PREVIEW / etf_30min / 2016-12-19
file: by_date/etf_30min/2016/2016-12-19.parquet size: 425 KB rows: 14,644
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 |
|---|---|---|---|---|---|---|---|
| 2016-12-19 04:00:00 | SPY | ETF | 225.5 | 225.5 | 225.5 | 225.5 | 2500.0 |
| 2016-12-19 04:30:00 | SPY | ETF | 225.49 | 225.49 | 225.49 | 225.49 | 1500.0 |
| 2016-12-19 05:30:00 | SPY | ETF | 225.63 | 225.63 | 225.63 | 225.63 | 100.0 |
| 2016-12-19 06:00:00 | SPY | ETF | 225.52 | 225.53 | 225.48 | 225.48 | 15200.0 |
| 2016-12-19 06:30:00 | SPY | ETF | 225.45 | 225.51 | 225.42 | 225.42 | 26070.0 |
| 2016-12-19 07:00:00 | SPY | ETF | 225.46 | 225.46 | 225.4 | 225.43 | 17449.0 |
| 2016-12-19 07:30:00 | SPY | ETF | 225.43 | 225.51 | 225.43 | 225.5 | 59683.0 |
| 2016-12-19 08:00:00 | SPY | ETF | 225.63 | 225.63 | 225.04 | 225.35 | 7222967.0 |
| 2016-12-19 08:30:00 | SPY | ETF | 225.35 | 225.43 | 225.28 | 225.31 | 115424.0 |
| 2016-12-19 09:00:00 | SPY | ETF | 225.32 | 225.39 | 225.25 | 225.27 | 193432.0 |
| 2016-12-19 09:30:00 | SPY | ETF | 225.25 | 225.77 | 225.08 | 225.52 | 8514719.0 |
| 2016-12-19 10:00:00 | SPY | ETF | 225.52 | 225.7 | 225.42 | 225.53 | 3749098.0 |
| 2016-12-19 10:30:00 | SPY | ETF | 225.5264 | 225.92 | 225.51 | 225.835 | 6046716.0 |
| 2016-12-19 11:00:00 | SPY | ETF | 225.83 | 226.02 | 225.47 | 225.56 | 5675347.0 |
| 2016-12-19 11:30:00 | SPY | ETF | 225.56 | 225.65 | 225.3 | 225.31 | 3823043.0 |
| 2016-12-19 12:00:00 | SPY | ETF | 225.31 | 225.62 | 225.26 | 225.56 | 5501436.0 |
| 2016-12-19 12:30:00 | SPY | ETF | 225.57 | 225.69 | 225.52 | 225.61 | 3011655.0 |
| 2016-12-19 13:00:00 | SPY | ETF | 225.61 | 225.67 | 225.47 | 225.65 | 5350879.0 |
| 2016-12-19 13:30:00 | SPY | ETF | 225.65 | 225.8 | 225.46 | 225.79 | 3281096.0 |
| 2016-12-19 14:00:00 | SPY | ETF | 225.79 | 225.9 | 225.69 | 225.755 | 4265504.0 |
| 2016-12-19 14:30:00 | SPY | ETF | 225.75 | 225.75 | 225.39 | 225.425 | 5028800.0 |
| 2016-12-19 15:00:00 | SPY | ETF | 225.42 | 225.5 | 225.11 | 225.33 | 5385165.0 |
| 2016-12-19 15:30:00 | SPY | ETF | 225.34 | 225.55 | 225.27 | 225.49 | 13232160.0 |
| 2016-12-19 16:00:00 | SPY | ETF | 225.5 | 225.7 | 225.43 | 225.7 | 6355221.0 |
| 2016-12-19 16:30:00 | SPY | ETF | 225.68 | 225.76 | 225.62 | 225.72 | 2148185.0 |
| 2016-12-19 17:00:00 | SPY | ETF | 225.68 | 225.72 | 225.66 | 225.67 | 46950.0 |
| 2016-12-19 17:30:00 | SPY | ETF | 225.53 | 225.7 | 225.53 | 225.68 | 257261.0 |
| 2016-12-19 18:00:00 | SPY | ETF | 225.68 | 225.81 | 225.68 | 225.8 | 39212.0 |
| 2016-12-19 18:30:00 | SPY | ETF | 225.8 | 225.82 | 225.72 | 225.78 | 20076.0 |
| 2016-12-19 19:00:00 | SPY | ETF | 225.75 | 225.8 | 225.71 | 225.71 | 20736.0 |
| 2016-12-19 19:30:00 | SPY | ETF | 225.71 | 225.79 | 225.68 | 225.79 | 19542.0 |
| 2016-12-19 04:00:00 | QQQ | ETF | 119.78 | 119.78 | 119.78 | 119.78 | 164.0 |
| 2016-12-19 04:30:00 | QQQ | ETF | 119.72 | 119.77 | 119.72 | 119.77 | 636.0 |
| 2016-12-19 06:00:00 | QQQ | ETF | 119.81 | 119.82 | 119.81 | 119.81 | 5661.0 |
| 2016-12-19 07:00:00 | QQQ | ETF | 119.76 | 119.77 | 119.76 | 119.76 | 8675.0 |
| 2016-12-19 07:30:00 | QQQ | ETF | 119.77 | 119.8 | 119.77 | 119.8 | 2050.0 |
| 2016-12-19 08:00:00 | QQQ | ETF | 119.75 | 119.8 | 119.75 | 119.79 | 31031.0 |
| 2016-12-19 08:30:00 | QQQ | ETF | 119.78 | 119.83 | 119.6226 | 119.78 | 62408.0 |
| 2016-12-19 09:00:00 | QQQ | ETF | 119.8 | 119.85 | 119.72 | 119.73 | 30287.0 |
| 2016-12-19 09:30:00 | QQQ | ETF | 119.74 | 120.28 | 119.55 | 120.17 | 1866981.0 |
| 2016-12-19 10:00:00 | QQQ | ETF | 120.18 | 120.31 | 120.12 | 120.15 | 1040585.0 |
| 2016-12-19 10:30:00 | QQQ | ETF | 120.15 | 120.67 | 120.14 | 120.55 | 1981392.0 |
| 2016-12-19 11:00:00 | QQQ | ETF | 120.54 | 120.83 | 120.36 | 120.41 | 2108132.0 |
| 2016-12-19 11:30:00 | QQQ | ETF | 120.44 | 120.53 | 120.33 | 120.3399 | 853489.0 |
| 2016-12-19 12:00:00 | QQQ | ETF | 120.32 | 120.48 | 120.3035 | 120.46 | 411724.0 |
| 2016-12-19 12:30:00 | QQQ | ETF | 120.47 | 120.57 | 120.43 | 120.465 | 544337.0 |
| 2016-12-19 13:00:00 | QQQ | ETF | 120.465 | 120.48 | 120.33 | 120.416 | 516801.0 |
| 2016-12-19 13:30:00 | QQQ | ETF | 120.41 | 120.5165 | 120.29 | 120.4764 | 552275.0 |
| 2016-12-19 14:00:00 | QQQ | ETF | 120.47 | 120.53 | 120.34 | 120.35 | 625944.0 |
| 2016-12-19 14:30:00 | QQQ | ETF | 120.345 | 120.35 | 120.12 | 120.15 | 638283.0 |
> showing 50 of 14,644 rows — these rows as CSV