PREVIEW / etf_30min / 2016-08-01
file: by_date/etf_30min/2016/2016-08-01.parquet size: 400 KB rows: 13,699
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 |
|---|---|---|---|---|---|---|---|
| 2016-08-01 04:00:00 | SPY | ETF | 217.59 | 217.86 | 217.59 | 217.86 | 7486.0 |
| 2016-08-01 04:30:00 | SPY | ETF | 217.79 | 217.79 | 217.54 | 217.54 | 5412.0 |
| 2016-08-01 05:00:00 | SPY | ETF | 217.54 | 217.62 | 217.43 | 217.46 | 15366.0 |
| 2016-08-01 05:30:00 | SPY | ETF | 217.5 | 217.6 | 217.36 | 217.39 | 15157.0 |
| 2016-08-01 06:00:00 | SPY | ETF | 217.29 | 217.4 | 217.29 | 217.37 | 3568.0 |
| 2016-08-01 06:30:00 | SPY | ETF | 217.39 | 217.4 | 217.29 | 217.37 | 22296.0 |
| 2016-08-01 07:00:00 | SPY | ETF | 217.35 | 217.42 | 217.31 | 217.34 | 110557.0 |
| 2016-08-01 07:30:00 | SPY | ETF | 217.34 | 217.52 | 217.34 | 217.5 | 118140.0 |
| 2016-08-01 08:00:00 | SPY | ETF | 217.44 | 217.991 | 217.44 | 217.45 | 197066.0 |
| 2016-08-01 08:30:00 | SPY | ETF | 217.45 | 217.52 | 217.2 | 217.24 | 227475.0 |
| 2016-08-01 09:00:00 | SPY | ETF | 217.24 | 217.41 | 217.14 | 217.2 | 325633.0 |
| 2016-08-01 09:30:00 | SPY | ETF | 217.19 | 217.25 | 216.62 | 216.95 | 7326160.0 |
| 2016-08-01 10:00:00 | SPY | ETF | 216.95 | 217.35 | 216.8 | 217.22 | 6141999.0 |
| 2016-08-01 10:30:00 | SPY | ETF | 217.23 | 217.38 | 217.011 | 217.35 | 3497130.0 |
| 2016-08-01 11:00:00 | SPY | ETF | 217.34 | 217.65 | 217.25 | 217.455 | 4185743.0 |
| 2016-08-01 11:30:00 | SPY | ETF | 217.455 | 217.55 | 217.09 | 217.09 | 3163397.0 |
| 2016-08-01 12:00:00 | SPY | ETF | 217.081 | 217.1 | 216.405 | 216.5501 | 6788437.0 |
| 2016-08-01 12:30:00 | SPY | ETF | 216.56 | 216.78 | 216.49 | 216.66 | 3502245.0 |
| 2016-08-01 13:00:00 | SPY | ETF | 216.66 | 216.93 | 216.53 | 216.855 | 2829835.0 |
| 2016-08-01 13:30:00 | SPY | ETF | 216.86 | 216.99 | 216.56 | 216.94 | 2305682.0 |
| 2016-08-01 14:00:00 | SPY | ETF | 216.94 | 217.07 | 216.67 | 216.725 | 5084480.0 |
| 2016-08-01 14:30:00 | SPY | ETF | 216.72 | 216.95 | 216.69 | 216.9 | 3201279.0 |
| 2016-08-01 15:00:00 | SPY | ETF | 216.89 | 216.95 | 216.46 | 216.5 | 5689020.0 |
| 2016-08-01 15:30:00 | SPY | ETF | 216.5 | 216.91 | 216.5 | 216.89 | 10749189.0 |
| 2016-08-01 16:00:00 | SPY | ETF | 216.91 | 216.97 | 216.6891 | 216.89 | 6109582.0 |
| 2016-08-01 16:30:00 | SPY | ETF | 216.89 | 216.98 | 216.87 | 216.98 | 388953.0 |
| 2016-08-01 17:00:00 | SPY | ETF | 216.98 | 217.0 | 216.95 | 216.97 | 77436.0 |
| 2016-08-01 17:30:00 | SPY | ETF | 216.98 | 217.06 | 216.98 | 217.02 | 62278.0 |
| 2016-08-01 18:00:00 | SPY | ETF | 217.02 | 217.04 | 216.89 | 216.94 | 100000.0 |
| 2016-08-01 18:30:00 | SPY | ETF | 216.94 | 217.01 | 216.94 | 216.96 | 19582.0 |
| 2016-08-01 19:00:00 | SPY | ETF | 216.95 | 216.97 | 216.91 | 216.97 | 5738.0 |
| 2016-08-01 19:30:00 | SPY | ETF | 216.97 | 217.02 | 216.95 | 216.98 | 21757.0 |
| 2016-08-01 04:00:00 | QQQ | ETF | 115.32 | 115.57 | 115.32 | 115.57 | 2399.0 |
| 2016-08-01 04:30:00 | QQQ | ETF | 115.48 | 115.48 | 115.48 | 115.48 | 299.0 |
| 2016-08-01 05:00:00 | QQQ | ETF | 115.43 | 115.43 | 115.43 | 115.43 | 100.0 |
| 2016-08-01 05:30:00 | QQQ | ETF | 115.4 | 115.47 | 115.4 | 115.47 | 200.0 |
| 2016-08-01 06:00:00 | QQQ | ETF | 115.35 | 115.35 | 115.35 | 115.35 | 1500.0 |
| 2016-08-01 06:30:00 | QQQ | ETF | 115.32 | 115.32 | 115.32 | 115.32 | 201.0 |
| 2016-08-01 07:00:00 | QQQ | ETF | 115.34 | 115.34 | 115.33 | 115.33 | 3165.0 |
| 2016-08-01 07:30:00 | QQQ | ETF | 115.38 | 115.43 | 115.38 | 115.43 | 36102.0 |
| 2016-08-01 08:00:00 | QQQ | ETF | 115.44 | 115.46 | 115.42 | 115.42 | 10658.0 |
| 2016-08-01 08:30:00 | QQQ | ETF | 115.45 | 115.46 | 115.31 | 115.31 | 33315.0 |
| 2016-08-01 09:00:00 | QQQ | ETF | 115.34 | 115.41 | 115.3 | 115.32 | 52025.0 |
| 2016-08-01 09:30:00 | QQQ | ETF | 115.31 | 115.5 | 115.17 | 115.49 | 1535600.0 |
| 2016-08-01 10:00:00 | QQQ | ETF | 115.48 | 115.85 | 115.43 | 115.82 | 1291917.0 |
| 2016-08-01 10:30:00 | QQQ | ETF | 115.82 | 115.95 | 115.69 | 115.92 | 942013.0 |
| 2016-08-01 11:00:00 | QQQ | ETF | 115.91 | 116.13 | 115.84 | 116.06 | 1476974.0 |
| 2016-08-01 11:30:00 | QQQ | ETF | 116.06 | 116.12 | 115.88 | 115.892 | 894290.0 |
| 2016-08-01 12:00:00 | QQQ | ETF | 115.89 | 115.89 | 115.46 | 115.57 | 1266644.0 |
| 2016-08-01 12:30:00 | QQQ | ETF | 115.57 | 115.7 | 115.535 | 115.62 | 711995.0 |
> showing 50 of 13,699 rows — these rows as CSV