PREVIEW / etf_5min / 2010-11-15
file: by_date/etf_5min/2010/2010-11-15.parquet size: 839 KB rows: 35,115
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 |
|---|---|---|---|---|---|---|---|
| 2010-11-15 04:00:00 | SPY | ETF | 120.1 | 120.1 | 119.85 | 119.85 | 2600.0 |
| 2010-11-15 04:05:00 | SPY | ETF | 119.9 | 119.9 | 119.9 | 119.9 | 100.0 |
| 2010-11-15 04:20:00 | SPY | ETF | 120.0 | 120.0 | 120.0 | 120.0 | 100.0 |
| 2010-11-15 05:05:00 | SPY | ETF | 120.21 | 120.21 | 120.21 | 120.21 | 472.0 |
| 2010-11-15 06:20:00 | SPY | ETF | 120.2 | 120.2 | 120.2 | 120.2 | 229.0 |
| 2010-11-15 06:25:00 | SPY | ETF | 120.25 | 120.25 | 120.25 | 120.25 | 100.0 |
| 2010-11-15 06:35:00 | SPY | ETF | 120.3 | 120.38 | 120.3 | 120.38 | 30900.0 |
| 2010-11-15 06:50:00 | SPY | ETF | 120.37 | 120.37 | 120.35 | 120.35 | 1715.0 |
| 2010-11-15 07:00:00 | SPY | ETF | 120.36 | 120.36 | 120.33 | 120.33 | 7150.0 |
| 2010-11-15 07:05:00 | SPY | ETF | 120.33 | 120.35 | 120.32 | 120.35 | 19300.0 |
| 2010-11-15 07:10:00 | SPY | ETF | 120.37 | 120.44 | 120.37 | 120.44 | 38000.0 |
| 2010-11-15 07:15:00 | SPY | ETF | 120.39 | 120.41 | 120.39 | 120.41 | 2200.0 |
| 2010-11-15 07:20:00 | SPY | ETF | 120.4 | 120.4 | 120.39 | 120.39 | 700.0 |
| 2010-11-15 07:25:00 | SPY | ETF | 120.38 | 120.41 | 120.35 | 120.38 | 136500.0 |
| 2010-11-15 07:30:00 | SPY | ETF | 120.39 | 120.45 | 120.36 | 120.45 | 95950.0 |
| 2010-11-15 07:35:00 | SPY | ETF | 120.46 | 120.57 | 120.46 | 120.52 | 87625.0 |
| 2010-11-15 07:40:00 | SPY | ETF | 120.52 | 120.57 | 120.52 | 120.57 | 42480.0 |
| 2010-11-15 07:45:00 | SPY | ETF | 120.59 | 120.6 | 120.52 | 120.55 | 200100.0 |
| 2010-11-15 07:50:00 | SPY | ETF | 120.51 | 120.64 | 120.51 | 120.62 | 24070.0 |
| 2010-11-15 07:55:00 | SPY | ETF | 120.62 | 120.62 | 120.59 | 120.6 | 15600.0 |
| 2010-11-15 08:00:00 | SPY | ETF | 120.59 | 120.61 | 120.36 | 120.36 | 303653.0 |
| 2010-11-15 08:05:00 | SPY | ETF | 119.81 | 120.59 | 119.81 | 120.54 | 295485.0 |
| 2010-11-15 08:10:00 | SPY | ETF | 120.56 | 120.57 | 120.54 | 120.54 | 58420.0 |
| 2010-11-15 08:15:00 | SPY | ETF | 120.55 | 120.58 | 120.48 | 120.58 | 88014.0 |
| 2010-11-15 08:20:00 | SPY | ETF | 120.58 | 120.63 | 120.52 | 120.61 | 55033.0 |
| 2010-11-15 08:25:00 | SPY | ETF | 120.63 | 120.72 | 120.59 | 120.59 | 162594.0 |
| 2010-11-15 08:30:00 | SPY | ETF | 120.54 | 120.67 | 116.71 | 120.58 | 793536.0 |
| 2010-11-15 08:35:00 | SPY | ETF | 120.57 | 120.57 | 120.34 | 120.51 | 356135.0 |
| 2010-11-15 08:40:00 | SPY | ETF | 120.48 | 120.52 | 120.46 | 120.48 | 263935.0 |
| 2010-11-15 08:45:00 | SPY | ETF | 120.48 | 120.48 | 120.36 | 120.41 | 140430.0 |
| 2010-11-15 08:50:00 | SPY | ETF | 120.42 | 120.53 | 120.4 | 120.51 | 135211.0 |
| 2010-11-15 08:55:00 | SPY | ETF | 120.53 | 120.57 | 120.51 | 120.54 | 80788.0 |
| 2010-11-15 09:00:00 | SPY | ETF | 120.54 | 120.61 | 120.54 | 120.59 | 143134.0 |
| 2010-11-15 09:05:00 | SPY | ETF | 120.58 | 120.59 | 120.46 | 120.48 | 126411.0 |
| 2010-11-15 09:10:00 | SPY | ETF | 120.48 | 120.54 | 120.47 | 120.54 | 79498.0 |
| 2010-11-15 09:15:00 | SPY | ETF | 120.53 | 120.63 | 120.49 | 120.51 | 71467.0 |
| 2010-11-15 09:20:00 | SPY | ETF | 120.55 | 120.68 | 120.54 | 120.64 | 148876.0 |
| 2010-11-15 09:25:00 | SPY | ETF | 120.64 | 120.68 | 120.57 | 120.57 | 226910.0 |
| 2010-11-15 09:30:00 | SPY | ETF | 120.58 | 120.75 | 120.57 | 120.64 | 5465045.0 |
| 2010-11-15 09:35:00 | SPY | ETF | 120.64 | 120.82 | 120.62 | 120.73 | 3640779.0 |
| 2010-11-15 09:40:00 | SPY | ETF | 120.72 | 120.82 | 120.68 | 120.77 | 2395638.0 |
| 2010-11-15 09:45:00 | SPY | ETF | 120.77 | 120.78 | 120.57 | 120.62 | 2925797.0 |
| 2010-11-15 09:50:00 | SPY | ETF | 120.62 | 120.64 | 120.52 | 120.52 | 2737696.0 |
| 2010-11-15 09:55:00 | SPY | ETF | 120.53 | 120.61 | 120.44 | 120.47 | 3187779.0 |
| 2010-11-15 10:00:00 | SPY | ETF | 120.46 | 120.49 | 120.35 | 120.35 | 2938580.0 |
| 2010-11-15 10:05:00 | SPY | ETF | 120.36 | 120.39 | 120.23 | 120.3 | 3480549.0 |
| 2010-11-15 10:10:00 | SPY | ETF | 120.3 | 120.44 | 120.26 | 120.43 | 2023012.0 |
| 2010-11-15 10:15:00 | SPY | ETF | 120.43 | 120.54 | 120.38 | 120.4731 | 2271082.0 |
| 2010-11-15 10:20:00 | SPY | ETF | 120.48 | 120.62 | 120.43 | 120.61 | 1985553.0 |
| 2010-11-15 10:25:00 | SPY | ETF | 120.6 | 120.65 | 120.53 | 120.55 | 1625261.0 |
> showing 50 of 35,115 rows — these rows as CSV