PREVIEW / etf_30min / 2017-07-27
file: by_date/etf_30min/2017/2017-07-27.parquet size: 445 KB rows: 15,244
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 |
|---|---|---|---|---|---|---|---|
| 2017-07-27 04:00:00 | SPY | ETF | 247.9 | 247.9 | 247.83 | 247.83 | 520.0 |
| 2017-07-27 04:30:00 | SPY | ETF | 247.76 | 247.76 | 247.71 | 247.71 | 1168.0 |
| 2017-07-27 05:00:00 | SPY | ETF | 247.67 | 247.67 | 247.63 | 247.63 | 6900.0 |
| 2017-07-27 05:30:00 | SPY | ETF | 247.68 | 247.68 | 247.68 | 247.68 | 320.0 |
| 2017-07-27 06:00:00 | SPY | ETF | 247.68 | 247.68 | 247.67 | 247.68 | 2360.0 |
| 2017-07-27 06:30:00 | SPY | ETF | 247.78 | 247.83 | 247.78 | 247.78 | 63097.0 |
| 2017-07-27 07:00:00 | SPY | ETF | 247.82 | 247.82 | 247.74 | 247.74 | 31751.0 |
| 2017-07-27 07:30:00 | SPY | ETF | 247.77 | 247.77 | 247.7 | 247.7 | 50498.0 |
| 2017-07-27 08:00:00 | SPY | ETF | 247.74 | 247.85 | 247.7 | 247.83 | 299105.0 |
| 2017-07-27 08:30:00 | SPY | ETF | 247.83 | 247.83 | 247.69 | 247.8 | 208363.0 |
| 2017-07-27 09:00:00 | SPY | ETF | 247.82 | 247.98 | 247.81 | 247.96 | 479684.0 |
| 2017-07-27 09:30:00 | SPY | ETF | 247.96 | 248.0 | 247.54 | 247.61 | 4079944.0 |
| 2017-07-27 10:00:00 | SPY | ETF | 247.62 | 247.88 | 247.57 | 247.87 | 1574444.0 |
| 2017-07-27 10:30:00 | SPY | ETF | 247.88 | 247.96 | 247.82 | 247.92 | 2659446.0 |
| 2017-07-27 11:00:00 | SPY | ETF | 247.93 | 247.93 | 247.73 | 247.75 | 1647678.0 |
| 2017-07-27 11:30:00 | SPY | ETF | 247.74 | 247.94 | 247.73 | 247.92 | 1235697.0 |
| 2017-07-27 12:00:00 | SPY | ETF | 247.92 | 247.96 | 247.84 | 247.8562 | 1619355.0 |
| 2017-07-27 12:30:00 | SPY | ETF | 247.855 | 247.89 | 246.88 | 247.05 | 5331655.0 |
| 2017-07-27 13:00:00 | SPY | ETF | 247.06 | 247.19 | 246.03 | 246.35 | 11487938.0 |
| 2017-07-27 13:30:00 | SPY | ETF | 246.34 | 246.51 | 245.68 | 246.24 | 10339012.0 |
| 2017-07-27 14:00:00 | SPY | ETF | 246.24 | 246.72 | 246.16 | 246.54 | 5089818.0 |
| 2017-07-27 14:30:00 | SPY | ETF | 246.5373 | 246.6 | 246.05 | 246.46 | 3934696.0 |
| 2017-07-27 15:00:00 | SPY | ETF | 246.47 | 246.75 | 246.2 | 246.68 | 3677347.0 |
| 2017-07-27 15:30:00 | SPY | ETF | 246.69 | 247.24 | 246.6 | 247.22 | 10559542.0 |
| 2017-07-27 16:00:00 | SPY | ETF | 247.23 | 247.23 | 246.78 | 247.13 | 4504038.0 |
| 2017-07-27 16:30:00 | SPY | ETF | 247.14 | 247.2 | 247.05 | 247.15 | 129244.0 |
| 2017-07-27 17:00:00 | SPY | ETF | 247.12 | 247.2 | 247.04 | 247.2 | 194571.0 |
| 2017-07-27 17:30:00 | SPY | ETF | 247.2 | 247.21 | 247.15 | 247.18 | 86464.0 |
| 2017-07-27 18:00:00 | SPY | ETF | 247.17 | 247.83 | 246.95 | 246.96 | 279652.0 |
| 2017-07-27 18:30:00 | SPY | ETF | 246.96 | 246.98 | 246.92 | 246.96 | 12704.0 |
| 2017-07-27 19:00:00 | SPY | ETF | 246.97 | 247.02 | 246.97 | 246.99 | 15011.0 |
| 2017-07-27 19:30:00 | SPY | ETF | 246.99 | 246.99 | 246.81 | 246.82 | 37354.0 |
| 2017-07-27 04:00:00 | QQQ | ETF | 145.55 | 145.59 | 145.54 | 145.56 | 3376.0 |
| 2017-07-27 05:00:00 | QQQ | ETF | 145.5 | 145.5 | 145.5 | 145.5 | 174.0 |
| 2017-07-27 05:30:00 | QQQ | ETF | 145.5 | 145.5 | 145.5 | 145.5 | 100.0 |
| 2017-07-27 06:00:00 | QQQ | ETF | 145.5 | 145.51 | 145.5 | 145.51 | 1290.0 |
| 2017-07-27 06:30:00 | QQQ | ETF | 145.55 | 145.64 | 145.55 | 145.64 | 2450.0 |
| 2017-07-27 07:00:00 | QQQ | ETF | 145.53 | 145.57 | 145.53 | 145.57 | 6303.0 |
| 2017-07-27 07:30:00 | QQQ | ETF | 145.62 | 145.65 | 145.56 | 145.64 | 31550.0 |
| 2017-07-27 08:00:00 | QQQ | ETF | 145.64 | 145.86 | 145.51 | 145.85 | 191739.0 |
| 2017-07-27 08:30:00 | QQQ | ETF | 145.83 | 145.89 | 145.74 | 145.79 | 142563.0 |
| 2017-07-27 09:00:00 | QQQ | ETF | 145.77 | 145.89 | 145.77 | 145.87 | 104321.0 |
| 2017-07-27 09:30:00 | QQQ | ETF | 145.86 | 145.91 | 145.42 | 145.49 | 3866278.0 |
| 2017-07-27 10:00:00 | QQQ | ETF | 145.49 | 145.77 | 145.47 | 145.76 | 1866505.0 |
| 2017-07-27 10:30:00 | QQQ | ETF | 145.76 | 145.935 | 145.74 | 145.8375 | 2516929.0 |
| 2017-07-27 11:00:00 | QQQ | ETF | 145.84 | 145.87 | 145.69 | 145.76 | 1211557.0 |
| 2017-07-27 11:30:00 | QQQ | ETF | 145.76 | 145.96 | 145.74 | 145.86 | 1252787.0 |
| 2017-07-27 12:00:00 | QQQ | ETF | 145.8501 | 145.869 | 145.45 | 145.45 | 856958.0 |
| 2017-07-27 12:30:00 | QQQ | ETF | 145.46 | 145.49 | 143.87 | 144.15 | 9378773.0 |
| 2017-07-27 13:00:00 | QQQ | ETF | 144.15 | 144.35 | 142.68 | 143.12 | 12925179.0 |
> showing 50 of 15,244 rows — these rows as CSV