PREVIEW / etf_30min / 2015-10-20
file: by_date/etf_30min/2015/2015-10-20.parquet size: 362 KB rows: 12,358
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 |
|---|---|---|---|---|---|---|---|
| 2015-10-20 04:00:00 | SPY | ETF | 203.45 | 203.45 | 202.83 | 202.83 | 4403.0 |
| 2015-10-20 04:30:00 | SPY | ETF | 202.82 | 202.93 | 202.66 | 202.68 | 11763.0 |
| 2015-10-20 05:00:00 | SPY | ETF | 202.63 | 202.7 | 202.57 | 202.7 | 2483.0 |
| 2015-10-20 05:30:00 | SPY | ETF | 202.76 | 202.8 | 202.69 | 202.69 | 9479.0 |
| 2015-10-20 06:00:00 | SPY | ETF | 202.7 | 202.75 | 202.65 | 202.65 | 4864.0 |
| 2015-10-20 06:30:00 | SPY | ETF | 202.65 | 202.82 | 202.62 | 202.78 | 13561.0 |
| 2015-10-20 07:00:00 | SPY | ETF | 202.73 | 203.0 | 202.73 | 202.97 | 14321.0 |
| 2015-10-20 07:30:00 | SPY | ETF | 203.02 | 203.03 | 202.95 | 203.01 | 55679.0 |
| 2015-10-20 08:00:00 | SPY | ETF | 203.02 | 203.2 | 202.73 | 203.0 | 285617.0 |
| 2015-10-20 08:30:00 | SPY | ETF | 203.01 | 203.15 | 202.96 | 202.99 | 235046.0 |
| 2015-10-20 09:00:00 | SPY | ETF | 202.99 | 203.09 | 202.81 | 202.85 | 401700.0 |
| 2015-10-20 09:30:00 | SPY | ETF | 202.85 | 203.28 | 202.64 | 203.2589 | 7873238.0 |
| 2015-10-20 10:00:00 | SPY | ETF | 203.26 | 203.56 | 203.13 | 203.42 | 8668222.0 |
| 2015-10-20 10:30:00 | SPY | ETF | 203.42 | 203.84 | 203.28 | 203.7 | 5363003.0 |
| 2015-10-20 11:00:00 | SPY | ETF | 203.7 | 203.71 | 203.05 | 203.41 | 5827104.0 |
| 2015-10-20 11:30:00 | SPY | ETF | 203.41 | 203.43 | 202.91 | 203.09 | 3430993.0 |
| 2015-10-20 12:00:00 | SPY | ETF | 203.085 | 203.24 | 202.85 | 203.09 | 3630484.0 |
| 2015-10-20 12:30:00 | SPY | ETF | 203.09 | 203.1165 | 202.75 | 203.05 | 3576365.0 |
| 2015-10-20 13:00:00 | SPY | ETF | 203.05 | 203.17 | 202.71 | 202.8 | 2701595.0 |
| 2015-10-20 13:30:00 | SPY | ETF | 202.8 | 202.83 | 202.5471 | 202.75 | 3441390.0 |
| 2015-10-20 14:00:00 | SPY | ETF | 202.75 | 202.93 | 202.6 | 202.89 | 3095908.0 |
| 2015-10-20 14:30:00 | SPY | ETF | 202.9 | 203.22 | 202.76 | 203.22 | 4795478.0 |
| 2015-10-20 15:00:00 | SPY | ETF | 203.22 | 203.36 | 202.96 | 203.26 | 6348465.0 |
| 2015-10-20 15:30:00 | SPY | ETF | 203.26 | 203.3 | 202.86 | 203.07 | 10940665.0 |
| 2015-10-20 16:00:00 | SPY | ETF | 203.09 | 203.12 | 202.7 | 202.8 | 5202018.0 |
| 2015-10-20 16:30:00 | SPY | ETF | 202.8 | 203.1153 | 202.62 | 202.67 | 1809559.0 |
| 2015-10-20 17:00:00 | SPY | ETF | 202.7 | 202.75 | 202.7 | 202.73 | 35526.0 |
| 2015-10-20 17:30:00 | SPY | ETF | 202.71 | 202.75 | 202.65 | 202.65 | 43853.0 |
| 2015-10-20 18:00:00 | SPY | ETF | 202.65 | 202.65 | 202.3 | 202.44 | 147128.0 |
| 2015-10-20 18:30:00 | SPY | ETF | 202.42 | 202.6 | 202.42 | 202.59 | 22667.0 |
| 2015-10-20 19:00:00 | SPY | ETF | 202.62 | 202.69 | 202.54 | 202.65 | 10141.0 |
| 2015-10-20 19:30:00 | SPY | ETF | 202.63 | 202.66 | 202.55 | 202.55 | 20413.0 |
| 2015-10-20 04:00:00 | QQQ | ETF | 108.66 | 108.66 | 108.5 | 108.57 | 6613.0 |
| 2015-10-20 05:00:00 | QQQ | ETF | 108.42 | 108.42 | 108.42 | 108.42 | 6250.0 |
| 2015-10-20 06:00:00 | QQQ | ETF | 108.46 | 108.51 | 108.46 | 108.48 | 2100.0 |
| 2015-10-20 06:30:00 | QQQ | ETF | 108.44 | 108.5 | 108.44 | 108.5 | 5143.0 |
| 2015-10-20 07:00:00 | QQQ | ETF | 108.53 | 108.63 | 108.53 | 108.59 | 4098.0 |
| 2015-10-20 07:30:00 | QQQ | ETF | 108.63 | 108.63 | 108.58 | 108.62 | 1020.0 |
| 2015-10-20 08:00:00 | QQQ | ETF | 108.61 | 108.72 | 108.53 | 108.62 | 16985.0 |
| 2015-10-20 08:30:00 | QQQ | ETF | 108.66 | 108.73 | 108.65 | 108.65 | 34177.0 |
| 2015-10-20 09:00:00 | QQQ | ETF | 108.65 | 108.72 | 108.53 | 108.56 | 257532.0 |
| 2015-10-20 09:30:00 | QQQ | ETF | 108.54 | 108.65 | 108.27 | 108.55 | 2476939.0 |
| 2015-10-20 10:00:00 | QQQ | ETF | 108.57 | 108.78 | 108.5 | 108.68 | 2008652.0 |
| 2015-10-20 10:30:00 | QQQ | ETF | 108.68 | 108.7599 | 108.54 | 108.64 | 1239150.0 |
| 2015-10-20 11:00:00 | QQQ | ETF | 108.64 | 108.64 | 108.21 | 108.54 | 1852664.0 |
| 2015-10-20 11:30:00 | QQQ | ETF | 108.53 | 108.54 | 108.22 | 108.34 | 1201962.0 |
| 2015-10-20 12:00:00 | QQQ | ETF | 108.33 | 108.45 | 108.139 | 108.3 | 1307550.0 |
| 2015-10-20 12:30:00 | QQQ | ETF | 108.3 | 108.37 | 108.0311 | 108.36 | 1350560.0 |
| 2015-10-20 13:00:00 | QQQ | ETF | 108.35 | 108.35 | 107.96 | 108.04 | 1085503.0 |
| 2015-10-20 13:30:00 | QQQ | ETF | 108.0368 | 108.059 | 107.81 | 107.97 | 1200912.0 |
> showing 50 of 12,358 rows — these rows as CSV