PREVIEW / etf_30min / 2017-12-12
file: by_date/etf_30min/2017/2017-12-12.parquet size: 446 KB rows: 15,468
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 |
|---|---|---|---|---|---|---|---|
| 2017-12-12 04:00:00 | SPY | ETF | 266.62 | 266.72 | 266.6 | 266.71 | 1400.0 |
| 2017-12-12 04:30:00 | SPY | ETF | 266.74 | 266.75 | 266.49 | 266.53 | 27882.0 |
| 2017-12-12 05:00:00 | SPY | ETF | 266.58 | 266.6 | 266.47 | 266.52 | 2420.0 |
| 2017-12-12 05:30:00 | SPY | ETF | 266.51 | 266.51 | 266.44 | 266.44 | 1100.0 |
| 2017-12-12 06:00:00 | SPY | ETF | 266.51 | 266.59 | 266.51 | 266.58 | 2144.0 |
| 2017-12-12 06:30:00 | SPY | ETF | 266.57 | 266.57 | 266.51 | 266.57 | 13800.0 |
| 2017-12-12 07:00:00 | SPY | ETF | 266.56 | 266.7 | 266.56 | 266.69 | 53979.0 |
| 2017-12-12 07:30:00 | SPY | ETF | 266.7 | 266.79 | 266.68 | 266.68 | 57934.0 |
| 2017-12-12 08:00:00 | SPY | ETF | 266.76 | 266.76 | 266.64 | 266.7 | 109494.0 |
| 2017-12-12 08:30:00 | SPY | ETF | 266.67 | 266.76 | 266.31 | 266.75 | 313071.0 |
| 2017-12-12 09:00:00 | SPY | ETF | 266.75 | 266.77 | 266.56 | 266.57 | 365961.0 |
| 2017-12-12 09:30:00 | SPY | ETF | 266.57 | 266.63 | 266.345 | 266.61 | 5296387.0 |
| 2017-12-12 10:00:00 | SPY | ETF | 266.615 | 266.75 | 266.54 | 266.69 | 2256574.0 |
| 2017-12-12 10:30:00 | SPY | ETF | 266.689 | 266.9 | 266.53 | 266.79 | 3587444.0 |
| 2017-12-12 11:00:00 | SPY | ETF | 266.8 | 267.06 | 266.71 | 267.0286 | 2951328.0 |
| 2017-12-12 11:30:00 | SPY | ETF | 267.03 | 267.24 | 267.03 | 267.145 | 4456651.0 |
| 2017-12-12 12:00:00 | SPY | ETF | 267.15 | 267.32 | 266.88 | 266.99 | 4513142.0 |
| 2017-12-12 12:30:00 | SPY | ETF | 266.98 | 267.21 | 266.93 | 267.1534 | 4318660.0 |
| 2017-12-12 13:00:00 | SPY | ETF | 267.16 | 267.2766 | 267.04 | 267.17 | 3232120.0 |
| 2017-12-12 13:30:00 | SPY | ETF | 267.17 | 267.21 | 266.93 | 266.96 | 11437811.0 |
| 2017-12-12 14:00:00 | SPY | ETF | 266.96 | 267.25 | 266.87 | 267.25 | 4603064.0 |
| 2017-12-12 14:30:00 | SPY | ETF | 267.25 | 267.28 | 267.07 | 267.22 | 4418698.0 |
| 2017-12-12 15:00:00 | SPY | ETF | 267.22 | 267.22 | 267.0425 | 267.11 | 4469640.0 |
| 2017-12-12 15:30:00 | SPY | ETF | 267.1 | 267.15 | 266.69 | 266.79 | 13891235.0 |
| 2017-12-12 16:00:00 | SPY | ETF | 266.78 | 266.92 | 266.7342 | 266.82 | 9913330.0 |
| 2017-12-12 16:30:00 | SPY | ETF | 266.84 | 266.88 | 266.78 | 266.86 | 2066919.0 |
| 2017-12-12 17:00:00 | SPY | ETF | 266.82 | 266.85 | 266.82 | 266.85 | 1198119.0 |
| 2017-12-12 17:30:00 | SPY | ETF | 266.82 | 266.85 | 266.8 | 266.8 | 20736.0 |
| 2017-12-12 18:00:00 | SPY | ETF | 266.83 | 266.85 | 266.7 | 266.71 | 635723.0 |
| 2017-12-12 18:30:00 | SPY | ETF | 266.71 | 266.71 | 266.51 | 266.52 | 29212.0 |
| 2017-12-12 19:00:00 | SPY | ETF | 266.52 | 266.61 | 266.44 | 266.58 | 12811.0 |
| 2017-12-12 19:30:00 | SPY | ETF | 266.57 | 266.7441 | 266.54 | 266.56 | 36115.0 |
| 2017-12-12 04:00:00 | QQQ | ETF | 156.05 | 156.07 | 156.05 | 156.07 | 1700.0 |
| 2017-12-12 04:30:00 | QQQ | ETF | 156.06 | 156.06 | 156.03 | 156.03 | 5200.0 |
| 2017-12-12 05:30:00 | QQQ | ETF | 155.99 | 155.99 | 155.9 | 155.9 | 2200.0 |
| 2017-12-12 06:00:00 | QQQ | ETF | 156.0 | 156.0 | 155.95 | 155.97 | 900.0 |
| 2017-12-12 06:30:00 | QQQ | ETF | 155.96 | 155.96 | 155.91 | 155.91 | 7100.0 |
| 2017-12-12 07:00:00 | QQQ | ETF | 155.95 | 156.0 | 155.95 | 155.97 | 5000.0 |
| 2017-12-12 07:30:00 | QQQ | ETF | 156.0 | 156.04 | 155.96 | 155.97 | 36600.0 |
| 2017-12-12 08:00:00 | QQQ | ETF | 155.97 | 156.0 | 155.92 | 155.93 | 27890.0 |
| 2017-12-12 08:30:00 | QQQ | ETF | 155.95 | 155.97 | 155.81 | 155.94 | 246819.0 |
| 2017-12-12 09:00:00 | QQQ | ETF | 155.93 | 155.95 | 155.79 | 155.81 | 67873.0 |
| 2017-12-12 09:30:00 | QQQ | ETF | 155.81 | 155.86 | 155.36 | 155.8399 | 2699211.0 |
| 2017-12-12 10:00:00 | QQQ | ETF | 155.83 | 155.92 | 155.675 | 155.7065 | 1300389.0 |
| 2017-12-12 10:30:00 | QQQ | ETF | 155.7 | 155.93 | 155.54 | 155.84 | 897681.0 |
| 2017-12-12 11:00:00 | QQQ | ETF | 155.84 | 156.05 | 155.81 | 156.05 | 836182.0 |
| 2017-12-12 11:30:00 | QQQ | ETF | 156.0435 | 156.14 | 155.96 | 156.07 | 649064.0 |
| 2017-12-12 12:00:00 | QQQ | ETF | 156.06 | 156.15 | 155.81 | 155.86 | 729761.0 |
| 2017-12-12 12:30:00 | QQQ | ETF | 155.87 | 156.0 | 155.8137 | 155.86 | 839134.0 |
| 2017-12-12 13:00:00 | QQQ | ETF | 155.86 | 155.91 | 155.72 | 155.795 | 663540.0 |
> showing 50 of 15,468 rows — these rows as CSV