PREVIEW / etf_30min / 2017-12-26
file: by_date/etf_30min/2017/2017-12-26.parquet size: 428 KB rows: 15,041
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 |
|---|---|---|---|---|---|---|---|
| 2017-12-26 04:30:00 | SPY | ETF | 267.26 | 267.26 | 267.26 | 267.26 | 261.0 |
| 2017-12-26 05:00:00 | SPY | ETF | 267.29 | 267.29 | 267.29 | 267.29 | 307.0 |
| 2017-12-26 05:30:00 | SPY | ETF | 267.26 | 267.26 | 267.26 | 267.26 | 739.0 |
| 2017-12-26 06:00:00 | SPY | ETF | 267.25 | 267.25 | 267.2 | 267.2 | 400.0 |
| 2017-12-26 06:30:00 | SPY | ETF | 267.2 | 267.25 | 267.1 | 267.1 | 8890.0 |
| 2017-12-26 07:00:00 | SPY | ETF | 267.09 | 267.11 | 267.0 | 267.02 | 13531.0 |
| 2017-12-26 07:30:00 | SPY | ETF | 267.0 | 267.01 | 266.94 | 266.98 | 9303.0 |
| 2017-12-26 08:00:00 | SPY | ETF | 267.02 | 267.03 | 266.85 | 266.93 | 361060.0 |
| 2017-12-26 08:30:00 | SPY | ETF | 266.95 | 267.14 | 266.9 | 267.03 | 222290.0 |
| 2017-12-26 09:00:00 | SPY | ETF | 267.03 | 267.05 | 266.9 | 267.05 | 90630.0 |
| 2017-12-26 09:30:00 | SPY | ETF | 267.05 | 267.35 | 266.97 | 267.21 | 3918163.0 |
| 2017-12-26 10:00:00 | SPY | ETF | 267.22 | 267.37 | 267.12 | 267.29 | 2218929.0 |
| 2017-12-26 10:30:00 | SPY | ETF | 267.3 | 267.39 | 267.06 | 267.069 | 3249681.0 |
| 2017-12-26 11:00:00 | SPY | ETF | 267.07 | 267.25 | 267.03 | 267.21 | 1517652.0 |
| 2017-12-26 11:30:00 | SPY | ETF | 267.2 | 267.23 | 267.11 | 267.18 | 1777800.0 |
| 2017-12-26 12:00:00 | SPY | ETF | 267.185 | 267.24 | 267.08 | 267.16 | 3172019.0 |
| 2017-12-26 12:30:00 | SPY | ETF | 267.15 | 267.24 | 267.06 | 267.13 | 1449139.0 |
| 2017-12-26 13:00:00 | SPY | ETF | 267.125 | 267.18 | 267.05 | 267.13 | 1372338.0 |
| 2017-12-26 13:30:00 | SPY | ETF | 267.136 | 267.185 | 267.01 | 267.08 | 1878859.0 |
| 2017-12-26 14:00:00 | SPY | ETF | 267.08 | 267.4377 | 267.02 | 267.095 | 1764209.0 |
| 2017-12-26 14:30:00 | SPY | ETF | 267.09 | 267.17 | 267.07 | 267.155 | 3617294.0 |
| 2017-12-26 15:00:00 | SPY | ETF | 267.155 | 267.18 | 266.96 | 266.96 | 2279433.0 |
| 2017-12-26 15:30:00 | SPY | ETF | 266.96 | 267.18 | 266.885 | 267.17 | 8181638.0 |
| 2017-12-26 16:00:00 | SPY | ETF | 267.16 | 267.21 | 267.07 | 267.21 | 5652578.0 |
| 2017-12-26 16:30:00 | SPY | ETF | 267.21 | 267.24 | 267.1122 | 267.22 | 799662.0 |
| 2017-12-26 17:00:00 | SPY | ETF | 267.18 | 267.23 | 267.18 | 267.23 | 948.0 |
| 2017-12-26 17:30:00 | SPY | ETF | 267.23 | 267.25 | 267.23 | 267.25 | 7125.0 |
| 2017-12-26 18:00:00 | SPY | ETF | 267.24 | 267.32 | 267.19 | 267.27 | 117947.0 |
| 2017-12-26 18:30:00 | SPY | ETF | 267.27 | 267.32 | 267.27 | 267.29 | 6100.0 |
| 2017-12-26 19:00:00 | SPY | ETF | 267.31 | 267.34 | 267.31 | 267.32 | 2660.0 |
| 2017-12-26 19:30:00 | SPY | ETF | 267.35 | 267.36 | 267.32 | 267.32 | 6920.0 |
| 2017-12-26 04:00:00 | QQQ | ETF | 157.02 | 157.02 | 157.02 | 157.02 | 2000.0 |
| 2017-12-26 04:30:00 | QQQ | ETF | 156.98 | 156.98 | 156.98 | 156.98 | 950.0 |
| 2017-12-26 05:00:00 | QQQ | ETF | 156.95 | 156.95 | 156.95 | 156.95 | 1000.0 |
| 2017-12-26 05:30:00 | QQQ | ETF | 156.99 | 157.06 | 156.99 | 157.06 | 6958.0 |
| 2017-12-26 06:00:00 | QQQ | ETF | 156.94 | 156.94 | 156.81 | 156.81 | 3100.0 |
| 2017-12-26 06:30:00 | QQQ | ETF | 156.8 | 156.8 | 156.73 | 156.73 | 2120.0 |
| 2017-12-26 07:00:00 | QQQ | ETF | 156.77 | 156.77 | 156.4 | 156.42 | 16467.0 |
| 2017-12-26 07:30:00 | QQQ | ETF | 156.4 | 156.41 | 156.31 | 156.33 | 14700.0 |
| 2017-12-26 08:00:00 | QQQ | ETF | 156.37 | 156.4 | 156.28 | 156.35 | 46736.0 |
| 2017-12-26 08:30:00 | QQQ | ETF | 156.34 | 156.56 | 156.34 | 156.5 | 65574.0 |
| 2017-12-26 09:00:00 | QQQ | ETF | 156.47 | 156.54 | 156.42 | 156.51 | 116464.0 |
| 2017-12-26 09:30:00 | QQQ | ETF | 156.51 | 156.63 | 155.95 | 156.205 | 4323743.0 |
| 2017-12-26 10:00:00 | QQQ | ETF | 156.201 | 156.51 | 156.17 | 156.4636 | 939820.0 |
| 2017-12-26 10:30:00 | QQQ | ETF | 156.46 | 156.5599 | 156.21 | 156.26 | 551270.0 |
| 2017-12-26 11:00:00 | QQQ | ETF | 156.24 | 156.42 | 156.19 | 156.345 | 591041.0 |
| 2017-12-26 11:30:00 | QQQ | ETF | 156.35 | 156.4855 | 156.3 | 156.45 | 485123.0 |
| 2017-12-26 12:00:00 | QQQ | ETF | 156.46 | 156.58 | 156.415 | 156.48 | 497112.0 |
| 2017-12-26 12:30:00 | QQQ | ETF | 156.48 | 156.72 | 156.4701 | 156.64 | 522423.0 |
| 2017-12-26 13:00:00 | QQQ | ETF | 156.64 | 156.675 | 156.545 | 156.615 | 332284.0 |
> showing 50 of 15,041 rows — these rows as CSV