PREVIEW / etf_30min / 2017-01-18
file: by_date/etf_30min/2017/2017-01-18.parquet size: 428 KB rows: 14,557
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 |
|---|---|---|---|---|---|---|---|
| 2017-01-18 04:00:00 | SPY | ETF | 226.43 | 226.62 | 226.43 | 226.57 | 24451.0 |
| 2017-01-18 04:30:00 | SPY | ETF | 226.6 | 226.6 | 226.55 | 226.55 | 10205.0 |
| 2017-01-18 05:00:00 | SPY | ETF | 226.58 | 226.6 | 226.5 | 226.6 | 7331.0 |
| 2017-01-18 05:30:00 | SPY | ETF | 226.52 | 226.64 | 226.52 | 226.64 | 2207.0 |
| 2017-01-18 06:00:00 | SPY | ETF | 226.6 | 226.6 | 226.47 | 226.48 | 1705.0 |
| 2017-01-18 06:30:00 | SPY | ETF | 226.42 | 226.48 | 226.37 | 226.4 | 32166.0 |
| 2017-01-18 07:00:00 | SPY | ETF | 226.34 | 226.4 | 226.34 | 226.37 | 40808.0 |
| 2017-01-18 07:30:00 | SPY | ETF | 226.41 | 226.63 | 226.35 | 226.63 | 61284.0 |
| 2017-01-18 08:00:00 | SPY | ETF | 226.34 | 226.86 | 226.31 | 226.83 | 337561.0 |
| 2017-01-18 08:30:00 | SPY | ETF | 226.82 | 226.82 | 226.7 | 226.71 | 97852.0 |
| 2017-01-18 09:00:00 | SPY | ETF | 226.7 | 226.71 | 226.51 | 226.51 | 391540.0 |
| 2017-01-18 09:30:00 | SPY | ETF | 226.535 | 226.57 | 225.9 | 226.43 | 8065051.0 |
| 2017-01-18 10:00:00 | SPY | ETF | 226.43 | 226.65 | 226.36 | 226.4889 | 4411891.0 |
| 2017-01-18 10:30:00 | SPY | ETF | 226.485 | 226.64 | 226.25 | 226.46 | 3141164.0 |
| 2017-01-18 11:00:00 | SPY | ETF | 226.4639 | 226.58 | 226.38 | 226.54 | 2567100.0 |
| 2017-01-18 11:30:00 | SPY | ETF | 226.545 | 226.62 | 226.18 | 226.25 | 2796062.0 |
| 2017-01-18 12:00:00 | SPY | ETF | 226.25 | 226.53 | 226.22 | 226.325 | 2485160.0 |
| 2017-01-18 12:30:00 | SPY | ETF | 226.325 | 226.44 | 226.2 | 226.23 | 1698836.0 |
| 2017-01-18 13:00:00 | SPY | ETF | 226.23 | 226.46 | 226.21 | 226.265 | 1997844.0 |
| 2017-01-18 13:30:00 | SPY | ETF | 226.27 | 226.43 | 226.265 | 226.315 | 1645085.0 |
| 2017-01-18 14:00:00 | SPY | ETF | 226.32 | 226.55 | 226.3 | 226.51 | 1994091.0 |
| 2017-01-18 14:30:00 | SPY | ETF | 226.5 | 226.51 | 226.31 | 226.5 | 1675208.0 |
| 2017-01-18 15:00:00 | SPY | ETF | 226.5 | 226.59 | 226.4 | 226.5 | 2404653.0 |
| 2017-01-18 15:30:00 | SPY | ETF | 226.5 | 226.8 | 226.44 | 226.74 | 11482066.0 |
| 2017-01-18 16:00:00 | SPY | ETF | 226.73 | 226.82 | 226.4507 | 226.73 | 5698467.0 |
| 2017-01-18 16:30:00 | SPY | ETF | 226.72 | 226.75 | 226.3721 | 226.61 | 596943.0 |
| 2017-01-18 17:00:00 | SPY | ETF | 226.63 | 226.63 | 226.59 | 226.62 | 118557.0 |
| 2017-01-18 17:30:00 | SPY | ETF | 226.6 | 226.75 | 226.58 | 226.62 | 76147.0 |
| 2017-01-18 18:00:00 | SPY | ETF | 226.63 | 226.75 | 226.63 | 226.68 | 43986.0 |
| 2017-01-18 18:30:00 | SPY | ETF | 226.68 | 226.79 | 226.68 | 226.75 | 30722.0 |
| 2017-01-18 19:00:00 | SPY | ETF | 226.76 | 226.82 | 226.76 | 226.82 | 30777.0 |
| 2017-01-18 19:30:00 | SPY | ETF | 226.82 | 226.87 | 226.8 | 226.8 | 21912.0 |
| 2017-01-18 05:30:00 | QQQ | ETF | 122.99 | 122.99 | 122.99 | 122.99 | 200.0 |
| 2017-01-18 06:00:00 | QQQ | ETF | 123.03 | 123.03 | 123.03 | 123.03 | 200.0 |
| 2017-01-18 06:30:00 | QQQ | ETF | 122.93 | 122.93 | 122.89 | 122.9 | 5800.0 |
| 2017-01-18 07:00:00 | QQQ | ETF | 122.88 | 122.92 | 122.88 | 122.92 | 5999.0 |
| 2017-01-18 07:30:00 | QQQ | ETF | 122.94 | 123.01 | 122.92 | 123.01 | 17267.0 |
| 2017-01-18 08:00:00 | QQQ | ETF | 123.01 | 123.11 | 122.98 | 123.11 | 172653.0 |
| 2017-01-18 08:30:00 | QQQ | ETF | 123.11 | 123.11 | 123.03 | 123.05 | 19806.0 |
| 2017-01-18 09:00:00 | QQQ | ETF | 123.04 | 123.05 | 122.95 | 122.97 | 68516.0 |
| 2017-01-18 09:30:00 | QQQ | ETF | 122.96 | 123.1 | 122.74 | 123.08 | 2837685.0 |
| 2017-01-18 10:00:00 | QQQ | ETF | 123.07 | 123.16 | 122.9577 | 122.98 | 802823.0 |
| 2017-01-18 10:30:00 | QQQ | ETF | 122.98 | 123.09 | 122.79 | 122.94 | 832397.0 |
| 2017-01-18 11:00:00 | QQQ | ETF | 122.94 | 122.98 | 122.78 | 122.9 | 546854.0 |
| 2017-01-18 11:30:00 | QQQ | ETF | 122.9 | 122.949 | 122.66 | 122.71 | 770240.0 |
| 2017-01-18 12:00:00 | QQQ | ETF | 122.7 | 122.885 | 122.695 | 122.8499 | 333789.0 |
| 2017-01-18 12:30:00 | QQQ | ETF | 122.835 | 122.91 | 122.711 | 122.73 | 216209.0 |
| 2017-01-18 13:00:00 | QQQ | ETF | 122.72 | 122.88 | 122.7 | 122.73 | 412630.0 |
| 2017-01-18 13:30:00 | QQQ | ETF | 122.73 | 122.851 | 122.73 | 122.7811 | 415556.0 |
| 2017-01-18 14:00:00 | QQQ | ETF | 122.785 | 122.92 | 122.785 | 122.87 | 265036.0 |
> showing 50 of 14,557 rows — these rows as CSV