PREVIEW / etf_30min / 2016-09-01
file: by_date/etf_30min/2016/2016-09-01.parquet size: 394 KB rows: 13,391
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 |
|---|---|---|---|---|---|---|---|
| 2016-09-01 04:00:00 | SPY | ETF | 217.98 | 218.14 | 217.98 | 218.06 | 10012.0 |
| 2016-09-01 04:30:00 | SPY | ETF | 218.09 | 218.15 | 218.01 | 218.13 | 2229.0 |
| 2016-09-01 05:00:00 | SPY | ETF | 218.06 | 218.07 | 217.83 | 217.86 | 6619.0 |
| 2016-09-01 05:30:00 | SPY | ETF | 217.82 | 217.87 | 217.69 | 217.71 | 5940.0 |
| 2016-09-01 06:00:00 | SPY | ETF | 217.74 | 217.86 | 217.74 | 217.86 | 2464.0 |
| 2016-09-01 06:30:00 | SPY | ETF | 217.86 | 217.89 | 217.83 | 217.84 | 4684.0 |
| 2016-09-01 07:00:00 | SPY | ETF | 217.87 | 217.89 | 217.78 | 217.86 | 32508.0 |
| 2016-09-01 07:30:00 | SPY | ETF | 217.87 | 217.87 | 217.78 | 217.84 | 12033.0 |
| 2016-09-01 08:00:00 | SPY | ETF | 217.81 | 217.88 | 217.73 | 217.76 | 271693.0 |
| 2016-09-01 08:30:00 | SPY | ETF | 217.77 | 217.78 | 217.44 | 217.54 | 252605.0 |
| 2016-09-01 09:00:00 | SPY | ETF | 217.54 | 217.62 | 217.32 | 217.36 | 343294.0 |
| 2016-09-01 09:30:00 | SPY | ETF | 217.37 | 217.73 | 217.06 | 217.23 | 7223920.0 |
| 2016-09-01 10:00:00 | SPY | ETF | 217.25 | 217.4638 | 216.56 | 216.58 | 11395313.0 |
| 2016-09-01 10:30:00 | SPY | ETF | 216.589 | 216.59 | 216.17 | 216.35 | 12897741.0 |
| 2016-09-01 11:00:00 | SPY | ETF | 216.35 | 216.58 | 216.03 | 216.54 | 7223383.0 |
| 2016-09-01 11:30:00 | SPY | ETF | 216.54 | 216.59 | 216.17 | 216.44 | 6403019.0 |
| 2016-09-01 12:00:00 | SPY | ETF | 216.44 | 217.17 | 216.36 | 217.1 | 7631570.0 |
| 2016-09-01 12:30:00 | SPY | ETF | 217.1 | 217.375 | 217.04 | 217.05 | 5109193.0 |
| 2016-09-01 13:00:00 | SPY | ETF | 217.06 | 217.31 | 217.01 | 217.2108 | 2152161.0 |
| 2016-09-01 13:30:00 | SPY | ETF | 217.22 | 217.3 | 217.08 | 217.1 | 1976592.0 |
| 2016-09-01 14:00:00 | SPY | ETF | 217.1 | 217.14 | 216.76 | 217.1 | 4641552.0 |
| 2016-09-01 14:30:00 | SPY | ETF | 217.1 | 217.29 | 216.91 | 217.129 | 4747568.0 |
| 2016-09-01 15:00:00 | SPY | ETF | 217.129 | 217.17 | 216.74 | 216.97 | 5216346.0 |
| 2016-09-01 15:30:00 | SPY | ETF | 216.965 | 217.42 | 216.9 | 217.41 | 11302626.0 |
| 2016-09-01 16:00:00 | SPY | ETF | 217.4 | 217.4435 | 217.17 | 217.2 | 7489377.0 |
| 2016-09-01 16:30:00 | SPY | ETF | 217.21 | 217.37 | 217.16 | 217.19 | 168561.0 |
| 2016-09-01 17:00:00 | SPY | ETF | 217.18 | 217.22 | 216.3201 | 217.2 | 87949.0 |
| 2016-09-01 17:30:00 | SPY | ETF | 217.21 | 217.22 | 217.17 | 217.18 | 52304.0 |
| 2016-09-01 18:00:00 | SPY | ETF | 217.19 | 217.31 | 217.19 | 217.27 | 46789.0 |
| 2016-09-01 18:30:00 | SPY | ETF | 217.26 | 217.31 | 217.25 | 217.25 | 16887.0 |
| 2016-09-01 19:00:00 | SPY | ETF | 217.26 | 217.28 | 217.26 | 217.28 | 6781.0 |
| 2016-09-01 19:30:00 | SPY | ETF | 217.29 | 217.29 | 217.26 | 217.27 | 9193.0 |
| 2016-09-01 04:00:00 | QQQ | ETF | 116.91 | 116.93 | 116.86 | 116.93 | 10900.0 |
| 2016-09-01 04:30:00 | QQQ | ETF | 116.95 | 116.95 | 116.93 | 116.93 | 1300.0 |
| 2016-09-01 05:00:00 | QQQ | ETF | 116.91 | 116.91 | 116.91 | 116.91 | 150.0 |
| 2016-09-01 05:30:00 | QQQ | ETF | 116.82 | 116.82 | 116.76 | 116.76 | 300.0 |
| 2016-09-01 06:30:00 | QQQ | ETF | 116.87 | 116.87 | 116.85 | 116.85 | 5348.0 |
| 2016-09-01 07:00:00 | QQQ | ETF | 116.84 | 116.84 | 116.8 | 116.82 | 10908.0 |
| 2016-09-01 07:30:00 | QQQ | ETF | 116.83 | 116.84 | 116.8 | 116.82 | 6699.0 |
| 2016-09-01 08:00:00 | QQQ | ETF | 116.81 | 116.84 | 116.77 | 116.78 | 13968.0 |
| 2016-09-01 08:30:00 | QQQ | ETF | 116.78 | 116.78 | 116.44 | 116.63 | 76606.0 |
| 2016-09-01 09:00:00 | QQQ | ETF | 116.63 | 116.67 | 116.47 | 116.47 | 85978.0 |
| 2016-09-01 09:30:00 | QQQ | ETF | 116.48 | 116.81 | 116.48 | 116.6 | 2015082.0 |
| 2016-09-01 10:00:00 | QQQ | ETF | 116.59 | 116.66 | 116.17 | 116.17 | 2128071.0 |
| 2016-09-01 10:30:00 | QQQ | ETF | 116.17 | 116.17 | 115.93 | 116.11 | 1999162.0 |
| 2016-09-01 11:00:00 | QQQ | ETF | 116.1 | 116.26 | 115.91 | 116.24 | 1384354.0 |
| 2016-09-01 11:30:00 | QQQ | ETF | 116.23 | 116.29 | 116.08 | 116.2335 | 736707.0 |
| 2016-09-01 12:00:00 | QQQ | ETF | 116.23 | 116.725 | 116.18 | 116.65 | 2318349.0 |
| 2016-09-01 12:30:00 | QQQ | ETF | 116.65 | 116.8 | 116.65 | 116.67 | 870409.0 |
| 2016-09-01 13:00:00 | QQQ | ETF | 116.674 | 116.88 | 116.67 | 116.78 | 602753.0 |
> showing 50 of 13,391 rows — these rows as CSV