PREVIEW / etf_30min / 2017-09-14
file: by_date/etf_30min/2017/2017-09-14.parquet size: 426 KB rows: 14,809
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 |
|---|---|---|---|---|---|---|---|
| 2017-09-14 04:00:00 | SPY | ETF | 249.98 | 250.05 | 249.95 | 250.05 | 8600.0 |
| 2017-09-14 04:30:00 | SPY | ETF | 250.04 | 250.08 | 250.04 | 250.08 | 3120.0 |
| 2017-09-14 05:00:00 | SPY | ETF | 250.05 | 250.08 | 250.02 | 250.05 | 5140.0 |
| 2017-09-14 05:30:00 | SPY | ETF | 250.03 | 250.08 | 250.03 | 250.08 | 1700.0 |
| 2017-09-14 06:00:00 | SPY | ETF | 250.09 | 250.12 | 250.08 | 250.08 | 1000.0 |
| 2017-09-14 06:30:00 | SPY | ETF | 250.01 | 250.07 | 250.01 | 250.03 | 2181.0 |
| 2017-09-14 07:00:00 | SPY | ETF | 250.04 | 250.1 | 249.98 | 249.98 | 72434.0 |
| 2017-09-14 07:30:00 | SPY | ETF | 249.99 | 250.08 | 249.98 | 250.05 | 112803.0 |
| 2017-09-14 08:00:00 | SPY | ETF | 250.02 | 250.09 | 249.65 | 249.65 | 479893.0 |
| 2017-09-14 08:30:00 | SPY | ETF | 249.65 | 249.74 | 249.45 | 249.6 | 1056574.0 |
| 2017-09-14 09:00:00 | SPY | ETF | 249.6 | 249.84 | 249.55 | 249.81 | 1210258.0 |
| 2017-09-14 09:30:00 | SPY | ETF | 249.8 | 249.98 | 249.6 | 249.95 | 7290275.0 |
| 2017-09-14 10:00:00 | SPY | ETF | 249.95 | 250.05 | 249.82 | 249.99 | 3491989.0 |
| 2017-09-14 10:30:00 | SPY | ETF | 249.98 | 250.15 | 249.97 | 250.07 | 2450017.0 |
| 2017-09-14 11:00:00 | SPY | ETF | 250.06 | 250.32 | 250.02 | 250.165 | 2732627.0 |
| 2017-09-14 11:30:00 | SPY | ETF | 250.17 | 250.21 | 250.035 | 250.12 | 2257180.0 |
| 2017-09-14 12:00:00 | SPY | ETF | 250.125 | 250.16 | 249.98 | 250.06 | 1783025.0 |
| 2017-09-14 12:30:00 | SPY | ETF | 250.05 | 250.24 | 250.02 | 250.19 | 6690037.0 |
| 2017-09-14 13:00:00 | SPY | ETF | 250.19 | 250.19 | 250.05 | 250.12 | 1653551.0 |
| 2017-09-14 13:30:00 | SPY | ETF | 250.13 | 250.145 | 250.01 | 250.02 | 1769894.0 |
| 2017-09-14 14:00:00 | SPY | ETF | 250.025 | 250.2 | 249.96 | 250.08 | 3578455.0 |
| 2017-09-14 14:30:00 | SPY | ETF | 250.075 | 250.19 | 250.07 | 250.11 | 4582813.0 |
| 2017-09-14 15:00:00 | SPY | ETF | 250.105 | 250.135 | 249.97 | 250.055 | 10100081.0 |
| 2017-09-14 15:30:00 | SPY | ETF | 250.05 | 250.15 | 249.94 | 250.1 | 15903774.0 |
| 2017-09-14 16:00:00 | SPY | ETF | 250.1 | 250.2963 | 250.03 | 250.14 | 22867608.0 |
| 2017-09-14 16:30:00 | SPY | ETF | 250.13 | 250.2222 | 250.02 | 250.07 | 3270510.0 |
| 2017-09-14 17:00:00 | SPY | ETF | 250.04 | 250.08 | 249.97 | 250.02 | 63623.0 |
| 2017-09-14 17:30:00 | SPY | ETF | 250.02 | 250.05 | 249.96 | 250.02 | 86772.0 |
| 2017-09-14 18:00:00 | SPY | ETF | 250.02 | 250.04 | 249.42 | 249.6 | 763638.0 |
| 2017-09-14 18:30:00 | SPY | ETF | 249.6 | 250.0327 | 249.42 | 249.45 | 73719.0 |
| 2017-09-14 19:00:00 | SPY | ETF | 249.47 | 249.56 | 249.45 | 249.49 | 36543.0 |
| 2017-09-14 19:30:00 | SPY | ETF | 249.48 | 249.58 | 249.42 | 249.47 | 73373.0 |
| 2017-09-14 04:00:00 | QQQ | ETF | 146.25 | 146.26 | 146.23 | 146.26 | 11855.0 |
| 2017-09-14 04:30:00 | QQQ | ETF | 146.28 | 146.31 | 146.27 | 146.31 | 1377.0 |
| 2017-09-14 05:00:00 | QQQ | ETF | 146.27 | 146.27 | 146.25 | 146.25 | 500.0 |
| 2017-09-14 05:30:00 | QQQ | ETF | 146.28 | 146.3 | 146.28 | 146.3 | 1100.0 |
| 2017-09-14 06:00:00 | QQQ | ETF | 146.29 | 146.29 | 146.23 | 146.23 | 3100.0 |
| 2017-09-14 06:30:00 | QQQ | ETF | 146.22 | 146.22 | 146.22 | 146.22 | 1000.0 |
| 2017-09-14 07:00:00 | QQQ | ETF | 146.25 | 146.27 | 146.22 | 146.22 | 1164.0 |
| 2017-09-14 07:30:00 | QQQ | ETF | 146.2 | 146.23 | 146.2 | 146.23 | 15866.0 |
| 2017-09-14 08:00:00 | QQQ | ETF | 146.23 | 146.23 | 145.96 | 145.97 | 124938.0 |
| 2017-09-14 08:30:00 | QQQ | ETF | 145.97 | 145.97 | 145.66 | 145.79 | 232844.0 |
| 2017-09-14 09:00:00 | QQQ | ETF | 145.78 | 145.88 | 145.72 | 145.87 | 222518.0 |
| 2017-09-14 09:30:00 | QQQ | ETF | 145.85 | 145.97 | 145.48 | 145.87 | 4241284.0 |
| 2017-09-14 10:00:00 | QQQ | ETF | 145.88 | 145.9 | 145.719 | 145.84 | 1636554.0 |
| 2017-09-14 10:30:00 | QQQ | ETF | 145.83 | 146.1 | 145.83 | 146.06 | 1197709.0 |
| 2017-09-14 11:00:00 | QQQ | ETF | 146.07 | 146.2869 | 146.05 | 146.19 | 1123209.0 |
| 2017-09-14 11:30:00 | QQQ | ETF | 146.19 | 146.2 | 145.9799 | 146.0301 | 1015060.0 |
| 2017-09-14 12:00:00 | QQQ | ETF | 146.04 | 146.06 | 145.69 | 145.795 | 986079.0 |
| 2017-09-14 12:30:00 | QQQ | ETF | 145.79 | 145.95 | 145.76 | 145.93 | 929646.0 |
> showing 50 of 14,809 rows — these rows as CSV