PREVIEW / etf_30min / 2016-10-03
file: by_date/etf_30min/2016/2016-10-03.parquet size: 401 KB rows: 13,726
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 |
|---|---|---|---|---|---|---|---|
| 2016-10-03 04:00:00 | SPY | ETF | 216.66 | 216.66 | 216.61 | 216.61 | 5504.0 |
| 2016-10-03 04:30:00 | SPY | ETF | 216.58 | 216.6 | 216.36 | 216.38 | 14822.0 |
| 2016-10-03 05:00:00 | SPY | ETF | 216.41 | 216.45 | 216.37 | 216.42 | 7546.0 |
| 2016-10-03 05:30:00 | SPY | ETF | 216.5 | 216.58 | 216.47 | 216.47 | 8408.0 |
| 2016-10-03 06:00:00 | SPY | ETF | 216.48 | 216.54 | 216.45 | 216.45 | 28106.0 |
| 2016-10-03 06:30:00 | SPY | ETF | 216.43 | 216.44 | 216.33 | 216.33 | 8766.0 |
| 2016-10-03 07:00:00 | SPY | ETF | 216.31 | 216.39 | 216.24 | 216.33 | 51956.0 |
| 2016-10-03 07:30:00 | SPY | ETF | 216.33 | 216.36 | 216.18 | 216.2 | 23738.0 |
| 2016-10-03 08:00:00 | SPY | ETF | 216.24 | 216.31 | 215.95 | 216.1 | 238834.0 |
| 2016-10-03 08:30:00 | SPY | ETF | 216.1 | 216.3 | 215.62 | 215.66 | 883091.0 |
| 2016-10-03 09:00:00 | SPY | ETF | 215.68 | 215.82 | 215.65 | 215.82 | 638350.0 |
| 2016-10-03 09:30:00 | SPY | ETF | 215.82 | 215.86 | 215.28 | 215.46 | 7760426.0 |
| 2016-10-03 10:00:00 | SPY | ETF | 215.46 | 215.9 | 215.33 | 215.51 | 7255055.0 |
| 2016-10-03 10:30:00 | SPY | ETF | 215.515 | 216.04 | 215.4701 | 215.79 | 3835493.0 |
| 2016-10-03 11:00:00 | SPY | ETF | 215.795 | 215.8 | 215.46 | 215.6 | 4056717.0 |
| 2016-10-03 11:30:00 | SPY | ETF | 215.61 | 215.65 | 215.11 | 215.3311 | 5640881.0 |
| 2016-10-03 12:00:00 | SPY | ETF | 215.33 | 215.54 | 215.04 | 215.19 | 8744755.0 |
| 2016-10-03 12:30:00 | SPY | ETF | 215.19 | 215.49 | 215.05 | 215.49 | 3636585.0 |
| 2016-10-03 13:00:00 | SPY | ETF | 215.48 | 215.54 | 215.18 | 215.4207 | 3058555.0 |
| 2016-10-03 13:30:00 | SPY | ETF | 215.4201 | 215.585 | 215.32 | 215.535 | 3920407.0 |
| 2016-10-03 14:00:00 | SPY | ETF | 215.53 | 215.72 | 215.51 | 215.5765 | 3097866.0 |
| 2016-10-03 14:30:00 | SPY | ETF | 215.5865 | 215.7 | 215.23 | 215.48 | 4343108.0 |
| 2016-10-03 15:00:00 | SPY | ETF | 215.475 | 215.6 | 215.34 | 215.48 | 3354327.0 |
| 2016-10-03 15:30:00 | SPY | ETF | 215.475 | 215.94 | 215.4693 | 215.69 | 12236033.0 |
| 2016-10-03 16:00:00 | SPY | ETF | 215.67 | 215.9 | 215.64 | 215.7 | 7109080.0 |
| 2016-10-03 16:30:00 | SPY | ETF | 215.7 | 215.8 | 215.7 | 215.78 | 125439.0 |
| 2016-10-03 17:00:00 | SPY | ETF | 215.78 | 215.8 | 215.71 | 215.72 | 43121.0 |
| 2016-10-03 17:30:00 | SPY | ETF | 215.73 | 215.77 | 215.73 | 215.77 | 24574.0 |
| 2016-10-03 18:00:00 | SPY | ETF | 215.75 | 215.92 | 215.75 | 215.83 | 59187.0 |
| 2016-10-03 18:30:00 | SPY | ETF | 215.86 | 215.91 | 215.86 | 215.88 | 12911.0 |
| 2016-10-03 19:00:00 | SPY | ETF | 215.88 | 215.88 | 215.83 | 215.84 | 10250.0 |
| 2016-10-03 19:30:00 | SPY | ETF | 215.86 | 215.86 | 215.81 | 215.83 | 31607.0 |
| 2016-10-03 04:00:00 | QQQ | ETF | 118.72 | 118.72 | 118.72 | 118.72 | 510.0 |
| 2016-10-03 05:00:00 | QQQ | ETF | 118.72 | 118.72 | 118.72 | 118.72 | 1229.0 |
| 2016-10-03 06:00:00 | QQQ | ETF | 118.81 | 118.81 | 118.81 | 118.81 | 200.0 |
| 2016-10-03 06:30:00 | QQQ | ETF | 118.74 | 118.77 | 118.72 | 118.72 | 9670.0 |
| 2016-10-03 07:00:00 | QQQ | ETF | 118.7 | 118.71 | 118.7 | 118.71 | 1788.0 |
| 2016-10-03 07:30:00 | QQQ | ETF | 118.73 | 118.73 | 118.68 | 118.68 | 11428.0 |
| 2016-10-03 08:00:00 | QQQ | ETF | 118.71 | 118.72 | 118.56 | 118.6 | 37822.0 |
| 2016-10-03 08:30:00 | QQQ | ETF | 118.62 | 118.72 | 118.44 | 118.44 | 79029.0 |
| 2016-10-03 09:00:00 | QQQ | ETF | 118.4 | 118.54 | 118.4 | 118.53 | 228885.0 |
| 2016-10-03 09:30:00 | QQQ | ETF | 118.53 | 118.59 | 118.2 | 118.24 | 2004270.0 |
| 2016-10-03 10:00:00 | QQQ | ETF | 118.24 | 118.46 | 118.2 | 118.3 | 1595606.0 |
| 2016-10-03 10:30:00 | QQQ | ETF | 118.3 | 118.7 | 118.29 | 118.55 | 963435.0 |
| 2016-10-03 11:00:00 | QQQ | ETF | 118.56 | 118.56 | 118.405 | 118.45 | 820622.0 |
| 2016-10-03 11:30:00 | QQQ | ETF | 118.45 | 118.49 | 118.1 | 118.24 | 1100909.0 |
| 2016-10-03 12:00:00 | QQQ | ETF | 118.23 | 118.32 | 118.1099 | 118.18 | 1224700.0 |
| 2016-10-03 12:30:00 | QQQ | ETF | 118.18 | 118.29 | 118.09 | 118.29 | 856899.0 |
| 2016-10-03 13:00:00 | QQQ | ETF | 118.29 | 118.32 | 118.14 | 118.28 | 602799.0 |
| 2016-10-03 13:30:00 | QQQ | ETF | 118.2899 | 118.35 | 118.225 | 118.33 | 599056.0 |
> showing 50 of 13,726 rows — these rows as CSV