PREVIEW / etf_30min / 2016-11-01
file: by_date/etf_30min/2016/2016-11-01.parquet size: 421 KB rows: 14,270
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-01 04:00:00 | SPY | ETF | 213.04 | 213.23 | 213.04 | 213.23 | 4115.0 |
| 2016-11-01 04:30:00 | SPY | ETF | 213.22 | 213.22 | 212.93 | 212.93 | 5412.0 |
| 2016-11-01 05:00:00 | SPY | ETF | 212.88 | 212.91 | 212.8 | 212.91 | 4612.0 |
| 2016-11-01 05:30:00 | SPY | ETF | 212.86 | 213.08 | 212.86 | 213.08 | 1352.0 |
| 2016-11-01 06:00:00 | SPY | ETF | 213.06 | 213.13 | 213.06 | 213.12 | 2157.0 |
| 2016-11-01 06:30:00 | SPY | ETF | 213.11 | 213.13 | 213.03 | 213.03 | 52904.0 |
| 2016-11-01 07:00:00 | SPY | ETF | 213.05 | 213.08 | 212.82 | 212.96 | 27809.0 |
| 2016-11-01 07:30:00 | SPY | ETF | 212.97 | 212.97 | 212.76 | 212.76 | 63902.0 |
| 2016-11-01 08:00:00 | SPY | ETF | 212.75 | 212.88 | 212.69 | 212.82 | 220713.0 |
| 2016-11-01 08:30:00 | SPY | ETF | 212.8 | 212.99 | 212.78 | 212.88 | 133599.0 |
| 2016-11-01 09:00:00 | SPY | ETF | 212.89 | 213.0 | 212.83 | 212.92 | 452051.0 |
| 2016-11-01 09:30:00 | SPY | ETF | 212.93 | 212.99 | 212.34 | 212.43 | 6498814.0 |
| 2016-11-01 10:00:00 | SPY | ETF | 212.425 | 212.55 | 212.02 | 212.1 | 7468757.0 |
| 2016-11-01 10:30:00 | SPY | ETF | 212.09 | 212.26 | 211.77 | 212.16 | 7132550.0 |
| 2016-11-01 11:00:00 | SPY | ETF | 212.16 | 212.23 | 211.91 | 211.92 | 3416098.0 |
| 2016-11-01 11:30:00 | SPY | ETF | 211.91 | 212.025 | 211.56 | 211.6251 | 6813143.0 |
| 2016-11-01 12:00:00 | SPY | ETF | 211.625 | 211.69 | 211.05 | 211.0808 | 6256998.0 |
| 2016-11-01 12:30:00 | SPY | ETF | 211.1 | 211.34 | 210.83 | 211.0746 | 5945405.0 |
| 2016-11-01 13:00:00 | SPY | ETF | 211.07 | 211.15 | 210.64 | 210.8991 | 6732316.0 |
| 2016-11-01 13:30:00 | SPY | ETF | 210.89 | 210.9 | 210.14 | 210.29 | 11242278.0 |
| 2016-11-01 14:00:00 | SPY | ETF | 210.29 | 210.6 | 209.6 | 210.43 | 15934249.0 |
| 2016-11-01 14:30:00 | SPY | ETF | 210.43 | 210.76 | 210.21 | 210.29 | 9194264.0 |
| 2016-11-01 15:00:00 | SPY | ETF | 210.29 | 210.73 | 210.11 | 210.7237 | 8014498.0 |
| 2016-11-01 15:30:00 | SPY | ETF | 210.72 | 211.22 | 210.5433 | 211.0 | 17538722.0 |
| 2016-11-01 16:00:00 | SPY | ETF | 211.0 | 211.29 | 210.75 | 210.8 | 5447562.0 |
| 2016-11-01 16:30:00 | SPY | ETF | 210.81 | 211.01 | 210.67 | 210.69 | 1641659.0 |
| 2016-11-01 17:00:00 | SPY | ETF | 210.71 | 211.01 | 210.65 | 210.65 | 134129.0 |
| 2016-11-01 17:30:00 | SPY | ETF | 210.65 | 210.68 | 210.57 | 210.64 | 165869.0 |
| 2016-11-01 18:00:00 | SPY | ETF | 210.64 | 210.88 | 210.56 | 210.66 | 244339.0 |
| 2016-11-01 18:30:00 | SPY | ETF | 210.63 | 210.68 | 210.55 | 210.64 | 21258.0 |
| 2016-11-01 19:00:00 | SPY | ETF | 210.65 | 210.7 | 210.63 | 210.63 | 6789.0 |
| 2016-11-01 19:30:00 | SPY | ETF | 210.64 | 210.71 | 210.6 | 210.61 | 23654.0 |
| 2016-11-01 04:00:00 | QQQ | ETF | 117.24 | 117.24 | 117.24 | 117.24 | 100.0 |
| 2016-11-01 05:00:00 | QQQ | ETF | 117.15 | 117.15 | 117.15 | 117.15 | 800.0 |
| 2016-11-01 06:00:00 | QQQ | ETF | 117.27 | 117.31 | 117.27 | 117.31 | 2100.0 |
| 2016-11-01 06:30:00 | QQQ | ETF | 117.3 | 117.3 | 117.3 | 117.3 | 100.0 |
| 2016-11-01 07:00:00 | QQQ | ETF | 117.28 | 117.28 | 117.16 | 117.16 | 3969.0 |
| 2016-11-01 07:30:00 | QQQ | ETF | 117.14 | 117.15 | 117.13 | 117.13 | 11276.0 |
| 2016-11-01 08:00:00 | QQQ | ETF | 117.11 | 117.14 | 117.08 | 117.1 | 21733.0 |
| 2016-11-01 08:30:00 | QQQ | ETF | 117.14 | 117.19 | 117.14 | 117.19 | 6934.0 |
| 2016-11-01 09:00:00 | QQQ | ETF | 117.23 | 117.23 | 117.14 | 117.19 | 22747.0 |
| 2016-11-01 09:30:00 | QQQ | ETF | 117.19 | 117.21 | 116.81 | 116.9098 | 2176884.0 |
| 2016-11-01 10:00:00 | QQQ | ETF | 116.91 | 117.01 | 116.63 | 116.7 | 1645974.0 |
| 2016-11-01 10:30:00 | QQQ | ETF | 116.67 | 116.79 | 116.45 | 116.71 | 1362363.0 |
| 2016-11-01 11:00:00 | QQQ | ETF | 116.71 | 116.835 | 116.65 | 116.65 | 743675.0 |
| 2016-11-01 11:30:00 | QQQ | ETF | 116.65 | 116.76 | 116.5 | 116.54 | 557327.0 |
| 2016-11-01 12:00:00 | QQQ | ETF | 116.55 | 116.57 | 116.14 | 116.2 | 972815.0 |
| 2016-11-01 12:30:00 | QQQ | ETF | 116.193 | 116.35 | 116.01 | 116.12 | 1019598.0 |
| 2016-11-01 13:00:00 | QQQ | ETF | 116.11 | 116.14 | 115.7 | 115.888 | 1398095.0 |
| 2016-11-01 13:30:00 | QQQ | ETF | 115.88 | 115.89 | 115.47 | 115.59 | 1501397.0 |
> showing 50 of 14,270 rows — these rows as CSV