PREVIEW / etf_30min / 2016-03-28
file: by_date/etf_30min/2016/2016-03-28.parquet size: 376 KB rows: 12,839
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 |
|---|---|---|---|---|---|---|---|
| 2016-03-28 04:00:00 | SPY | ETF | 204.29 | 204.44 | 204.29 | 204.31 | 11005.0 |
| 2016-03-28 04:30:00 | SPY | ETF | 204.24 | 204.24 | 204.15 | 204.18 | 5105.0 |
| 2016-03-28 05:00:00 | SPY | ETF | 204.12 | 204.12 | 204.12 | 204.12 | 1002.0 |
| 2016-03-28 05:30:00 | SPY | ETF | 204.08 | 204.08 | 204.05 | 204.05 | 576.0 |
| 2016-03-28 06:00:00 | SPY | ETF | 204.04 | 204.08 | 203.96 | 203.96 | 26739.0 |
| 2016-03-28 06:30:00 | SPY | ETF | 203.91 | 203.93 | 203.87 | 203.88 | 7110.0 |
| 2016-03-28 07:00:00 | SPY | ETF | 203.87 | 203.96 | 203.87 | 203.91 | 18754.0 |
| 2016-03-28 07:30:00 | SPY | ETF | 203.9 | 203.9 | 203.75 | 203.77 | 71218.0 |
| 2016-03-28 08:00:00 | SPY | ETF | 203.75 | 203.91 | 203.68 | 203.72 | 185713.0 |
| 2016-03-28 08:30:00 | SPY | ETF | 203.72 | 203.83 | 203.61 | 203.67 | 212165.0 |
| 2016-03-28 09:00:00 | SPY | ETF | 203.67 | 203.79 | 203.58 | 203.6 | 254362.0 |
| 2016-03-28 09:30:00 | SPY | ETF | 203.61 | 203.7 | 203.05 | 203.2038 | 6520090.0 |
| 2016-03-28 10:00:00 | SPY | ETF | 203.2 | 203.46 | 203.01 | 203.311 | 5318429.0 |
| 2016-03-28 10:30:00 | SPY | ETF | 203.3175 | 203.32 | 202.705 | 203.015 | 4056580.0 |
| 2016-03-28 11:00:00 | SPY | ETF | 203.02 | 203.18 | 202.8 | 203.08 | 4032512.0 |
| 2016-03-28 11:30:00 | SPY | ETF | 203.09 | 203.33 | 203.03 | 203.26 | 2770743.0 |
| 2016-03-28 12:00:00 | SPY | ETF | 203.26 | 203.35 | 203.04 | 203.25 | 2522585.0 |
| 2016-03-28 12:30:00 | SPY | ETF | 203.26 | 203.67 | 203.22 | 203.6487 | 2679911.0 |
| 2016-03-28 13:00:00 | SPY | ETF | 203.64 | 203.66 | 203.41 | 203.44 | 2019396.0 |
| 2016-03-28 13:30:00 | SPY | ETF | 203.44 | 203.66 | 203.43 | 203.59 | 1880060.0 |
| 2016-03-28 14:00:00 | SPY | ETF | 203.59 | 203.86 | 203.48 | 203.557 | 3272813.0 |
| 2016-03-28 14:30:00 | SPY | ETF | 203.55 | 203.5592 | 203.11 | 203.265 | 4250046.0 |
| 2016-03-28 15:00:00 | SPY | ETF | 203.26 | 203.67 | 203.23 | 203.39 | 6311540.0 |
| 2016-03-28 15:30:00 | SPY | ETF | 203.4 | 203.52 | 203.08 | 203.26 | 8512072.0 |
| 2016-03-28 16:00:00 | SPY | ETF | 203.25 | 203.42 | 203.19 | 203.27 | 3904375.0 |
| 2016-03-28 16:30:00 | SPY | ETF | 203.27 | 203.33 | 203.23 | 203.27 | 186213.0 |
| 2016-03-28 17:00:00 | SPY | ETF | 203.24 | 203.32 | 203.21 | 203.26 | 38210.0 |
| 2016-03-28 17:30:00 | SPY | ETF | 203.26 | 203.29 | 203.15 | 203.23 | 41307.0 |
| 2016-03-28 18:00:00 | SPY | ETF | 203.18 | 203.37 | 203.16 | 203.37 | 557402.0 |
| 2016-03-28 18:30:00 | SPY | ETF | 203.36 | 203.45 | 203.36 | 203.45 | 23455.0 |
| 2016-03-28 19:00:00 | SPY | ETF | 203.43 | 203.43 | 203.33 | 203.35 | 12290.0 |
| 2016-03-28 19:30:00 | SPY | ETF | 203.35 | 203.41 | 203.18 | 203.22 | 34226.0 |
| 2016-03-28 04:00:00 | QQQ | ETF | 107.98 | 107.99 | 107.89 | 107.94 | 827.0 |
| 2016-03-28 05:00:00 | QQQ | ETF | 107.79 | 107.79 | 107.79 | 107.79 | 300.0 |
| 2016-03-28 07:00:00 | QQQ | ETF | 107.63 | 107.66 | 107.63 | 107.64 | 12794.0 |
| 2016-03-28 07:30:00 | QQQ | ETF | 107.6 | 107.6 | 107.56 | 107.56 | 1658.0 |
| 2016-03-28 08:00:00 | QQQ | ETF | 107.57 | 107.62 | 107.57 | 107.57 | 12388.0 |
| 2016-03-28 08:30:00 | QQQ | ETF | 107.61 | 107.64 | 107.58 | 107.58 | 4145.0 |
| 2016-03-28 09:00:00 | QQQ | ETF | 107.6 | 107.69 | 107.56 | 107.56 | 57350.0 |
| 2016-03-28 09:30:00 | QQQ | ETF | 107.56 | 107.58 | 106.92 | 107.105 | 1878479.0 |
| 2016-03-28 10:00:00 | QQQ | ETF | 107.1 | 107.48 | 107.02 | 107.417 | 1562959.0 |
| 2016-03-28 10:30:00 | QQQ | ETF | 107.41 | 107.41 | 107.028 | 107.18 | 723372.0 |
| 2016-03-28 11:00:00 | QQQ | ETF | 107.18 | 107.27 | 107.05 | 107.24 | 610785.0 |
| 2016-03-28 11:30:00 | QQQ | ETF | 107.25 | 107.39 | 107.19 | 107.36 | 693761.0 |
| 2016-03-28 12:00:00 | QQQ | ETF | 107.36 | 107.39 | 107.15 | 107.25 | 824159.0 |
| 2016-03-28 12:30:00 | QQQ | ETF | 107.26 | 107.44 | 107.2076 | 107.38 | 512717.0 |
| 2016-03-28 13:00:00 | QQQ | ETF | 107.38 | 107.38 | 107.15 | 107.19 | 729350.0 |
| 2016-03-28 13:30:00 | QQQ | ETF | 107.19 | 107.3399 | 107.16 | 107.31 | 556031.0 |
| 2016-03-28 14:00:00 | QQQ | ETF | 107.32 | 107.48 | 107.24 | 107.3 | 592559.0 |
| 2016-03-28 14:30:00 | QQQ | ETF | 107.29 | 107.29 | 106.975 | 107.06 | 976472.0 |
> showing 50 of 12,839 rows — these rows as CSV