PREVIEW / etf_30min / 2021-11-04
file: by_date/etf_30min/2021/2021-11-04.parquet size: 640 KB rows: 24,995
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 |
|---|---|---|---|---|---|---|---|
| 2021-11-04 04:00:00 | SPY | ETF | 465.13 | 465.77 | 465.09 | 465.56 | 10371.0 |
| 2021-11-04 04:30:00 | SPY | ETF | 465.35 | 465.47 | 465.08 | 465.15 | 12031.0 |
| 2021-11-04 05:00:00 | SPY | ETF | 465.22 | 465.32 | 465.12 | 465.3 | 4730.0 |
| 2021-11-04 05:30:00 | SPY | ETF | 465.26 | 465.26 | 465.01 | 465.15 | 6554.0 |
| 2021-11-04 06:00:00 | SPY | ETF | 465.14 | 465.17 | 465.06 | 465.15 | 5732.0 |
| 2021-11-04 06:30:00 | SPY | ETF | 465.18 | 465.46 | 465.18 | 465.45 | 3095.0 |
| 2021-11-04 07:00:00 | SPY | ETF | 465.42 | 465.52 | 465.39 | 465.47 | 23255.0 |
| 2021-11-04 07:30:00 | SPY | ETF | 465.48 | 465.56 | 465.24 | 465.27 | 37359.0 |
| 2021-11-04 08:00:00 | SPY | ETF | 465.4299 | 465.75 | 464.74 | 465.47 | 134897.0 |
| 2021-11-04 08:30:00 | SPY | ETF | 465.48 | 465.48 | 465.16 | 465.36 | 135914.0 |
| 2021-11-04 09:00:00 | SPY | ETF | 465.37 | 465.62 | 465.27 | 465.36 | 126527.0 |
| 2021-11-04 09:30:00 | SPY | ETF | 465.36 | 466.56 | 464.99 | 466.35 | 5280187.0 |
| 2021-11-04 10:00:00 | SPY | ETF | 466.355 | 466.995 | 466.22 | 466.66 | 2439593.0 |
| 2021-11-04 10:30:00 | SPY | ETF | 466.68 | 467.0 | 466.42 | 466.5 | 2680481.0 |
| 2021-11-04 11:00:00 | SPY | ETF | 466.5 | 466.5 | 465.25 | 465.33 | 2968259.0 |
| 2021-11-04 11:30:00 | SPY | ETF | 465.335 | 466.25 | 465.17 | 466.23 | 2271004.0 |
| 2021-11-04 12:00:00 | SPY | ETF | 466.24 | 466.49 | 465.77 | 465.95 | 1573036.0 |
| 2021-11-04 12:30:00 | SPY | ETF | 465.96 | 466.065 | 465.693 | 465.925 | 1152062.0 |
| 2021-11-04 13:00:00 | SPY | ETF | 465.93 | 466.09 | 465.5 | 466.08 | 1281468.0 |
| 2021-11-04 13:30:00 | SPY | ETF | 466.08 | 466.405 | 465.78 | 466.3 | 1419404.0 |
| 2021-11-04 14:00:00 | SPY | ETF | 466.3 | 466.355 | 465.6 | 466.06 | 1503631.0 |
| 2021-11-04 14:30:00 | SPY | ETF | 466.06 | 466.28 | 465.77 | 465.79 | 1664542.0 |
| 2021-11-04 15:00:00 | SPY | ETF | 465.76 | 466.18 | 465.54 | 465.98 | 2199544.0 |
| 2021-11-04 15:30:00 | SPY | ETF | 465.99 | 466.91 | 465.58 | 466.88 | 7571833.0 |
| 2021-11-04 16:00:00 | SPY | ETF | 466.88 | 466.91 | 466.57 | 466.81 | 1990105.0 |
| 2021-11-04 16:30:00 | SPY | ETF | 466.81 | 467.12 | 466.71 | 466.78 | 792573.0 |
| 2021-11-04 17:00:00 | SPY | ETF | 466.84 | 466.91 | 466.71 | 466.82 | 229779.0 |
| 2021-11-04 17:30:00 | SPY | ETF | 466.84 | 466.9 | 466.7 | 466.76 | 31505.0 |
| 2021-11-04 18:00:00 | SPY | ETF | 466.71 | 467.09 | 466.57 | 467.09 | 41451.0 |
| 2021-11-04 18:30:00 | SPY | ETF | 466.91 | 467.05 | 466.86 | 466.98 | 15718.0 |
| 2021-11-04 19:00:00 | SPY | ETF | 466.98 | 467.03 | 466.85 | 466.85 | 33286.0 |
| 2021-11-04 19:30:00 | SPY | ETF | 466.86 | 467.22 | 466.85 | 467.19 | 35219.0 |
| 2021-11-04 04:00:00 | QQQ | ETF | 394.26 | 395.3 | 394.25 | 395.12 | 46338.0 |
| 2021-11-04 04:30:00 | QQQ | ETF | 395.01 | 395.12 | 394.64 | 394.69 | 35918.0 |
| 2021-11-04 05:00:00 | QQQ | ETF | 394.74 | 394.84 | 394.62 | 394.84 | 10718.0 |
| 2021-11-04 05:30:00 | QQQ | ETF | 394.89 | 394.89 | 394.6 | 394.83 | 9059.0 |
| 2021-11-04 06:00:00 | QQQ | ETF | 394.77 | 394.88 | 394.7 | 394.77 | 8876.0 |
| 2021-11-04 06:30:00 | QQQ | ETF | 394.82 | 395.07 | 394.75 | 395.0 | 21469.0 |
| 2021-11-04 07:00:00 | QQQ | ETF | 395.04 | 395.04 | 394.63 | 394.68 | 53259.0 |
| 2021-11-04 07:30:00 | QQQ | ETF | 394.68 | 394.82 | 394.56 | 394.72 | 60621.0 |
| 2021-11-04 08:00:00 | QQQ | ETF | 395.0 | 395.02 | 393.494 | 394.82 | 256905.0 |
| 2021-11-04 08:30:00 | QQQ | ETF | 394.79 | 394.79 | 394.3 | 394.63 | 324234.0 |
| 2021-11-04 09:00:00 | QQQ | ETF | 394.62 | 394.8 | 394.37 | 394.47 | 165042.0 |
| 2021-11-04 09:30:00 | QQQ | ETF | 394.46 | 396.22 | 393.92 | 396.06 | 4018028.0 |
| 2021-11-04 10:00:00 | QQQ | ETF | 396.09 | 397.32 | 395.84 | 397.26 | 2522212.0 |
| 2021-11-04 10:30:00 | QQQ | ETF | 397.26 | 398.135 | 397.2176 | 397.7 | 2710218.0 |
| 2021-11-04 11:00:00 | QQQ | ETF | 397.72 | 397.74 | 396.07 | 396.13 | 2613828.0 |
| 2021-11-04 11:30:00 | QQQ | ETF | 396.13 | 397.31 | 395.985 | 397.27 | 2166490.0 |
| 2021-11-04 12:00:00 | QQQ | ETF | 397.285 | 397.98 | 397.19 | 397.45 | 1615228.0 |
| 2021-11-04 12:30:00 | QQQ | ETF | 397.44 | 397.5716 | 397.08 | 397.47 | 965907.0 |
> showing 50 of 24,995 rows — these rows as CSV