PREVIEW / etf_5min / 2010-12-01
file: by_date/etf_5min/2010/2010-12-01.parquet size: 862 KB rows: 36,659
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 |
|---|---|---|---|---|---|---|---|
| 2010-12-01 04:00:00 | SPY | ETF | 119.19 | 119.32 | 119.19 | 119.32 | 2295.0 |
| 2010-12-01 04:05:00 | SPY | ETF | 119.3 | 119.33 | 119.28 | 119.31 | 630.0 |
| 2010-12-01 04:10:00 | SPY | ETF | 119.3 | 119.3 | 119.3 | 119.3 | 7000.0 |
| 2010-12-01 04:30:00 | SPY | ETF | 119.14 | 119.14 | 119.14 | 119.14 | 100.0 |
| 2010-12-01 04:35:00 | SPY | ETF | 119.22 | 119.22 | 119.22 | 119.22 | 125.0 |
| 2010-12-01 04:55:00 | SPY | ETF | 119.39 | 119.39 | 119.39 | 119.39 | 100.0 |
| 2010-12-01 05:00:00 | SPY | ETF | 119.37 | 119.37 | 119.37 | 119.37 | 200.0 |
| 2010-12-01 05:05:00 | SPY | ETF | 119.36 | 119.36 | 119.36 | 119.36 | 100.0 |
| 2010-12-01 05:15:00 | SPY | ETF | 119.37 | 119.37 | 119.37 | 119.37 | 500.0 |
| 2010-12-01 05:20:00 | SPY | ETF | 119.35 | 119.35 | 119.35 | 119.35 | 500.0 |
| 2010-12-01 05:25:00 | SPY | ETF | 119.45 | 119.62 | 119.45 | 119.62 | 1120.0 |
| 2010-12-01 05:35:00 | SPY | ETF | 119.46 | 119.46 | 119.46 | 119.46 | 1000.0 |
| 2010-12-01 05:40:00 | SPY | ETF | 119.51 | 119.51 | 119.51 | 119.51 | 100.0 |
| 2010-12-01 05:45:00 | SPY | ETF | 119.53 | 119.55 | 119.53 | 119.55 | 1000.0 |
| 2010-12-01 05:50:00 | SPY | ETF | 119.52 | 119.56 | 119.52 | 119.56 | 1400.0 |
| 2010-12-01 06:05:00 | SPY | ETF | 119.61 | 119.65 | 119.58 | 119.65 | 1774.0 |
| 2010-12-01 06:10:00 | SPY | ETF | 119.7 | 119.73 | 119.65 | 119.65 | 1150.0 |
| 2010-12-01 06:15:00 | SPY | ETF | 119.65 | 119.74 | 119.65 | 119.74 | 800.0 |
| 2010-12-01 06:20:00 | SPY | ETF | 119.7 | 119.73 | 119.7 | 119.7 | 1200.0 |
| 2010-12-01 06:25:00 | SPY | ETF | 119.75 | 119.81 | 119.75 | 119.81 | 900.0 |
| 2010-12-01 06:30:00 | SPY | ETF | 119.82 | 119.84 | 119.79 | 119.81 | 56575.0 |
| 2010-12-01 06:35:00 | SPY | ETF | 119.84 | 119.85 | 119.81 | 119.83 | 27400.0 |
| 2010-12-01 06:40:00 | SPY | ETF | 119.81 | 119.88 | 119.81 | 119.84 | 32100.0 |
| 2010-12-01 06:45:00 | SPY | ETF | 119.83 | 119.86 | 119.82 | 119.86 | 18489.0 |
| 2010-12-01 06:50:00 | SPY | ETF | 119.86 | 119.93 | 119.86 | 119.91 | 11100.0 |
| 2010-12-01 06:55:00 | SPY | ETF | 119.88 | 119.88 | 119.81 | 119.83 | 11050.0 |
| 2010-12-01 07:00:00 | SPY | ETF | 119.83 | 119.86 | 119.73 | 119.73 | 273160.0 |
| 2010-12-01 07:05:00 | SPY | ETF | 119.73 | 119.84 | 119.73 | 119.76 | 78807.0 |
| 2010-12-01 07:10:00 | SPY | ETF | 119.77 | 119.8 | 119.74 | 119.78 | 68150.0 |
| 2010-12-01 07:15:00 | SPY | ETF | 119.74 | 119.75 | 119.74 | 119.74 | 3900.0 |
| 2010-12-01 07:20:00 | SPY | ETF | 119.74 | 119.78 | 119.7 | 119.74 | 68195.0 |
| 2010-12-01 07:25:00 | SPY | ETF | 119.74 | 119.75 | 119.7 | 119.7 | 197220.0 |
| 2010-12-01 07:30:00 | SPY | ETF | 119.73 | 119.73 | 119.65 | 119.69 | 76200.0 |
| 2010-12-01 07:35:00 | SPY | ETF | 119.68 | 119.69 | 119.63 | 119.68 | 7600.0 |
| 2010-12-01 07:40:00 | SPY | ETF | 119.66 | 119.69 | 119.64 | 119.65 | 75350.0 |
| 2010-12-01 07:45:00 | SPY | ETF | 119.65 | 119.77 | 119.65 | 119.75 | 242375.0 |
| 2010-12-01 07:50:00 | SPY | ETF | 119.75 | 119.85 | 119.75 | 119.82 | 424750.0 |
| 2010-12-01 07:55:00 | SPY | ETF | 119.84 | 119.99 | 119.84 | 119.88 | 286978.0 |
| 2010-12-01 08:00:00 | SPY | ETF | 119.85 | 119.91 | 119.63 | 119.8 | 1710117.0 |
| 2010-12-01 08:05:00 | SPY | ETF | 119.83 | 119.96 | 119.8 | 119.95 | 253557.0 |
| 2010-12-01 08:10:00 | SPY | ETF | 119.94 | 120.05 | 119.89 | 120.05 | 271295.0 |
| 2010-12-01 08:15:00 | SPY | ETF | 119.91 | 120.07 | 119.9 | 119.93 | 541251.0 |
| 2010-12-01 08:20:00 | SPY | ETF | 119.92 | 119.93 | 119.84 | 119.88 | 106346.0 |
| 2010-12-01 08:25:00 | SPY | ETF | 119.89 | 120.03 | 119.85 | 120.0 | 181705.0 |
| 2010-12-01 08:30:00 | SPY | ETF | 119.98 | 120.06 | 119.95 | 119.99 | 113915.0 |
| 2010-12-01 08:35:00 | SPY | ETF | 119.99 | 120.04 | 119.94 | 120.03 | 110248.0 |
| 2010-12-01 08:40:00 | SPY | ETF | 120.03 | 120.1 | 120.0 | 120.02 | 461319.0 |
| 2010-12-01 08:45:00 | SPY | ETF | 120.01 | 120.06 | 119.98 | 120.06 | 276809.0 |
| 2010-12-01 08:50:00 | SPY | ETF | 120.05 | 120.14 | 120.03 | 120.06 | 234037.0 |
| 2010-12-01 08:55:00 | SPY | ETF | 120.07 | 120.15 | 120.07 | 120.13 | 319438.0 |
> showing 50 of 36,659 rows — these rows as CSV