PREVIEW / etf_30min / 2020-11-02
file: by_date/etf_30min/2020/2020-11-02.parquet size: 573 KB rows: 21,529
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 |
|---|---|---|---|---|---|---|---|
| 2020-11-02 04:00:00 | SPY | ETF | 328.52 | 330.0 | 328.4 | 329.95 | 48406.0 |
| 2020-11-02 04:30:00 | SPY | ETF | 329.92 | 330.59 | 329.88 | 330.18 | 27085.0 |
| 2020-11-02 05:00:00 | SPY | ETF | 330.2 | 330.85 | 330.19 | 330.55 | 29621.0 |
| 2020-11-02 05:30:00 | SPY | ETF | 330.42 | 332.12 | 330.42 | 331.74 | 55881.0 |
| 2020-11-02 06:00:00 | SPY | ETF | 331.66 | 331.76 | 331.11 | 331.37 | 62666.0 |
| 2020-11-02 06:30:00 | SPY | ETF | 331.59 | 331.76 | 331.01 | 331.14 | 135912.0 |
| 2020-11-02 07:00:00 | SPY | ETF | 331.09 | 331.25 | 330.68 | 330.85 | 315170.0 |
| 2020-11-02 07:30:00 | SPY | ETF | 330.81 | 330.97 | 329.8 | 330.13 | 502211.0 |
| 2020-11-02 08:00:00 | SPY | ETF | 330.95 | 331.6 | 326.54 | 330.31 | 438825.0 |
| 2020-11-02 08:30:00 | SPY | ETF | 330.3 | 330.48 | 329.9 | 330.05 | 309678.0 |
| 2020-11-02 09:00:00 | SPY | ETF | 330.06 | 330.28 | 329.48 | 330.2 | 452072.0 |
| 2020-11-02 09:30:00 | SPY | ETF | 330.2 | 330.995 | 328.965 | 330.76 | 8168266.0 |
| 2020-11-02 10:00:00 | SPY | ETF | 330.81 | 332.36 | 330.775 | 331.59 | 6044526.0 |
| 2020-11-02 10:30:00 | SPY | ETF | 331.58 | 331.64 | 330.05 | 330.219 | 3955860.0 |
| 2020-11-02 11:00:00 | SPY | ETF | 330.21 | 330.74 | 329.42 | 330.3399 | 4710963.0 |
| 2020-11-02 11:30:00 | SPY | ETF | 330.33 | 331.08 | 329.87 | 330.5103 | 4000500.0 |
| 2020-11-02 12:00:00 | SPY | ETF | 330.53 | 330.83 | 329.98 | 330.73 | 2707947.0 |
| 2020-11-02 12:30:00 | SPY | ETF | 330.73 | 330.78 | 328.73 | 329.31 | 3398053.0 |
| 2020-11-02 13:00:00 | SPY | ETF | 329.32 | 329.47 | 327.6189 | 328.26 | 5531692.0 |
| 2020-11-02 13:30:00 | SPY | ETF | 328.26 | 328.57 | 327.24 | 327.405 | 3706264.0 |
| 2020-11-02 14:00:00 | SPY | ETF | 327.4 | 329.09 | 327.24 | 329.08 | 4892452.0 |
| 2020-11-02 14:30:00 | SPY | ETF | 329.07 | 330.0 | 328.72 | 329.44 | 4931634.0 |
| 2020-11-02 15:00:00 | SPY | ETF | 329.44 | 330.37 | 329.27 | 329.95 | 4161536.0 |
| 2020-11-02 15:30:00 | SPY | ETF | 329.94 | 330.42 | 328.58 | 330.21 | 16311613.0 |
| 2020-11-02 16:00:00 | SPY | ETF | 330.2 | 330.66 | 329.86 | 329.9 | 8985631.0 |
| 2020-11-02 16:30:00 | SPY | ETF | 329.91 | 330.52 | 329.8 | 330.36 | 193640.0 |
| 2020-11-02 17:00:00 | SPY | ETF | 330.3898 | 330.41 | 330.2 | 330.33 | 124894.0 |
| 2020-11-02 17:30:00 | SPY | ETF | 330.33 | 330.45 | 330.26 | 330.43 | 84214.0 |
| 2020-11-02 18:00:00 | SPY | ETF | 330.37 | 331.27 | 330.21 | 331.18 | 135160.0 |
| 2020-11-02 18:30:00 | SPY | ETF | 331.18 | 331.26 | 330.78 | 330.94 | 55438.0 |
| 2020-11-02 19:00:00 | SPY | ETF | 330.96 | 331.4 | 330.5 | 331.36 | 82068.0 |
| 2020-11-02 19:30:00 | SPY | ETF | 331.43 | 331.7 | 331.17 | 331.5801 | 48578.0 |
| 2020-11-02 04:00:00 | QQQ | ETF | 271.46 | 272.29 | 271.32 | 272.23 | 53971.0 |
| 2020-11-02 04:30:00 | QQQ | ETF | 272.21 | 272.74 | 272.03 | 272.16 | 39432.0 |
| 2020-11-02 05:00:00 | QQQ | ETF | 272.29 | 272.85 | 272.27 | 272.6 | 14654.0 |
| 2020-11-02 05:30:00 | QQQ | ETF | 272.44 | 273.46 | 272.42 | 273.12 | 41522.0 |
| 2020-11-02 06:00:00 | QQQ | ETF | 273.11 | 273.19 | 272.5 | 272.5 | 21023.0 |
| 2020-11-02 06:30:00 | QQQ | ETF | 272.82 | 273.04 | 272.54 | 272.56 | 44235.0 |
| 2020-11-02 07:00:00 | QQQ | ETF | 272.57 | 272.64 | 272.04 | 272.26 | 146606.0 |
| 2020-11-02 07:30:00 | QQQ | ETF | 272.26 | 272.53 | 271.36 | 271.47 | 142469.0 |
| 2020-11-02 08:00:00 | QQQ | ETF | 272.09 | 273.0 | 269.8 | 271.76 | 273330.0 |
| 2020-11-02 08:30:00 | QQQ | ETF | 271.85 | 271.86 | 271.44 | 271.59 | 131438.0 |
| 2020-11-02 09:00:00 | QQQ | ETF | 271.65 | 271.8 | 271.04 | 271.68 | 220596.0 |
| 2020-11-02 09:30:00 | QQQ | ETF | 271.73 | 273.52 | 271.01 | 272.64 | 4695944.0 |
| 2020-11-02 10:00:00 | QQQ | ETF | 272.65 | 273.44 | 271.83 | 272.43 | 3273397.0 |
| 2020-11-02 10:30:00 | QQQ | ETF | 272.41 | 272.485 | 271.0 | 271.31 | 2300598.0 |
| 2020-11-02 11:00:00 | QQQ | ETF | 271.3 | 271.65 | 269.91 | 270.19 | 1883007.0 |
| 2020-11-02 11:30:00 | QQQ | ETF | 270.26 | 270.97 | 269.62 | 270.22 | 1977205.0 |
| 2020-11-02 12:00:00 | QQQ | ETF | 270.245 | 270.5677 | 269.61 | 270.27 | 1531177.0 |
| 2020-11-02 12:30:00 | QQQ | ETF | 270.252 | 270.28 | 268.48 | 268.99 | 2094980.0 |
> showing 50 of 21,529 rows — these rows as CSV