PREVIEW / etf_30min / 2015-10-05
file: by_date/etf_30min/2015/2015-10-05.parquet size: 395 KB rows: 13,185
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 |
|---|---|---|---|---|---|---|---|
| 2015-10-05 04:00:00 | SPY | ETF | 195.4 | 195.69 | 195.1 | 195.11 | 6522.0 |
| 2015-10-05 04:30:00 | SPY | ETF | 195.26 | 195.54 | 195.26 | 195.35 | 7200.0 |
| 2015-10-05 05:00:00 | SPY | ETF | 195.56 | 195.69 | 195.47 | 195.52 | 6652.0 |
| 2015-10-05 05:30:00 | SPY | ETF | 195.61 | 196.03 | 195.48 | 196.03 | 70376.0 |
| 2015-10-05 06:00:00 | SPY | ETF | 196.02 | 196.25 | 195.92 | 196.15 | 69316.0 |
| 2015-10-05 06:30:00 | SPY | ETF | 196.09 | 196.18 | 195.96 | 196.05 | 35884.0 |
| 2015-10-05 07:00:00 | SPY | ETF | 196.04 | 196.58 | 196.04 | 196.5 | 312238.0 |
| 2015-10-05 07:30:00 | SPY | ETF | 196.5 | 196.59 | 196.3 | 196.59 | 310101.0 |
| 2015-10-05 08:00:00 | SPY | ETF | 196.59 | 196.71 | 194.52 | 196.3 | 843030.0 |
| 2015-10-05 08:30:00 | SPY | ETF | 196.33 | 196.64 | 196.15 | 196.49 | 708295.0 |
| 2015-10-05 09:00:00 | SPY | ETF | 196.49 | 196.58 | 196.3 | 196.46 | 825956.0 |
| 2015-10-05 09:30:00 | SPY | ETF | 196.46 | 197.39 | 196.33 | 197.31 | 18156904.0 |
| 2015-10-05 10:00:00 | SPY | ETF | 197.29 | 197.59 | 196.95 | 197.395 | 12488636.0 |
| 2015-10-05 10:30:00 | SPY | ETF | 197.41 | 197.48 | 196.84 | 197.16 | 9229390.0 |
| 2015-10-05 11:00:00 | SPY | ETF | 197.175 | 197.51 | 197.1 | 197.26 | 5379809.0 |
| 2015-10-05 11:30:00 | SPY | ETF | 197.26 | 197.48 | 197.1 | 197.465 | 4632191.0 |
| 2015-10-05 12:00:00 | SPY | ETF | 197.47 | 197.77 | 197.4 | 197.57 | 6553183.0 |
| 2015-10-05 12:30:00 | SPY | ETF | 197.58 | 197.84 | 197.48 | 197.595 | 5205815.0 |
| 2015-10-05 13:00:00 | SPY | ETF | 197.6 | 198.08 | 197.49 | 197.95 | 5360504.0 |
| 2015-10-05 13:30:00 | SPY | ETF | 197.95 | 198.16 | 197.8309 | 198.08 | 4492864.0 |
| 2015-10-05 14:00:00 | SPY | ETF | 198.08 | 198.48 | 197.98 | 198.43 | 6553314.0 |
| 2015-10-05 14:30:00 | SPY | ETF | 198.44 | 198.68 | 198.3 | 198.4232 | 9353557.0 |
| 2015-10-05 15:00:00 | SPY | ETF | 198.43 | 198.68 | 198.27 | 198.45 | 10258055.0 |
| 2015-10-05 15:30:00 | SPY | ETF | 198.45 | 198.74 | 198.29 | 198.5 | 17435099.0 |
| 2015-10-05 16:00:00 | SPY | ETF | 198.5 | 198.6 | 198.12 | 198.3 | 4844401.0 |
| 2015-10-05 16:30:00 | SPY | ETF | 198.3 | 198.35 | 198.21 | 198.25 | 895736.0 |
| 2015-10-05 17:00:00 | SPY | ETF | 198.25 | 198.25 | 197.7602 | 198.11 | 868140.0 |
| 2015-10-05 17:30:00 | SPY | ETF | 198.11 | 198.47 | 198.0 | 198.05 | 257360.0 |
| 2015-10-05 18:00:00 | SPY | ETF | 198.05 | 198.07 | 197.85 | 198.02 | 287748.0 |
| 2015-10-05 18:30:00 | SPY | ETF | 198.0 | 198.01 | 197.94 | 197.95 | 32161.0 |
| 2015-10-05 19:00:00 | SPY | ETF | 197.98 | 197.99 | 197.88 | 197.88 | 75435.0 |
| 2015-10-05 19:30:00 | SPY | ETF | 197.89 | 198.1 | 197.87 | 198.07 | 154665.0 |
| 2015-10-05 05:30:00 | QQQ | ETF | 104.48 | 104.76 | 104.48 | 104.76 | 15585.0 |
| 2015-10-05 06:00:00 | QQQ | ETF | 104.78 | 104.78 | 104.74 | 104.76 | 4500.0 |
| 2015-10-05 06:30:00 | QQQ | ETF | 104.79 | 104.85 | 104.73 | 104.73 | 4500.0 |
| 2015-10-05 07:00:00 | QQQ | ETF | 104.76 | 104.97 | 104.75 | 104.94 | 51450.0 |
| 2015-10-05 07:30:00 | QQQ | ETF | 104.9 | 104.9 | 104.84 | 104.9 | 19457.0 |
| 2015-10-05 08:00:00 | QQQ | ETF | 104.89 | 104.95 | 104.7 | 104.73 | 126653.0 |
| 2015-10-05 08:30:00 | QQQ | ETF | 104.77 | 104.8 | 104.56 | 104.7 | 180259.0 |
| 2015-10-05 09:00:00 | QQQ | ETF | 104.71 | 104.8 | 104.63 | 104.76 | 279313.0 |
| 2015-10-05 09:30:00 | QQQ | ETF | 104.78 | 104.86 | 104.55 | 104.82 | 5340385.0 |
| 2015-10-05 10:00:00 | QQQ | ETF | 104.81 | 105.21 | 104.6 | 105.13 | 3459715.0 |
| 2015-10-05 10:30:00 | QQQ | ETF | 105.14 | 105.185 | 104.78 | 104.94 | 2358204.0 |
| 2015-10-05 11:00:00 | QQQ | ETF | 104.94 | 105.22 | 104.88 | 104.91 | 1596255.0 |
| 2015-10-05 11:30:00 | QQQ | ETF | 104.9 | 105.0494 | 104.78 | 105.03 | 1585163.0 |
| 2015-10-05 12:00:00 | QQQ | ETF | 105.03 | 105.19 | 104.92 | 105.02 | 1426269.0 |
| 2015-10-05 12:30:00 | QQQ | ETF | 105.02 | 105.18 | 104.97 | 105.02 | 1839568.0 |
| 2015-10-05 13:00:00 | QQQ | ETF | 105.02 | 105.389 | 104.959 | 105.3099 | 1439842.0 |
| 2015-10-05 13:30:00 | QQQ | ETF | 105.3 | 105.53 | 105.27 | 105.49 | 863159.0 |
| 2015-10-05 14:00:00 | QQQ | ETF | 105.47 | 105.67 | 105.395 | 105.63 | 1888811.0 |
> showing 50 of 13,185 rows — these rows as CSV