PREVIEW / etf_30min / 2016-08-05
file: by_date/etf_30min/2016/2016-08-05.parquet size: 393 KB rows: 13,346
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 |
|---|---|---|---|---|---|---|---|
| 2016-08-05 04:00:00 | SPY | ETF | 216.8 | 216.81 | 216.74 | 216.81 | 17667.0 |
| 2016-08-05 04:30:00 | SPY | ETF | 216.79 | 216.79 | 216.59 | 216.72 | 4782.0 |
| 2016-08-05 05:00:00 | SPY | ETF | 216.7 | 216.79 | 216.68 | 216.76 | 7112.0 |
| 2016-08-05 05:30:00 | SPY | ETF | 216.81 | 216.89 | 216.81 | 216.82 | 4131.0 |
| 2016-08-05 06:00:00 | SPY | ETF | 216.82 | 216.82 | 216.76 | 216.81 | 17455.0 |
| 2016-08-05 06:30:00 | SPY | ETF | 216.81 | 216.91 | 216.81 | 216.88 | 28890.0 |
| 2016-08-05 07:00:00 | SPY | ETF | 216.85 | 216.89 | 216.74 | 216.76 | 27335.0 |
| 2016-08-05 07:30:00 | SPY | ETF | 216.77 | 216.79 | 216.67 | 216.69 | 69210.0 |
| 2016-08-05 08:00:00 | SPY | ETF | 216.81 | 216.87 | 216.62 | 216.65 | 212885.0 |
| 2016-08-05 08:30:00 | SPY | ETF | 216.56 | 217.23 | 216.55 | 217.15 | 2106871.0 |
| 2016-08-05 09:00:00 | SPY | ETF | 217.15 | 217.31 | 217.03 | 217.22 | 1078951.0 |
| 2016-08-05 09:30:00 | SPY | ETF | 217.21 | 217.86 | 217.07 | 217.86 | 9430553.0 |
| 2016-08-05 10:00:00 | SPY | ETF | 217.86 | 217.98 | 217.74 | 217.8 | 6070024.0 |
| 2016-08-05 10:30:00 | SPY | ETF | 217.805 | 217.97 | 217.681 | 217.95 | 3871247.0 |
| 2016-08-05 11:00:00 | SPY | ETF | 217.945 | 218.13 | 217.92 | 218.03 | 3371489.0 |
| 2016-08-05 11:30:00 | SPY | ETF | 218.03 | 218.14 | 218.0 | 218.01 | 3715621.0 |
| 2016-08-05 12:00:00 | SPY | ETF | 218.01 | 218.18 | 218.0 | 218.17 | 2846765.0 |
| 2016-08-05 12:30:00 | SPY | ETF | 218.16 | 218.2 | 218.05 | 218.06 | 1900881.0 |
| 2016-08-05 13:00:00 | SPY | ETF | 218.0799 | 218.1 | 218.0 | 218.01 | 2076491.0 |
| 2016-08-05 13:30:00 | SPY | ETF | 218.015 | 218.14 | 217.98 | 218.11 | 1789684.0 |
| 2016-08-05 14:00:00 | SPY | ETF | 218.11 | 218.13 | 217.97 | 218.01 | 2683521.0 |
| 2016-08-05 14:30:00 | SPY | ETF | 218.0 | 218.09 | 217.9 | 217.98 | 3999538.0 |
| 2016-08-05 15:00:00 | SPY | ETF | 217.98 | 218.23 | 217.975 | 218.14 | 5357790.0 |
| 2016-08-05 15:30:00 | SPY | ETF | 218.135 | 218.18 | 218.0 | 218.17 | 11445123.0 |
| 2016-08-05 16:00:00 | SPY | ETF | 218.17 | 218.2445 | 218.06 | 218.12 | 5256628.0 |
| 2016-08-05 16:30:00 | SPY | ETF | 218.12 | 218.2 | 218.06 | 218.16 | 803908.0 |
| 2016-08-05 17:00:00 | SPY | ETF | 218.15 | 218.25 | 218.13 | 218.25 | 96833.0 |
| 2016-08-05 17:30:00 | SPY | ETF | 218.22 | 218.22 | 218.11 | 218.11 | 48119.0 |
| 2016-08-05 18:00:00 | SPY | ETF | 218.12 | 218.19 | 218.11 | 218.19 | 10860.0 |
| 2016-08-05 18:30:00 | SPY | ETF | 218.19 | 218.21 | 218.13 | 218.21 | 24048.0 |
| 2016-08-05 19:00:00 | SPY | ETF | 218.2 | 218.2 | 218.16 | 218.18 | 10052.0 |
| 2016-08-05 19:30:00 | SPY | ETF | 218.18 | 218.22 | 218.17 | 218.2 | 15833.0 |
| 2016-08-05 04:00:00 | QQQ | ETF | 116.01 | 116.05 | 116.01 | 116.04 | 3405.0 |
| 2016-08-05 04:30:00 | QQQ | ETF | 116.0 | 116.0 | 116.0 | 116.0 | 2000.0 |
| 2016-08-05 06:00:00 | QQQ | ETF | 115.98 | 115.98 | 115.98 | 115.98 | 600.0 |
| 2016-08-05 07:00:00 | QQQ | ETF | 115.99 | 116.0 | 115.93 | 115.95 | 9420.0 |
| 2016-08-05 07:30:00 | QQQ | ETF | 115.95 | 115.96 | 115.93 | 115.93 | 4267.0 |
| 2016-08-05 08:00:00 | QQQ | ETF | 115.96 | 115.97 | 115.84 | 115.87 | 19875.0 |
| 2016-08-05 08:30:00 | QQQ | ETF | 115.99 | 116.27 | 115.96 | 116.21 | 357002.0 |
| 2016-08-05 09:00:00 | QQQ | ETF | 116.23 | 116.32 | 116.17 | 116.28 | 275591.0 |
| 2016-08-05 09:30:00 | QQQ | ETF | 116.28 | 116.79 | 116.13 | 116.79 | 2832303.0 |
| 2016-08-05 10:00:00 | QQQ | ETF | 116.79 | 116.96 | 116.79 | 116.82 | 1441970.0 |
| 2016-08-05 10:30:00 | QQQ | ETF | 116.82 | 117.0 | 116.81 | 116.979 | 955687.0 |
| 2016-08-05 11:00:00 | QQQ | ETF | 116.97 | 117.04 | 116.87 | 116.949 | 1172133.0 |
| 2016-08-05 11:30:00 | QQQ | ETF | 116.95 | 117.019 | 116.89 | 116.9 | 744768.0 |
| 2016-08-05 12:00:00 | QQQ | ETF | 116.91 | 116.9715 | 116.89 | 116.97 | 692514.0 |
| 2016-08-05 12:30:00 | QQQ | ETF | 116.975 | 117.02 | 116.91 | 116.94 | 645618.0 |
| 2016-08-05 13:00:00 | QQQ | ETF | 116.94 | 116.98 | 116.86 | 116.8756 | 540630.0 |
| 2016-08-05 13:30:00 | QQQ | ETF | 116.8742 | 116.985 | 116.85 | 116.97 | 719898.0 |
| 2016-08-05 14:00:00 | QQQ | ETF | 116.97 | 116.98 | 116.81 | 116.82 | 603290.0 |
> showing 50 of 13,346 rows — these rows as CSV