PREVIEW / etf_30min / 2020-03-05
file: by_date/etf_30min/2020/2020-03-05.parquet size: 589 KB rows: 21,159
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 |
|---|---|---|---|---|---|---|---|
| 2020-03-05 04:00:00 | SPY | ETF | 307.72 | 307.72 | 306.63 | 306.63 | 88430.0 |
| 2020-03-05 04:30:00 | SPY | ETF | 306.63 | 307.28 | 306.56 | 307.1 | 31610.0 |
| 2020-03-05 05:00:00 | SPY | ETF | 306.89 | 307.05 | 305.4 | 305.48 | 104314.0 |
| 2020-03-05 05:30:00 | SPY | ETF | 305.56 | 306.23 | 305.19 | 305.19 | 80094.0 |
| 2020-03-05 06:00:00 | SPY | ETF | 305.53 | 306.43 | 305.25 | 305.25 | 156962.0 |
| 2020-03-05 06:30:00 | SPY | ETF | 305.32 | 306.1 | 304.91 | 305.86 | 282314.0 |
| 2020-03-05 07:00:00 | SPY | ETF | 305.97 | 306.56 | 305.26 | 306.4 | 604614.0 |
| 2020-03-05 07:30:00 | SPY | ETF | 306.46 | 306.58 | 305.59 | 305.75 | 634278.0 |
| 2020-03-05 08:00:00 | SPY | ETF | 305.9 | 310.53 | 304.05 | 304.5 | 1096177.0 |
| 2020-03-05 08:30:00 | SPY | ETF | 304.4 | 305.65 | 304.04 | 305.46 | 594416.0 |
| 2020-03-05 09:00:00 | SPY | ETF | 305.4 | 305.4 | 303.44 | 304.98 | 1443866.0 |
| 2020-03-05 09:30:00 | SPY | ETF | 304.98 | 306.45 | 303.83 | 304.55 | 17354690.0 |
| 2020-03-05 10:00:00 | SPY | ETF | 304.57 | 306.99 | 304.0467 | 305.52 | 12599419.0 |
| 2020-03-05 10:30:00 | SPY | ETF | 305.545 | 306.72 | 305.0 | 306.02 | 9403215.0 |
| 2020-03-05 11:00:00 | SPY | ETF | 306.04 | 308.47 | 305.87 | 307.94 | 10150051.0 |
| 2020-03-05 11:30:00 | SPY | ETF | 307.94 | 308.21 | 305.27 | 305.74 | 10743906.0 |
| 2020-03-05 12:00:00 | SPY | ETF | 305.75 | 306.08 | 303.9 | 304.4621 | 8803347.0 |
| 2020-03-05 12:30:00 | SPY | ETF | 304.45 | 305.14 | 302.05 | 302.482 | 13213488.0 |
| 2020-03-05 13:00:00 | SPY | ETF | 302.48 | 303.08 | 301.47 | 303.08 | 10966598.0 |
| 2020-03-05 13:30:00 | SPY | ETF | 303.08 | 304.18 | 302.6 | 303.49 | 10047438.0 |
| 2020-03-05 14:00:00 | SPY | ETF | 303.48 | 303.49 | 301.1 | 301.4399 | 7382461.0 |
| 2020-03-05 14:30:00 | SPY | ETF | 301.41 | 303.13 | 301.4 | 302.32 | 7715041.0 |
| 2020-03-05 15:00:00 | SPY | ETF | 302.36 | 302.4 | 300.01 | 300.65 | 12180681.0 |
| 2020-03-05 15:30:00 | SPY | ETF | 300.64 | 303.19 | 300.2 | 302.45 | 29410910.0 |
| 2020-03-05 16:00:00 | SPY | ETF | 302.45 | 303.8384 | 301.62 | 302.1 | 15165237.0 |
| 2020-03-05 16:30:00 | SPY | ETF | 302.13 | 302.68 | 301.72 | 302.6 | 1657230.0 |
| 2020-03-05 17:00:00 | SPY | ETF | 302.6 | 303.0 | 302.0 | 302.45 | 583610.0 |
| 2020-03-05 17:30:00 | SPY | ETF | 302.43 | 302.64 | 301.88 | 302.64 | 996434.0 |
| 2020-03-05 18:00:00 | SPY | ETF | 302.64 | 313.0826 | 302.0 | 302.8 | 429717.0 |
| 2020-03-05 18:30:00 | SPY | ETF | 302.76 | 302.9299 | 302.71 | 302.9 | 118246.0 |
| 2020-03-05 19:00:00 | SPY | ETF | 302.92 | 303.96 | 302.87 | 303.5 | 146014.0 |
| 2020-03-05 19:30:00 | SPY | ETF | 303.5 | 303.74 | 301.85 | 302.68 | 199943.0 |
| 2020-03-05 04:00:00 | QQQ | ETF | 214.29 | 214.29 | 213.51 | 213.51 | 50570.0 |
| 2020-03-05 04:30:00 | QQQ | ETF | 213.52 | 214.0 | 213.47 | 213.81 | 47849.0 |
| 2020-03-05 05:00:00 | QQQ | ETF | 213.82 | 213.87 | 212.7 | 212.8 | 72124.0 |
| 2020-03-05 05:30:00 | QQQ | ETF | 212.91 | 213.3 | 212.59 | 212.68 | 84267.0 |
| 2020-03-05 06:00:00 | QQQ | ETF | 212.8 | 213.47 | 212.65 | 212.72 | 132143.0 |
| 2020-03-05 06:30:00 | QQQ | ETF | 212.82 | 213.21 | 212.52 | 213.12 | 70294.0 |
| 2020-03-05 07:00:00 | QQQ | ETF | 213.17 | 213.58 | 212.79 | 213.42 | 251058.0 |
| 2020-03-05 07:30:00 | QQQ | ETF | 213.44 | 213.52 | 212.84 | 212.84 | 398426.0 |
| 2020-03-05 08:00:00 | QQQ | ETF | 212.98 | 216.38 | 211.93 | 212.1 | 452252.0 |
| 2020-03-05 08:30:00 | QQQ | ETF | 212.2 | 212.83 | 211.98 | 212.78 | 208800.0 |
| 2020-03-05 09:00:00 | QQQ | ETF | 212.71 | 212.71 | 211.62 | 212.68 | 864648.0 |
| 2020-03-05 09:30:00 | QQQ | ETF | 212.68 | 214.29 | 212.31 | 213.18 | 8153681.0 |
| 2020-03-05 10:00:00 | QQQ | ETF | 213.17 | 215.13 | 212.64 | 214.29 | 4582319.0 |
| 2020-03-05 10:30:00 | QQQ | ETF | 214.29 | 215.38 | 214.0135 | 214.58 | 3490836.0 |
| 2020-03-05 11:00:00 | QQQ | ETF | 214.6 | 216.36 | 214.41 | 216.0 | 4139172.0 |
| 2020-03-05 11:30:00 | QQQ | ETF | 216.01 | 216.2 | 214.11 | 214.3941 | 3183141.0 |
| 2020-03-05 12:00:00 | QQQ | ETF | 214.42 | 214.67 | 213.05 | 213.45 | 2829149.0 |
| 2020-03-05 12:30:00 | QQQ | ETF | 213.45 | 213.88 | 211.64 | 211.94 | 4669951.0 |
> showing 50 of 21,159 rows — these rows as CSV