PREVIEW / etf_5min / 2010-07-27
file: by_date/etf_5min/2010/2010-07-27.parquet size: 800 KB rows: 33,341
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 |
|---|---|---|---|---|---|---|---|
| 2010-07-27 04:00:00 | SPY | ETF | 111.58 | 111.74 | 111.58 | 111.74 | 636.0 |
| 2010-07-27 04:05:00 | SPY | ETF | 111.84 | 111.89 | 111.84 | 111.89 | 900.0 |
| 2010-07-27 04:10:00 | SPY | ETF | 111.93 | 111.93 | 111.93 | 111.93 | 410.0 |
| 2010-07-27 04:30:00 | SPY | ETF | 111.92 | 111.92 | 111.92 | 111.92 | 100.0 |
| 2010-07-27 04:55:00 | SPY | ETF | 111.82 | 111.82 | 111.82 | 111.82 | 524.0 |
| 2010-07-27 05:00:00 | SPY | ETF | 111.78 | 111.78 | 111.78 | 111.78 | 100.0 |
| 2010-07-27 05:15:00 | SPY | ETF | 111.8 | 111.8 | 111.8 | 111.8 | 100.0 |
| 2010-07-27 05:35:00 | SPY | ETF | 111.84 | 111.84 | 111.84 | 111.84 | 400.0 |
| 2010-07-27 05:40:00 | SPY | ETF | 111.84 | 111.84 | 111.83 | 111.83 | 2500.0 |
| 2010-07-27 05:45:00 | SPY | ETF | 111.92 | 111.92 | 111.92 | 111.92 | 490.0 |
| 2010-07-27 06:00:00 | SPY | ETF | 111.91 | 111.91 | 111.91 | 111.91 | 300.0 |
| 2010-07-27 06:10:00 | SPY | ETF | 112.0 | 112.05 | 112.0 | 112.01 | 4800.0 |
| 2010-07-27 06:20:00 | SPY | ETF | 111.94 | 111.94 | 111.94 | 111.94 | 500.0 |
| 2010-07-27 06:25:00 | SPY | ETF | 112.0 | 112.01 | 111.95 | 112.01 | 5500.0 |
| 2010-07-27 06:35:00 | SPY | ETF | 111.99 | 111.99 | 111.99 | 111.99 | 2500.0 |
| 2010-07-27 06:40:00 | SPY | ETF | 111.99 | 112.01 | 111.99 | 111.99 | 3150.0 |
| 2010-07-27 06:45:00 | SPY | ETF | 111.97 | 111.97 | 111.95 | 111.95 | 445.0 |
| 2010-07-27 06:50:00 | SPY | ETF | 111.99 | 112.02 | 111.99 | 112.02 | 12200.0 |
| 2010-07-27 06:55:00 | SPY | ETF | 111.99 | 112.03 | 111.99 | 112.02 | 34100.0 |
| 2010-07-27 07:00:00 | SPY | ETF | 112.03 | 112.09 | 112.03 | 112.06 | 54400.0 |
| 2010-07-27 07:05:00 | SPY | ETF | 112.07 | 112.12 | 112.06 | 112.09 | 71589.0 |
| 2010-07-27 07:10:00 | SPY | ETF | 112.08 | 112.1 | 112.06 | 112.06 | 12350.0 |
| 2010-07-27 07:15:00 | SPY | ETF | 112.07 | 112.07 | 112.04 | 112.07 | 1800.0 |
| 2010-07-27 07:20:00 | SPY | ETF | 112.08 | 112.1 | 112.08 | 112.09 | 12600.0 |
| 2010-07-27 07:25:00 | SPY | ETF | 112.08 | 112.1 | 112.08 | 112.08 | 96306.0 |
| 2010-07-27 07:30:00 | SPY | ETF | 112.12 | 112.12 | 112.08 | 112.09 | 22491.0 |
| 2010-07-27 07:35:00 | SPY | ETF | 112.06 | 112.08 | 111.99 | 111.99 | 234700.0 |
| 2010-07-27 07:40:00 | SPY | ETF | 111.99 | 112.0 | 111.94 | 111.96 | 34800.0 |
| 2010-07-27 07:45:00 | SPY | ETF | 111.99 | 112.05 | 111.99 | 112.05 | 53950.0 |
| 2010-07-27 07:50:00 | SPY | ETF | 112.06 | 112.11 | 112.01 | 112.1 | 46420.0 |
| 2010-07-27 07:55:00 | SPY | ETF | 112.1 | 112.16 | 112.09 | 112.14 | 72420.0 |
| 2010-07-27 08:00:00 | SPY | ETF | 112.15 | 112.15 | 111.98 | 111.98 | 201831.0 |
| 2010-07-27 08:05:00 | SPY | ETF | 112.07 | 112.12 | 112.02 | 112.04 | 37821.0 |
| 2010-07-27 08:10:00 | SPY | ETF | 112.05 | 112.1 | 112.04 | 112.04 | 80450.0 |
| 2010-07-27 08:15:00 | SPY | ETF | 112.05 | 112.11 | 112.05 | 112.07 | 135100.0 |
| 2010-07-27 08:20:00 | SPY | ETF | 112.07 | 112.12 | 112.06 | 112.09 | 161550.0 |
| 2010-07-27 08:25:00 | SPY | ETF | 112.11 | 112.15 | 112.09 | 112.15 | 329388.0 |
| 2010-07-27 08:30:00 | SPY | ETF | 112.15 | 112.17 | 112.11 | 112.16 | 102931.0 |
| 2010-07-27 08:35:00 | SPY | ETF | 112.17 | 112.2 | 112.15 | 112.2 | 151632.0 |
| 2010-07-27 08:40:00 | SPY | ETF | 112.2 | 112.2 | 112.12 | 112.13 | 99060.0 |
| 2010-07-27 08:45:00 | SPY | ETF | 112.14 | 112.15 | 112.11 | 112.12 | 76854.0 |
| 2010-07-27 08:50:00 | SPY | ETF | 112.12 | 112.15 | 112.1 | 112.11 | 121155.0 |
| 2010-07-27 08:55:00 | SPY | ETF | 112.12 | 112.15 | 112.08 | 112.14 | 115172.0 |
| 2010-07-27 09:00:00 | SPY | ETF | 112.14 | 112.22 | 112.13 | 112.19 | 352604.0 |
| 2010-07-27 09:05:00 | SPY | ETF | 112.19 | 112.29 | 107.3588 | 112.26 | 635725.0 |
| 2010-07-27 09:10:00 | SPY | ETF | 112.26 | 112.31 | 112.26 | 112.29 | 182267.0 |
| 2010-07-27 09:15:00 | SPY | ETF | 112.3 | 112.37 | 112.16 | 112.18 | 281810.0 |
| 2010-07-27 09:20:00 | SPY | ETF | 112.2 | 112.26 | 112.18 | 112.25 | 172322.0 |
| 2010-07-27 09:25:00 | SPY | ETF | 112.24 | 112.26 | 112.14 | 112.17 | 314877.0 |
| 2010-07-27 09:30:00 | SPY | ETF | 112.17 | 112.23 | 112.07 | 112.11 | 6771662.0 |
> showing 50 of 33,341 rows — these rows as CSV