PREVIEW / etf_30min / 2017-10-31
file: by_date/etf_30min/2017/2017-10-31.parquet size: 443 KB rows: 15,357
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 |
|---|---|---|---|---|---|---|---|
| 2017-10-31 04:00:00 | SPY | ETF | 256.86 | 257.03 | 256.86 | 257.03 | 3700.0 |
| 2017-10-31 04:30:00 | SPY | ETF | 257.06 | 257.14 | 257.06 | 257.14 | 900.0 |
| 2017-10-31 05:00:00 | SPY | ETF | 257.11 | 257.18 | 257.11 | 257.18 | 1100.0 |
| 2017-10-31 05:30:00 | SPY | ETF | 257.16 | 257.2 | 257.16 | 257.17 | 4140.0 |
| 2017-10-31 06:00:00 | SPY | ETF | 257.2 | 257.2 | 257.11 | 257.11 | 500.0 |
| 2017-10-31 06:30:00 | SPY | ETF | 257.13 | 257.13 | 257.06 | 257.07 | 4400.0 |
| 2017-10-31 07:00:00 | SPY | ETF | 257.08 | 257.12 | 257.03 | 257.11 | 32890.0 |
| 2017-10-31 07:30:00 | SPY | ETF | 257.08 | 257.26 | 257.08 | 257.25 | 51594.0 |
| 2017-10-31 08:00:00 | SPY | ETF | 257.06 | 257.22 | 257.06 | 257.19 | 51108.0 |
| 2017-10-31 08:30:00 | SPY | ETF | 257.19 | 257.2 | 257.14 | 257.16 | 104757.0 |
| 2017-10-31 09:00:00 | SPY | ETF | 257.19 | 257.25 | 257.16 | 257.18 | 138094.0 |
| 2017-10-31 09:30:00 | SPY | ETF | 257.18 | 257.21 | 256.88 | 256.94 | 3469503.0 |
| 2017-10-31 10:00:00 | SPY | ETF | 256.935 | 257.07 | 256.805 | 257.045 | 2646919.0 |
| 2017-10-31 10:30:00 | SPY | ETF | 257.05 | 257.18 | 256.97 | 257.14 | 2103457.0 |
| 2017-10-31 11:00:00 | SPY | ETF | 257.13 | 257.375 | 257.11 | 257.25 | 2106236.0 |
| 2017-10-31 11:30:00 | SPY | ETF | 257.25 | 257.32 | 257.16 | 257.3 | 1721903.0 |
| 2017-10-31 12:00:00 | SPY | ETF | 257.3 | 257.32 | 257.14 | 257.195 | 1437592.0 |
| 2017-10-31 12:30:00 | SPY | ETF | 257.19 | 257.29 | 257.16 | 257.21 | 1233793.0 |
| 2017-10-31 13:00:00 | SPY | ETF | 257.22 | 257.285 | 257.17 | 257.21 | 1264650.0 |
| 2017-10-31 13:30:00 | SPY | ETF | 257.22 | 257.29 | 257.15 | 257.27 | 912771.0 |
| 2017-10-31 14:00:00 | SPY | ETF | 257.27 | 257.39 | 257.24 | 257.375 | 2744409.0 |
| 2017-10-31 14:30:00 | SPY | ETF | 257.375 | 257.38 | 257.19 | 257.33 | 2495742.0 |
| 2017-10-31 15:00:00 | SPY | ETF | 257.33 | 257.44 | 257.285 | 257.33 | 4207447.0 |
| 2017-10-31 15:30:00 | SPY | ETF | 257.33 | 257.33 | 256.99 | 257.11 | 13724968.0 |
| 2017-10-31 16:00:00 | SPY | ETF | 257.1 | 257.2 | 257.08 | 257.14 | 14316225.0 |
| 2017-10-31 16:30:00 | SPY | ETF | 257.13 | 257.2 | 257.11 | 257.17 | 806883.0 |
| 2017-10-31 17:00:00 | SPY | ETF | 257.15 | 257.3299 | 257.1 | 257.2 | 186138.0 |
| 2017-10-31 17:30:00 | SPY | ETF | 257.2 | 257.2 | 257.1499 | 257.17 | 1265960.0 |
| 2017-10-31 18:00:00 | SPY | ETF | 257.19 | 257.29 | 257.07 | 257.09 | 154485.0 |
| 2017-10-31 18:30:00 | SPY | ETF | 257.13 | 257.13 | 257.09 | 257.13 | 7113.0 |
| 2017-10-31 19:00:00 | SPY | ETF | 257.13 | 257.19 | 257.13 | 257.18 | 851101.0 |
| 2017-10-31 19:30:00 | SPY | ETF | 257.17 | 257.23 | 257.15 | 257.18 | 10396.0 |
| 2017-10-31 04:00:00 | QQQ | ETF | 151.76 | 151.82 | 151.76 | 151.82 | 900.0 |
| 2017-10-31 04:30:00 | QQQ | ETF | 151.86 | 151.9 | 151.86 | 151.9 | 10100.0 |
| 2017-10-31 05:00:00 | QQQ | ETF | 151.9 | 151.9 | 151.9 | 151.9 | 100.0 |
| 2017-10-31 05:30:00 | QQQ | ETF | 151.94 | 151.95 | 151.94 | 151.95 | 10000.0 |
| 2017-10-31 06:00:00 | QQQ | ETF | 151.94 | 151.94 | 151.92 | 151.92 | 400.0 |
| 2017-10-31 06:30:00 | QQQ | ETF | 151.91 | 151.91 | 151.9 | 151.9 | 1200.0 |
| 2017-10-31 07:00:00 | QQQ | ETF | 151.86 | 151.89 | 151.84 | 151.89 | 3135.0 |
| 2017-10-31 07:30:00 | QQQ | ETF | 151.89 | 152.04 | 151.89 | 152.02 | 9323.0 |
| 2017-10-31 08:00:00 | QQQ | ETF | 152.03 | 152.13 | 151.99 | 152.12 | 58574.0 |
| 2017-10-31 08:30:00 | QQQ | ETF | 152.09 | 152.11 | 152.06 | 152.08 | 52891.0 |
| 2017-10-31 09:00:00 | QQQ | ETF | 152.08 | 152.14 | 152.03 | 152.03 | 77440.0 |
| 2017-10-31 09:30:00 | QQQ | ETF | 152.04 | 152.125 | 151.63 | 151.77 | 2780253.0 |
| 2017-10-31 10:00:00 | QQQ | ETF | 151.76 | 151.935 | 151.67 | 151.88 | 2553580.0 |
| 2017-10-31 10:30:00 | QQQ | ETF | 151.89 | 152.04 | 151.7807 | 151.96 | 1316279.0 |
| 2017-10-31 11:00:00 | QQQ | ETF | 151.95 | 152.165 | 151.94 | 152.07 | 1177488.0 |
| 2017-10-31 11:30:00 | QQQ | ETF | 152.065 | 152.15 | 152.05 | 152.13 | 1078013.0 |
| 2017-10-31 12:00:00 | QQQ | ETF | 152.14 | 152.15 | 151.885 | 151.955 | 1028566.0 |
| 2017-10-31 12:30:00 | QQQ | ETF | 151.96 | 152.139 | 151.955 | 152.075 | 833009.0 |
> showing 50 of 15,357 rows — these rows as CSV