05 | 197.16 | 196.34 | 196.55 | 486768.0 |
| 2015-09-18 07:30:00 | SPY | ETF | 196.53 | 196.91 | 196.48 | 196.53 | 466006.0 |
| 2015-09-18 08:00:00 | SPY | ETF | 196.53 | 197.68 | 196.25 | 196.34 | 1219189.0 |
| 2015-09-18 08:30:00 | SPY | ETF | 196.33 | 196.8 | 196.14 | 196.47 | 1804047.0 |
| 2015-09-18 09:00:00 | SPY | ETF | 196.45 | 196.45 | 195.25 | 195.7 | 7159808.0 |
| 2015-09-18 09:30:00 | SPY | ETF | 195.71 | 196.72 | 195.69 | 196.08 | 29033989.0 |
| 2015-09-18 10:00:00 | SPY | ETF | 196.09 | 197.33 | 195.92 | 197.0 | 22908531.0 |
| 2015-09-18 10:30:00 | SPY | ETF | 197.0 | 197.09 | 196.42 | 196.9 | 8716620.0 |
| 2015-09-18 11:00:00 | SPY | ETF | 196.9 | 197.29 | 196.76 | 196.77 | 7767489.0 |
| 2015-09-18 11:30:00 | SPY | ETF | 196.77 | 197.56 | 196.6 | 197.2 | 7297558.0 |
| 2015-09-18 12:00:00 | SPY | ETF | 197.2 | 197.25 | 196.19 | 196.46 | 9091069.0 |
| 2015-09-18 12:30:00 | SPY | ETF | 196.46 | 196.6 | 196.09 | 196.365 | 6907015.0 |
| 2015-09-18 13:00:00 | SPY | ETF | 196.3799 | 196.7 | 195.91 | 196.22 | 8717169.0 |
| 2015-09-18 13:30:00 | SPY | ETF | 196.22 | 196.28 | 195.54 | 195.64 | 9892270.0 |
| 2015-09-18 14:00:00 | SPY | ETF | 195.63 | 196.42 | 195.52 | 196.33 | 17741924.0 |
| 2015-09-18 14:30:00 | SPY | ETF | 196.33 | 196.48 | 195.71 | 196.14 | 13823703.0 |
| 2015-09-18 15:00:00 | SPY | ETF | 196.15 | 196.37 | 195.37 | 195.55 | 15089245.0 |
| 2015-09-18 15:30:00 | SPY | ETF | 195.54 | 198.6844 | 194.96 | 195.42 | 29852764.0 |
| 2015-09-18 16:00:00 | SPY | ETF | 195.41 | 197.103 | 195.29 | 195.92 | 13784980.0 |
| 2015-09-18 16:30:00 | SPY | ETF | 195.92 | 196.01 | 195.45 | 195.57 | 6032856.0 |
| 2015-09-18 17:00:00 | SPY | ETF | 195.6 | 195.86 | 195.58 | 195.75 | 725194.0 |
| 2015-09-18 17:30:00 | SPY | ETF | 195.74 | 195.74 | 195.65 | 195.65 | 429172.0 |
| 2015-09-18 18:00:00 | SPY | ETF | 195.65 | 195.79 | 195.65 | 195.7 | 499303.0 |
| 2015-09-18 18:30:00 | SPY | ETF | 195.65 | 195.69 | 195.59 | 195.65 | 27211.0 |
| 2015-09-18 19:00:00 | SPY | ETF | 195.64 | 195.66 | 195.53 | 195.53 | 53413.0 |
| 2015-09-18 19:30:00 | SPY | ETF | 195.55 | 195.62 | 195.44 | 195.62 | 51344.0 |
| 2015-09-18 04:00:00 | QQQ | ETF | 106.78 | 106.85 | 106.78 | 106.85 | 17150.0 |
| 2015-09-18 04:30:00 | QQQ | ETF | 106.78 | 106.78 | 106.54 | 106.54 | 16250.0 |
| 2015-09-18 05:30:00 | QQQ | ETF | 106.66 | 106.66 | 106.36 | 106.36 | 8350.0 |
| 2015-09-18 06:00:00 | QQQ | ETF | 106.42 | 106.42 | 105.86 | 105.87 | 19180.0 |
| 2015-09-18 06:30:00 | QQQ | ETF | 105.94 | 106.0 | 105.86 | 105.98 | 22730.0 |
| 2015-09-18 07:00:00 | QQQ | ETF | 105.98 | 105.98 | 105.55 | 105.55 | 130831.0 |
| 2015-09-18 07:30:00 | QQQ | ETF | 105.66 | 105.78 | 105.66 | 105.72 | 22800.0 |
| 2015-09-18 08:00:00 | QQQ | ETF | 105.71 | 105.75 | 105.56 | 105.61 | 157683.0 |
| 2015-09-18 08:30:00 | QQQ | ETF | 105.61 | 105.85 | 105.52 | 105.73 | 124309.0 |
| 2015-09-18 09:00:00 | QQQ | ETF | 105.71 | 105.71 | 105.08 | 105.23 | 801584.0 |
| 2015-09-18 09:30:00 | QQQ | ETF | 105.23 | 105.97 | 105.22 | 105.7 | 7388001.0 |
| 2015-09-18 10:00:00 | QQQ | ETF | 105.7 | 106.35 | 105.61 | 106.17 | 3393549.0 |
| 2015-09-18 10:30:00 | QQQ | ETF | 106.18 | 106.2 | 105.8 | 106.04 | 1733862.0 |
| 2015-09-18 11:00:00 | QQQ | ETF | 106.05 | 106.4 | 106.02 | 106.14 | 2119484.0 |
| 2015-09-18 11:30:00 | QQQ | ETF | 106.12 | 106.6 | 106.04 | 106.37 | 1825673.0 |
| 2015-09-18 12:00:00 | QQQ | ETF | 106.39 | 106.405 | 105.714 | 105.87 | 1611165.0 |
| 2015-09-18 12:30:00 | QQQ | ETF | 105.87 | 105.96 | 105.68 | 105.85 | 1450192.0 |
| 2015-09-18 13:00:00 | QQQ | ETF | 105.85 | 106.04 | 105.54 | 105.72 | 2014546.0 |
> showing 50 of 12,969 rows — these rows as CSV