PREVIEW / etf_30min / 2017-01-03
file: by_date/etf_30min/2017/2017-01-03.parquet size: 453 KB rows: 15,621
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 |
|---|---|---|---|---|---|---|---|
| 2017-01-03 04:00:00 | SPY | ETF | 224.8 | 224.84 | 224.3 | 224.78 | 37440.0 |
| 2017-01-03 04:30:00 | SPY | ETF | 224.72 | 224.87 | 224.7 | 224.86 | 8617.0 |
| 2017-01-03 05:00:00 | SPY | ETF | 224.87 | 224.97 | 224.84 | 224.89 | 42664.0 |
| 2017-01-03 05:30:00 | SPY | ETF | 224.85 | 224.93 | 224.84 | 224.93 | 26322.0 |
| 2017-01-03 06:00:00 | SPY | ETF | 224.96 | 225.24 | 224.94 | 225.22 | 42857.0 |
| 2017-01-03 06:30:00 | SPY | ETF | 225.22 | 225.34 | 225.21 | 225.26 | 29060.0 |
| 2017-01-03 07:00:00 | SPY | ETF | 225.23 | 225.38 | 225.19 | 225.23 | 303869.0 |
| 2017-01-03 07:30:00 | SPY | ETF | 225.21 | 225.24 | 225.08 | 225.16 | 151628.0 |
| 2017-01-03 08:00:00 | SPY | ETF | 225.21 | 225.32 | 225.0 | 225.03 | 222740.0 |
| 2017-01-03 08:30:00 | SPY | ETF | 225.03 | 225.03 | 223.53 | 225.0 | 308191.0 |
| 2017-01-03 09:00:00 | SPY | ETF | 225.01 | 225.07 | 224.93 | 225.03 | 572480.0 |
| 2017-01-03 09:30:00 | SPY | ETF | 225.04 | 225.265 | 224.71 | 225.0 | 11450057.0 |
| 2017-01-03 10:00:00 | SPY | ETF | 225.0 | 225.83 | 224.91 | 225.51 | 9400871.0 |
| 2017-01-03 10:30:00 | SPY | ETF | 225.51 | 225.64 | 224.6 | 224.66 | 9165093.0 |
| 2017-01-03 11:00:00 | SPY | ETF | 224.66 | 224.76 | 224.34 | 224.44 | 4605130.0 |
| 2017-01-03 11:30:00 | SPY | ETF | 224.44 | 224.62 | 223.8837 | 224.36 | 5263758.0 |
| 2017-01-03 12:00:00 | SPY | ETF | 224.36 | 224.42 | 224.1 | 224.25 | 3647153.0 |
| 2017-01-03 12:30:00 | SPY | ETF | 224.25 | 224.36 | 223.93 | 224.23 | 3613550.0 |
| 2017-01-03 13:00:00 | SPY | ETF | 224.23 | 224.9437 | 224.05 | 224.29 | 2344014.0 |
| 2017-01-03 13:30:00 | SPY | ETF | 224.3 | 224.37 | 223.96 | 224.0199 | 2684158.0 |
| 2017-01-03 14:00:00 | SPY | ETF | 224.01 | 224.32 | 224.01 | 224.1 | 2848624.0 |
| 2017-01-03 14:30:00 | SPY | ETF | 224.1 | 224.39 | 224.0301 | 224.34 | 2448201.0 |
| 2017-01-03 15:00:00 | SPY | ETF | 224.35 | 224.61 | 224.24 | 224.375 | 3648833.0 |
| 2017-01-03 15:30:00 | SPY | ETF | 224.37 | 225.19 | 224.25 | 225.19 | 15145780.0 |
| 2017-01-03 16:00:00 | SPY | ETF | 225.2 | 225.28 | 225.13 | 225.2 | 11054718.0 |
| 2017-01-03 16:30:00 | SPY | ETF | 225.22 | 225.24 | 225.17 | 225.2 | 253222.0 |
| 2017-01-03 17:00:00 | SPY | ETF | 225.2 | 225.24 | 225.18 | 225.21 | 83810.0 |
| 2017-01-03 17:30:00 | SPY | ETF | 225.21 | 225.24 | 225.19 | 225.24 | 104249.0 |
| 2017-01-03 18:00:00 | SPY | ETF | 225.24 | 225.25 | 225.13 | 225.2 | 94616.0 |
| 2017-01-03 18:30:00 | SPY | ETF | 225.18 | 225.2 | 225.11 | 225.19 | 29644.0 |
| 2017-01-03 19:00:00 | SPY | ETF | 225.18 | 225.19 | 225.12 | 225.13 | 31839.0 |
| 2017-01-03 19:30:00 | SPY | ETF | 225.18 | 225.34 | 225.14 | 225.28 | 56210.0 |
| 2017-01-03 04:00:00 | QQQ | ETF | 119.28 | 119.45 | 119.03 | 119.4 | 3748.0 |
| 2017-01-03 04:30:00 | QQQ | ETF | 119.26 | 119.27 | 119.26 | 119.27 | 300.0 |
| 2017-01-03 05:00:00 | QQQ | ETF | 119.25 | 119.25 | 119.25 | 119.25 | 3200.0 |
| 2017-01-03 05:30:00 | QQQ | ETF | 119.28 | 119.3 | 119.28 | 119.3 | 10000.0 |
| 2017-01-03 06:00:00 | QQQ | ETF | 119.25 | 119.39 | 119.25 | 119.39 | 8100.0 |
| 2017-01-03 06:30:00 | QQQ | ETF | 119.37 | 119.42 | 119.37 | 119.42 | 3150.0 |
| 2017-01-03 07:00:00 | QQQ | ETF | 119.41 | 119.54 | 119.41 | 119.5 | 94939.0 |
| 2017-01-03 07:30:00 | QQQ | ETF | 119.42 | 119.44 | 119.4 | 119.44 | 21999.0 |
| 2017-01-03 08:00:00 | QQQ | ETF | 119.42 | 119.48 | 119.35 | 119.38 | 43677.0 |
| 2017-01-03 08:30:00 | QQQ | ETF | 119.36 | 119.41 | 118.48 | 119.4 | 25000.0 |
| 2017-01-03 09:00:00 | QQQ | ETF | 119.35 | 119.35 | 119.24 | 119.28 | 46210.0 |
| 2017-01-03 09:30:00 | QQQ | ETF | 119.31 | 119.53 | 119.01 | 119.45 | 3304483.0 |
| 2017-01-03 10:00:00 | QQQ | ETF | 119.445 | 119.99 | 119.36 | 119.77 | 3083469.0 |
| 2017-01-03 10:30:00 | QQQ | ETF | 119.77 | 119.86 | 119.19 | 119.24 | 1884277.0 |
| 2017-01-03 11:00:00 | QQQ | ETF | 119.24 | 119.4 | 119.1 | 119.16 | 1302400.0 |
| 2017-01-03 11:30:00 | QQQ | ETF | 119.15 | 119.32 | 118.89 | 119.13 | 1153466.0 |
| 2017-01-03 12:00:00 | QQQ | ETF | 119.14 | 119.16 | 118.96 | 119.07 | 1058288.0 |
| 2017-01-03 12:30:00 | QQQ | ETF | 119.08 | 119.1398 | 118.9 | 119.08 | 968898.0 |
> showing 50 of 15,621 rows — these rows as CSV