PREVIEW / etf_30min / 2015-09-22
file: by_date/etf_30min/2015/2015-09-22.parquet size: 385 KB rows: 13,092
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-22 04:00:00 | SPY | ETF | 195.75 | 195.75 | 194.35 | 194.47 | 34147.0 |
| 2015-09-22 04:30:00 | SPY | ETF | 194.5 | 194.75 | 194.18 | 194.75 | 80351.0 |
| 2015-09-22 05:00:00 | SPY | ETF | 194.47 | 194.6 | 193.98 | 194.13 | 152163.0 |
| 2015-09-22 05:30:00 | SPY | ETF | 194.2 | 194.48 | 193.91 | 194.05 | 58041.0 |
| 2015-09-22 06:00:00 | SPY | ETF | 194.05 | 194.1 | 193.6 | 193.84 | 122115.0 |
| 2015-09-22 06:30:00 | SPY | ETF | 193.92 | 194.35 | 193.85 | 194.29 | 90456.0 |
| 2015-09-22 07:00:00 | SPY | ETF | 194.35 | 194.36 | 194.01 | 194.28 | 371081.0 |
| 2015-09-22 07:30:00 | SPY | ETF | 194.3 | 194.52 | 194.05 | 194.38 | 694445.0 |
| 2015-09-22 08:00:00 | SPY | ETF | 194.4 | 196.66 | 193.83 | 194.03 | 2162768.0 |
| 2015-09-22 08:30:00 | SPY | ETF | 194.05 | 194.12 | 193.37 | 193.74 | 1418435.0 |
| 2015-09-22 09:00:00 | SPY | ETF | 193.75 | 194.01 | 193.61 | 193.89 | 1127479.0 |
| 2015-09-22 09:30:00 | SPY | ETF | 193.88 | 194.36 | 193.61 | 194.04 | 14095639.0 |
| 2015-09-22 10:00:00 | SPY | ETF | 194.03 | 194.46 | 193.53 | 193.7 | 9840021.0 |
| 2015-09-22 10:30:00 | SPY | ETF | 193.7 | 193.709 | 192.87 | 193.22 | 13729444.0 |
| 2015-09-22 11:00:00 | SPY | ETF | 193.225 | 193.5 | 193.04 | 193.05 | 9264350.0 |
| 2015-09-22 11:30:00 | SPY | ETF | 193.05 | 193.35 | 192.95 | 193.26 | 5890882.0 |
| 2015-09-22 12:00:00 | SPY | ETF | 193.25 | 193.78 | 193.01 | 193.415 | 6588023.0 |
| 2015-09-22 12:30:00 | SPY | ETF | 193.42 | 193.52 | 192.73 | 192.77 | 7954113.0 |
| 2015-09-22 13:00:00 | SPY | ETF | 192.7601 | 193.29 | 192.58 | 192.63 | 6066461.0 |
| 2015-09-22 13:30:00 | SPY | ETF | 192.62 | 193.23 | 192.56 | 193.13 | 7239074.0 |
| 2015-09-22 14:00:00 | SPY | ETF | 193.13 | 193.3 | 192.8 | 193.2 | 7745945.0 |
| 2015-09-22 14:30:00 | SPY | ETF | 193.2 | 193.55 | 192.98 | 193.43 | 9255303.0 |
| 2015-09-22 15:00:00 | SPY | ETF | 193.43 | 193.78 | 193.08 | 193.73 | 8391629.0 |
| 2015-09-22 15:30:00 | SPY | ETF | 193.725 | 194.29 | 193.72 | 193.88 | 20282467.0 |
| 2015-09-22 16:00:00 | SPY | ETF | 193.89 | 194.32 | 193.37 | 193.91 | 7529905.0 |
| 2015-09-22 16:30:00 | SPY | ETF | 193.91 | 193.95 | 193.74 | 193.79 | 3392845.0 |
| 2015-09-22 17:00:00 | SPY | ETF | 193.79 | 193.91 | 193.72 | 193.91 | 6252136.0 |
| 2015-09-22 17:30:00 | SPY | ETF | 193.74 | 193.85 | 193.74 | 193.85 | 43841.0 |
| 2015-09-22 18:00:00 | SPY | ETF | 193.83 | 193.85 | 193.33 | 193.33 | 166172.0 |
| 2015-09-22 18:30:00 | SPY | ETF | 193.37 | 193.53 | 193.31 | 193.5 | 102101.0 |
| 2015-09-22 19:00:00 | SPY | ETF | 193.5 | 193.54 | 193.38 | 193.38 | 59797.0 |
| 2015-09-22 19:30:00 | SPY | ETF | 193.43 | 193.53 | 193.36 | 193.53 | 33025.0 |
| 2015-09-22 04:00:00 | QQQ | ETF | 105.33 | 105.33 | 104.5 | 104.5 | 70442.0 |
| 2015-09-22 04:30:00 | QQQ | ETF | 104.65 | 104.65 | 104.45 | 104.46 | 13850.0 |
| 2015-09-22 05:00:00 | QQQ | ETF | 104.57 | 104.64 | 104.3 | 104.3 | 16050.0 |
| 2015-09-22 05:30:00 | QQQ | ETF | 104.4 | 104.6 | 104.19 | 104.19 | 9450.0 |
| 2015-09-22 06:00:00 | QQQ | ETF | 104.2 | 104.24 | 103.85 | 103.92 | 43380.0 |
| 2015-09-22 06:30:00 | QQQ | ETF | 103.99 | 104.28 | 103.99 | 104.27 | 24500.0 |
| 2015-09-22 07:00:00 | QQQ | ETF | 104.25 | 104.28 | 104.14 | 104.25 | 92056.0 |
| 2015-09-22 07:30:00 | QQQ | ETF | 104.24 | 104.38 | 104.12 | 104.32 | 63426.0 |
| 2015-09-22 08:00:00 | QQQ | ETF | 104.32 | 104.34 | 103.95 | 104.07 | 193372.0 |
| 2015-09-22 08:30:00 | QQQ | ETF | 104.09 | 104.1 | 103.82 | 103.96 | 617585.0 |
| 2015-09-22 09:00:00 | QQQ | ETF | 104.0 | 104.1 | 103.88 | 104.05 | 313817.0 |
| 2015-09-22 09:30:00 | QQQ | ETF | 104.05 | 104.4225 | 103.89 | 103.9999 | 6575506.0 |
| 2015-09-22 10:00:00 | QQQ | ETF | 103.99 | 104.34 | 103.79 | 103.905 | 3891642.0 |
| 2015-09-22 10:30:00 | QQQ | ETF | 103.9 | 103.9 | 103.39 | 103.57 | 3973423.0 |
| 2015-09-22 11:00:00 | QQQ | ETF | 103.57 | 103.725 | 103.45 | 103.47 | 2092399.0 |
| 2015-09-22 11:30:00 | QQQ | ETF | 103.46 | 103.64 | 103.32 | 103.54 | 3789975.0 |
| 2015-09-22 12:00:00 | QQQ | ETF | 103.54 | 103.83 | 103.389 | 103.62 | 2305120.0 |
| 2015-09-22 12:30:00 | QQQ | ETF | 103.62 | 103.72 | 103.225 | 103.2599 | 1830693.0 |
> showing 50 of 13,092 rows — these rows as CSV