PREVIEW / etf_30min / 2020-11-17
file: by_date/etf_30min/2020/2020-11-17.parquet size: 590 KB rows: 21,708
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 |
|---|---|---|---|---|---|---|---|
| 2020-11-17 04:00:00 | SPY | ETF | 361.05 | 361.27 | 360.96 | 361.18 | 26851.0 |
| 2020-11-17 04:30:00 | SPY | ETF | 361.2 | 361.2 | 360.92 | 361.05 | 6030.0 |
| 2020-11-17 05:00:00 | SPY | ETF | 360.95 | 360.98 | 360.65 | 360.66 | 8554.0 |
| 2020-11-17 05:30:00 | SPY | ETF | 360.7 | 360.95 | 360.56 | 360.75 | 6274.0 |
| 2020-11-17 06:00:00 | SPY | ETF | 360.55 | 360.77 | 360.11 | 360.37 | 23393.0 |
| 2020-11-17 06:30:00 | SPY | ETF | 360.45 | 360.65 | 360.4 | 360.45 | 40098.0 |
| 2020-11-17 07:00:00 | SPY | ETF | 360.45 | 360.8 | 360.27 | 360.67 | 122987.0 |
| 2020-11-17 07:30:00 | SPY | ETF | 360.75 | 360.75 | 359.85 | 360.03 | 212398.0 |
| 2020-11-17 08:00:00 | SPY | ETF | 360.03 | 361.5 | 359.75 | 359.85 | 193829.0 |
| 2020-11-17 08:30:00 | SPY | ETF | 359.94 | 359.94 | 359.25 | 359.81 | 382214.0 |
| 2020-11-17 09:00:00 | SPY | ETF | 359.82 | 359.99 | 359.44 | 359.99 | 245390.0 |
| 2020-11-17 09:30:00 | SPY | ETF | 359.97 | 360.15 | 358.34 | 358.407 | 8486274.0 |
| 2020-11-17 10:00:00 | SPY | ETF | 358.41 | 359.71 | 358.38 | 359.46 | 9188305.0 |
| 2020-11-17 10:30:00 | SPY | ETF | 359.48 | 360.697 | 359.33 | 360.57 | 3209408.0 |
| 2020-11-17 11:00:00 | SPY | ETF | 360.57 | 360.9061 | 360.34 | 360.74 | 3710839.0 |
| 2020-11-17 11:30:00 | SPY | ETF | 360.74 | 361.18 | 360.54 | 360.81 | 3833211.0 |
| 2020-11-17 12:00:00 | SPY | ETF | 360.8 | 361.74 | 360.68 | 361.365 | 2672328.0 |
| 2020-11-17 12:30:00 | SPY | ETF | 361.365 | 361.57 | 361.12 | 361.35 | 1832223.0 |
| 2020-11-17 13:00:00 | SPY | ETF | 361.34 | 361.72 | 361.14 | 361.41 | 1197697.0 |
| 2020-11-17 13:30:00 | SPY | ETF | 361.4 | 361.45 | 360.77 | 360.98 | 2140639.0 |
| 2020-11-17 14:00:00 | SPY | ETF | 360.96 | 361.92 | 360.93 | 361.49 | 2758690.0 |
| 2020-11-17 14:30:00 | SPY | ETF | 361.485 | 361.85 | 361.35 | 361.52 | 2016970.0 |
| 2020-11-17 15:00:00 | SPY | ETF | 361.52 | 361.55 | 359.8501 | 360.2988 | 4918210.0 |
| 2020-11-17 15:30:00 | SPY | ETF | 360.295 | 360.91 | 359.75 | 360.64 | 10468855.0 |
| 2020-11-17 16:00:00 | SPY | ETF | 360.64 | 360.99 | 360.3449 | 360.92 | 6724738.0 |
| 2020-11-17 16:30:00 | SPY | ETF | 360.91 | 361.15 | 360.29 | 360.29 | 458718.0 |
| 2020-11-17 17:00:00 | SPY | ETF | 360.28 | 360.62 | 360.28 | 360.39 | 172238.0 |
| 2020-11-17 17:30:00 | SPY | ETF | 360.35 | 360.53 | 360.31 | 360.42 | 51695.0 |
| 2020-11-17 18:00:00 | SPY | ETF | 360.41 | 360.6 | 360.13 | 360.55 | 74092.0 |
| 2020-11-17 18:30:00 | SPY | ETF | 360.58 | 361.05 | 360.58 | 360.86 | 94107.0 |
| 2020-11-17 19:00:00 | SPY | ETF | 360.86 | 360.91 | 359.8 | 359.86 | 85012.0 |
| 2020-11-17 19:30:00 | SPY | ETF | 359.82 | 360.0 | 359.5 | 359.87 | 56809.0 |
| 2020-11-17 04:00:00 | QQQ | ETF | 293.58 | 293.96 | 293.48 | 293.88 | 14620.0 |
| 2020-11-17 04:30:00 | QQQ | ETF | 293.85 | 294.03 | 293.64 | 293.71 | 8131.0 |
| 2020-11-17 05:00:00 | QQQ | ETF | 293.74 | 293.74 | 293.32 | 293.61 | 15062.0 |
| 2020-11-17 05:30:00 | QQQ | ETF | 293.49 | 293.55 | 292.83 | 293.17 | 16731.0 |
| 2020-11-17 06:00:00 | QQQ | ETF | 293.08 | 293.35 | 292.8 | 293.26 | 17319.0 |
| 2020-11-17 06:30:00 | QQQ | ETF | 293.29 | 293.72 | 293.24 | 293.66 | 58801.0 |
| 2020-11-17 07:00:00 | QQQ | ETF | 293.6 | 293.9 | 293.33 | 293.67 | 99673.0 |
| 2020-11-17 07:30:00 | QQQ | ETF | 293.61 | 293.69 | 293.37 | 293.44 | 33497.0 |
| 2020-11-17 08:00:00 | QQQ | ETF | 293.43 | 293.9 | 292.66 | 293.5 | 133280.0 |
| 2020-11-17 08:30:00 | QQQ | ETF | 293.4 | 293.99 | 292.94 | 293.49 | 140928.0 |
| 2020-11-17 09:00:00 | QQQ | ETF | 293.4202 | 293.59 | 293.2602 | 293.35 | 84713.0 |
| 2020-11-17 09:30:00 | QQQ | ETF | 293.37 | 293.71 | 291.76 | 291.82 | 2748259.0 |
| 2020-11-17 10:00:00 | QQQ | ETF | 291.828 | 292.91 | 291.828 | 292.598 | 1580841.0 |
| 2020-11-17 10:30:00 | QQQ | ETF | 292.6 | 293.57 | 292.54 | 293.509 | 1183297.0 |
| 2020-11-17 11:00:00 | QQQ | ETF | 293.49 | 293.59 | 291.89 | 292.28 | 1211041.0 |
| 2020-11-17 11:30:00 | QQQ | ETF | 292.29 | 292.7201 | 291.9618 | 292.7 | 997895.0 |
| 2020-11-17 12:00:00 | QQQ | ETF | 292.68 | 293.26 | 292.6 | 292.84 | 856375.0 |
| 2020-11-17 12:30:00 | QQQ | ETF | 292.845 | 293.1572 | 292.71 | 293.1287 | 795827.0 |
> showing 50 of 21,708 rows — these rows as CSV