PREVIEW / etf_30min / 2017-03-17
file: by_date/etf_30min/2017/2017-03-17.parquet size: 418 KB rows: 14,388
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 |
|---|---|---|---|---|---|---|---|
| 2017-03-17 04:00:00 | SPY | ETF | 237.42 | 237.43 | 237.28 | 237.31 | 8875.0 |
| 2017-03-17 04:30:00 | SPY | ETF | 237.33 | 237.43 | 237.33 | 237.4 | 5010.0 |
| 2017-03-17 05:00:00 | SPY | ETF | 237.4 | 237.53 | 237.4 | 237.53 | 2511.0 |
| 2017-03-17 05:30:00 | SPY | ETF | 237.48 | 237.48 | 237.47 | 237.47 | 3700.0 |
| 2017-03-17 06:00:00 | SPY | ETF | 237.45 | 237.52 | 237.45 | 237.47 | 5647.0 |
| 2017-03-17 06:30:00 | SPY | ETF | 237.45 | 237.59 | 237.44 | 237.57 | 3583.0 |
| 2017-03-17 07:00:00 | SPY | ETF | 237.57 | 237.74 | 237.56 | 237.61 | 74655.0 |
| 2017-03-17 07:30:00 | SPY | ETF | 237.63 | 237.68 | 237.48 | 237.55 | 72213.0 |
| 2017-03-17 08:00:00 | SPY | ETF | 237.48 | 237.68 | 237.45 | 237.67 | 340719.0 |
| 2017-03-17 08:30:00 | SPY | ETF | 237.68 | 237.87 | 237.59 | 237.85 | 289221.0 |
| 2017-03-17 09:00:00 | SPY | ETF | 237.84 | 238.48 | 237.55 | 237.73 | 1952302.0 |
| 2017-03-17 09:30:00 | SPY | ETF | 237.75 | 237.9468 | 237.46 | 237.5892 | 9704439.0 |
| 2017-03-17 10:00:00 | SPY | ETF | 237.59 | 237.65 | 237.37 | 237.52 | 4389019.0 |
| 2017-03-17 10:30:00 | SPY | ETF | 237.52 | 237.565 | 237.3 | 237.39 | 8065136.0 |
| 2017-03-17 11:00:00 | SPY | ETF | 237.38 | 237.38 | 237.19 | 237.3147 | 3516233.0 |
| 2017-03-17 11:30:00 | SPY | ETF | 237.31 | 237.445 | 237.13 | 237.445 | 3181387.0 |
| 2017-03-17 12:00:00 | SPY | ETF | 237.445 | 237.605 | 237.43 | 237.495 | 2751524.0 |
| 2017-03-17 12:30:00 | SPY | ETF | 237.5 | 237.56 | 237.47 | 237.48 | 3697656.0 |
| 2017-03-17 13:00:00 | SPY | ETF | 237.49 | 237.71 | 237.48 | 237.68 | 2591433.0 |
| 2017-03-17 13:30:00 | SPY | ETF | 237.685 | 237.74 | 237.59 | 237.66 | 2555120.0 |
| 2017-03-17 14:00:00 | SPY | ETF | 237.67 | 237.97 | 237.66 | 237.78 | 4949640.0 |
| 2017-03-17 14:30:00 | SPY | ETF | 237.78 | 237.83 | 237.65 | 237.66 | 3030259.0 |
| 2017-03-17 15:00:00 | SPY | ETF | 237.655 | 237.74 | 237.454 | 237.51 | 3764434.0 |
| 2017-03-17 15:30:00 | SPY | ETF | 237.5 | 237.5 | 237.07 | 237.08 | 13353498.0 |
| 2017-03-17 16:00:00 | SPY | ETF | 237.06 | 238.2285 | 237.03 | 237.3 | 17315388.0 |
| 2017-03-17 16:30:00 | SPY | ETF | 237.29 | 237.32 | 237.03 | 237.29 | 990864.0 |
| 2017-03-17 17:00:00 | SPY | ETF | 237.27 | 237.32 | 237.03 | 237.1 | 447919.0 |
| 2017-03-17 17:30:00 | SPY | ETF | 237.1 | 237.18 | 237.01 | 237.14 | 643791.0 |
| 2017-03-17 18:00:00 | SPY | ETF | 237.14 | 237.15 | 237.03 | 237.09 | 34598.0 |
| 2017-03-17 18:30:00 | SPY | ETF | 237.07 | 237.12 | 237.03 | 237.08 | 20928.0 |
| 2017-03-17 19:00:00 | SPY | ETF | 237.08 | 237.09 | 237.0 | 237.0 | 35467.0 |
| 2017-03-17 19:30:00 | SPY | ETF | 237.0 | 237.04 | 236.88 | 236.98 | 89848.0 |
| 2017-03-17 04:00:00 | QQQ | ETF | 131.77 | 131.79 | 131.72 | 131.73 | 1400.0 |
| 2017-03-17 04:30:00 | QQQ | ETF | 131.74 | 131.74 | 131.74 | 131.74 | 700.0 |
| 2017-03-17 05:30:00 | QQQ | ETF | 131.88 | 131.88 | 131.87 | 131.87 | 2998.0 |
| 2017-03-17 06:00:00 | QQQ | ETF | 131.87 | 131.88 | 131.85 | 131.88 | 1699.0 |
| 2017-03-17 06:30:00 | QQQ | ETF | 131.91 | 131.91 | 131.91 | 131.91 | 100.0 |
| 2017-03-17 07:00:00 | QQQ | ETF | 131.97 | 131.97 | 131.9 | 131.91 | 1555.0 |
| 2017-03-17 07:30:00 | QQQ | ETF | 131.9 | 131.9 | 131.88 | 131.89 | 2500.0 |
| 2017-03-17 08:00:00 | QQQ | ETF | 131.92 | 131.95 | 131.85 | 131.95 | 48395.0 |
| 2017-03-17 08:30:00 | QQQ | ETF | 131.95 | 132.03 | 131.93 | 132.01 | 122395.0 |
| 2017-03-17 09:00:00 | QQQ | ETF | 132.0 | 132.0 | 131.78 | 131.85 | 112088.0 |
| 2017-03-17 09:30:00 | QQQ | ETF | 131.86 | 131.94 | 131.72 | 131.8101 | 3627568.0 |
| 2017-03-17 10:00:00 | QQQ | ETF | 131.8167 | 131.845 | 131.68 | 131.7866 | 879508.0 |
| 2017-03-17 10:30:00 | QQQ | ETF | 131.781 | 131.81 | 131.6901 | 131.77 | 680555.0 |
| 2017-03-17 11:00:00 | QQQ | ETF | 131.76 | 131.77 | 131.63 | 131.735 | 768925.0 |
| 2017-03-17 11:30:00 | QQQ | ETF | 131.74 | 131.8 | 131.64 | 131.79 | 573449.0 |
| 2017-03-17 12:00:00 | QQQ | ETF | 131.799 | 131.87 | 131.79 | 131.83 | 671825.0 |
| 2017-03-17 12:30:00 | QQQ | ETF | 131.839 | 131.9 | 131.8247 | 131.88 | 634355.0 |
| 2017-03-17 13:00:00 | QQQ | ETF | 131.88 | 131.96 | 131.8747 | 131.94 | 519386.0 |
> showing 50 of 14,388 rows — these rows as CSV