PREVIEW / etf_30min / 2015-12-10
file: by_date/etf_30min/2015/2015-12-10.parquet size: 381 KB rows: 12,771
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 |
|---|---|---|---|---|---|---|---|
| 2015-12-10 04:00:00 | SPY | ETF | 205.55 | 206.0 | 205.55 | 205.92 | 6856.0 |
| 2015-12-10 04:30:00 | SPY | ETF | 205.99 | 206.1 | 205.64 | 205.73 | 8673.0 |
| 2015-12-10 05:00:00 | SPY | ETF | 205.78 | 205.91 | 205.78 | 205.87 | 10279.0 |
| 2015-12-10 05:30:00 | SPY | ETF | 205.9 | 206.11 | 205.86 | 205.94 | 19481.0 |
| 2015-12-10 06:00:00 | SPY | ETF | 205.93 | 206.03 | 205.54 | 205.62 | 19413.0 |
| 2015-12-10 06:30:00 | SPY | ETF | 205.64 | 205.71 | 205.42 | 205.5 | 19572.0 |
| 2015-12-10 07:00:00 | SPY | ETF | 205.67 | 205.73 | 205.3 | 205.47 | 34243.0 |
| 2015-12-10 07:30:00 | SPY | ETF | 205.48 | 205.59 | 205.18 | 205.58 | 92881.0 |
| 2015-12-10 08:00:00 | SPY | ETF | 205.38 | 205.79 | 205.21 | 205.55 | 815145.0 |
| 2015-12-10 08:30:00 | SPY | ETF | 205.57 | 205.6 | 205.21 | 205.22 | 562580.0 |
| 2015-12-10 09:00:00 | SPY | ETF | 205.21 | 205.58 | 205.2 | 205.44 | 430203.0 |
| 2015-12-10 09:30:00 | SPY | ETF | 205.42 | 206.2 | 205.2 | 205.4801 | 11869403.0 |
| 2015-12-10 10:00:00 | SPY | ETF | 205.46 | 206.1 | 205.14 | 205.98 | 8618330.0 |
| 2015-12-10 10:30:00 | SPY | ETF | 205.99 | 206.99 | 205.85 | 206.48 | 10949289.0 |
| 2015-12-10 11:00:00 | SPY | ETF | 206.475 | 206.73 | 206.27 | 206.37 | 6142982.0 |
| 2015-12-10 11:30:00 | SPY | ETF | 206.36 | 206.42 | 205.89 | 206.095 | 5899885.0 |
| 2015-12-10 12:00:00 | SPY | ETF | 206.09 | 206.285 | 205.5505 | 205.89 | 4418377.0 |
| 2015-12-10 12:30:00 | SPY | ETF | 205.89 | 206.55 | 205.6001 | 206.45 | 6528469.0 |
| 2015-12-10 13:00:00 | SPY | ETF | 206.46 | 206.58 | 206.135 | 206.367 | 5961280.0 |
| 2015-12-10 13:30:00 | SPY | ETF | 206.37 | 206.715 | 206.35 | 206.487 | 3295430.0 |
| 2015-12-10 14:00:00 | SPY | ETF | 206.5088 | 207.31 | 206.45 | 207.305 | 5835863.0 |
| 2015-12-10 14:30:00 | SPY | ETF | 207.31 | 207.43 | 206.84 | 206.93 | 8370131.0 |
| 2015-12-10 15:00:00 | SPY | ETF | 206.93 | 207.01 | 205.89 | 206.22 | 10863387.0 |
| 2015-12-10 15:30:00 | SPY | ETF | 206.21 | 206.34 | 205.61 | 205.82 | 12859742.0 |
| 2015-12-10 16:00:00 | SPY | ETF | 205.83 | 205.91 | 205.55 | 205.58 | 3615667.0 |
| 2015-12-10 16:30:00 | SPY | ETF | 205.56 | 205.82 | 205.55 | 205.8 | 399956.0 |
| 2015-12-10 17:00:00 | SPY | ETF | 205.81 | 205.97 | 205.75 | 205.87 | 251385.0 |
| 2015-12-10 17:30:00 | SPY | ETF | 205.89 | 205.89 | 205.79 | 205.85 | 110086.0 |
| 2015-12-10 18:00:00 | SPY | ETF | 205.81 | 205.94 | 205.75 | 205.94 | 37620.0 |
| 2015-12-10 18:30:00 | SPY | ETF | 205.89 | 205.91 | 205.82 | 205.82 | 16127.0 |
| 2015-12-10 19:00:00 | SPY | ETF | 205.86 | 206.23 | 205.86 | 206.16 | 64546.0 |
| 2015-12-10 19:30:00 | SPY | ETF | 206.12 | 206.2 | 206.05 | 206.13 | 60541.0 |
| 2015-12-10 20:00:00 | SPY | ETF | 205.8419 | 205.8419 | 205.8419 | 205.8419 | 1000000.0 |
| 2015-12-10 04:30:00 | QQQ | ETF | 113.33 | 113.33 | 113.17 | 113.17 | 900.0 |
| 2015-12-10 05:30:00 | QQQ | ETF | 113.33 | 113.33 | 113.33 | 113.33 | 6250.0 |
| 2015-12-10 06:00:00 | QQQ | ETF | 113.29 | 113.29 | 113.12 | 113.12 | 2900.0 |
| 2015-12-10 06:30:00 | QQQ | ETF | 113.12 | 113.24 | 113.01 | 113.11 | 3650.0 |
| 2015-12-10 07:00:00 | QQQ | ETF | 113.09 | 113.13 | 112.93 | 113.0 | 11250.0 |
| 2015-12-10 07:30:00 | QQQ | ETF | 112.99 | 113.09 | 112.87 | 113.09 | 19222.0 |
| 2015-12-10 08:00:00 | QQQ | ETF | 113.0 | 113.17 | 112.98 | 113.09 | 37967.0 |
| 2015-12-10 08:30:00 | QQQ | ETF | 113.05 | 113.14 | 112.98 | 113.06 | 46449.0 |
| 2015-12-10 09:00:00 | QQQ | ETF | 113.09 | 113.21 | 113.08 | 113.14 | 81465.0 |
| 2015-12-10 09:30:00 | QQQ | ETF | 113.15 | 113.5265 | 112.84 | 113.05 | 4511023.0 |
| 2015-12-10 10:00:00 | QQQ | ETF | 113.04 | 113.42 | 112.811 | 113.3 | 2378739.0 |
| 2015-12-10 10:30:00 | QQQ | ETF | 113.31 | 113.82 | 113.221 | 113.51 | 3448671.0 |
| 2015-12-10 11:00:00 | QQQ | ETF | 113.505 | 113.6874 | 113.42 | 113.46 | 1243532.0 |
| 2015-12-10 11:30:00 | QQQ | ETF | 113.46 | 113.48 | 113.3 | 113.4 | 1372783.0 |
| 2015-12-10 12:00:00 | QQQ | ETF | 113.405 | 113.49 | 113.1 | 113.29 | 1056445.0 |
| 2015-12-10 12:30:00 | QQQ | ETF | 113.3 | 113.64 | 113.15 | 113.58 | 1252165.0 |
| 2015-12-10 13:00:00 | QQQ | ETF | 113.59 | 113.68 | 113.48 | 113.57 | 759253.0 |
> showing 50 of 12,771 rows — these rows as CSV