PREVIEW / etf_30min / 2016-10-24
file: by_date/etf_30min/2016/2016-10-24.parquet size: 394 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 |
|---|---|---|---|---|---|---|---|
| 2016-10-24 04:00:00 | SPY | ETF | 214.91 | 215.12 | 214.88 | 214.88 | 7220.0 |
| 2016-10-24 04:30:00 | SPY | ETF | 214.95 | 215.0 | 214.9 | 214.9 | 2754.0 |
| 2016-10-24 05:00:00 | SPY | ETF | 214.92 | 214.92 | 214.86 | 214.86 | 3500.0 |
| 2016-10-24 05:30:00 | SPY | ETF | 214.86 | 214.87 | 214.84 | 214.84 | 502.0 |
| 2016-10-24 06:00:00 | SPY | ETF | 214.89 | 214.94 | 214.86 | 214.87 | 3751.0 |
| 2016-10-24 06:30:00 | SPY | ETF | 214.87 | 214.92 | 214.81 | 214.81 | 36759.0 |
| 2016-10-24 07:00:00 | SPY | ETF | 214.8 | 214.85 | 214.76 | 214.84 | 35418.0 |
| 2016-10-24 07:30:00 | SPY | ETF | 214.86 | 214.86 | 214.75 | 214.84 | 125118.0 |
| 2016-10-24 08:00:00 | SPY | ETF | 214.82 | 214.88 | 214.131 | 214.82 | 324012.0 |
| 2016-10-24 08:30:00 | SPY | ETF | 214.82 | 214.94 | 214.82 | 214.93 | 245084.0 |
| 2016-10-24 09:00:00 | SPY | ETF | 214.92 | 214.98 | 214.84 | 214.96 | 278216.0 |
| 2016-10-24 09:30:00 | SPY | ETF | 215.0 | 215.32 | 214.98 | 215.197 | 7970485.0 |
| 2016-10-24 10:00:00 | SPY | ETF | 215.2 | 215.24 | 214.8389 | 214.86 | 4079145.0 |
| 2016-10-24 10:30:00 | SPY | ETF | 214.86 | 215.09 | 214.7 | 215.0 | 4940820.0 |
| 2016-10-24 11:00:00 | SPY | ETF | 214.99 | 215.14 | 214.92 | 214.94 | 3158732.0 |
| 2016-10-24 11:30:00 | SPY | ETF | 214.935 | 215.03 | 214.78 | 214.79 | 2140562.0 |
| 2016-10-24 12:00:00 | SPY | ETF | 214.79 | 214.88 | 214.66 | 214.67 | 2106887.0 |
| 2016-10-24 12:30:00 | SPY | ETF | 214.66 | 214.71 | 214.48 | 214.695 | 3333037.0 |
| 2016-10-24 13:00:00 | SPY | ETF | 214.69 | 214.7734 | 214.66 | 214.77 | 1764087.0 |
| 2016-10-24 13:30:00 | SPY | ETF | 214.76 | 214.89 | 214.66 | 214.79 | 1825419.0 |
| 2016-10-24 14:00:00 | SPY | ETF | 214.79 | 214.8911 | 214.7536 | 214.89 | 1969101.0 |
| 2016-10-24 14:30:00 | SPY | ETF | 214.885 | 214.94 | 214.84 | 214.91 | 3327242.0 |
| 2016-10-24 15:00:00 | SPY | ETF | 214.905 | 214.96 | 214.795 | 214.865 | 3134320.0 |
| 2016-10-24 15:30:00 | SPY | ETF | 214.87 | 215.04 | 214.75 | 214.85 | 10066206.0 |
| 2016-10-24 16:00:00 | SPY | ETF | 214.86 | 214.92 | 214.75 | 214.88 | 7047414.0 |
| 2016-10-24 16:30:00 | SPY | ETF | 214.87 | 215.0 | 214.83 | 214.96 | 613041.0 |
| 2016-10-24 17:00:00 | SPY | ETF | 214.93 | 214.97 | 214.89 | 214.97 | 16479.0 |
| 2016-10-24 17:30:00 | SPY | ETF | 214.95 | 214.95 | 214.89 | 214.9 | 121326.0 |
| 2016-10-24 18:00:00 | SPY | ETF | 214.9 | 214.92 | 214.85 | 214.87 | 31359.0 |
| 2016-10-24 18:30:00 | SPY | ETF | 214.87 | 214.97 | 214.82 | 214.85 | 39733.0 |
| 2016-10-24 19:00:00 | SPY | ETF | 214.86 | 214.9 | 214.85 | 214.9 | 3617.0 |
| 2016-10-24 19:30:00 | SPY | ETF | 214.9 | 214.95 | 214.87 | 214.9 | 15341.0 |
| 2016-10-24 20:00:00 | SPY | ETF | 214.89 | 214.938 | 214.89 | 214.938 | 1100000.0 |
| 2016-10-24 04:30:00 | QQQ | ETF | 118.8 | 118.8 | 118.8 | 118.8 | 100.0 |
| 2016-10-24 05:00:00 | QQQ | ETF | 118.8 | 118.8 | 118.8 | 118.8 | 200.0 |
| 2016-10-24 06:30:00 | QQQ | ETF | 118.8 | 118.8 | 118.8 | 118.8 | 166.0 |
| 2016-10-24 07:00:00 | QQQ | ETF | 118.81 | 118.84 | 118.78 | 118.84 | 32239.0 |
| 2016-10-24 07:30:00 | QQQ | ETF | 118.83 | 118.83 | 118.79 | 118.81 | 4771.0 |
| 2016-10-24 08:00:00 | QQQ | ETF | 118.8 | 118.83 | 118.77 | 118.81 | 54549.0 |
| 2016-10-24 08:30:00 | QQQ | ETF | 118.83 | 118.92 | 118.83 | 118.92 | 70003.0 |
| 2016-10-24 09:00:00 | QQQ | ETF | 118.92 | 118.95 | 118.87 | 118.92 | 120628.0 |
| 2016-10-24 09:30:00 | QQQ | ETF | 118.93 | 119.25 | 118.8918 | 119.24 | 2083978.0 |
| 2016-10-24 10:00:00 | QQQ | ETF | 119.24 | 119.33 | 119.19 | 119.2 | 1360789.0 |
| 2016-10-24 10:30:00 | QQQ | ETF | 119.2 | 119.39 | 119.09 | 119.33 | 1215285.0 |
| 2016-10-24 11:00:00 | QQQ | ETF | 119.32 | 119.45 | 119.3 | 119.355 | 693083.0 |
| 2016-10-24 11:30:00 | QQQ | ETF | 119.35 | 119.396 | 119.29 | 119.3 | 730193.0 |
| 2016-10-24 12:00:00 | QQQ | ETF | 119.3 | 119.335 | 119.25 | 119.27 | 791264.0 |
| 2016-10-24 12:30:00 | QQQ | ETF | 119.26 | 119.31 | 119.22 | 119.2858 | 456371.0 |
| 2016-10-24 13:00:00 | QQQ | ETF | 119.28 | 119.4 | 119.2799 | 119.38 | 323209.0 |
| 2016-10-24 13:30:00 | QQQ | ETF | 119.3994 | 119.49 | 119.35 | 119.44 | 440782.0 |
> showing 50 of 13,485 rows — these rows as CSV