PREVIEW / etf_30min / 2016-11-17
file: by_date/etf_30min/2016/2016-11-17.parquet size: 433 KB rows: 14,701
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-17 04:00:00 | SPY | ETF | 218.0 | 218.15 | 217.94 | 217.94 | 9471.0 |
| 2016-11-17 04:30:00 | SPY | ETF | 218.02 | 218.04 | 217.87 | 217.96 | 4815.0 |
| 2016-11-17 05:00:00 | SPY | ETF | 217.96 | 217.96 | 217.84 | 217.91 | 13659.0 |
| 2016-11-17 05:30:00 | SPY | ETF | 217.91 | 218.11 | 217.91 | 218.07 | 10521.0 |
| 2016-11-17 06:00:00 | SPY | ETF | 218.11 | 218.13 | 218.03 | 218.11 | 11696.0 |
| 2016-11-17 06:30:00 | SPY | ETF | 218.08 | 218.09 | 217.98 | 217.98 | 6506.0 |
| 2016-11-17 07:00:00 | SPY | ETF | 217.97 | 218.15 | 217.97 | 218.1 | 28071.0 |
| 2016-11-17 07:30:00 | SPY | ETF | 218.11 | 218.12 | 217.9 | 217.9 | 77221.0 |
| 2016-11-17 08:00:00 | SPY | ETF | 217.91 | 217.97 | 217.82 | 217.85 | 195608.0 |
| 2016-11-17 08:30:00 | SPY | ETF | 217.86 | 217.99 | 217.71 | 217.94 | 345982.0 |
| 2016-11-17 09:00:00 | SPY | ETF | 217.93 | 218.13 | 217.91 | 218.04 | 324874.0 |
| 2016-11-17 09:30:00 | SPY | ETF | 218.05 | 218.65 | 217.92 | 218.5808 | 7477902.0 |
| 2016-11-17 10:00:00 | SPY | ETF | 218.6 | 218.62 | 218.3 | 218.35 | 5418285.0 |
| 2016-11-17 10:30:00 | SPY | ETF | 218.35 | 218.49 | 218.1 | 218.25 | 4292950.0 |
| 2016-11-17 11:00:00 | SPY | ETF | 218.25 | 218.63 | 218.24 | 218.48 | 3210559.0 |
| 2016-11-17 11:30:00 | SPY | ETF | 218.48 | 218.89 | 218.37 | 218.805 | 4174400.0 |
| 2016-11-17 12:00:00 | SPY | ETF | 218.8 | 219.06 | 218.7801 | 219.0 | 3755895.0 |
| 2016-11-17 12:30:00 | SPY | ETF | 219.01 | 219.02 | 218.74 | 218.8301 | 3454880.0 |
| 2016-11-17 13:00:00 | SPY | ETF | 218.83 | 218.94 | 218.8 | 218.855 | 3494288.0 |
| 2016-11-17 13:30:00 | SPY | ETF | 218.86 | 218.98 | 218.7 | 218.7 | 4593792.0 |
| 2016-11-17 14:00:00 | SPY | ETF | 218.71 | 218.83 | 218.58 | 218.7 | 4159297.0 |
| 2016-11-17 14:30:00 | SPY | ETF | 218.7 | 218.74 | 218.54 | 218.71 | 2855688.0 |
| 2016-11-17 15:00:00 | SPY | ETF | 218.71 | 218.8807 | 218.65 | 218.82 | 3673076.0 |
| 2016-11-17 15:30:00 | SPY | ETF | 218.825 | 218.98 | 218.8 | 218.95 | 9924047.0 |
| 2016-11-17 16:00:00 | SPY | ETF | 218.96 | 218.99 | 218.83 | 218.94 | 5628058.0 |
| 2016-11-17 16:30:00 | SPY | ETF | 218.93 | 219.01 | 218.93 | 219.0 | 766877.0 |
| 2016-11-17 17:00:00 | SPY | ETF | 218.95 | 219.05 | 218.95 | 218.98 | 216042.0 |
| 2016-11-17 17:30:00 | SPY | ETF | 219.01 | 219.03 | 218.95 | 218.95 | 76555.0 |
| 2016-11-17 18:00:00 | SPY | ETF | 218.94 | 219.05 | 218.93 | 219.03 | 36196.0 |
| 2016-11-17 18:30:00 | SPY | ETF | 219.02 | 219.03 | 218.86 | 218.88 | 82484.0 |
| 2016-11-17 19:00:00 | SPY | ETF | 218.88 | 218.9 | 218.75 | 218.9 | 78521.0 |
| 2016-11-17 19:30:00 | SPY | ETF | 218.89 | 218.95 | 218.77 | 218.82 | 129634.0 |
| 2016-11-17 04:00:00 | QQQ | ETF | 117.0 | 117.1 | 116.98 | 117.03 | 4015.0 |
| 2016-11-17 04:30:00 | QQQ | ETF | 117.05 | 117.05 | 117.05 | 117.05 | 100.0 |
| 2016-11-17 05:00:00 | QQQ | ETF | 117.01 | 117.01 | 117.01 | 117.01 | 200.0 |
| 2016-11-17 05:30:00 | QQQ | ETF | 117.03 | 117.06 | 117.03 | 117.06 | 600.0 |
| 2016-11-17 06:00:00 | QQQ | ETF | 117.07 | 117.07 | 117.0 | 117.04 | 2615.0 |
| 2016-11-17 06:30:00 | QQQ | ETF | 117.05 | 117.05 | 117.05 | 117.05 | 100.0 |
| 2016-11-17 07:00:00 | QQQ | ETF | 117.08 | 117.18 | 117.08 | 117.14 | 13774.0 |
| 2016-11-17 07:30:00 | QQQ | ETF | 117.16 | 117.16 | 116.95 | 116.95 | 50790.0 |
| 2016-11-17 08:00:00 | QQQ | ETF | 116.95 | 117.13 | 116.85 | 116.85 | 53004.0 |
| 2016-11-17 08:30:00 | QQQ | ETF | 116.8 | 116.88 | 116.69 | 116.88 | 72302.0 |
| 2016-11-17 09:00:00 | QQQ | ETF | 116.86 | 116.94 | 116.85 | 116.87 | 140019.0 |
| 2016-11-17 09:30:00 | QQQ | ETF | 116.86 | 117.13 | 116.61 | 117.06 | 3355945.0 |
| 2016-11-17 10:00:00 | QQQ | ETF | 117.08 | 117.17 | 116.98 | 117.04 | 1212299.0 |
| 2016-11-17 10:30:00 | QQQ | ETF | 117.03 | 117.22 | 116.88 | 117.06 | 1440973.0 |
| 2016-11-17 11:00:00 | QQQ | ETF | 117.07 | 117.38 | 117.0399 | 117.3158 | 1132840.0 |
| 2016-11-17 11:30:00 | QQQ | ETF | 117.32 | 117.53 | 117.24 | 117.52 | 806770.0 |
| 2016-11-17 12:00:00 | QQQ | ETF | 117.53 | 117.72 | 117.46 | 117.66 | 841058.0 |
| 2016-11-17 12:30:00 | QQQ | ETF | 117.6632 | 117.74 | 117.57 | 117.665 | 788143.0 |
> showing 50 of 14,701 rows — these rows as CSV