PREVIEW / etf_30min / 2017-05-16
file: by_date/etf_30min/2017/2017-05-16.parquet size: 433 KB rows: 14,956
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 |
|---|---|---|---|---|---|---|---|
| 2017-05-16 04:00:00 | SPY | ETF | 240.15 | 240.15 | 240.01 | 240.04 | 9784.0 |
| 2017-05-16 04:30:00 | SPY | ETF | 240.0 | 240.0 | 239.98 | 239.98 | 4600.0 |
| 2017-05-16 05:00:00 | SPY | ETF | 239.98 | 240.0 | 239.96 | 239.96 | 3600.0 |
| 2017-05-16 05:30:00 | SPY | ETF | 240.0 | 240.07 | 240.0 | 240.0 | 8700.0 |
| 2017-05-16 06:00:00 | SPY | ETF | 240.04 | 240.15 | 240.04 | 240.1 | 31470.0 |
| 2017-05-16 06:30:00 | SPY | ETF | 240.1 | 240.23 | 240.07 | 240.23 | 15450.0 |
| 2017-05-16 07:00:00 | SPY | ETF | 240.19 | 240.3 | 240.16 | 240.28 | 169300.0 |
| 2017-05-16 07:30:00 | SPY | ETF | 240.27 | 240.44 | 240.25 | 240.36 | 131319.0 |
| 2017-05-16 08:00:00 | SPY | ETF | 240.32 | 240.39 | 240.19 | 240.3 | 163713.0 |
| 2017-05-16 08:30:00 | SPY | ETF | 240.29 | 240.61 | 240.26 | 240.49 | 341430.0 |
| 2017-05-16 09:00:00 | SPY | ETF | 240.49 | 240.65 | 240.45 | 240.62 | 488853.0 |
| 2017-05-16 09:30:00 | SPY | ETF | 240.64 | 240.67 | 240.3 | 240.45 | 4725205.0 |
| 2017-05-16 10:00:00 | SPY | ETF | 240.45 | 240.47 | 239.91 | 239.96 | 4440185.0 |
| 2017-05-16 10:30:00 | SPY | ETF | 239.96 | 240.03 | 239.63 | 239.83 | 5532327.0 |
| 2017-05-16 11:00:00 | SPY | ETF | 239.83 | 240.12 | 239.71 | 240.04 | 4572489.0 |
| 2017-05-16 11:30:00 | SPY | ETF | 240.04 | 240.29 | 239.88 | 240.17 | 2743511.0 |
| 2017-05-16 12:00:00 | SPY | ETF | 240.18 | 240.33 | 240.07 | 240.2599 | 2403530.0 |
| 2017-05-16 12:30:00 | SPY | ETF | 240.255 | 240.26 | 240.12 | 240.13 | 1257858.0 |
| 2017-05-16 13:00:00 | SPY | ETF | 240.135 | 240.155 | 240.0 | 240.04 | 1532197.0 |
| 2017-05-16 13:30:00 | SPY | ETF | 240.05 | 240.18 | 239.95 | 239.98 | 1291203.0 |
| 2017-05-16 14:00:00 | SPY | ETF | 239.985 | 240.05 | 239.83 | 239.91 | 4001086.0 |
| 2017-05-16 14:30:00 | SPY | ETF | 239.9 | 240.0 | 239.87 | 239.8899 | 1644716.0 |
| 2017-05-16 15:00:00 | SPY | ETF | 239.89 | 240.1 | 239.885 | 240.075 | 2233672.0 |
| 2017-05-16 15:30:00 | SPY | ETF | 240.08 | 240.18 | 240.04 | 240.1 | 7469422.0 |
| 2017-05-16 16:00:00 | SPY | ETF | 240.09 | 240.1263 | 239.93 | 240.0 | 3081806.0 |
| 2017-05-16 16:30:00 | SPY | ETF | 240.0 | 240.03 | 239.95 | 239.96 | 352921.0 |
| 2017-05-16 17:00:00 | SPY | ETF | 239.96 | 239.97 | 239.89 | 239.89 | 103853.0 |
| 2017-05-16 17:30:00 | SPY | ETF | 239.9 | 240.08 | 239.87 | 239.87 | 39432.0 |
| 2017-05-16 18:00:00 | SPY | ETF | 239.87 | 239.87 | 239.5 | 239.52 | 302004.0 |
| 2017-05-16 18:30:00 | SPY | ETF | 239.56 | 239.6 | 239.15 | 239.2 | 134836.0 |
| 2017-05-16 19:00:00 | SPY | ETF | 239.19 | 239.31 | 239.09 | 239.2 | 55854.0 |
| 2017-05-16 19:30:00 | SPY | ETF | 239.2 | 239.28 | 238.8 | 238.85 | 202829.0 |
| 2017-05-16 04:00:00 | QQQ | ETF | 139.05 | 139.05 | 139.05 | 139.05 | 100.0 |
| 2017-05-16 04:30:00 | QQQ | ETF | 139.0 | 139.0 | 139.0 | 139.0 | 200.0 |
| 2017-05-16 05:00:00 | QQQ | ETF | 139.0 | 139.0 | 139.0 | 139.0 | 800.0 |
| 2017-05-16 05:30:00 | QQQ | ETF | 139.07 | 139.1 | 139.07 | 139.1 | 25000.0 |
| 2017-05-16 06:00:00 | QQQ | ETF | 139.13 | 139.13 | 139.13 | 139.13 | 400.0 |
| 2017-05-16 06:30:00 | QQQ | ETF | 139.08 | 139.09 | 139.08 | 139.09 | 400.0 |
| 2017-05-16 07:00:00 | QQQ | ETF | 139.12 | 139.21 | 139.11 | 139.13 | 43068.0 |
| 2017-05-16 07:30:00 | QQQ | ETF | 139.14 | 139.25 | 139.14 | 139.21 | 46940.0 |
| 2017-05-16 08:00:00 | QQQ | ETF | 139.11 | 139.21 | 139.11 | 139.19 | 94260.0 |
| 2017-05-16 08:30:00 | QQQ | ETF | 139.17 | 139.31 | 139.14 | 139.25 | 79681.0 |
| 2017-05-16 09:00:00 | QQQ | ETF | 139.26 | 139.37 | 139.26 | 139.37 | 261973.0 |
| 2017-05-16 09:30:00 | QQQ | ETF | 139.36 | 139.43 | 139.17 | 139.37 | 2730732.0 |
| 2017-05-16 10:00:00 | QQQ | ETF | 139.3701 | 139.44 | 139.03 | 139.06 | 1730728.0 |
| 2017-05-16 10:30:00 | QQQ | ETF | 139.06 | 139.2 | 138.99 | 139.19 | 1216139.0 |
| 2017-05-16 11:00:00 | QQQ | ETF | 139.19 | 139.35 | 139.12 | 139.2871 | 1046201.0 |
| 2017-05-16 11:30:00 | QQQ | ETF | 139.28 | 139.48 | 139.19 | 139.39 | 868446.0 |
| 2017-05-16 12:00:00 | QQQ | ETF | 139.39 | 139.5 | 139.3301 | 139.481 | 800239.0 |
| 2017-05-16 12:30:00 | QQQ | ETF | 139.48 | 139.51 | 139.4 | 139.47 | 962650.0 |
> showing 50 of 14,956 rows — these rows as CSV