PREVIEW / etf_30min / 2017-05-12
file: by_date/etf_30min/2017/2017-05-12.parquet size: 416 KB rows: 14,368
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 |
|---|---|---|---|---|---|---|---|
| 2017-05-12 04:00:00 | SPY | ETF | 238.85 | 238.85 | 238.74 | 238.76 | 7901.0 |
| 2017-05-12 04:30:00 | SPY | ETF | 238.76 | 238.83 | 238.7 | 238.76 | 12160.0 |
| 2017-05-12 05:00:00 | SPY | ETF | 238.76 | 238.79 | 238.67 | 238.79 | 19750.0 |
| 2017-05-12 05:30:00 | SPY | ETF | 238.79 | 238.81 | 238.71 | 238.76 | 12700.0 |
| 2017-05-12 06:00:00 | SPY | ETF | 238.76 | 238.79 | 238.69 | 238.79 | 5800.0 |
| 2017-05-12 06:30:00 | SPY | ETF | 238.74 | 238.79 | 238.72 | 238.79 | 5400.0 |
| 2017-05-12 07:00:00 | SPY | ETF | 238.84 | 239.0 | 238.84 | 238.98 | 41702.0 |
| 2017-05-12 07:30:00 | SPY | ETF | 239.01 | 239.03 | 238.86 | 238.86 | 38217.0 |
| 2017-05-12 08:00:00 | SPY | ETF | 238.89 | 238.99 | 238.84 | 238.98 | 284343.0 |
| 2017-05-12 08:30:00 | SPY | ETF | 238.95 | 239.26 | 238.82 | 239.17 | 172323.0 |
| 2017-05-12 09:00:00 | SPY | ETF | 239.17 | 239.38 | 239.05 | 239.06 | 467237.0 |
| 2017-05-12 09:30:00 | SPY | ETF | 239.09 | 239.21 | 238.91 | 238.99 | 4377086.0 |
| 2017-05-12 10:00:00 | SPY | ETF | 238.99 | 239.1 | 238.72 | 238.7885 | 3740301.0 |
| 2017-05-12 10:30:00 | SPY | ETF | 238.78 | 238.89 | 238.67 | 238.8 | 3742765.0 |
| 2017-05-12 11:00:00 | SPY | ETF | 238.8 | 239.01 | 238.745 | 239.0 | 1956242.0 |
| 2017-05-12 11:30:00 | SPY | ETF | 239.005 | 239.2 | 238.99 | 239.05 | 2170437.0 |
| 2017-05-12 12:00:00 | SPY | ETF | 239.05 | 239.06 | 238.9 | 238.948 | 1301405.0 |
| 2017-05-12 12:30:00 | SPY | ETF | 238.94 | 239.03 | 238.86 | 238.92 | 1702556.0 |
| 2017-05-12 13:00:00 | SPY | ETF | 238.93 | 238.96 | 238.84 | 238.85 | 1803209.0 |
| 2017-05-12 13:30:00 | SPY | ETF | 238.8561 | 238.99 | 238.81 | 238.98 | 2382340.0 |
| 2017-05-12 14:00:00 | SPY | ETF | 238.99 | 239.01 | 238.84 | 238.89 | 1987605.0 |
| 2017-05-12 14:30:00 | SPY | ETF | 238.89 | 239.4273 | 238.865 | 238.97 | 3856970.0 |
| 2017-05-12 15:00:00 | SPY | ETF | 238.975 | 239.019 | 238.82 | 238.83 | 1831223.0 |
| 2017-05-12 15:30:00 | SPY | ETF | 238.84 | 239.04 | 238.745 | 239.03 | 9477763.0 |
| 2017-05-12 16:00:00 | SPY | ETF | 239.02 | 239.22 | 238.98 | 239.1 | 9040538.0 |
| 2017-05-12 16:30:00 | SPY | ETF | 239.1 | 239.12 | 239.0 | 239.09 | 1764588.0 |
| 2017-05-12 17:00:00 | SPY | ETF | 239.07 | 239.16 | 239.06 | 239.15 | 79047.0 |
| 2017-05-12 17:30:00 | SPY | ETF | 239.14 | 239.15 | 239.0 | 239.12 | 58157.0 |
| 2017-05-12 18:00:00 | SPY | ETF | 239.12 | 239.13 | 239.1 | 239.13 | 21159.0 |
| 2017-05-12 18:30:00 | SPY | ETF | 239.12 | 239.13 | 239.11 | 239.11 | 5500.0 |
| 2017-05-12 19:00:00 | SPY | ETF | 239.13 | 239.13 | 239.11 | 239.12 | 4684.0 |
| 2017-05-12 19:30:00 | SPY | ETF | 239.11 | 239.15 | 239.1 | 239.14 | 22915.0 |
| 2017-05-12 04:00:00 | QQQ | ETF | 137.99 | 137.99 | 137.9 | 137.97 | 1600.0 |
| 2017-05-12 04:30:00 | QQQ | ETF | 137.93 | 137.93 | 137.93 | 137.93 | 500.0 |
| 2017-05-12 05:00:00 | QQQ | ETF | 137.92 | 137.96 | 137.92 | 137.96 | 8750.0 |
| 2017-05-12 05:30:00 | QQQ | ETF | 137.98 | 138.0 | 137.98 | 138.0 | 17100.0 |
| 2017-05-12 06:00:00 | QQQ | ETF | 137.96 | 137.99 | 137.95 | 137.97 | 1500.0 |
| 2017-05-12 06:30:00 | QQQ | ETF | 138.0 | 138.0 | 138.0 | 138.0 | 2500.0 |
| 2017-05-12 07:00:00 | QQQ | ETF | 138.06 | 138.06 | 138.06 | 138.06 | 100.0 |
| 2017-05-12 07:30:00 | QQQ | ETF | 138.15 | 138.16 | 138.11 | 138.11 | 1432.0 |
| 2017-05-12 08:00:00 | QQQ | ETF | 138.08 | 138.16 | 138.08 | 138.15 | 30459.0 |
| 2017-05-12 08:30:00 | QQQ | ETF | 138.16 | 138.3 | 138.1 | 138.3 | 68662.0 |
| 2017-05-12 09:00:00 | QQQ | ETF | 138.31 | 138.43 | 138.3 | 138.37 | 360684.0 |
| 2017-05-12 09:30:00 | QQQ | ETF | 138.36 | 138.54 | 138.29 | 138.36 | 2243445.0 |
| 2017-05-12 10:00:00 | QQQ | ETF | 138.36 | 138.54 | 138.25 | 138.31 | 1448738.0 |
| 2017-05-12 10:30:00 | QQQ | ETF | 138.31 | 138.3799 | 138.23 | 138.34 | 746003.0 |
| 2017-05-12 11:00:00 | QQQ | ETF | 138.34 | 138.48 | 138.305 | 138.48 | 645596.0 |
| 2017-05-12 11:30:00 | QQQ | ETF | 138.48 | 138.625 | 138.48 | 138.595 | 1154565.0 |
| 2017-05-12 12:00:00 | QQQ | ETF | 138.6 | 138.6 | 138.47 | 138.518 | 531924.0 |
| 2017-05-12 12:30:00 | QQQ | ETF | 138.52 | 138.58 | 138.48 | 138.52 | 918842.0 |
> showing 50 of 14,368 rows — these rows as CSV