PREVIEW / etf_30min / 2016-11-11
file: by_date/etf_30min/2016/2016-11-11.parquet size: 437 KB rows: 14,664
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-11 04:00:00 | SPY | ETF | 216.86 | 216.94 | 216.68 | 216.84 | 15858.0 |
| 2016-11-11 04:30:00 | SPY | ETF | 216.99 | 216.99 | 216.48 | 216.56 | 35493.0 |
| 2016-11-11 05:00:00 | SPY | ETF | 216.54 | 216.54 | 216.21 | 216.32 | 40547.0 |
| 2016-11-11 05:30:00 | SPY | ETF | 216.29 | 216.32 | 215.56 | 216.0 | 60580.0 |
| 2016-11-11 06:00:00 | SPY | ETF | 216.0 | 216.09 | 215.86 | 215.87 | 63330.0 |
| 2016-11-11 06:30:00 | SPY | ETF | 215.88 | 216.14 | 215.8 | 216.05 | 40797.0 |
| 2016-11-11 07:00:00 | SPY | ETF | 216.09 | 216.41 | 216.09 | 216.2 | 317586.0 |
| 2016-11-11 07:30:00 | SPY | ETF | 216.21 | 216.52 | 216.16 | 216.45 | 203477.0 |
| 2016-11-11 08:00:00 | SPY | ETF | 216.45 | 216.6 | 216.0 | 216.35 | 1867922.0 |
| 2016-11-11 08:30:00 | SPY | ETF | 216.36 | 216.49 | 216.1 | 216.39 | 613872.0 |
| 2016-11-11 09:00:00 | SPY | ETF | 216.37 | 216.37 | 215.95 | 216.1 | 988811.0 |
| 2016-11-11 09:30:00 | SPY | ETF | 216.08 | 216.62 | 215.86 | 216.05 | 11580349.0 |
| 2016-11-11 10:00:00 | SPY | ETF | 216.06 | 216.57 | 215.72 | 215.86 | 9609057.0 |
| 2016-11-11 10:30:00 | SPY | ETF | 215.86 | 216.19 | 215.49 | 215.68 | 7941525.0 |
| 2016-11-11 11:00:00 | SPY | ETF | 215.68 | 215.84 | 215.32 | 215.51 | 6916499.0 |
| 2016-11-11 11:30:00 | SPY | ETF | 215.5 | 215.95 | 215.4 | 215.82 | 5826151.0 |
| 2016-11-11 12:00:00 | SPY | ETF | 215.82 | 216.49 | 215.8 | 216.35 | 7090954.0 |
| 2016-11-11 12:30:00 | SPY | ETF | 216.36 | 216.585 | 216.075 | 216.1599 | 3825470.0 |
| 2016-11-11 13:00:00 | SPY | ETF | 216.16 | 216.48 | 216.13 | 216.45 | 2647844.0 |
| 2016-11-11 13:30:00 | SPY | ETF | 216.45 | 216.55 | 216.09 | 216.1 | 3465268.0 |
| 2016-11-11 14:00:00 | SPY | ETF | 216.1 | 216.38 | 215.95 | 216.0711 | 3777306.0 |
| 2016-11-11 14:30:00 | SPY | ETF | 216.07 | 216.18 | 215.8 | 215.81 | 3293682.0 |
| 2016-11-11 15:00:00 | SPY | ETF | 215.805 | 216.25 | 215.78 | 216.18 | 3538576.0 |
| 2016-11-11 15:30:00 | SPY | ETF | 216.18 | 216.7 | 216.13 | 216.46 | 15146861.0 |
| 2016-11-11 16:00:00 | SPY | ETF | 216.46 | 216.77 | 216.2651 | 216.64 | 9292287.0 |
| 2016-11-11 16:30:00 | SPY | ETF | 216.64 | 216.69 | 216.42 | 216.42 | 689874.0 |
| 2016-11-11 17:00:00 | SPY | ETF | 216.53 | 216.69 | 216.5 | 216.5 | 154139.0 |
| 2016-11-11 17:30:00 | SPY | ETF | 216.51 | 216.55 | 216.42 | 216.53 | 49805.0 |
| 2016-11-11 18:00:00 | SPY | ETF | 216.53 | 216.63 | 216.53 | 216.61 | 37817.0 |
| 2016-11-11 18:30:00 | SPY | ETF | 216.63 | 216.72 | 216.63 | 216.68 | 37396.0 |
| 2016-11-11 19:00:00 | SPY | ETF | 216.7 | 216.71 | 216.66 | 216.69 | 10241.0 |
| 2016-11-11 19:30:00 | SPY | ETF | 216.69 | 216.75 | 216.67 | 216.68 | 9654.0 |
| 2016-11-11 04:00:00 | QQQ | ETF | 115.75 | 115.75 | 114.89 | 114.93 | 12437.0 |
| 2016-11-11 04:30:00 | QQQ | ETF | 114.99 | 114.99 | 114.64 | 114.64 | 2910.0 |
| 2016-11-11 05:00:00 | QQQ | ETF | 114.67 | 114.7 | 114.45 | 114.58 | 6070.0 |
| 2016-11-11 05:30:00 | QQQ | ETF | 114.62 | 114.65 | 114.29 | 114.63 | 7095.0 |
| 2016-11-11 06:00:00 | QQQ | ETF | 114.63 | 114.69 | 114.48 | 114.54 | 41520.0 |
| 2016-11-11 06:30:00 | QQQ | ETF | 114.58 | 114.6 | 114.45 | 114.6 | 46749.0 |
| 2016-11-11 07:00:00 | QQQ | ETF | 114.64 | 114.71 | 114.58 | 114.69 | 121032.0 |
| 2016-11-11 07:30:00 | QQQ | ETF | 114.71 | 114.9 | 114.71 | 114.85 | 72915.0 |
| 2016-11-11 08:00:00 | QQQ | ETF | 114.84 | 115.02 | 114.82 | 114.89 | 213818.0 |
| 2016-11-11 08:30:00 | QQQ | ETF | 114.87 | 115.18 | 114.81 | 115.09 | 186843.0 |
| 2016-11-11 09:00:00 | QQQ | ETF | 115.17 | 115.3 | 115.05 | 115.23 | 281221.0 |
| 2016-11-11 09:30:00 | QQQ | ETF | 115.21 | 115.62 | 114.84 | 114.92 | 6806224.0 |
| 2016-11-11 10:00:00 | QQQ | ETF | 114.92 | 115.91 | 114.85 | 115.14 | 3895536.0 |
| 2016-11-11 10:30:00 | QQQ | ETF | 115.15 | 115.43 | 114.991 | 115.21 | 2687471.0 |
| 2016-11-11 11:00:00 | QQQ | ETF | 115.2 | 115.29 | 114.87 | 115.12 | 2222584.0 |
| 2016-11-11 11:30:00 | QQQ | ETF | 115.12 | 115.44 | 114.955 | 115.33 | 1544384.0 |
| 2016-11-11 12:00:00 | QQQ | ETF | 115.311 | 115.8368 | 115.31 | 115.75 | 2132818.0 |
| 2016-11-11 12:30:00 | QQQ | ETF | 115.76 | 116.05 | 115.48 | 115.56 | 1967125.0 |
> showing 50 of 14,664 rows — these rows as CSV