PREVIEW / etf_30min / 2017-05-15
file: by_date/etf_30min/2017/2017-05-15.parquet size: 429 KB rows: 14,879
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 |
|---|---|---|---|---|---|---|---|
| 2017-05-15 04:00:00 | SPY | ETF | 239.4 | 239.42 | 239.38 | 239.4 | 11877.0 |
| 2017-05-15 04:30:00 | SPY | ETF | 239.38 | 239.45 | 239.36 | 239.36 | 2552.0 |
| 2017-05-15 05:00:00 | SPY | ETF | 239.38 | 239.4 | 239.12 | 239.12 | 15100.0 |
| 2017-05-15 05:30:00 | SPY | ETF | 239.18 | 239.18 | 239.15 | 239.16 | 3600.0 |
| 2017-05-15 06:00:00 | SPY | ETF | 239.2 | 239.26 | 239.2 | 239.26 | 5900.0 |
| 2017-05-15 06:30:00 | SPY | ETF | 239.26 | 239.38 | 239.24 | 239.34 | 19860.0 |
| 2017-05-15 07:00:00 | SPY | ETF | 239.31 | 239.4 | 239.29 | 239.35 | 133972.0 |
| 2017-05-15 07:30:00 | SPY | ETF | 239.35 | 239.44 | 239.35 | 239.39 | 43183.0 |
| 2017-05-15 08:00:00 | SPY | ETF | 239.3 | 239.56 | 239.3 | 239.55 | 298184.0 |
| 2017-05-15 08:30:00 | SPY | ETF | 239.56 | 239.56 | 239.37 | 239.46 | 257604.0 |
| 2017-05-15 09:00:00 | SPY | ETF | 239.46 | 239.5 | 239.44 | 239.48 | 260981.0 |
| 2017-05-15 09:30:00 | SPY | ETF | 239.47 | 240.05 | 239.45 | 240.03 | 5778533.0 |
| 2017-05-15 10:00:00 | SPY | ETF | 240.03 | 240.24 | 240.01 | 240.1389 | 4752933.0 |
| 2017-05-15 10:30:00 | SPY | ETF | 240.14 | 240.39 | 240.12 | 240.32 | 2877803.0 |
| 2017-05-15 11:00:00 | SPY | ETF | 240.33 | 240.44 | 240.24 | 240.2835 | 2765141.0 |
| 2017-05-15 11:30:00 | SPY | ETF | 240.28 | 240.33 | 240.125 | 240.19 | 4224527.0 |
| 2017-05-15 12:00:00 | SPY | ETF | 240.19 | 240.23 | 240.09 | 240.125 | 1732462.0 |
| 2017-05-15 12:30:00 | SPY | ETF | 240.12 | 240.2 | 240.09 | 240.1237 | 1507930.0 |
| 2017-05-15 13:00:00 | SPY | ETF | 240.125 | 240.265 | 240.07 | 240.26 | 1529571.0 |
| 2017-05-15 13:30:00 | SPY | ETF | 240.26 | 240.34 | 240.25 | 240.295 | 2025181.0 |
| 2017-05-15 14:00:00 | SPY | ETF | 240.29 | 240.3 | 239.93 | 239.95 | 2920245.0 |
| 2017-05-15 14:30:00 | SPY | ETF | 239.94 | 240.07 | 239.93 | 239.995 | 4143716.0 |
| 2017-05-15 15:00:00 | SPY | ETF | 240.0 | 240.15 | 239.97 | 240.0611 | 2949020.0 |
| 2017-05-15 15:30:00 | SPY | ETF | 240.07 | 240.33 | 240.0 | 240.245 | 12335712.0 |
| 2017-05-15 16:00:00 | SPY | ETF | 240.26 | 240.3 | 239.01 | 240.1 | 7938939.0 |
| 2017-05-15 16:30:00 | SPY | ETF | 240.09 | 240.25 | 240.08 | 240.24 | 989054.0 |
| 2017-05-15 17:00:00 | SPY | ETF | 240.18 | 240.24 | 240.14 | 240.14 | 220642.0 |
| 2017-05-15 17:30:00 | SPY | ETF | 240.17 | 240.2 | 240.15 | 240.19 | 478039.0 |
| 2017-05-15 18:00:00 | SPY | ETF | 240.18 | 240.18 | 240.02 | 240.02 | 105164.0 |
| 2017-05-15 18:30:00 | SPY | ETF | 240.02 | 240.06 | 239.99 | 240.06 | 81190.0 |
| 2017-05-15 19:00:00 | SPY | ETF | 240.06 | 240.09 | 240.05 | 240.09 | 5924.0 |
| 2017-05-15 19:30:00 | SPY | ETF | 240.09 | 240.2439 | 240.04 | 240.1 | 219511.0 |
| 2017-05-15 04:30:00 | QQQ | ETF | 138.79 | 138.79 | 138.79 | 138.79 | 100.0 |
| 2017-05-15 05:00:00 | QQQ | ETF | 138.6 | 138.6 | 138.58 | 138.58 | 1400.0 |
| 2017-05-15 05:30:00 | QQQ | ETF | 138.58 | 138.58 | 138.58 | 138.58 | 4400.0 |
| 2017-05-15 06:00:00 | QQQ | ETF | 138.62 | 138.62 | 138.62 | 138.62 | 100.0 |
| 2017-05-15 06:30:00 | QQQ | ETF | 138.66 | 138.69 | 138.62 | 138.69 | 1700.0 |
| 2017-05-15 07:00:00 | QQQ | ETF | 138.69 | 138.69 | 138.66 | 138.66 | 1637.0 |
| 2017-05-15 07:30:00 | QQQ | ETF | 138.66 | 138.69 | 138.65 | 138.65 | 9920.0 |
| 2017-05-15 08:00:00 | QQQ | ETF | 138.67 | 138.71 | 138.62 | 138.71 | 75377.0 |
| 2017-05-15 08:30:00 | QQQ | ETF | 138.63 | 138.66 | 138.62 | 138.66 | 8635.0 |
| 2017-05-15 09:00:00 | QQQ | ETF | 138.68 | 138.68 | 138.6 | 138.64 | 129092.0 |
| 2017-05-15 09:30:00 | QQQ | ETF | 138.63 | 138.97 | 138.53 | 138.92 | 2809855.0 |
| 2017-05-15 10:00:00 | QQQ | ETF | 138.91 | 138.96 | 138.73 | 138.895 | 1287233.0 |
| 2017-05-15 10:30:00 | QQQ | ETF | 138.895 | 139.12 | 138.86 | 139.055 | 859450.0 |
| 2017-05-15 11:00:00 | QQQ | ETF | 139.06 | 139.1 | 138.8879 | 138.89 | 2081222.0 |
| 2017-05-15 11:30:00 | QQQ | ETF | 138.89 | 138.93 | 138.74 | 138.79 | 768642.0 |
| 2017-05-15 12:00:00 | QQQ | ETF | 138.79 | 138.85 | 138.7 | 138.76 | 1109935.0 |
| 2017-05-15 12:30:00 | QQQ | ETF | 138.75 | 138.83 | 138.73 | 138.77 | 375904.0 |
| 2017-05-15 13:00:00 | QQQ | ETF | 138.7704 | 138.91 | 138.76 | 138.905 | 1642959.0 |
> showing 50 of 14,879 rows — these rows as CSV