PREVIEW / etf_30min / 2016-09-26
file: by_date/etf_30min/2016/2016-09-26.parquet size: 395 KB rows: 13,630
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 |
|---|---|---|---|---|---|---|---|
| 2016-09-26 04:00:00 | SPY | ETF | 215.2 | 215.2 | 214.77 | 214.89 | 11044.0 |
| 2016-09-26 04:30:00 | SPY | ETF | 214.91 | 215.03 | 214.91 | 215.01 | 9765.0 |
| 2016-09-26 05:00:00 | SPY | ETF | 214.98 | 215.08 | 214.98 | 215.04 | 30621.0 |
| 2016-09-26 05:30:00 | SPY | ETF | 214.97 | 214.97 | 214.84 | 214.87 | 13801.0 |
| 2016-09-26 06:00:00 | SPY | ETF | 214.91 | 215.14 | 214.91 | 215.14 | 50322.0 |
| 2016-09-26 06:30:00 | SPY | ETF | 215.2 | 215.21 | 215.06 | 215.09 | 14952.0 |
| 2016-09-26 07:00:00 | SPY | ETF | 215.09 | 215.18 | 215.02 | 215.15 | 89670.0 |
| 2016-09-26 07:30:00 | SPY | ETF | 215.17 | 215.25 | 215.11 | 215.2 | 119371.0 |
| 2016-09-26 08:00:00 | SPY | ETF | 215.19 | 215.25 | 214.94 | 215.19 | 153965.0 |
| 2016-09-26 08:30:00 | SPY | ETF | 215.18 | 215.19 | 215.01 | 215.09 | 459719.0 |
| 2016-09-26 09:00:00 | SPY | ETF | 215.08 | 215.21 | 215.01 | 215.05 | 335892.0 |
| 2016-09-26 09:30:00 | SPY | ETF | 215.02 | 215.175 | 214.42 | 214.61 | 9773514.0 |
| 2016-09-26 10:00:00 | SPY | ETF | 214.6 | 215.1599 | 214.47 | 214.87 | 5941229.0 |
| 2016-09-26 10:30:00 | SPY | ETF | 214.87 | 215.23 | 214.85 | 214.9 | 4588358.0 |
| 2016-09-26 11:00:00 | SPY | ETF | 214.895 | 214.96 | 214.48 | 214.5336 | 4902776.0 |
| 2016-09-26 11:30:00 | SPY | ETF | 214.53 | 214.64 | 214.3 | 214.515 | 4336803.0 |
| 2016-09-26 12:00:00 | SPY | ETF | 214.51 | 214.69 | 214.43 | 214.605 | 2571784.0 |
| 2016-09-26 12:30:00 | SPY | ETF | 214.6 | 214.82 | 214.41 | 214.66 | 2699186.0 |
| 2016-09-26 13:00:00 | SPY | ETF | 214.66 | 214.67 | 214.25 | 214.28 | 3259559.0 |
| 2016-09-26 13:30:00 | SPY | ETF | 214.27 | 214.37 | 214.084 | 214.29 | 5051714.0 |
| 2016-09-26 14:00:00 | SPY | ETF | 214.29 | 214.49 | 214.2401 | 214.43 | 3182831.0 |
| 2016-09-26 14:30:00 | SPY | ETF | 214.4252 | 214.43 | 214.1 | 214.21 | 4746507.0 |
| 2016-09-26 15:00:00 | SPY | ETF | 214.205 | 214.47 | 214.13 | 214.36 | 7592311.0 |
| 2016-09-26 15:30:00 | SPY | ETF | 214.37 | 214.52 | 214.01 | 214.21 | 13317784.0 |
| 2016-09-26 16:00:00 | SPY | ETF | 214.21 | 214.56 | 214.1379 | 214.23 | 6575452.0 |
| 2016-09-26 16:30:00 | SPY | ETF | 214.23 | 214.32 | 214.18 | 214.27 | 866030.0 |
| 2016-09-26 17:00:00 | SPY | ETF | 214.26 | 214.28 | 214.22 | 214.24 | 1044632.0 |
| 2016-09-26 17:30:00 | SPY | ETF | 214.26 | 214.26 | 214.19 | 214.2 | 18016.0 |
| 2016-09-26 18:00:00 | SPY | ETF | 214.2 | 214.39 | 214.2 | 214.33 | 63505.0 |
| 2016-09-26 18:30:00 | SPY | ETF | 214.36 | 214.36 | 214.16 | 214.19 | 21104.0 |
| 2016-09-26 19:00:00 | SPY | ETF | 214.25 | 214.29 | 214.24 | 214.27 | 7822.0 |
| 2016-09-26 19:30:00 | SPY | ETF | 214.25 | 214.27 | 214.13 | 214.16 | 16042.0 |
| 2016-09-26 04:00:00 | QQQ | ETF | 117.82 | 117.82 | 117.47 | 117.55 | 45844.0 |
| 2016-09-26 04:30:00 | QQQ | ETF | 117.58 | 117.6 | 117.53 | 117.53 | 6599.0 |
| 2016-09-26 05:00:00 | QQQ | ETF | 117.64 | 117.68 | 117.64 | 117.66 | 45599.0 |
| 2016-09-26 05:30:00 | QQQ | ETF | 117.6 | 117.6 | 117.56 | 117.56 | 1899.0 |
| 2016-09-26 06:00:00 | QQQ | ETF | 117.64 | 117.7 | 117.64 | 117.7 | 11610.0 |
| 2016-09-26 06:30:00 | QQQ | ETF | 117.72 | 117.72 | 117.67 | 117.67 | 15799.0 |
| 2016-09-26 07:00:00 | QQQ | ETF | 117.69 | 117.7 | 117.65 | 117.69 | 6950.0 |
| 2016-09-26 07:30:00 | QQQ | ETF | 117.7 | 117.75 | 117.69 | 117.74 | 57170.0 |
| 2016-09-26 08:00:00 | QQQ | ETF | 117.73 | 117.75 | 117.72 | 117.72 | 14627.0 |
| 2016-09-26 08:30:00 | QQQ | ETF | 117.72 | 117.74 | 117.63 | 117.67 | 12698.0 |
| 2016-09-26 09:00:00 | QQQ | ETF | 117.65 | 117.7 | 117.65 | 117.67 | 99165.0 |
| 2016-09-26 09:30:00 | QQQ | ETF | 117.66 | 117.685 | 117.27 | 117.4 | 2492861.0 |
| 2016-09-26 10:00:00 | QQQ | ETF | 117.4 | 117.73 | 117.3 | 117.58 | 1025590.0 |
| 2016-09-26 10:30:00 | QQQ | ETF | 117.58 | 117.8 | 117.5075 | 117.51 | 691373.0 |
| 2016-09-26 11:00:00 | QQQ | ETF | 117.51 | 117.538 | 117.3 | 117.355 | 830645.0 |
| 2016-09-26 11:30:00 | QQQ | ETF | 117.39 | 117.45 | 117.2 | 117.35 | 1130246.0 |
| 2016-09-26 12:00:00 | QQQ | ETF | 117.35 | 117.488 | 117.31 | 117.39 | 532671.0 |
| 2016-09-26 12:30:00 | QQQ | ETF | 117.4 | 117.54 | 117.285 | 117.46 | 887265.0 |
> showing 50 of 13,630 rows — these rows as CSV