PREVIEW / etf_30min / 2016-12-16
file: by_date/etf_30min/2016/2016-12-16.parquet size: 436 KB rows: 14,880
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 |
|---|---|---|---|---|---|---|---|
| 2016-12-16 04:00:00 | SPY | ETF | 225.9 | 225.9 | 225.53 | 225.57 | 86105.0 |
| 2016-12-16 04:30:00 | SPY | ETF | 225.56 | 225.57 | 225.47 | 225.49 | 12819.0 |
| 2016-12-16 05:00:00 | SPY | ETF | 225.49 | 225.58 | 225.48 | 225.57 | 5202.0 |
| 2016-12-16 05:30:00 | SPY | ETF | 225.61 | 225.95 | 225.56 | 225.95 | 12621.0 |
| 2016-12-16 06:00:00 | SPY | ETF | 225.89 | 225.95 | 225.85 | 225.93 | 28855.0 |
| 2016-12-16 06:30:00 | SPY | ETF | 225.94 | 226.07 | 225.81 | 225.97 | 82620.0 |
| 2016-12-16 07:00:00 | SPY | ETF | 225.91 | 226.1 | 225.88 | 226.03 | 83889.0 |
| 2016-12-16 07:30:00 | SPY | ETF | 226.0 | 226.14 | 225.99 | 226.01 | 154138.0 |
| 2016-12-16 08:00:00 | SPY | ETF | 225.87 | 226.12 | 225.87 | 226.01 | 293031.0 |
| 2016-12-16 08:30:00 | SPY | ETF | 226.02 | 226.16 | 225.98 | 226.03 | 246913.0 |
| 2016-12-16 09:00:00 | SPY | ETF | 226.02 | 226.04 | 225.78 | 226.0 | 1951053.0 |
| 2016-12-16 09:30:00 | SPY | ETF | 226.01 | 226.08 | 225.53 | 225.77 | 15276479.0 |
| 2016-12-16 10:00:00 | SPY | ETF | 225.77 | 225.81 | 225.5101 | 225.68 | 28335375.0 |
| 2016-12-16 10:30:00 | SPY | ETF | 225.69 | 225.94 | 225.45 | 225.77 | 6994422.0 |
| 2016-12-16 11:00:00 | SPY | ETF | 225.78 | 225.78 | 225.0 | 225.01 | 9829592.0 |
| 2016-12-16 11:30:00 | SPY | ETF | 225.02 | 225.59 | 224.96 | 225.545 | 9686357.0 |
| 2016-12-16 12:00:00 | SPY | ETF | 225.55 | 225.61 | 225.2 | 225.305 | 3118611.0 |
| 2016-12-16 12:30:00 | SPY | ETF | 225.3 | 225.38 | 224.96 | 225.084 | 4474995.0 |
| 2016-12-16 13:00:00 | SPY | ETF | 225.085 | 225.11 | 224.721 | 224.81 | 8037710.0 |
| 2016-12-16 13:30:00 | SPY | ETF | 224.8 | 225.04 | 224.8 | 224.96 | 3609724.0 |
| 2016-12-16 14:00:00 | SPY | ETF | 224.955 | 225.165 | 224.81 | 224.93 | 5502801.0 |
| 2016-12-16 14:30:00 | SPY | ETF | 224.92 | 225.2 | 224.87 | 225.08 | 10293715.0 |
| 2016-12-16 15:00:00 | SPY | ETF | 225.08 | 225.66 | 224.69 | 224.8799 | 8848986.0 |
| 2016-12-16 15:30:00 | SPY | ETF | 224.8711 | 225.11 | 224.67 | 225.07 | 15664927.0 |
| 2016-12-16 16:00:00 | SPY | ETF | 225.08 | 225.27 | 225.04 | 225.12 | 17273951.0 |
| 2016-12-16 16:30:00 | SPY | ETF | 225.12 | 225.18 | 224.99 | 225.18 | 2610738.0 |
| 2016-12-16 17:00:00 | SPY | ETF | 225.17 | 225.2 | 225.04 | 225.13 | 2066719.0 |
| 2016-12-16 17:30:00 | SPY | ETF | 225.13 | 225.17 | 225.06 | 225.12 | 145647.0 |
| 2016-12-16 18:00:00 | SPY | ETF | 225.12 | 225.15 | 225.08 | 225.15 | 10558.0 |
| 2016-12-16 18:30:00 | SPY | ETF | 225.12 | 225.15 | 225.1 | 225.1 | 7536.0 |
| 2016-12-16 19:00:00 | SPY | ETF | 225.15 | 225.26 | 225.15 | 225.2 | 45064.0 |
| 2016-12-16 19:30:00 | SPY | ETF | 225.22 | 225.23 | 225.18 | 225.2 | 10284.0 |
| 2016-12-16 04:00:00 | QQQ | ETF | 120.34 | 120.34 | 119.94 | 120.05 | 2600.0 |
| 2016-12-16 04:30:00 | QQQ | ETF | 119.99 | 120.01 | 119.97 | 120.01 | 1938.0 |
| 2016-12-16 05:00:00 | QQQ | ETF | 120.0 | 120.03 | 120.0 | 120.03 | 700.0 |
| 2016-12-16 05:30:00 | QQQ | ETF | 120.07 | 120.25 | 120.07 | 120.24 | 4597.0 |
| 2016-12-16 06:00:00 | QQQ | ETF | 120.2 | 120.22 | 120.19 | 120.22 | 3400.0 |
| 2016-12-16 06:30:00 | QQQ | ETF | 120.16 | 120.27 | 120.16 | 120.27 | 847.0 |
| 2016-12-16 07:00:00 | QQQ | ETF | 120.24 | 120.32 | 120.23 | 120.32 | 7299.0 |
| 2016-12-16 07:30:00 | QQQ | ETF | 120.34 | 120.34 | 120.26 | 120.26 | 37997.0 |
| 2016-12-16 08:00:00 | QQQ | ETF | 120.33 | 120.33 | 120.25 | 120.33 | 31832.0 |
| 2016-12-16 08:30:00 | QQQ | ETF | 120.33 | 120.42 | 120.33 | 120.33 | 22246.0 |
| 2016-12-16 09:00:00 | QQQ | ETF | 120.32 | 120.33 | 120.25 | 120.26 | 650928.0 |
| 2016-12-16 09:30:00 | QQQ | ETF | 120.27 | 120.52 | 120.06 | 120.275 | 2573799.0 |
| 2016-12-16 10:00:00 | QQQ | ETF | 120.28 | 120.305 | 120.0232 | 120.08 | 1285649.0 |
| 2016-12-16 10:30:00 | QQQ | ETF | 120.09 | 120.23 | 119.951 | 120.045 | 1025988.0 |
| 2016-12-16 11:00:00 | QQQ | ETF | 120.04 | 120.07 | 119.515 | 119.52 | 1293058.0 |
| 2016-12-16 11:30:00 | QQQ | ETF | 119.525 | 119.89 | 119.461 | 119.86 | 1321281.0 |
| 2016-12-16 12:00:00 | QQQ | ETF | 119.86 | 119.885 | 119.66 | 119.7435 | 386499.0 |
| 2016-12-16 12:30:00 | QQQ | ETF | 119.7465 | 119.85 | 119.595 | 119.65 | 573007.0 |
> showing 50 of 14,880 rows — these rows as CSV