PREVIEW / etf_30min / 2016-10-04
file: by_date/etf_30min/2016/2016-10-04.parquet size: 411 KB rows: 13,872
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 |
|---|---|---|---|---|---|---|---|
| 2016-10-04 04:00:00 | SPY | ETF | 216.03 | 216.23 | 216.03 | 216.16 | 3317.0 |
| 2016-10-04 04:30:00 | SPY | ETF | 216.11 | 216.19 | 216.11 | 216.19 | 2304.0 |
| 2016-10-04 05:00:00 | SPY | ETF | 216.16 | 216.31 | 216.16 | 216.31 | 10594.0 |
| 2016-10-04 05:30:00 | SPY | ETF | 216.34 | 216.34 | 216.08 | 216.09 | 7697.0 |
| 2016-10-04 06:00:00 | SPY | ETF | 216.0 | 216.01 | 215.93 | 215.94 | 6106.0 |
| 2016-10-04 06:30:00 | SPY | ETF | 215.86 | 215.86 | 215.7 | 215.74 | 19680.0 |
| 2016-10-04 07:00:00 | SPY | ETF | 215.79 | 215.86 | 215.78 | 215.78 | 72633.0 |
| 2016-10-04 07:30:00 | SPY | ETF | 215.78 | 215.88 | 215.71 | 215.86 | 51611.0 |
| 2016-10-04 08:00:00 | SPY | ETF | 215.86 | 215.89 | 215.68 | 215.75 | 110702.0 |
| 2016-10-04 08:30:00 | SPY | ETF | 215.75 | 215.81 | 215.59 | 215.77 | 116804.0 |
| 2016-10-04 09:00:00 | SPY | ETF | 215.76 | 215.97 | 215.66 | 215.91 | 636258.0 |
| 2016-10-04 09:30:00 | SPY | ETF | 215.91 | 216.17 | 215.84 | 216.02 | 8068191.0 |
| 2016-10-04 10:00:00 | SPY | ETF | 216.02 | 216.03 | 215.15 | 215.52 | 10126205.0 |
| 2016-10-04 10:30:00 | SPY | ETF | 215.53 | 216.0792 | 215.51 | 215.82 | 10625536.0 |
| 2016-10-04 11:00:00 | SPY | ETF | 215.815 | 215.86 | 214.87 | 215.48 | 14142309.0 |
| 2016-10-04 11:30:00 | SPY | ETF | 215.49 | 215.99 | 215.16 | 215.32 | 11040760.0 |
| 2016-10-04 12:00:00 | SPY | ETF | 215.31 | 215.63 | 215.09 | 215.33 | 4453677.0 |
| 2016-10-04 12:30:00 | SPY | ETF | 215.33 | 215.56 | 215.01 | 215.06 | 3981041.0 |
| 2016-10-04 13:00:00 | SPY | ETF | 215.05 | 215.12 | 214.25 | 214.48 | 7986201.0 |
| 2016-10-04 13:30:00 | SPY | ETF | 214.48 | 214.66 | 214.37 | 214.47 | 8413327.0 |
| 2016-10-04 14:00:00 | SPY | ETF | 214.47 | 214.74 | 214.2 | 214.3699 | 5941395.0 |
| 2016-10-04 14:30:00 | SPY | ETF | 214.37 | 214.58 | 213.99 | 214.02 | 5980712.0 |
| 2016-10-04 15:00:00 | SPY | ETF | 214.02 | 214.67 | 213.99 | 214.67 | 8549942.0 |
| 2016-10-04 15:30:00 | SPY | ETF | 214.66 | 214.92 | 214.52 | 214.72 | 13798516.0 |
| 2016-10-04 16:00:00 | SPY | ETF | 214.72 | 215.7442 | 214.53 | 214.78 | 3387296.0 |
| 2016-10-04 16:30:00 | SPY | ETF | 214.78 | 214.84 | 214.68 | 214.75 | 384631.0 |
| 2016-10-04 17:00:00 | SPY | ETF | 214.75 | 214.83 | 214.75 | 214.81 | 117202.0 |
| 2016-10-04 17:30:00 | SPY | ETF | 214.81 | 214.82 | 214.76 | 214.8 | 46933.0 |
| 2016-10-04 18:00:00 | SPY | ETF | 214.8 | 214.85 | 214.75 | 214.79 | 75707.0 |
| 2016-10-04 18:30:00 | SPY | ETF | 214.82 | 214.83 | 214.77 | 214.8 | 28971.0 |
| 2016-10-04 19:00:00 | SPY | ETF | 214.81 | 214.83 | 214.71 | 214.71 | 37812.0 |
| 2016-10-04 19:30:00 | SPY | ETF | 214.74 | 214.74 | 214.65 | 214.66 | 32471.0 |
| 2016-10-04 04:00:00 | QQQ | ETF | 118.88 | 118.88 | 118.88 | 118.88 | 9960.0 |
| 2016-10-04 05:00:00 | QQQ | ETF | 118.95 | 119.0 | 118.93 | 119.0 | 3497.0 |
| 2016-10-04 05:30:00 | QQQ | ETF | 118.97 | 119.0 | 118.9 | 118.9 | 36479.0 |
| 2016-10-04 06:00:00 | QQQ | ETF | 118.9 | 118.9 | 118.86 | 118.86 | 1897.0 |
| 2016-10-04 06:30:00 | QQQ | ETF | 118.73 | 118.75 | 118.73 | 118.74 | 1648.0 |
| 2016-10-04 07:00:00 | QQQ | ETF | 118.79 | 118.8 | 118.76 | 118.77 | 4270.0 |
| 2016-10-04 07:30:00 | QQQ | ETF | 118.76 | 118.81 | 118.74 | 118.81 | 9405.0 |
| 2016-10-04 08:00:00 | QQQ | ETF | 118.82 | 118.82 | 118.74 | 118.77 | 24168.0 |
| 2016-10-04 08:30:00 | QQQ | ETF | 118.75 | 118.79 | 118.69 | 118.76 | 21201.0 |
| 2016-10-04 09:00:00 | QQQ | ETF | 118.75 | 118.88 | 118.75 | 118.85 | 59252.0 |
| 2016-10-04 09:30:00 | QQQ | ETF | 118.85 | 119.16 | 118.84 | 119.11 | 2095736.0 |
| 2016-10-04 10:00:00 | QQQ | ETF | 119.1 | 119.1 | 118.5848 | 118.85 | 1707219.0 |
| 2016-10-04 10:30:00 | QQQ | ETF | 118.83 | 119.11 | 118.82 | 118.9 | 892879.0 |
| 2016-10-04 11:00:00 | QQQ | ETF | 118.91 | 118.92 | 118.42 | 118.73 | 2013959.0 |
| 2016-10-04 11:30:00 | QQQ | ETF | 118.7399 | 118.97 | 118.51 | 118.59 | 2619857.0 |
| 2016-10-04 12:00:00 | QQQ | ETF | 118.59 | 118.76 | 118.49 | 118.6101 | 995691.0 |
| 2016-10-04 12:30:00 | QQQ | ETF | 118.615 | 118.75 | 118.45 | 118.4955 | 1025325.0 |
| 2016-10-04 13:00:00 | QQQ | ETF | 118.49 | 118.539 | 118.06 | 118.17 | 1492249.0 |
> showing 50 of 13,872 rows — these rows as CSV