PREVIEW / etf_30min / 2017-09-28
file: by_date/etf_30min/2017/2017-09-28.parquet size: 429 KB rows: 14,907
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 |
|---|---|---|---|---|---|---|---|
| 2017-09-28 04:00:00 | SPY | ETF | 249.91 | 249.92 | 249.9 | 249.91 | 30950.0 |
| 2017-09-28 04:30:00 | SPY | ETF | 249.91 | 250.03 | 249.84 | 249.99 | 51324.0 |
| 2017-09-28 05:00:00 | SPY | ETF | 249.96 | 250.01 | 249.87 | 249.87 | 1206.0 |
| 2017-09-28 05:30:00 | SPY | ETF | 250.04 | 250.04 | 249.97 | 250.0 | 2605.0 |
| 2017-09-28 06:00:00 | SPY | ETF | 249.95 | 249.95 | 249.95 | 249.95 | 1102.0 |
| 2017-09-28 06:30:00 | SPY | ETF | 249.96 | 249.96 | 249.87 | 249.87 | 2024.0 |
| 2017-09-28 07:00:00 | SPY | ETF | 249.89 | 249.91 | 249.85 | 249.85 | 55870.0 |
| 2017-09-28 07:30:00 | SPY | ETF | 249.87 | 249.91 | 249.58 | 249.65 | 147519.0 |
| 2017-09-28 08:00:00 | SPY | ETF | 250.05 | 250.05 | 249.52 | 249.57 | 101018.0 |
| 2017-09-28 08:30:00 | SPY | ETF | 249.56 | 249.69 | 249.54 | 249.69 | 189920.0 |
| 2017-09-28 09:00:00 | SPY | ETF | 249.68 | 249.73 | 249.61 | 249.73 | 181366.0 |
| 2017-09-28 09:30:00 | SPY | ETF | 249.73 | 250.0022 | 249.67 | 249.83 | 3629751.0 |
| 2017-09-28 10:00:00 | SPY | ETF | 249.83 | 250.03 | 249.63 | 249.96 | 2181726.0 |
| 2017-09-28 10:30:00 | SPY | ETF | 249.95 | 250.19 | 249.91 | 249.99 | 2584965.0 |
| 2017-09-28 11:00:00 | SPY | ETF | 250.0 | 250.07 | 249.89 | 250.06 | 1714346.0 |
| 2017-09-28 11:30:00 | SPY | ETF | 250.07 | 250.21 | 250.01 | 250.06 | 2395857.0 |
| 2017-09-28 12:00:00 | SPY | ETF | 250.07 | 250.32 | 250.0 | 250.22 | 1788042.0 |
| 2017-09-28 12:30:00 | SPY | ETF | 250.21 | 250.3 | 250.11 | 250.26 | 3938148.0 |
| 2017-09-28 13:00:00 | SPY | ETF | 250.25 | 250.34 | 250.175 | 250.306 | 3924582.0 |
| 2017-09-28 13:30:00 | SPY | ETF | 250.3 | 250.425 | 250.24 | 250.41 | 1362238.0 |
| 2017-09-28 14:00:00 | SPY | ETF | 250.4 | 250.44 | 250.23 | 250.245 | 1212364.0 |
| 2017-09-28 14:30:00 | SPY | ETF | 250.24 | 250.29 | 250.16 | 250.25 | 1329865.0 |
| 2017-09-28 15:00:00 | SPY | ETF | 250.25 | 250.35 | 250.12 | 250.155 | 3211277.0 |
| 2017-09-28 15:30:00 | SPY | ETF | 250.1501 | 250.37 | 250.08 | 250.34 | 5158619.0 |
| 2017-09-28 16:00:00 | SPY | ETF | 250.33 | 250.42 | 250.21 | 250.39 | 6495954.0 |
| 2017-09-28 16:30:00 | SPY | ETF | 250.38 | 250.44 | 250.06 | 250.39 | 775786.0 |
| 2017-09-28 17:00:00 | SPY | ETF | 250.38 | 250.38 | 250.138 | 250.35 | 65232.0 |
| 2017-09-28 17:30:00 | SPY | ETF | 250.37 | 250.38 | 250.34 | 250.37 | 22353.0 |
| 2017-09-28 18:00:00 | SPY | ETF | 250.36 | 250.36 | 250.24 | 250.26 | 43154.0 |
| 2017-09-28 18:30:00 | SPY | ETF | 250.26 | 250.29 | 250.24 | 250.26 | 13597.0 |
| 2017-09-28 19:00:00 | SPY | ETF | 250.25 | 250.27 | 250.22 | 250.27 | 24039.0 |
| 2017-09-28 19:30:00 | SPY | ETF | 250.27 | 250.3612 | 250.22 | 250.22 | 521738.0 |
| 2017-09-28 04:00:00 | QQQ | ETF | 144.39 | 144.39 | 144.38 | 144.38 | 10182.0 |
| 2017-09-28 04:30:00 | QQQ | ETF | 144.43 | 144.48 | 144.43 | 144.48 | 300.0 |
| 2017-09-28 05:00:00 | QQQ | ETF | 144.38 | 144.38 | 144.38 | 144.38 | 3200.0 |
| 2017-09-28 05:30:00 | QQQ | ETF | 144.44 | 144.46 | 144.44 | 144.46 | 25000.0 |
| 2017-09-28 06:30:00 | QQQ | ETF | 144.41 | 144.41 | 144.41 | 144.41 | 200.0 |
| 2017-09-28 07:00:00 | QQQ | ETF | 144.32 | 144.37 | 144.32 | 144.34 | 5150.0 |
| 2017-09-28 07:30:00 | QQQ | ETF | 144.33 | 144.35 | 144.07 | 144.08 | 31296.0 |
| 2017-09-28 08:00:00 | QQQ | ETF | 144.08 | 144.38 | 143.92 | 143.99 | 204105.0 |
| 2017-09-28 08:30:00 | QQQ | ETF | 143.99 | 144.09 | 143.98 | 144.09 | 43722.0 |
| 2017-09-28 09:00:00 | QQQ | ETF | 144.08 | 144.18 | 143.99 | 144.12 | 210105.0 |
| 2017-09-28 09:30:00 | QQQ | ETF | 144.14 | 144.3 | 143.78 | 144.21 | 4260536.0 |
| 2017-09-28 10:00:00 | QQQ | ETF | 144.2 | 144.455 | 143.98 | 144.4 | 2048007.0 |
| 2017-09-28 10:30:00 | QQQ | ETF | 144.4 | 144.5566 | 144.2434 | 144.25 | 1096149.0 |
| 2017-09-28 11:00:00 | QQQ | ETF | 144.25 | 144.27 | 144.05 | 144.26 | 1003740.0 |
| 2017-09-28 11:30:00 | QQQ | ETF | 144.26 | 144.33 | 144.08 | 144.13 | 1297030.0 |
| 2017-09-28 12:00:00 | QQQ | ETF | 144.13 | 144.34 | 144.05 | 144.24 | 783403.0 |
| 2017-09-28 12:30:00 | QQQ | ETF | 144.24 | 144.27 | 144.09 | 144.24 | 576280.0 |
| 2017-09-28 13:00:00 | QQQ | ETF | 144.25 | 144.315 | 144.12 | 144.28 | 471045.0 |
> showing 50 of 14,907 rows — these rows as CSV