PREVIEW / etf_5min / 2011-01-06
file: by_date/etf_5min/2011/2011-01-06.parquet size: 866 KB rows: 36,663
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 |
|---|---|---|---|---|---|---|---|
| 2011-01-06 04:00:00 | SPY | ETF | 127.57 | 127.57 | 127.57 | 127.57 | 100.0 |
| 2011-01-06 04:05:00 | SPY | ETF | 127.61 | 127.65 | 127.61 | 127.65 | 900.0 |
| 2011-01-06 04:10:00 | SPY | ETF | 127.62 | 127.62 | 127.62 | 127.62 | 200.0 |
| 2011-01-06 04:20:00 | SPY | ETF | 127.61 | 127.61 | 127.61 | 127.61 | 200.0 |
| 2011-01-06 04:30:00 | SPY | ETF | 127.64 | 127.64 | 127.64 | 127.64 | 100.0 |
| 2011-01-06 04:45:00 | SPY | ETF | 127.69 | 127.69 | 127.69 | 127.69 | 100.0 |
| 2011-01-06 05:10:00 | SPY | ETF | 127.8 | 127.8 | 127.8 | 127.8 | 300.0 |
| 2011-01-06 05:55:00 | SPY | ETF | 127.85 | 127.88 | 127.85 | 127.88 | 400.0 |
| 2011-01-06 06:05:00 | SPY | ETF | 127.91 | 127.95 | 127.91 | 127.95 | 1100.0 |
| 2011-01-06 06:10:00 | SPY | ETF | 127.91 | 127.91 | 127.91 | 127.91 | 100.0 |
| 2011-01-06 06:20:00 | SPY | ETF | 127.92 | 127.93 | 127.9 | 127.9 | 900.0 |
| 2011-01-06 06:30:00 | SPY | ETF | 127.96 | 127.96 | 127.96 | 127.96 | 200.0 |
| 2011-01-06 06:35:00 | SPY | ETF | 127.98 | 128.0 | 127.98 | 128.0 | 30200.0 |
| 2011-01-06 06:40:00 | SPY | ETF | 127.98 | 127.99 | 127.98 | 127.99 | 3500.0 |
| 2011-01-06 06:45:00 | SPY | ETF | 127.99 | 128.0 | 127.97 | 128.0 | 30200.0 |
| 2011-01-06 06:50:00 | SPY | ETF | 127.96 | 127.96 | 127.96 | 127.96 | 5300.0 |
| 2011-01-06 06:55:00 | SPY | ETF | 127.94 | 127.94 | 127.91 | 127.91 | 500.0 |
| 2011-01-06 07:00:00 | SPY | ETF | 127.94 | 127.94 | 127.93 | 127.93 | 15900.0 |
| 2011-01-06 07:05:00 | SPY | ETF | 127.96 | 127.99 | 127.93 | 127.99 | 7400.0 |
| 2011-01-06 07:10:00 | SPY | ETF | 127.98 | 128.02 | 127.98 | 127.98 | 23050.0 |
| 2011-01-06 07:15:00 | SPY | ETF | 128.0 | 128.0 | 127.96 | 127.98 | 10800.0 |
| 2011-01-06 07:20:00 | SPY | ETF | 127.98 | 128.0 | 127.97 | 127.97 | 12000.0 |
| 2011-01-06 07:25:00 | SPY | ETF | 127.98 | 128.0 | 127.98 | 128.0 | 6600.0 |
| 2011-01-06 07:30:00 | SPY | ETF | 128.0 | 128.07 | 127.99 | 128.04 | 18920.0 |
| 2011-01-06 07:35:00 | SPY | ETF | 128.04 | 128.05 | 127.96 | 127.97 | 113260.0 |
| 2011-01-06 07:40:00 | SPY | ETF | 127.92 | 127.97 | 127.91 | 127.95 | 41300.0 |
| 2011-01-06 07:45:00 | SPY | ETF | 127.95 | 127.95 | 127.93 | 127.95 | 1700.0 |
| 2011-01-06 07:50:00 | SPY | ETF | 127.95 | 127.95 | 127.91 | 127.91 | 51513.0 |
| 2011-01-06 07:55:00 | SPY | ETF | 127.91 | 127.92 | 127.89 | 127.92 | 34250.0 |
| 2011-01-06 08:00:00 | SPY | ETF | 127.89 | 127.95 | 127.88 | 127.93 | 275807.0 |
| 2011-01-06 08:05:00 | SPY | ETF | 127.93 | 127.96 | 127.93 | 127.94 | 28333.0 |
| 2011-01-06 08:10:00 | SPY | ETF | 127.94 | 128.0 | 127.94 | 127.99 | 104700.0 |
| 2011-01-06 08:15:00 | SPY | ETF | 127.98 | 127.99 | 127.93 | 127.95 | 91250.0 |
| 2011-01-06 08:20:00 | SPY | ETF | 127.94 | 127.97 | 127.91 | 127.96 | 71950.0 |
| 2011-01-06 08:25:00 | SPY | ETF | 127.96 | 127.98 | 127.89 | 127.9 | 252126.0 |
| 2011-01-06 08:30:00 | SPY | ETF | 127.9 | 127.92 | 127.81 | 127.86 | 457333.0 |
| 2011-01-06 08:35:00 | SPY | ETF | 127.87 | 127.87 | 127.79 | 127.81 | 171489.0 |
| 2011-01-06 08:40:00 | SPY | ETF | 127.82 | 127.82 | 127.77 | 127.79 | 260352.0 |
| 2011-01-06 08:45:00 | SPY | ETF | 127.78 | 127.78 | 127.73 | 127.74 | 350046.0 |
| 2011-01-06 08:50:00 | SPY | ETF | 127.74 | 127.75 | 127.7 | 127.72 | 570763.0 |
| 2011-01-06 08:55:00 | SPY | ETF | 127.72 | 127.74 | 127.7 | 127.72 | 202913.0 |
| 2011-01-06 09:00:00 | SPY | ETF | 127.72 | 127.74 | 127.7 | 127.71 | 152968.0 |
| 2011-01-06 09:05:00 | SPY | ETF | 127.71 | 127.71 | 127.64 | 127.67 | 99935.0 |
| 2011-01-06 09:10:00 | SPY | ETF | 127.68 | 127.68 | 127.65 | 127.66 | 249397.0 |
| 2011-01-06 09:15:00 | SPY | ETF | 127.65 | 127.76 | 127.63 | 127.73 | 415836.0 |
| 2011-01-06 09:20:00 | SPY | ETF | 127.73 | 127.74 | 127.67 | 127.67 | 83649.0 |
| 2011-01-06 09:25:00 | SPY | ETF | 127.67 | 127.7 | 127.66 | 127.69 | 329909.0 |
| 2011-01-06 09:30:00 | SPY | ETF | 127.69 | 127.74 | 127.57 | 127.6099 | 2682448.0 |
| 2011-01-06 09:35:00 | SPY | ETF | 127.6 | 127.64 | 127.51 | 127.52 | 2059215.0 |
| 2011-01-06 09:40:00 | SPY | ETF | 127.53 | 127.56 | 127.48 | 127.56 | 2059477.0 |
> showing 50 of 36,663 rows — these rows as CSV