PREVIEW / etf_30min / 2017-03-24
file: by_date/etf_30min/2017/2017-03-24.parquet size: 417 KB rows: 14,405
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 |
|---|---|---|---|---|---|---|---|
| 2017-03-24 04:00:00 | SPY | ETF | 234.2 | 234.2 | 234.0 | 234.0 | 651.0 |
| 2017-03-24 04:30:00 | SPY | ETF | 234.13 | 234.23 | 234.13 | 234.21 | 963.0 |
| 2017-03-24 05:00:00 | SPY | ETF | 234.12 | 234.19 | 234.1 | 234.19 | 8103.0 |
| 2017-03-24 05:30:00 | SPY | ETF | 234.16 | 234.16 | 234.04 | 234.04 | 596.0 |
| 2017-03-24 06:00:00 | SPY | ETF | 234.06 | 234.06 | 233.91 | 233.91 | 3982.0 |
| 2017-03-24 06:30:00 | SPY | ETF | 233.89 | 233.92 | 233.88 | 233.92 | 27146.0 |
| 2017-03-24 07:00:00 | SPY | ETF | 233.95 | 234.22 | 233.94 | 234.06 | 54640.0 |
| 2017-03-24 07:30:00 | SPY | ETF | 234.13 | 234.13 | 234.0 | 234.01 | 34782.0 |
| 2017-03-24 08:00:00 | SPY | ETF | 234.04 | 234.24 | 234.01 | 234.17 | 381126.0 |
| 2017-03-24 08:30:00 | SPY | ETF | 234.21 | 234.31 | 234.05 | 234.18 | 287682.0 |
| 2017-03-24 09:00:00 | SPY | ETF | 234.18 | 234.41 | 234.14 | 234.37 | 319856.0 |
| 2017-03-24 09:30:00 | SPY | ETF | 234.38 | 234.81 | 234.34 | 234.62 | 7468153.0 |
| 2017-03-24 10:00:00 | SPY | ETF | 234.62 | 234.74 | 234.46 | 234.66 | 2881119.0 |
| 2017-03-24 10:30:00 | SPY | ETF | 234.6685 | 234.97 | 234.6 | 234.9189 | 3968580.0 |
| 2017-03-24 11:00:00 | SPY | ETF | 234.92 | 235.04 | 234.64 | 234.66 | 2898254.0 |
| 2017-03-24 11:30:00 | SPY | ETF | 234.66 | 234.88 | 234.66 | 234.835 | 2452095.0 |
| 2017-03-24 12:00:00 | SPY | ETF | 234.84 | 234.905 | 234.14 | 234.62 | 6886284.0 |
| 2017-03-24 12:30:00 | SPY | ETF | 234.62 | 234.75 | 234.38 | 234.52 | 4157966.0 |
| 2017-03-24 13:00:00 | SPY | ETF | 234.52 | 234.62 | 234.155 | 234.48 | 4816791.0 |
| 2017-03-24 13:30:00 | SPY | ETF | 234.47 | 234.5 | 233.91 | 233.98 | 4118261.0 |
| 2017-03-24 14:00:00 | SPY | ETF | 233.98 | 234.23 | 233.975 | 234.1031 | 4097785.0 |
| 2017-03-24 14:30:00 | SPY | ETF | 234.1 | 234.2 | 233.48 | 233.54 | 6105737.0 |
| 2017-03-24 15:00:00 | SPY | ETF | 233.545 | 233.59 | 232.96 | 233.45 | 9547280.0 |
| 2017-03-24 15:30:00 | SPY | ETF | 233.425 | 234.49 | 233.14 | 233.9 | 32047372.0 |
| 2017-03-24 16:00:00 | SPY | ETF | 233.9 | 234.26 | 233.8087 | 234.14 | 14115783.0 |
| 2017-03-24 16:30:00 | SPY | ETF | 234.13 | 234.25 | 233.81 | 234.02 | 4041940.0 |
| 2017-03-24 17:00:00 | SPY | ETF | 234.01 | 234.02 | 233.97 | 234.02 | 95932.0 |
| 2017-03-24 17:30:00 | SPY | ETF | 234.01 | 234.01 | 233.85 | 233.89 | 101414.0 |
| 2017-03-24 18:00:00 | SPY | ETF | 233.9 | 233.96 | 233.88 | 233.93 | 17529.0 |
| 2017-03-24 18:30:00 | SPY | ETF | 233.95 | 233.95 | 233.91 | 233.91 | 3481.0 |
| 2017-03-24 19:00:00 | SPY | ETF | 233.8067 | 233.93 | 233.8067 | 233.9 | 126699.0 |
| 2017-03-24 19:30:00 | SPY | ETF | 233.93 | 233.96 | 233.9 | 233.94 | 12725.0 |
| 2017-03-24 04:00:00 | QQQ | ETF | 130.57 | 130.57 | 130.57 | 130.57 | 400.0 |
| 2017-03-24 04:30:00 | QQQ | ETF | 130.7 | 130.7 | 130.7 | 130.7 | 500.0 |
| 2017-03-24 05:00:00 | QQQ | ETF | 130.63 | 130.63 | 130.59 | 130.59 | 400.0 |
| 2017-03-24 05:30:00 | QQQ | ETF | 130.65 | 130.65 | 130.59 | 130.59 | 2449.0 |
| 2017-03-24 06:00:00 | QQQ | ETF | 130.57 | 130.57 | 130.56 | 130.57 | 800.0 |
| 2017-03-24 06:30:00 | QQQ | ETF | 130.5 | 130.52 | 130.48 | 130.48 | 15100.0 |
| 2017-03-24 07:00:00 | QQQ | ETF | 130.5 | 130.6 | 130.5 | 130.6 | 3808.0 |
| 2017-03-24 07:30:00 | QQQ | ETF | 130.55 | 130.57 | 130.52 | 130.54 | 18560.0 |
| 2017-03-24 08:00:00 | QQQ | ETF | 130.55 | 130.66 | 130.54 | 130.62 | 17486.0 |
| 2017-03-24 08:30:00 | QQQ | ETF | 130.67 | 130.69 | 130.62 | 130.64 | 26089.0 |
| 2017-03-24 09:00:00 | QQQ | ETF | 130.68 | 130.78 | 130.67 | 130.76 | 79157.0 |
| 2017-03-24 09:30:00 | QQQ | ETF | 130.78 | 131.24 | 130.77 | 131.11 | 1819994.0 |
| 2017-03-24 10:00:00 | QQQ | ETF | 131.11 | 131.17 | 131.0 | 131.08 | 774280.0 |
| 2017-03-24 10:30:00 | QQQ | ETF | 131.0727 | 131.22 | 131.03 | 131.18 | 798262.0 |
| 2017-03-24 11:00:00 | QQQ | ETF | 131.19 | 131.29 | 131.09 | 131.0901 | 726787.0 |
| 2017-03-24 11:30:00 | QQQ | ETF | 131.09 | 131.26 | 131.09 | 131.25 | 363286.0 |
| 2017-03-24 12:00:00 | QQQ | ETF | 131.25 | 131.27 | 130.824 | 131.11 | 1578432.0 |
| 2017-03-24 12:30:00 | QQQ | ETF | 131.12 | 131.2 | 130.99 | 131.075 | 1045284.0 |
> showing 50 of 14,405 rows — these rows as CSV