PREVIEW / etf_30min / 2016-05-31
file: by_date/etf_30min/2016/2016-05-31.parquet size: 396 KB rows: 13,456
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 |
|---|---|---|---|---|---|---|---|
| 2016-05-31 04:00:00 | SPY | ETF | 210.17 | 210.28 | 210.1 | 210.28 | 6750.0 |
| 2016-05-31 04:30:00 | SPY | ETF | 210.31 | 210.31 | 210.19 | 210.21 | 10389.0 |
| 2016-05-31 05:00:00 | SPY | ETF | 210.19 | 210.3 | 210.19 | 210.26 | 3722.0 |
| 2016-05-31 05:30:00 | SPY | ETF | 210.28 | 210.37 | 210.26 | 210.37 | 6014.0 |
| 2016-05-31 06:00:00 | SPY | ETF | 210.4 | 210.43 | 210.36 | 210.36 | 5769.0 |
| 2016-05-31 06:30:00 | SPY | ETF | 210.33 | 210.36 | 210.26 | 210.26 | 8295.0 |
| 2016-05-31 07:00:00 | SPY | ETF | 210.36 | 210.45 | 210.27 | 210.39 | 42192.0 |
| 2016-05-31 07:30:00 | SPY | ETF | 210.39 | 210.61 | 210.39 | 210.58 | 94009.0 |
| 2016-05-31 08:00:00 | SPY | ETF | 210.59 | 210.63 | 210.32 | 210.63 | 161827.0 |
| 2016-05-31 08:30:00 | SPY | ETF | 210.63 | 210.63 | 210.47 | 210.54 | 272114.0 |
| 2016-05-31 09:00:00 | SPY | ETF | 210.54 | 210.63 | 210.52 | 210.55 | 385642.0 |
| 2016-05-31 09:30:00 | SPY | ETF | 210.56 | 210.64 | 210.29 | 210.3908 | 7228878.0 |
| 2016-05-31 10:00:00 | SPY | ETF | 210.4 | 210.69 | 210.395 | 210.59 | 5081655.0 |
| 2016-05-31 10:30:00 | SPY | ETF | 210.59 | 210.68 | 210.11 | 210.27 | 6954816.0 |
| 2016-05-31 11:00:00 | SPY | ETF | 210.25 | 210.265 | 209.84 | 210.02 | 6118081.0 |
| 2016-05-31 11:30:00 | SPY | ETF | 210.02 | 210.1 | 209.78 | 209.85 | 5154300.0 |
| 2016-05-31 12:00:00 | SPY | ETF | 209.85 | 209.85 | 209.65 | 209.76 | 4110074.0 |
| 2016-05-31 12:30:00 | SPY | ETF | 209.765 | 209.87 | 209.68 | 209.745 | 2972814.0 |
| 2016-05-31 13:00:00 | SPY | ETF | 209.74 | 210.01 | 209.62 | 209.99 | 3384040.0 |
| 2016-05-31 13:30:00 | SPY | ETF | 209.99 | 210.01 | 209.735 | 209.788 | 3227320.0 |
| 2016-05-31 14:00:00 | SPY | ETF | 209.78 | 209.78 | 209.21 | 209.48 | 6764043.0 |
| 2016-05-31 14:30:00 | SPY | ETF | 209.4775 | 209.49 | 209.26 | 209.3 | 4204731.0 |
| 2016-05-31 15:00:00 | SPY | ETF | 209.305 | 209.68 | 209.18 | 209.68 | 6281193.0 |
| 2016-05-31 15:30:00 | SPY | ETF | 209.675 | 210.27 | 209.67 | 209.9 | 21662080.0 |
| 2016-05-31 16:00:00 | SPY | ETF | 209.89 | 210.1465 | 209.62 | 210.01 | 18645177.0 |
| 2016-05-31 16:30:00 | SPY | ETF | 210.01 | 210.08 | 209.98 | 209.99 | 1925402.0 |
| 2016-05-31 17:00:00 | SPY | ETF | 209.97 | 210.08 | 209.86 | 209.89 | 157183.0 |
| 2016-05-31 17:30:00 | SPY | ETF | 209.89 | 209.94 | 209.87 | 209.92 | 49358.0 |
| 2016-05-31 18:00:00 | SPY | ETF | 209.93 | 210.07 | 209.87 | 210.05 | 146296.0 |
| 2016-05-31 18:30:00 | SPY | ETF | 210.04 | 210.09 | 210.03 | 210.09 | 14262.0 |
| 2016-05-31 19:00:00 | SPY | ETF | 210.07 | 210.1 | 210.07 | 210.09 | 3150.0 |
| 2016-05-31 19:30:00 | SPY | ETF | 210.08 | 210.08 | 209.9666 | 210.08 | 42118.0 |
| 2016-05-31 04:00:00 | QQQ | ETF | 110.26 | 110.26 | 110.26 | 110.26 | 100.0 |
| 2016-05-31 04:30:00 | QQQ | ETF | 110.3 | 110.3 | 110.26 | 110.26 | 1097.0 |
| 2016-05-31 05:00:00 | QQQ | ETF | 110.29 | 110.29 | 110.29 | 110.29 | 3540.0 |
| 2016-05-31 05:30:00 | QQQ | ETF | 110.28 | 110.28 | 110.28 | 110.28 | 3500.0 |
| 2016-05-31 06:00:00 | QQQ | ETF | 110.26 | 110.26 | 110.26 | 110.26 | 100.0 |
| 2016-05-31 06:30:00 | QQQ | ETF | 110.23 | 110.23 | 110.23 | 110.23 | 400.0 |
| 2016-05-31 07:00:00 | QQQ | ETF | 110.21 | 110.21 | 110.15 | 110.15 | 27941.0 |
| 2016-05-31 07:30:00 | QQQ | ETF | 110.25 | 110.25 | 110.24 | 110.24 | 3000.0 |
| 2016-05-31 08:00:00 | QQQ | ETF | 110.26 | 110.3 | 110.23 | 110.3 | 13891.0 |
| 2016-05-31 08:30:00 | QQQ | ETF | 110.28 | 110.29 | 110.25 | 110.27 | 12560.0 |
| 2016-05-31 09:00:00 | QQQ | ETF | 110.31 | 110.32 | 110.27 | 110.28 | 57732.0 |
| 2016-05-31 09:30:00 | QQQ | ETF | 110.28 | 110.42 | 110.18 | 110.3001 | 2122436.0 |
| 2016-05-31 10:00:00 | QQQ | ETF | 110.31 | 110.48 | 110.31 | 110.38 | 851525.0 |
| 2016-05-31 10:30:00 | QQQ | ETF | 110.38 | 110.5 | 110.1665 | 110.32 | 1311433.0 |
| 2016-05-31 11:00:00 | QQQ | ETF | 110.31 | 110.32 | 110.17 | 110.25 | 1081950.0 |
| 2016-05-31 11:30:00 | QQQ | ETF | 110.24 | 110.325 | 110.13 | 110.18 | 778386.0 |
| 2016-05-31 12:00:00 | QQQ | ETF | 110.18 | 110.18 | 110.02 | 110.08 | 648914.0 |
| 2016-05-31 12:30:00 | QQQ | ETF | 110.075 | 110.16 | 110.0668 | 110.1 | 499588.0 |
> showing 50 of 13,456 rows — these rows as CSV