PREVIEW / etf_30min / 2016-03-09
file: by_date/etf_30min/2016/2016-03-09.parquet size: 382 KB rows: 12,968
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 |
|---|---|---|---|---|---|---|---|
| 2016-03-09 04:00:00 | SPY | ETF | 198.88 | 199.57 | 198.88 | 199.49 | 11248.0 |
| 2016-03-09 04:30:00 | SPY | ETF | 199.31 | 199.43 | 199.27 | 199.3 | 9211.0 |
| 2016-03-09 05:00:00 | SPY | ETF | 199.15 | 199.3 | 199.12 | 199.14 | 5829.0 |
| 2016-03-09 05:30:00 | SPY | ETF | 199.06 | 199.48 | 199.01 | 199.48 | 17239.0 |
| 2016-03-09 06:00:00 | SPY | ETF | 199.44 | 199.73 | 199.38 | 199.62 | 130771.0 |
| 2016-03-09 06:30:00 | SPY | ETF | 199.66 | 199.74 | 199.56 | 199.67 | 35283.0 |
| 2016-03-09 07:00:00 | SPY | ETF | 199.69 | 199.99 | 199.66 | 199.78 | 171635.0 |
| 2016-03-09 07:30:00 | SPY | ETF | 199.77 | 199.8 | 199.59 | 199.6 | 183442.0 |
| 2016-03-09 08:00:00 | SPY | ETF | 199.7 | 199.91 | 198.61 | 199.55 | 490339.0 |
| 2016-03-09 08:30:00 | SPY | ETF | 199.56 | 199.61 | 199.35 | 199.48 | 319797.0 |
| 2016-03-09 09:00:00 | SPY | ETF | 199.49 | 199.56 | 199.27 | 199.35 | 589004.0 |
| 2016-03-09 09:30:00 | SPY | ETF | 199.36 | 199.44 | 198.87 | 199.21 | 9266576.0 |
| 2016-03-09 10:00:00 | SPY | ETF | 199.21 | 199.33 | 198.78 | 199.05 | 6307592.0 |
| 2016-03-09 10:30:00 | SPY | ETF | 199.06 | 199.69 | 198.43 | 198.73 | 11066845.0 |
| 2016-03-09 11:00:00 | SPY | ETF | 198.739 | 199.57 | 198.7 | 199.475 | 6106237.0 |
| 2016-03-09 11:30:00 | SPY | ETF | 199.4799 | 199.79 | 199.344 | 199.71 | 5673251.0 |
| 2016-03-09 12:00:00 | SPY | ETF | 199.72 | 199.73 | 199.45 | 199.55 | 2961597.0 |
| 2016-03-09 12:30:00 | SPY | ETF | 199.55 | 199.645 | 198.98 | 199.02 | 4175312.0 |
| 2016-03-09 13:00:00 | SPY | ETF | 199.02 | 199.13 | 198.83 | 198.9436 | 3073351.0 |
| 2016-03-09 13:30:00 | SPY | ETF | 198.955 | 199.49 | 198.9458 | 199.4 | 3175620.0 |
| 2016-03-09 14:00:00 | SPY | ETF | 199.4 | 199.53 | 199.2 | 199.42 | 3377940.0 |
| 2016-03-09 14:30:00 | SPY | ETF | 199.42 | 199.44 | 199.11 | 199.2851 | 5994984.0 |
| 2016-03-09 15:00:00 | SPY | ETF | 199.28 | 199.34 | 198.84 | 199.08 | 5756458.0 |
| 2016-03-09 15:30:00 | SPY | ETF | 199.07 | 199.44 | 198.975 | 199.42 | 12064478.0 |
| 2016-03-09 16:00:00 | SPY | ETF | 199.41 | 199.68 | 199.1044 | 199.53 | 7989760.0 |
| 2016-03-09 16:30:00 | SPY | ETF | 199.53 | 199.64 | 199.38 | 199.55 | 1052909.0 |
| 2016-03-09 17:00:00 | SPY | ETF | 199.54 | 199.56 | 199.4 | 199.43 | 104506.0 |
| 2016-03-09 17:30:00 | SPY | ETF | 199.47 | 199.52 | 199.43 | 199.52 | 39710.0 |
| 2016-03-09 18:00:00 | SPY | ETF | 199.53 | 199.67 | 199.53 | 199.65 | 146594.0 |
| 2016-03-09 18:30:00 | SPY | ETF | 199.61 | 199.61 | 199.47 | 199.49 | 37844.0 |
| 2016-03-09 19:00:00 | SPY | ETF | 199.52 | 199.57 | 199.39 | 199.42 | 32207.0 |
| 2016-03-09 19:30:00 | SPY | ETF | 199.4 | 199.47 | 199.38 | 199.43 | 22484.0 |
| 2016-03-09 04:30:00 | QQQ | ETF | 104.68 | 104.68 | 104.68 | 104.68 | 100.0 |
| 2016-03-09 05:30:00 | QQQ | ETF | 104.7 | 104.72 | 104.7 | 104.72 | 400.0 |
| 2016-03-09 06:00:00 | QQQ | ETF | 104.81 | 104.9 | 104.81 | 104.86 | 1798.0 |
| 2016-03-09 06:30:00 | QQQ | ETF | 104.86 | 104.89 | 104.76 | 104.85 | 4966.0 |
| 2016-03-09 07:00:00 | QQQ | ETF | 104.88 | 104.96 | 104.85 | 104.85 | 27592.0 |
| 2016-03-09 07:30:00 | QQQ | ETF | 104.86 | 104.86 | 104.79 | 104.79 | 5070.0 |
| 2016-03-09 08:00:00 | QQQ | ETF | 104.77 | 104.85 | 104.77 | 104.78 | 34727.0 |
| 2016-03-09 08:30:00 | QQQ | ETF | 104.75 | 104.75 | 104.6 | 104.67 | 32046.0 |
| 2016-03-09 09:00:00 | QQQ | ETF | 104.71 | 104.74 | 104.51 | 104.57 | 86000.0 |
| 2016-03-09 09:30:00 | QQQ | ETF | 104.57 | 104.6 | 103.96 | 104.18 | 4348798.0 |
| 2016-03-09 10:00:00 | QQQ | ETF | 104.18 | 104.4899 | 104.13 | 104.4374 | 2394587.0 |
| 2016-03-09 10:30:00 | QQQ | ETF | 104.43 | 104.815 | 104.04 | 104.13 | 2632606.0 |
| 2016-03-09 11:00:00 | QQQ | ETF | 104.13 | 104.6 | 104.12 | 104.55 | 1556218.0 |
| 2016-03-09 11:30:00 | QQQ | ETF | 104.56 | 104.76 | 104.53 | 104.71 | 1450892.0 |
| 2016-03-09 12:00:00 | QQQ | ETF | 104.71 | 104.72 | 104.56 | 104.66 | 738808.0 |
| 2016-03-09 12:30:00 | QQQ | ETF | 104.66 | 104.7 | 104.35 | 104.39 | 1139748.0 |
| 2016-03-09 13:00:00 | QQQ | ETF | 104.385 | 104.56 | 104.33 | 104.435 | 975867.0 |
| 2016-03-09 13:30:00 | QQQ | ETF | 104.44 | 104.8099 | 104.44 | 104.74 | 1123821.0 |
> showing 50 of 12,968 rows — these rows as CSV