PREVIEW / etf_30min / 2019-10-29
file: by_date/etf_30min/2019/2019-10-29.parquet size: 504 KB rows: 17,592
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 |
|---|---|---|---|---|---|---|---|
| 2019-10-29 04:00:00 | SPY | ETF | 303.43 | 303.43 | 303.0 | 303.01 | 4700.0 |
| 2019-10-29 04:30:00 | SPY | ETF | 302.95 | 303.04 | 302.95 | 303.04 | 2746.0 |
| 2019-10-29 05:00:00 | SPY | ETF | 303.1 | 303.1 | 303.0 | 303.0 | 1527.0 |
| 2019-10-29 05:30:00 | SPY | ETF | 302.97 | 303.12 | 302.84 | 302.85 | 13494.0 |
| 2019-10-29 06:00:00 | SPY | ETF | 302.84 | 303.0 | 302.84 | 302.9 | 4955.0 |
| 2019-10-29 06:30:00 | SPY | ETF | 302.9 | 303.1 | 302.86 | 303.09 | 11541.0 |
| 2019-10-29 07:00:00 | SPY | ETF | 303.1 | 303.1 | 302.63 | 302.78 | 27000.0 |
| 2019-10-29 07:30:00 | SPY | ETF | 302.78 | 302.98 | 302.78 | 302.9 | 57816.0 |
| 2019-10-29 08:00:00 | SPY | ETF | 302.94 | 303.43 | 302.61 | 303.06 | 160968.0 |
| 2019-10-29 08:30:00 | SPY | ETF | 303.07 | 303.12 | 303.03 | 303.08 | 20549.0 |
| 2019-10-29 09:00:00 | SPY | ETF | 303.09 | 303.11 | 302.89 | 303.01 | 112136.0 |
| 2019-10-29 09:30:00 | SPY | ETF | 303.0 | 303.59 | 302.86 | 303.33 | 5699664.0 |
| 2019-10-29 10:00:00 | SPY | ETF | 303.32 | 303.56 | 303.1438 | 303.53 | 2372445.0 |
| 2019-10-29 10:30:00 | SPY | ETF | 303.5217 | 304.23 | 303.4053 | 303.98 | 3459570.0 |
| 2019-10-29 11:00:00 | SPY | ETF | 303.975 | 304.16 | 303.56 | 303.77 | 3811271.0 |
| 2019-10-29 11:30:00 | SPY | ETF | 303.77 | 303.8599 | 303.06 | 303.27 | 3421013.0 |
| 2019-10-29 12:00:00 | SPY | ETF | 303.27 | 303.97 | 302.98 | 303.965 | 3431894.0 |
| 2019-10-29 12:30:00 | SPY | ETF | 303.97 | 304.02 | 303.77 | 303.8001 | 1733275.0 |
| 2019-10-29 13:00:00 | SPY | ETF | 303.8 | 303.99 | 303.72 | 303.74 | 1330558.0 |
| 2019-10-29 13:30:00 | SPY | ETF | 303.745 | 303.89 | 303.72 | 303.79 | 2211336.0 |
| 2019-10-29 14:00:00 | SPY | ETF | 303.795 | 303.8 | 303.36 | 303.44 | 2236725.0 |
| 2019-10-29 14:30:00 | SPY | ETF | 303.445 | 303.52 | 303.1 | 303.11 | 1950903.0 |
| 2019-10-29 15:00:00 | SPY | ETF | 303.11 | 303.41 | 303.06 | 303.23 | 3033409.0 |
| 2019-10-29 15:30:00 | SPY | ETF | 303.225 | 303.34 | 302.93 | 303.2 | 5953363.0 |
| 2019-10-29 16:00:00 | SPY | ETF | 303.19 | 303.26 | 303.02 | 303.21 | 2365995.0 |
| 2019-10-29 16:30:00 | SPY | ETF | 303.21 | 303.32 | 303.1083 | 303.24 | 197659.0 |
| 2019-10-29 17:00:00 | SPY | ETF | 303.2 | 303.29 | 303.03 | 303.15 | 45224.0 |
| 2019-10-29 17:30:00 | SPY | ETF | 303.14 | 303.2 | 303.12 | 303.2 | 5264.0 |
| 2019-10-29 18:00:00 | SPY | ETF | 303.22 | 303.33 | 303.22 | 303.31 | 39354.0 |
| 2019-10-29 18:30:00 | SPY | ETF | 303.33 | 303.37 | 303.2 | 303.2 | 9723.0 |
| 2019-10-29 19:00:00 | SPY | ETF | 303.18 | 303.23 | 303.16 | 303.18 | 5346.0 |
| 2019-10-29 19:30:00 | SPY | ETF | 303.15 | 303.21 | 303.0 | 303.19 | 28218.0 |
| 2019-10-29 04:00:00 | QQQ | ETF | 197.43 | 197.43 | 197.13 | 197.14 | 4130.0 |
| 2019-10-29 04:30:00 | QQQ | ETF | 197.14 | 197.24 | 197.13 | 197.24 | 5770.0 |
| 2019-10-29 05:00:00 | QQQ | ETF | 197.23 | 197.29 | 197.14 | 197.14 | 14216.0 |
| 2019-10-29 05:30:00 | QQQ | ETF | 197.2 | 197.2 | 197.0 | 197.0 | 1820.0 |
| 2019-10-29 06:00:00 | QQQ | ETF | 197.05 | 197.14 | 197.03 | 197.11 | 3450.0 |
| 2019-10-29 06:30:00 | QQQ | ETF | 197.09 | 197.17 | 197.09 | 197.12 | 5900.0 |
| 2019-10-29 07:00:00 | QQQ | ETF | 197.19 | 197.22 | 196.83 | 196.88 | 66248.0 |
| 2019-10-29 07:30:00 | QQQ | ETF | 196.89 | 197.02 | 196.89 | 196.96 | 20349.0 |
| 2019-10-29 08:00:00 | QQQ | ETF | 197.02 | 197.48 | 196.75 | 197.15 | 71425.0 |
| 2019-10-29 08:30:00 | QQQ | ETF | 197.16 | 197.29 | 197.16 | 197.29 | 26889.0 |
| 2019-10-29 09:00:00 | QQQ | ETF | 197.28 | 197.32 | 197.09 | 197.25 | 67744.0 |
| 2019-10-29 09:30:00 | QQQ | ETF | 197.24 | 197.535 | 196.8602 | 196.97 | 1646372.0 |
| 2019-10-29 10:00:00 | QQQ | ETF | 196.965 | 197.0 | 196.57 | 196.7166 | 1324098.0 |
| 2019-10-29 10:30:00 | QQQ | ETF | 196.715 | 197.3 | 196.54 | 196.9 | 1379577.0 |
| 2019-10-29 11:00:00 | QQQ | ETF | 196.89 | 197.09 | 196.34 | 196.48 | 1251647.0 |
| 2019-10-29 11:30:00 | QQQ | ETF | 196.5 | 196.639 | 196.04 | 196.2075 | 1297436.0 |
| 2019-10-29 12:00:00 | QQQ | ETF | 196.22 | 196.85 | 196.01 | 196.83 | 1360631.0 |
| 2019-10-29 12:30:00 | QQQ | ETF | 196.82 | 196.87 | 196.615 | 196.6363 | 526668.0 |
> showing 50 of 17,592 rows — these rows as CSV