PREVIEW / etf_30min / 2016-11-21
file: by_date/etf_30min/2016/2016-11-21.parquet size: 434 KB rows: 14,746
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-21 04:00:00 | SPY | ETF | 218.93 | 218.93 | 218.46 | 218.47 | 14905.0 |
| 2016-11-21 04:30:00 | SPY | ETF | 218.46 | 218.65 | 218.46 | 218.65 | 6741.0 |
| 2016-11-21 05:00:00 | SPY | ETF | 218.77 | 219.08 | 218.77 | 219.08 | 2949.0 |
| 2016-11-21 05:30:00 | SPY | ETF | 219.06 | 219.09 | 218.89 | 218.89 | 5762.0 |
| 2016-11-21 06:00:00 | SPY | ETF | 218.9 | 219.02 | 218.9 | 219.01 | 1803.0 |
| 2016-11-21 06:30:00 | SPY | ETF | 219.05 | 219.05 | 218.98 | 219.03 | 7860.0 |
| 2016-11-21 07:00:00 | SPY | ETF | 219.02 | 219.08 | 218.91 | 218.92 | 146226.0 |
| 2016-11-21 07:30:00 | SPY | ETF | 218.91 | 219.07 | 218.9 | 219.05 | 43037.0 |
| 2016-11-21 08:00:00 | SPY | ETF | 219.02 | 219.18 | 218.91 | 219.15 | 476556.0 |
| 2016-11-21 08:30:00 | SPY | ETF | 219.15 | 219.21 | 219.1 | 219.16 | 170860.0 |
| 2016-11-21 09:00:00 | SPY | ETF | 219.17 | 219.24 | 218.5 | 219.15 | 235287.0 |
| 2016-11-21 09:30:00 | SPY | ETF | 219.17 | 219.64 | 219.16 | 219.59 | 7610083.0 |
| 2016-11-21 10:00:00 | SPY | ETF | 219.5957 | 219.63 | 219.0 | 219.15 | 4790213.0 |
| 2016-11-21 10:30:00 | SPY | ETF | 219.16 | 219.42 | 219.13 | 219.35 | 3193608.0 |
| 2016-11-21 11:00:00 | SPY | ETF | 219.35 | 219.65 | 219.3 | 219.52 | 3329551.0 |
| 2016-11-21 11:30:00 | SPY | ETF | 219.52 | 219.68 | 219.5 | 219.68 | 3124476.0 |
| 2016-11-21 12:00:00 | SPY | ETF | 219.675 | 219.7 | 219.56 | 219.68 | 2716717.0 |
| 2016-11-21 12:30:00 | SPY | ETF | 219.68 | 219.98 | 219.66 | 219.91 | 4651781.0 |
| 2016-11-21 13:00:00 | SPY | ETF | 219.91 | 220.04 | 219.9 | 219.94 | 3635376.0 |
| 2016-11-21 13:30:00 | SPY | ETF | 219.94 | 219.99 | 219.88 | 219.91 | 2157726.0 |
| 2016-11-21 14:00:00 | SPY | ETF | 219.91 | 219.92 | 219.8 | 219.85 | 2558972.0 |
| 2016-11-21 14:30:00 | SPY | ETF | 219.85 | 219.93 | 219.77 | 219.81 | 3147944.0 |
| 2016-11-21 15:00:00 | SPY | ETF | 219.81 | 219.91 | 219.77 | 219.865 | 4848944.0 |
| 2016-11-21 15:30:00 | SPY | ETF | 219.86 | 220.18 | 219.82 | 220.11 | 12524028.0 |
| 2016-11-21 16:00:00 | SPY | ETF | 220.11 | 220.15 | 219.75 | 219.83 | 7750480.0 |
| 2016-11-21 16:30:00 | SPY | ETF | 219.83 | 220.15 | 219.77 | 219.89 | 930089.0 |
| 2016-11-21 17:00:00 | SPY | ETF | 219.89 | 220.15 | 219.84 | 219.86 | 489818.0 |
| 2016-11-21 17:30:00 | SPY | ETF | 219.88 | 219.91 | 219.86 | 219.87 | 53258.0 |
| 2016-11-21 18:00:00 | SPY | ETF | 219.91 | 219.97 | 219.86 | 219.86 | 57703.0 |
| 2016-11-21 18:30:00 | SPY | ETF | 219.89 | 219.9 | 219.87 | 219.9 | 27400.0 |
| 2016-11-21 19:00:00 | SPY | ETF | 219.95 | 220.02 | 219.95 | 219.97 | 35953.0 |
| 2016-11-21 19:30:00 | SPY | ETF | 220.0 | 220.15 | 219.97 | 220.14 | 81483.0 |
| 2016-11-21 04:00:00 | QQQ | ETF | 117.29 | 117.29 | 117.25 | 117.25 | 244.0 |
| 2016-11-21 04:30:00 | QQQ | ETF | 117.27 | 117.31 | 117.27 | 117.31 | 815.0 |
| 2016-11-21 05:00:00 | QQQ | ETF | 117.55 | 117.59 | 117.55 | 117.58 | 860.0 |
| 2016-11-21 06:00:00 | QQQ | ETF | 117.56 | 117.67 | 117.56 | 117.64 | 2122.0 |
| 2016-11-21 06:30:00 | QQQ | ETF | 117.61 | 117.61 | 117.61 | 117.61 | 3000.0 |
| 2016-11-21 07:00:00 | QQQ | ETF | 117.62 | 117.67 | 117.59 | 117.59 | 108766.0 |
| 2016-11-21 07:30:00 | QQQ | ETF | 117.57 | 117.65 | 117.57 | 117.65 | 7573.0 |
| 2016-11-21 08:00:00 | QQQ | ETF | 117.61 | 117.7 | 117.6 | 117.69 | 23861.0 |
| 2016-11-21 08:30:00 | QQQ | ETF | 117.67 | 117.71 | 117.62 | 117.67 | 17390.0 |
| 2016-11-21 09:00:00 | QQQ | ETF | 117.68 | 117.7 | 117.32 | 117.59 | 116319.0 |
| 2016-11-21 09:30:00 | QQQ | ETF | 117.6 | 118.36 | 117.57 | 118.301 | 2426742.0 |
| 2016-11-21 10:00:00 | QQQ | ETF | 118.31 | 118.32 | 117.7 | 117.84 | 2560799.0 |
| 2016-11-21 10:30:00 | QQQ | ETF | 117.84 | 118.03 | 117.8 | 117.98 | 853412.0 |
| 2016-11-21 11:00:00 | QQQ | ETF | 117.99 | 118.325 | 117.96 | 118.25 | 2212323.0 |
| 2016-11-21 11:30:00 | QQQ | ETF | 118.25 | 118.41 | 118.22 | 118.41 | 915927.0 |
| 2016-11-21 12:00:00 | QQQ | ETF | 118.41 | 118.45 | 118.2627 | 118.33 | 486227.0 |
| 2016-11-21 12:30:00 | QQQ | ETF | 118.33 | 118.49 | 118.295 | 118.42 | 887719.0 |
| 2016-11-21 13:00:00 | QQQ | ETF | 118.41 | 118.525 | 118.35 | 118.45 | 813661.0 |
> showing 50 of 14,746 rows — these rows as CSV