PREVIEW / etf_30min / 2020-12-09
file: by_date/etf_30min/2020/2020-12-09.parquet size: 607 KB rows: 22,408
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 |
|---|---|---|---|---|---|---|---|
| 2020-12-09 04:00:00 | SPY | ETF | 371.25 | 371.28 | 370.99 | 370.99 | 18074.0 |
| 2020-12-09 04:30:00 | SPY | ETF | 371.05 | 371.11 | 371.01 | 371.03 | 1970.0 |
| 2020-12-09 05:00:00 | SPY | ETF | 371.08 | 371.11 | 370.99 | 371.0 | 2821.0 |
| 2020-12-09 05:30:00 | SPY | ETF | 370.95 | 371.03 | 370.86 | 370.92 | 6039.0 |
| 2020-12-09 06:00:00 | SPY | ETF | 370.93 | 370.96 | 370.86 | 370.89 | 10834.0 |
| 2020-12-09 06:30:00 | SPY | ETF | 370.9 | 370.9 | 370.67 | 370.82 | 35569.0 |
| 2020-12-09 07:00:00 | SPY | ETF | 370.81 | 370.95 | 370.69 | 370.77 | 45821.0 |
| 2020-12-09 07:30:00 | SPY | ETF | 370.75 | 370.77 | 370.46 | 370.68 | 89188.0 |
| 2020-12-09 08:00:00 | SPY | ETF | 370.91 | 371.15 | 370.44 | 370.74 | 70321.0 |
| 2020-12-09 08:30:00 | SPY | ETF | 370.74 | 370.84 | 370.69 | 370.82 | 46793.0 |
| 2020-12-09 09:00:00 | SPY | ETF | 370.8 | 370.92 | 370.65 | 370.87 | 283617.0 |
| 2020-12-09 09:30:00 | SPY | ETF | 370.88 | 371.05 | 370.39 | 370.825 | 5108146.0 |
| 2020-12-09 10:00:00 | SPY | ETF | 370.81 | 370.83 | 369.41 | 370.335 | 4804067.0 |
| 2020-12-09 10:30:00 | SPY | ETF | 370.34 | 370.47 | 369.76 | 369.94 | 2946718.0 |
| 2020-12-09 11:00:00 | SPY | ETF | 369.93 | 369.96 | 369.01 | 369.6 | 2988669.0 |
| 2020-12-09 11:30:00 | SPY | ETF | 369.59 | 369.78 | 369.04 | 369.72 | 2264084.0 |
| 2020-12-09 12:00:00 | SPY | ETF | 369.72 | 369.73 | 368.93 | 369.32 | 1776629.0 |
| 2020-12-09 12:30:00 | SPY | ETF | 369.315 | 369.315 | 367.75 | 368.5318 | 4152181.0 |
| 2020-12-09 13:00:00 | SPY | ETF | 368.51 | 368.58 | 367.27 | 367.4918 | 3148858.0 |
| 2020-12-09 13:30:00 | SPY | ETF | 367.4879 | 367.4879 | 365.97 | 366.05 | 5474581.0 |
| 2020-12-09 14:00:00 | SPY | ETF | 366.04 | 367.55 | 366.04 | 367.51 | 4502664.0 |
| 2020-12-09 14:30:00 | SPY | ETF | 367.5 | 367.5 | 366.28 | 366.825 | 4639102.0 |
| 2020-12-09 15:00:00 | SPY | ETF | 366.82 | 367.33 | 365.95 | 366.07 | 6382771.0 |
| 2020-12-09 15:30:00 | SPY | ETF | 366.07 | 367.99 | 366.03 | 366.89 | 12322826.0 |
| 2020-12-09 16:00:00 | SPY | ETF | 366.89 | 367.1795 | 366.1 | 366.83 | 9289326.0 |
| 2020-12-09 16:30:00 | SPY | ETF | 366.83 | 367.16 | 366.82 | 367.15 | 1577630.0 |
| 2020-12-09 17:00:00 | SPY | ETF | 367.11 | 367.14 | 366.95 | 367.1 | 71111.0 |
| 2020-12-09 17:30:00 | SPY | ETF | 367.1 | 367.1 | 366.81 | 366.99 | 99905.0 |
| 2020-12-09 18:00:00 | SPY | ETF | 366.99 | 367.57 | 366.91 | 367.56 | 115542.0 |
| 2020-12-09 18:30:00 | SPY | ETF | 367.53 | 367.7 | 367.39 | 367.39 | 23472.0 |
| 2020-12-09 19:00:00 | SPY | ETF | 367.48 | 367.58 | 367.28 | 367.46 | 18997.0 |
| 2020-12-09 19:30:00 | SPY | ETF | 367.38 | 367.7 | 367.38 | 367.5 | 28715.0 |
| 2020-12-09 04:00:00 | QQQ | ETF | 308.14 | 308.33 | 308.05 | 308.24 | 34848.0 |
| 2020-12-09 04:30:00 | QQQ | ETF | 308.29 | 308.36 | 308.25 | 308.35 | 6493.0 |
| 2020-12-09 05:00:00 | QQQ | ETF | 308.39 | 308.39 | 307.99 | 308.04 | 8080.0 |
| 2020-12-09 05:30:00 | QQQ | ETF | 308.13 | 308.2 | 308.05 | 308.2 | 10752.0 |
| 2020-12-09 06:00:00 | QQQ | ETF | 308.18 | 308.21 | 308.12 | 308.16 | 6102.0 |
| 2020-12-09 06:30:00 | QQQ | ETF | 308.08 | 308.21 | 307.96 | 308.01 | 9494.0 |
| 2020-12-09 07:00:00 | QQQ | ETF | 308.02 | 308.18 | 307.82 | 307.94 | 74570.0 |
| 2020-12-09 07:30:00 | QQQ | ETF | 307.88 | 307.94 | 307.75 | 307.91 | 57424.0 |
| 2020-12-09 08:00:00 | QQQ | ETF | 308.11 | 308.49 | 307.75 | 308.05 | 123910.0 |
| 2020-12-09 08:30:00 | QQQ | ETF | 308.0 | 308.11 | 307.83 | 308.04 | 62830.0 |
| 2020-12-09 09:00:00 | QQQ | ETF | 308.05 | 308.17 | 307.98 | 308.13 | 96620.0 |
| 2020-12-09 09:30:00 | QQQ | ETF | 308.11 | 308.36 | 307.04 | 308.22 | 2956057.0 |
| 2020-12-09 10:00:00 | QQQ | ETF | 308.23 | 308.25 | 306.53 | 307.6 | 2762781.0 |
| 2020-12-09 10:30:00 | QQQ | ETF | 307.6 | 307.88 | 307.06 | 307.73 | 1216212.0 |
| 2020-12-09 11:00:00 | QQQ | ETF | 307.72 | 307.75 | 306.85 | 307.32 | 1308517.0 |
| 2020-12-09 11:30:00 | QQQ | ETF | 307.32 | 307.37 | 306.56 | 307.1 | 926600.0 |
| 2020-12-09 12:00:00 | QQQ | ETF | 307.1 | 307.13 | 305.61 | 306.14 | 1294020.0 |
| 2020-12-09 12:30:00 | QQQ | ETF | 306.14 | 306.14 | 303.831 | 304.7805 | 2980782.0 |
> showing 50 of 22,408 rows — these rows as CSV