PREVIEW / etf_30min / 2016-01-04
file: by_date/etf_30min/2016/2016-01-04.parquet size: 423 KB rows: 14,387
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 |
|---|---|---|---|---|---|---|---|
| 2016-01-04 04:00:00 | SPY | ETF | 201.18 | 201.39 | 200.83 | 201.38 | 23952.0 |
| 2016-01-04 04:30:00 | SPY | ETF | 201.36 | 201.39 | 200.84 | 200.84 | 17794.0 |
| 2016-01-04 05:00:00 | SPY | ETF | 200.87 | 201.13 | 200.86 | 201.04 | 40158.0 |
| 2016-01-04 05:30:00 | SPY | ETF | 200.93 | 201.11 | 200.75 | 201.11 | 92697.0 |
| 2016-01-04 06:00:00 | SPY | ETF | 201.08 | 201.12 | 200.59 | 200.65 | 123672.0 |
| 2016-01-04 06:30:00 | SPY | ETF | 200.64 | 200.74 | 200.26 | 200.4 | 145037.0 |
| 2016-01-04 07:00:00 | SPY | ETF | 200.29 | 200.52 | 199.98 | 200.22 | 644954.0 |
| 2016-01-04 07:30:00 | SPY | ETF | 200.2 | 200.65 | 200.1 | 200.5 | 324151.0 |
| 2016-01-04 08:00:00 | SPY | ETF | 200.5 | 200.85 | 200.07 | 200.76 | 622804.0 |
| 2016-01-04 08:30:00 | SPY | ETF | 200.75 | 200.86 | 200.28 | 200.34 | 883654.0 |
| 2016-01-04 09:00:00 | SPY | ETF | 200.35 | 200.56 | 200.18 | 200.49 | 989201.0 |
| 2016-01-04 09:30:00 | SPY | ETF | 200.49 | 200.53 | 199.59 | 200.22 | 25622978.0 |
| 2016-01-04 10:00:00 | SPY | ETF | 200.22 | 200.32 | 199.4 | 199.84 | 20787894.0 |
| 2016-01-04 10:30:00 | SPY | ETF | 199.84 | 199.86 | 199.11 | 199.14 | 14652945.0 |
| 2016-01-04 11:00:00 | SPY | ETF | 199.15 | 199.18 | 198.59 | 199.145 | 20827095.0 |
| 2016-01-04 11:30:00 | SPY | ETF | 199.14 | 199.59 | 199.03 | 199.38 | 14101504.0 |
| 2016-01-04 12:00:00 | SPY | ETF | 199.39 | 199.54 | 199.14 | 199.37 | 12259937.0 |
| 2016-01-04 12:30:00 | SPY | ETF | 199.37 | 200.0 | 199.14 | 199.7901 | 9279421.0 |
| 2016-01-04 13:00:00 | SPY | ETF | 199.8 | 200.28 | 199.69 | 199.915 | 12615099.0 |
| 2016-01-04 13:30:00 | SPY | ETF | 199.91 | 200.17 | 199.81 | 199.91 | 8074152.0 |
| 2016-01-04 14:00:00 | SPY | ETF | 199.91 | 200.16 | 199.5 | 199.9149 | 9040035.0 |
| 2016-01-04 14:30:00 | SPY | ETF | 199.92 | 199.98 | 199.32 | 199.6 | 10197377.0 |
| 2016-01-04 15:00:00 | SPY | ETF | 199.6 | 199.62 | 198.99 | 199.21 | 16376470.0 |
| 2016-01-04 15:30:00 | SPY | ETF | 199.2165 | 201.03 | 199.21 | 200.99 | 28123127.0 |
| 2016-01-04 16:00:00 | SPY | ETF | 200.99 | 201.49 | 200.89 | 201.45 | 10868264.0 |
| 2016-01-04 16:30:00 | SPY | ETF | 201.45 | 201.51 | 200.9143 | 201.45 | 1542002.0 |
| 2016-01-04 17:00:00 | SPY | ETF | 201.46 | 203.89 | 201.01 | 201.54 | 1072431.0 |
| 2016-01-04 17:30:00 | SPY | ETF | 201.55 | 201.56 | 201.41 | 201.46 | 219216.0 |
| 2016-01-04 18:00:00 | SPY | ETF | 201.46 | 201.76 | 201.43 | 201.71 | 296062.0 |
| 2016-01-04 18:30:00 | SPY | ETF | 201.71 | 201.74 | 201.63 | 201.7 | 32809.0 |
| 2016-01-04 19:00:00 | SPY | ETF | 201.73 | 201.83 | 201.68 | 201.76 | 99658.0 |
| 2016-01-04 19:30:00 | SPY | ETF | 201.76 | 201.76 | 201.61 | 201.69 | 368686.0 |
| 2016-01-04 04:00:00 | QQQ | ETF | 110.24 | 110.24 | 109.99 | 110.17 | 5107.0 |
| 2016-01-04 04:30:00 | QQQ | ETF | 110.26 | 110.26 | 110.0 | 110.0 | 12900.0 |
| 2016-01-04 05:00:00 | QQQ | ETF | 110.07 | 110.07 | 110.02 | 110.03 | 1100.0 |
| 2016-01-04 05:30:00 | QQQ | ETF | 109.95 | 110.11 | 109.95 | 110.11 | 1100.0 |
| 2016-01-04 06:00:00 | QQQ | ETF | 110.09 | 110.1 | 109.85 | 109.85 | 3770.0 |
| 2016-01-04 06:30:00 | QQQ | ETF | 109.8 | 109.8 | 109.6 | 109.6 | 8820.0 |
| 2016-01-04 07:00:00 | QQQ | ETF | 109.58 | 109.64 | 109.41 | 109.53 | 33500.0 |
| 2016-01-04 07:30:00 | QQQ | ETF | 109.52 | 109.69 | 109.5 | 109.66 | 50406.0 |
| 2016-01-04 08:00:00 | QQQ | ETF | 109.66 | 109.79 | 109.57 | 109.76 | 85956.0 |
| 2016-01-04 08:30:00 | QQQ | ETF | 109.75 | 109.8 | 109.46 | 109.46 | 69259.0 |
| 2016-01-04 09:00:00 | QQQ | ETF | 109.47 | 109.52 | 109.39 | 109.44 | 304012.0 |
| 2016-01-04 09:30:00 | QQQ | ETF | 109.43 | 109.45 | 108.83 | 109.11 | 8095759.0 |
| 2016-01-04 10:00:00 | QQQ | ETF | 109.11 | 109.11 | 108.52 | 108.69 | 5070974.0 |
| 2016-01-04 10:30:00 | QQQ | ETF | 108.69 | 108.88 | 108.41 | 108.45 | 3012047.0 |
| 2016-01-04 11:00:00 | QQQ | ETF | 108.45 | 108.55 | 108.12 | 108.52 | 3786818.0 |
| 2016-01-04 11:30:00 | QQQ | ETF | 108.51 | 108.8899 | 108.41 | 108.76 | 1921945.0 |
| 2016-01-04 12:00:00 | QQQ | ETF | 108.74 | 108.79 | 108.54 | 108.69 | 1193444.0 |
| 2016-01-04 12:30:00 | QQQ | ETF | 108.695 | 109.0625 | 108.551 | 108.98 | 1799075.0 |
> showing 50 of 14,387 rows — these rows as CSV