PREVIEW / etf_30min / 2017-09-12
file: by_date/etf_30min/2017/2017-09-12.parquet size: 430 KB rows: 15,002
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 |
|---|---|---|---|---|---|---|---|
| 2017-09-12 04:00:00 | SPY | ETF | 249.41 | 249.55 | 249.4 | 249.52 | 27226.0 |
| 2017-09-12 04:30:00 | SPY | ETF | 249.53 | 249.58 | 249.52 | 249.57 | 3700.0 |
| 2017-09-12 05:00:00 | SPY | ETF | 249.51 | 249.58 | 249.49 | 249.49 | 900.0 |
| 2017-09-12 05:30:00 | SPY | ETF | 249.51 | 249.53 | 249.51 | 249.53 | 14700.0 |
| 2017-09-12 06:00:00 | SPY | ETF | 249.56 | 249.59 | 249.56 | 249.59 | 5125.0 |
| 2017-09-12 06:30:00 | SPY | ETF | 249.58 | 249.62 | 249.58 | 249.59 | 6120.0 |
| 2017-09-12 07:00:00 | SPY | ETF | 249.58 | 249.69 | 249.58 | 249.67 | 40130.0 |
| 2017-09-12 07:30:00 | SPY | ETF | 249.67 | 249.73 | 249.66 | 249.72 | 131353.0 |
| 2017-09-12 08:00:00 | SPY | ETF | 249.72 | 249.72 | 249.62 | 249.64 | 78597.0 |
| 2017-09-12 08:30:00 | SPY | ETF | 249.62 | 249.64 | 249.45 | 249.52 | 189986.0 |
| 2017-09-12 09:00:00 | SPY | ETF | 249.53 | 249.65 | 249.52 | 249.63 | 258305.0 |
| 2017-09-12 09:30:00 | SPY | ETF | 249.63 | 249.975 | 249.57 | 249.78 | 6839971.0 |
| 2017-09-12 10:00:00 | SPY | ETF | 249.78 | 249.86 | 249.57 | 249.5854 | 3379972.0 |
| 2017-09-12 10:30:00 | SPY | ETF | 249.58 | 249.72 | 249.42 | 249.595 | 3606464.0 |
| 2017-09-12 11:00:00 | SPY | ETF | 249.585 | 249.67 | 249.51 | 249.65 | 3371134.0 |
| 2017-09-12 11:30:00 | SPY | ETF | 249.65 | 249.77 | 249.63 | 249.7 | 2299826.0 |
| 2017-09-12 12:00:00 | SPY | ETF | 249.7 | 249.83 | 249.65 | 249.8 | 2019644.0 |
| 2017-09-12 12:30:00 | SPY | ETF | 249.8 | 249.93 | 249.8 | 249.895 | 2177505.0 |
| 2017-09-12 13:00:00 | SPY | ETF | 249.895 | 249.96 | 249.88 | 249.95 | 1888458.0 |
| 2017-09-12 13:30:00 | SPY | ETF | 249.94 | 250.05 | 249.8 | 249.8 | 2397821.0 |
| 2017-09-12 14:00:00 | SPY | ETF | 249.8 | 249.88 | 249.7 | 249.74 | 2522934.0 |
| 2017-09-12 14:30:00 | SPY | ETF | 249.75 | 249.82 | 249.66 | 249.77 | 3439151.0 |
| 2017-09-12 15:00:00 | SPY | ETF | 249.775 | 249.83 | 249.6 | 249.77 | 4772648.0 |
| 2017-09-12 15:30:00 | SPY | ETF | 249.77 | 250.07 | 249.75 | 250.07 | 9743492.0 |
| 2017-09-12 16:00:00 | SPY | ETF | 250.06 | 250.1 | 249.95 | 250.07 | 6226809.0 |
| 2017-09-12 16:30:00 | SPY | ETF | 250.06 | 250.14 | 250.05 | 250.11 | 183089.0 |
| 2017-09-12 17:00:00 | SPY | ETF | 250.11 | 250.15 | 250.05 | 250.13 | 136152.0 |
| 2017-09-12 17:30:00 | SPY | ETF | 250.12 | 250.18 | 250.12 | 250.17 | 81743.0 |
| 2017-09-12 18:00:00 | SPY | ETF | 250.18 | 250.19 | 250.11 | 250.15 | 82250.0 |
| 2017-09-12 18:30:00 | SPY | ETF | 250.15 | 250.18 | 250.12 | 250.15 | 22649.0 |
| 2017-09-12 19:00:00 | SPY | ETF | 250.15 | 250.17 | 250.11 | 250.12 | 18113.0 |
| 2017-09-12 19:30:00 | SPY | ETF | 250.11 | 250.14 | 250.1 | 250.12 | 81315.0 |
| 2017-09-12 04:00:00 | QQQ | ETF | 146.04 | 146.11 | 146.04 | 146.07 | 1500.0 |
| 2017-09-12 04:30:00 | QQQ | ETF | 146.2 | 146.2 | 146.09 | 146.12 | 1500.0 |
| 2017-09-12 05:00:00 | QQQ | ETF | 146.15 | 146.15 | 146.09 | 146.09 | 1650.0 |
| 2017-09-12 05:30:00 | QQQ | ETF | 146.16 | 146.17 | 146.11 | 146.11 | 5200.0 |
| 2017-09-12 06:00:00 | QQQ | ETF | 146.2 | 146.22 | 146.2 | 146.22 | 1100.0 |
| 2017-09-12 06:30:00 | QQQ | ETF | 146.23 | 146.25 | 146.15 | 146.15 | 26400.0 |
| 2017-09-12 07:00:00 | QQQ | ETF | 146.15 | 146.25 | 146.14 | 146.25 | 16300.0 |
| 2017-09-12 07:30:00 | QQQ | ETF | 146.24 | 146.3 | 146.24 | 146.3 | 9167.0 |
| 2017-09-12 08:00:00 | QQQ | ETF | 146.3 | 146.32 | 146.24 | 146.27 | 46781.0 |
| 2017-09-12 08:30:00 | QQQ | ETF | 146.25 | 146.27 | 146.04 | 146.08 | 167150.0 |
| 2017-09-12 09:00:00 | QQQ | ETF | 146.09 | 146.3 | 146.09 | 146.25 | 82984.0 |
| 2017-09-12 09:30:00 | QQQ | ETF | 146.25 | 146.41 | 145.8 | 145.95 | 3918788.0 |
| 2017-09-12 10:00:00 | QQQ | ETF | 145.96 | 145.98 | 145.65 | 145.87 | 2082010.0 |
| 2017-09-12 10:30:00 | QQQ | ETF | 145.88 | 145.93 | 145.65 | 145.81 | 1381806.0 |
| 2017-09-12 11:00:00 | QQQ | ETF | 145.8 | 145.97 | 145.79 | 145.93 | 964202.0 |
| 2017-09-12 11:30:00 | QQQ | ETF | 145.93 | 145.96 | 145.77 | 145.84 | 1135180.0 |
| 2017-09-12 12:00:00 | QQQ | ETF | 145.84 | 145.98 | 145.77 | 145.9425 | 963146.0 |
| 2017-09-12 12:30:00 | QQQ | ETF | 145.95 | 146.05 | 145.9 | 145.97 | 1320054.0 |
> showing 50 of 15,002 rows — these rows as CSV