PREVIEW / etf_30min / 2016-09-08
file: by_date/etf_30min/2016/2016-09-08.parquet size: 393 KB rows: 13,485
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 |
|---|---|---|---|---|---|---|---|
| 2016-09-08 04:00:00 | SPY | ETF | 219.21 | 219.44 | 219.21 | 219.41 | 4345.0 |
| 2016-09-08 04:30:00 | SPY | ETF | 219.37 | 219.4 | 219.32 | 219.32 | 1807.0 |
| 2016-09-08 05:00:00 | SPY | ETF | 219.25 | 219.32 | 219.25 | 219.29 | 11652.0 |
| 2016-09-08 05:30:00 | SPY | ETF | 219.29 | 219.29 | 219.22 | 219.27 | 13609.0 |
| 2016-09-08 06:00:00 | SPY | ETF | 219.22 | 219.22 | 219.21 | 219.21 | 13588.0 |
| 2016-09-08 06:30:00 | SPY | ETF | 219.21 | 219.23 | 219.15 | 219.16 | 6008.0 |
| 2016-09-08 07:00:00 | SPY | ETF | 219.16 | 219.18 | 219.1 | 219.13 | 48191.0 |
| 2016-09-08 07:30:00 | SPY | ETF | 219.12 | 219.13 | 218.92 | 218.94 | 81075.0 |
| 2016-09-08 08:00:00 | SPY | ETF | 218.93 | 219.17 | 218.8269 | 219.01 | 153425.0 |
| 2016-09-08 08:30:00 | SPY | ETF | 219.01 | 219.15 | 218.58 | 218.71 | 948935.0 |
| 2016-09-08 09:00:00 | SPY | ETF | 218.7 | 218.73 | 218.21 | 218.61 | 1547303.0 |
| 2016-09-08 09:30:00 | SPY | ETF | 218.62 | 218.67 | 218.22 | 218.34 | 9120414.0 |
| 2016-09-08 10:00:00 | SPY | ETF | 218.34 | 218.52 | 218.15 | 218.39 | 9201683.0 |
| 2016-09-08 10:30:00 | SPY | ETF | 218.395 | 218.82 | 218.35 | 218.57 | 4688688.0 |
| 2016-09-08 11:00:00 | SPY | ETF | 218.58 | 218.94 | 218.57 | 218.75 | 5299337.0 |
| 2016-09-08 11:30:00 | SPY | ETF | 218.75 | 218.84 | 218.5 | 218.73 | 3745323.0 |
| 2016-09-08 12:00:00 | SPY | ETF | 218.73 | 218.79 | 218.4765 | 218.57 | 2236961.0 |
| 2016-09-08 12:30:00 | SPY | ETF | 218.56 | 218.64 | 218.395 | 218.6 | 3997472.0 |
| 2016-09-08 13:00:00 | SPY | ETF | 218.595 | 218.62 | 218.43 | 218.45 | 2123326.0 |
| 2016-09-08 13:30:00 | SPY | ETF | 218.45 | 218.48 | 218.21 | 218.4695 | 5541485.0 |
| 2016-09-08 14:00:00 | SPY | ETF | 218.46 | 218.65 | 218.35 | 218.497 | 4516712.0 |
| 2016-09-08 14:30:00 | SPY | ETF | 218.5 | 218.72 | 218.43 | 218.695 | 3597396.0 |
| 2016-09-08 15:00:00 | SPY | ETF | 218.7 | 218.71 | 218.5545 | 218.585 | 4169550.0 |
| 2016-09-08 15:30:00 | SPY | ETF | 218.58 | 218.73 | 218.51 | 218.53 | 7583459.0 |
| 2016-09-08 16:00:00 | SPY | ETF | 218.52 | 219.0528 | 218.27 | 218.32 | 4065522.0 |
| 2016-09-08 16:30:00 | SPY | ETF | 218.31 | 218.51 | 218.3 | 218.36 | 356387.0 |
| 2016-09-08 17:00:00 | SPY | ETF | 218.37 | 218.38 | 218.32 | 218.34 | 44512.0 |
| 2016-09-08 17:30:00 | SPY | ETF | 218.34 | 218.51 | 218.29 | 218.29 | 137938.0 |
| 2016-09-08 18:00:00 | SPY | ETF | 218.29 | 218.29 | 218.23 | 218.26 | 68943.0 |
| 2016-09-08 18:30:00 | SPY | ETF | 218.25 | 218.27 | 218.23 | 218.27 | 12506.0 |
| 2016-09-08 19:00:00 | SPY | ETF | 218.28 | 218.31 | 218.25 | 218.31 | 10953.0 |
| 2016-09-08 19:30:00 | SPY | ETF | 218.31 | 218.34 | 218.3 | 218.34 | 37926.0 |
| 2016-09-08 04:00:00 | QQQ | ETF | 117.99 | 118.01 | 117.99 | 117.99 | 20000.0 |
| 2016-09-08 05:30:00 | QQQ | ETF | 117.95 | 117.95 | 117.94 | 117.94 | 1100.0 |
| 2016-09-08 06:30:00 | QQQ | ETF | 117.92 | 117.92 | 117.9 | 117.9 | 600.0 |
| 2016-09-08 07:00:00 | QQQ | ETF | 117.92 | 117.92 | 117.9 | 117.9 | 29000.0 |
| 2016-09-08 07:30:00 | QQQ | ETF | 117.87 | 117.88 | 117.78 | 117.8 | 19844.0 |
| 2016-09-08 08:00:00 | QQQ | ETF | 117.79 | 117.83 | 117.79 | 117.81 | 87719.0 |
| 2016-09-08 08:30:00 | QQQ | ETF | 117.83 | 117.88 | 117.61 | 117.67 | 87951.0 |
| 2016-09-08 09:00:00 | QQQ | ETF | 117.68 | 117.69 | 117.39 | 117.58 | 130989.0 |
| 2016-09-08 09:30:00 | QQQ | ETF | 117.57 | 117.6 | 117.15 | 117.22 | 2632390.0 |
| 2016-09-08 10:00:00 | QQQ | ETF | 117.22 | 117.33 | 117.06 | 117.299 | 1389072.0 |
| 2016-09-08 10:30:00 | QQQ | ETF | 117.3 | 117.53 | 117.28 | 117.365 | 873255.0 |
| 2016-09-08 11:00:00 | QQQ | ETF | 117.365 | 117.56 | 117.28 | 117.4 | 1198185.0 |
| 2016-09-08 11:30:00 | QQQ | ETF | 117.41 | 117.45 | 117.25 | 117.42 | 960254.0 |
| 2016-09-08 12:00:00 | QQQ | ETF | 117.419 | 117.445 | 117.21 | 117.26 | 772673.0 |
| 2016-09-08 12:30:00 | QQQ | ETF | 117.26 | 117.29 | 117.19 | 117.23 | 583224.0 |
| 2016-09-08 13:00:00 | QQQ | ETF | 117.22 | 117.26 | 117.12 | 117.12 | 586988.0 |
| 2016-09-08 13:30:00 | QQQ | ETF | 117.12 | 117.121 | 116.92 | 117.12 | 1188064.0 |
| 2016-09-08 14:00:00 | QQQ | ETF | 117.12 | 117.28 | 117.06 | 117.185 | 940667.0 |
> showing 50 of 13,485 rows — these rows as CSV