PREVIEW / etf_30min / 2016-12-28
file: by_date/etf_30min/2016/2016-12-28.parquet size: 428 KB rows: 14,665
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 |
|---|---|---|---|---|---|---|---|
| 2016-12-28 04:00:00 | SPY | ETF | 226.27 | 226.27 | 226.27 | 226.27 | 375.0 |
| 2016-12-28 04:30:00 | SPY | ETF | 226.37 | 226.38 | 226.37 | 226.38 | 3298.0 |
| 2016-12-28 05:00:00 | SPY | ETF | 226.39 | 226.44 | 226.39 | 226.44 | 2802.0 |
| 2016-12-28 05:30:00 | SPY | ETF | 226.42 | 226.44 | 226.41 | 226.44 | 5200.0 |
| 2016-12-28 06:00:00 | SPY | ETF | 226.43 | 226.45 | 226.38 | 226.38 | 3202.0 |
| 2016-12-28 06:30:00 | SPY | ETF | 226.38 | 226.41 | 226.38 | 226.41 | 1100.0 |
| 2016-12-28 07:00:00 | SPY | ETF | 226.44 | 226.45 | 226.37 | 226.4 | 38948.0 |
| 2016-12-28 07:30:00 | SPY | ETF | 226.39 | 226.45 | 226.38 | 226.45 | 137500.0 |
| 2016-12-28 08:00:00 | SPY | ETF | 226.45 | 226.57 | 226.43 | 226.5 | 229205.0 |
| 2016-12-28 08:30:00 | SPY | ETF | 226.52 | 226.55 | 226.43 | 226.55 | 151413.0 |
| 2016-12-28 09:00:00 | SPY | ETF | 226.56 | 226.63 | 226.53 | 226.57 | 162468.0 |
| 2016-12-28 09:30:00 | SPY | ETF | 226.57 | 226.59 | 225.5 | 225.53 | 5795076.0 |
| 2016-12-28 10:00:00 | SPY | ETF | 225.52 | 225.58 | 225.32 | 225.5063 | 4569027.0 |
| 2016-12-28 10:30:00 | SPY | ETF | 225.51 | 225.59 | 225.35 | 225.45 | 4723501.0 |
| 2016-12-28 11:00:00 | SPY | ETF | 225.44 | 225.72 | 225.43 | 225.68 | 4011877.0 |
| 2016-12-28 11:30:00 | SPY | ETF | 225.68 | 225.7 | 225.4 | 225.4 | 2223624.0 |
| 2016-12-28 12:00:00 | SPY | ETF | 225.4 | 225.41 | 224.83 | 224.97 | 5633480.0 |
| 2016-12-28 12:30:00 | SPY | ETF | 224.96 | 224.96 | 224.58 | 224.8 | 4169440.0 |
| 2016-12-28 13:00:00 | SPY | ETF | 224.7959 | 224.88 | 224.69 | 224.79 | 2168060.0 |
| 2016-12-28 13:30:00 | SPY | ETF | 224.79 | 224.83 | 224.56 | 224.61 | 1526890.0 |
| 2016-12-28 14:00:00 | SPY | ETF | 224.61 | 226.2518 | 224.39 | 224.52 | 4065896.0 |
| 2016-12-28 14:30:00 | SPY | ETF | 224.52 | 224.63 | 224.35 | 224.585 | 2214239.0 |
| 2016-12-28 15:00:00 | SPY | ETF | 224.58 | 224.72 | 224.5 | 224.53 | 2793794.0 |
| 2016-12-28 15:30:00 | SPY | ETF | 224.53 | 224.59 | 224.27 | 224.43 | 8609665.0 |
| 2016-12-28 16:00:00 | SPY | ETF | 224.42 | 224.56 | 224.33 | 224.46 | 7222896.0 |
| 2016-12-28 16:30:00 | SPY | ETF | 224.46 | 224.5 | 224.4 | 224.4 | 228188.0 |
| 2016-12-28 17:00:00 | SPY | ETF | 224.41 | 224.44 | 224.4 | 224.44 | 9891.0 |
| 2016-12-28 17:30:00 | SPY | ETF | 224.4 | 224.44 | 224.39 | 224.44 | 19342.0 |
| 2016-12-28 18:00:00 | SPY | ETF | 224.44 | 224.58 | 224.44 | 224.52 | 45293.0 |
| 2016-12-28 18:30:00 | SPY | ETF | 224.55 | 224.58 | 224.55 | 224.56 | 13040.0 |
| 2016-12-28 19:00:00 | SPY | ETF | 224.52 | 224.54 | 224.49 | 224.51 | 4363.0 |
| 2016-12-28 19:30:00 | SPY | ETF | 224.52 | 224.52 | 224.49 | 224.49 | 9422.0 |
| 2016-12-28 04:00:00 | QQQ | ETF | 120.77 | 121.03 | 120.77 | 121.03 | 1517.0 |
| 2016-12-28 07:00:00 | QQQ | ETF | 121.05 | 121.07 | 121.04 | 121.07 | 12350.0 |
| 2016-12-28 07:30:00 | QQQ | ETF | 121.06 | 121.06 | 121.06 | 121.06 | 488.0 |
| 2016-12-28 08:00:00 | QQQ | ETF | 121.05 | 121.16 | 121.05 | 121.14 | 27505.0 |
| 2016-12-28 08:30:00 | QQQ | ETF | 121.16 | 121.17 | 121.01 | 121.1 | 47735.0 |
| 2016-12-28 09:00:00 | QQQ | ETF | 121.12 | 121.12 | 121.04 | 121.08 | 21334.0 |
| 2016-12-28 09:30:00 | QQQ | ETF | 121.06 | 121.19 | 120.41 | 120.44 | 2805946.0 |
| 2016-12-28 10:00:00 | QQQ | ETF | 120.44 | 120.56 | 120.2 | 120.35 | 2173816.0 |
| 2016-12-28 10:30:00 | QQQ | ETF | 120.34 | 120.45 | 120.23 | 120.31 | 612229.0 |
| 2016-12-28 11:00:00 | QQQ | ETF | 120.31 | 120.61 | 120.28 | 120.58 | 663900.0 |
| 2016-12-28 11:30:00 | QQQ | ETF | 120.58 | 120.59 | 120.35 | 120.36 | 307359.0 |
| 2016-12-28 12:00:00 | QQQ | ETF | 120.36 | 120.36 | 120.13 | 120.235 | 879683.0 |
| 2016-12-28 12:30:00 | QQQ | ETF | 120.23 | 120.23 | 119.94 | 120.03 | 759050.0 |
| 2016-12-28 13:00:00 | QQQ | ETF | 120.04 | 120.1 | 119.935 | 120.04 | 394692.0 |
| 2016-12-28 13:30:00 | QQQ | ETF | 120.0425 | 120.11 | 119.9 | 119.94 | 599474.0 |
| 2016-12-28 14:00:00 | QQQ | ETF | 119.95 | 120.06 | 119.85 | 119.96 | 529990.0 |
| 2016-12-28 14:30:00 | QQQ | ETF | 119.95 | 120.0173 | 119.88 | 120.015 | 536705.0 |
| 2016-12-28 15:00:00 | QQQ | ETF | 120.015 | 120.1 | 119.95 | 119.95 | 736125.0 |
> showing 50 of 14,665 rows — these rows as CSV