PREVIEW / etf_30min / 2020-10-12
file: by_date/etf_30min/2020/2020-10-12.parquet size: 565 KB rows: 20,668
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 |
|---|---|---|---|---|---|---|---|
| 2020-10-12 04:00:00 | SPY | ETF | 347.97 | 349.09 | 347.96 | 348.91 | 37028.0 |
| 2020-10-12 04:30:00 | SPY | ETF | 348.93 | 349.05 | 348.13 | 348.13 | 19661.0 |
| 2020-10-12 05:00:00 | SPY | ETF | 348.12 | 348.52 | 348.12 | 348.36 | 68023.0 |
| 2020-10-12 05:30:00 | SPY | ETF | 348.37 | 348.42 | 348.05 | 348.16 | 4937.0 |
| 2020-10-12 06:00:00 | SPY | ETF | 348.11 | 348.35 | 348.11 | 348.35 | 6552.0 |
| 2020-10-12 06:30:00 | SPY | ETF | 348.4 | 348.92 | 348.34 | 348.9 | 25312.0 |
| 2020-10-12 07:00:00 | SPY | ETF | 348.9 | 348.91 | 348.63 | 348.89 | 111074.0 |
| 2020-10-12 07:30:00 | SPY | ETF | 348.89 | 349.19 | 348.75 | 349.13 | 183970.0 |
| 2020-10-12 08:00:00 | SPY | ETF | 349.11 | 349.66 | 347.94 | 349.57 | 487208.0 |
| 2020-10-12 08:30:00 | SPY | ETF | 349.55 | 349.87 | 349.55 | 349.55 | 245677.0 |
| 2020-10-12 09:00:00 | SPY | ETF | 349.53 | 349.78 | 349.47 | 349.57 | 159716.0 |
| 2020-10-12 09:30:00 | SPY | ETF | 349.59 | 349.82 | 349.06 | 349.41 | 4297578.0 |
| 2020-10-12 10:00:00 | SPY | ETF | 349.4282 | 350.21 | 349.24 | 350.168 | 3930762.0 |
| 2020-10-12 10:30:00 | SPY | ETF | 350.1681 | 350.94 | 350.0 | 350.71 | 3178060.0 |
| 2020-10-12 11:00:00 | SPY | ETF | 350.735 | 351.96 | 350.735 | 351.73 | 4546403.0 |
| 2020-10-12 11:30:00 | SPY | ETF | 351.74 | 352.11 | 351.515 | 351.72 | 2826122.0 |
| 2020-10-12 12:00:00 | SPY | ETF | 351.72 | 353.03 | 351.66 | 352.84 | 3646008.0 |
| 2020-10-12 12:30:00 | SPY | ETF | 352.84 | 353.31 | 352.72 | 352.83 | 3563252.0 |
| 2020-10-12 13:00:00 | SPY | ETF | 352.84 | 353.59 | 352.56 | 353.51 | 4079397.0 |
| 2020-10-12 13:30:00 | SPY | ETF | 353.51 | 353.79 | 353.09 | 353.31 | 3288192.0 |
| 2020-10-12 14:00:00 | SPY | ETF | 353.305 | 353.96 | 353.28 | 353.9582 | 3434710.0 |
| 2020-10-12 14:30:00 | SPY | ETF | 353.96 | 354.02 | 353.28 | 353.51 | 4450163.0 |
| 2020-10-12 15:00:00 | SPY | ETF | 353.5101 | 353.76 | 352.9 | 353.37 | 5087006.0 |
| 2020-10-12 15:30:00 | SPY | ETF | 353.38 | 353.41 | 352.13 | 352.43 | 15957712.0 |
| 2020-10-12 16:00:00 | SPY | ETF | 352.4 | 353.3 | 346.7752 | 353.22 | 9366499.0 |
| 2020-10-12 16:30:00 | SPY | ETF | 353.22 | 353.3 | 346.7752 | 353.05 | 846298.0 |
| 2020-10-12 17:00:00 | SPY | ETF | 352.95 | 353.08 | 352.43 | 352.99 | 4234019.0 |
| 2020-10-12 17:30:00 | SPY | ETF | 353.01 | 353.24 | 352.95 | 353.24 | 48462.0 |
| 2020-10-12 18:00:00 | SPY | ETF | 353.13 | 353.3901 | 353.11 | 353.15 | 79703.0 |
| 2020-10-12 18:30:00 | SPY | ETF | 353.18 | 353.18 | 352.9 | 352.91 | 26431.0 |
| 2020-10-12 19:00:00 | SPY | ETF | 352.96 | 353.2 | 352.91 | 352.91 | 30298.0 |
| 2020-10-12 19:30:00 | SPY | ETF | 352.92 | 353.11 | 352.8 | 353.04 | 37715.0 |
| 2020-10-12 04:00:00 | QQQ | ETF | 287.76 | 289.39 | 287.7 | 289.28 | 29147.0 |
| 2020-10-12 04:30:00 | QQQ | ETF | 289.36 | 289.77 | 288.93 | 289.0 | 41603.0 |
| 2020-10-12 05:00:00 | QQQ | ETF | 289.02 | 289.33 | 288.93 | 288.96 | 8409.0 |
| 2020-10-12 05:30:00 | QQQ | ETF | 288.98 | 289.14 | 288.61 | 288.81 | 10269.0 |
| 2020-10-12 06:00:00 | QQQ | ETF | 288.7 | 289.2 | 288.7 | 289.1 | 14007.0 |
| 2020-10-12 06:30:00 | QQQ | ETF | 289.14 | 290.05 | 289.14 | 290.0 | 15568.0 |
| 2020-10-12 07:00:00 | QQQ | ETF | 289.95 | 290.23 | 289.75 | 290.18 | 124594.0 |
| 2020-10-12 07:30:00 | QQQ | ETF | 290.14 | 290.9 | 289.79 | 290.8 | 170118.0 |
| 2020-10-12 08:00:00 | QQQ | ETF | 290.79 | 291.31 | 287.19 | 291.19 | 496337.0 |
| 2020-10-12 08:30:00 | QQQ | ETF | 291.2 | 291.61 | 291.02 | 291.03 | 357000.0 |
| 2020-10-12 09:00:00 | QQQ | ETF | 291.02 | 291.28 | 290.55 | 290.56 | 407618.0 |
| 2020-10-12 09:30:00 | QQQ | ETF | 290.56 | 291.36 | 289.47 | 289.9799 | 4757543.0 |
| 2020-10-12 10:00:00 | QQQ | ETF | 289.96 | 290.99 | 289.5 | 290.68 | 2579733.0 |
| 2020-10-12 10:30:00 | QQQ | ETF | 290.68 | 291.975 | 290.39 | 291.86 | 2993326.0 |
| 2020-10-12 11:00:00 | QQQ | ETF | 291.88 | 293.1 | 291.87 | 292.84 | 4460631.0 |
| 2020-10-12 11:30:00 | QQQ | ETF | 292.84 | 293.63 | 292.77 | 293.05 | 4106169.0 |
| 2020-10-12 12:00:00 | QQQ | ETF | 293.07 | 295.0 | 293.0122 | 294.73 | 3266752.0 |
| 2020-10-12 12:30:00 | QQQ | ETF | 294.73 | 295.875 | 294.44 | 295.08 | 5000211.0 |
> showing 50 of 20,668 rows — these rows as CSV