PREVIEW / etf_30min / 2016-12-12
file: by_date/etf_30min/2016/2016-12-12.parquet size: 442 KB rows: 15,023
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 |
|---|---|---|---|---|---|---|---|
| 2016-12-12 04:00:00 | SPY | ETF | 226.82 | 226.82 | 226.15 | 226.15 | 7482.0 |
| 2016-12-12 04:30:00 | SPY | ETF | 226.17 | 226.25 | 226.16 | 226.16 | 1103.0 |
| 2016-12-12 05:00:00 | SPY | ETF | 226.3 | 226.3 | 226.16 | 226.22 | 2243.0 |
| 2016-12-12 05:30:00 | SPY | ETF | 226.26 | 226.4 | 226.24 | 226.34 | 1776.0 |
| 2016-12-12 06:00:00 | SPY | ETF | 226.28 | 226.38 | 226.28 | 226.38 | 5349.0 |
| 2016-12-12 06:30:00 | SPY | ETF | 226.38 | 226.5 | 226.35 | 226.48 | 6019.0 |
| 2016-12-12 07:00:00 | SPY | ETF | 226.51 | 226.58 | 226.49 | 226.56 | 37868.0 |
| 2016-12-12 07:30:00 | SPY | ETF | 226.58 | 226.65 | 226.43 | 226.43 | 79642.0 |
| 2016-12-12 08:00:00 | SPY | ETF | 226.46 | 226.6 | 226.44 | 226.55 | 131685.0 |
| 2016-12-12 08:30:00 | SPY | ETF | 226.55 | 226.56 | 226.49 | 226.55 | 210916.0 |
| 2016-12-12 09:00:00 | SPY | ETF | 226.55 | 226.56 | 226.33 | 226.38 | 677723.0 |
| 2016-12-12 09:30:00 | SPY | ETF | 226.4 | 226.82 | 226.26 | 226.82 | 9690219.0 |
| 2016-12-12 10:00:00 | SPY | ETF | 226.82 | 226.96 | 226.22 | 226.2236 | 5595132.0 |
| 2016-12-12 10:30:00 | SPY | ETF | 226.22 | 226.49 | 226.17 | 226.34 | 4252768.0 |
| 2016-12-12 11:00:00 | SPY | ETF | 226.33 | 226.49 | 226.25 | 226.39 | 6610918.0 |
| 2016-12-12 11:30:00 | SPY | ETF | 226.39 | 226.46 | 226.045 | 226.15 | 5656445.0 |
| 2016-12-12 12:00:00 | SPY | ETF | 226.155 | 226.155 | 225.76 | 225.87 | 9295736.0 |
| 2016-12-12 12:30:00 | SPY | ETF | 225.88 | 226.11 | 225.87 | 225.97 | 4529245.0 |
| 2016-12-12 13:00:00 | SPY | ETF | 225.97 | 226.19 | 225.94 | 226.0866 | 2812051.0 |
| 2016-12-12 13:30:00 | SPY | ETF | 226.08 | 226.11 | 225.88 | 225.95 | 2992805.0 |
| 2016-12-12 14:00:00 | SPY | ETF | 225.945 | 226.25 | 225.92 | 226.0667 | 5168282.0 |
| 2016-12-12 14:30:00 | SPY | ETF | 226.06 | 226.11 | 225.86 | 225.975 | 3052811.0 |
| 2016-12-12 15:00:00 | SPY | ETF | 225.98 | 226.17 | 225.94 | 226.04 | 5770783.0 |
| 2016-12-12 15:30:00 | SPY | ETF | 226.04 | 226.29 | 225.95 | 226.22 | 12050592.0 |
| 2016-12-12 16:00:00 | SPY | ETF | 226.19 | 226.36 | 226.08 | 226.11 | 19296542.0 |
| 2016-12-12 16:30:00 | SPY | ETF | 226.1 | 226.25 | 226.08 | 226.14 | 2245158.0 |
| 2016-12-12 17:00:00 | SPY | ETF | 226.12 | 226.14 | 226.06 | 226.09 | 68116.0 |
| 2016-12-12 17:30:00 | SPY | ETF | 226.09 | 226.463 | 226.09 | 226.11 | 515146.0 |
| 2016-12-12 18:00:00 | SPY | ETF | 226.09 | 226.11 | 225.82 | 225.94 | 176698.0 |
| 2016-12-12 18:30:00 | SPY | ETF | 225.89 | 226.0 | 225.89 | 225.99 | 6105.0 |
| 2016-12-12 19:00:00 | SPY | ETF | 225.96 | 226.11 | 225.95 | 226.1 | 29101.0 |
| 2016-12-12 19:30:00 | SPY | ETF | 226.11 | 226.2 | 226.1 | 226.18 | 76484.0 |
| 2016-12-12 20:00:00 | SPY | ETF | 226.25 | 226.25 | 226.2034 | 226.2034 | 181000.0 |
| 2016-12-12 04:00:00 | QQQ | ETF | 119.02 | 119.1 | 118.79 | 118.79 | 4200.0 |
| 2016-12-12 04:30:00 | QQQ | ETF | 118.78 | 118.79 | 118.72 | 118.77 | 1358.0 |
| 2016-12-12 05:00:00 | QQQ | ETF | 118.8 | 118.81 | 118.78 | 118.81 | 5495.0 |
| 2016-12-12 05:30:00 | QQQ | ETF | 118.94 | 118.94 | 118.94 | 118.94 | 114.0 |
| 2016-12-12 06:00:00 | QQQ | ETF | 118.9 | 118.94 | 118.9 | 118.94 | 1219.0 |
| 2016-12-12 06:30:00 | QQQ | ETF | 118.93 | 119.0 | 118.93 | 119.0 | 8090.0 |
| 2016-12-12 07:00:00 | QQQ | ETF | 118.99 | 119.05 | 118.99 | 119.05 | 2911.0 |
| 2016-12-12 07:30:00 | QQQ | ETF | 119.05 | 119.1 | 119.02 | 119.03 | 50597.0 |
| 2016-12-12 08:00:00 | QQQ | ETF | 119.02 | 119.07 | 119.0 | 119.04 | 24905.0 |
| 2016-12-12 08:30:00 | QQQ | ETF | 119.07 | 119.07 | 119.02 | 119.05 | 55700.0 |
| 2016-12-12 09:00:00 | QQQ | ETF | 119.05 | 119.08 | 118.93 | 118.95 | 34745.0 |
| 2016-12-12 09:30:00 | QQQ | ETF | 118.95 | 119.13 | 118.74 | 119.11 | 2608307.0 |
| 2016-12-12 10:00:00 | QQQ | ETF | 119.11 | 119.21 | 118.66 | 118.67 | 1832385.0 |
| 2016-12-12 10:30:00 | QQQ | ETF | 118.67 | 118.875 | 118.66 | 118.87 | 1039528.0 |
| 2016-12-12 11:00:00 | QQQ | ETF | 118.86 | 118.9533 | 118.8 | 118.84 | 780193.0 |
| 2016-12-12 11:30:00 | QQQ | ETF | 118.85 | 118.89 | 118.67 | 118.69 | 1090720.0 |
| 2016-12-12 12:00:00 | QQQ | ETF | 118.69 | 118.69 | 118.47 | 118.57 | 1500195.0 |
> showing 50 of 15,023 rows — these rows as CSV