PREVIEW / etf_5min / 2011-01-12
file: by_date/etf_5min/2011/2011-01-12.parquet size: 878 KB rows: 37,228
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 |
|---|---|---|---|---|---|---|---|
| 2011-01-12 04:00:00 | SPY | ETF | 127.92 | 128.05 | 127.92 | 128.03 | 2900.0 |
| 2011-01-12 04:10:00 | SPY | ETF | 128.09 | 128.1 | 128.05 | 128.05 | 3100.0 |
| 2011-01-12 04:20:00 | SPY | ETF | 128.11 | 128.11 | 128.11 | 128.11 | 600.0 |
| 2011-01-12 04:25:00 | SPY | ETF | 128.14 | 128.14 | 128.14 | 128.14 | 1000.0 |
| 2011-01-12 04:40:00 | SPY | ETF | 128.25 | 128.29 | 128.25 | 128.29 | 21000.0 |
| 2011-01-12 04:50:00 | SPY | ETF | 128.25 | 128.25 | 128.25 | 128.25 | 100.0 |
| 2011-01-12 04:55:00 | SPY | ETF | 128.33 | 128.33 | 128.33 | 128.33 | 200.0 |
| 2011-01-12 05:00:00 | SPY | ETF | 128.35 | 128.36 | 128.35 | 128.36 | 2000.0 |
| 2011-01-12 05:10:00 | SPY | ETF | 128.3 | 128.3 | 128.3 | 128.3 | 100.0 |
| 2011-01-12 05:25:00 | SPY | ETF | 128.23 | 128.23 | 128.23 | 128.23 | 100.0 |
| 2011-01-12 05:40:00 | SPY | ETF | 128.24 | 128.24 | 128.24 | 128.24 | 2500.0 |
| 2011-01-12 05:45:00 | SPY | ETF | 128.21 | 128.21 | 128.21 | 128.21 | 200.0 |
| 2011-01-12 05:55:00 | SPY | ETF | 128.17 | 128.17 | 128.17 | 128.17 | 200.0 |
| 2011-01-12 06:15:00 | SPY | ETF | 128.12 | 128.2 | 128.12 | 128.2 | 1250.0 |
| 2011-01-12 06:30:00 | SPY | ETF | 128.14 | 128.18 | 128.0 | 128.0 | 2000.0 |
| 2011-01-12 06:35:00 | SPY | ETF | 128.12 | 128.12 | 128.1 | 128.1 | 43400.0 |
| 2011-01-12 06:40:00 | SPY | ETF | 128.12 | 128.15 | 128.12 | 128.15 | 7600.0 |
| 2011-01-12 06:45:00 | SPY | ETF | 128.17 | 128.17 | 128.16 | 128.16 | 5100.0 |
| 2011-01-12 06:50:00 | SPY | ETF | 128.12 | 128.12 | 128.1 | 128.1 | 200.0 |
| 2011-01-12 06:55:00 | SPY | ETF | 128.12 | 128.12 | 128.12 | 128.12 | 200.0 |
| 2011-01-12 07:00:00 | SPY | ETF | 128.16 | 128.18 | 128.12 | 128.12 | 55000.0 |
| 2011-01-12 07:05:00 | SPY | ETF | 128.13 | 128.2 | 128.13 | 128.18 | 16824.0 |
| 2011-01-12 07:10:00 | SPY | ETF | 128.16 | 128.16 | 128.15 | 128.15 | 1500.0 |
| 2011-01-12 07:15:00 | SPY | ETF | 128.16 | 128.16 | 128.1 | 128.1 | 20100.0 |
| 2011-01-12 07:20:00 | SPY | ETF | 128.11 | 128.16 | 128.1 | 128.12 | 10200.0 |
| 2011-01-12 07:25:00 | SPY | ETF | 128.12 | 128.13 | 128.1 | 128.13 | 10200.0 |
| 2011-01-12 07:30:00 | SPY | ETF | 128.1 | 128.13 | 128.09 | 128.1 | 21800.0 |
| 2011-01-12 07:35:00 | SPY | ETF | 128.1 | 128.1 | 128.07 | 128.07 | 42500.0 |
| 2011-01-12 07:40:00 | SPY | ETF | 128.07 | 128.13 | 128.07 | 128.13 | 124930.0 |
| 2011-01-12 07:45:00 | SPY | ETF | 128.13 | 128.16 | 128.13 | 128.15 | 93382.0 |
| 2011-01-12 07:50:00 | SPY | ETF | 128.16 | 128.17 | 128.15 | 128.15 | 54771.0 |
| 2011-01-12 07:55:00 | SPY | ETF | 128.12 | 128.21 | 128.12 | 128.18 | 70060.0 |
| 2011-01-12 08:00:00 | SPY | ETF | 128.18 | 128.26 | 127.62 | 127.62 | 651104.0 |
| 2011-01-12 08:05:00 | SPY | ETF | 128.13 | 128.23 | 127.72 | 128.2 | 677894.0 |
| 2011-01-12 08:10:00 | SPY | ETF | 128.19 | 128.21 | 128.17 | 128.21 | 116219.0 |
| 2011-01-12 08:15:00 | SPY | ETF | 128.2 | 128.22 | 128.19 | 128.2 | 41190.0 |
| 2011-01-12 08:20:00 | SPY | ETF | 128.2 | 128.21 | 128.19 | 128.2 | 80043.0 |
| 2011-01-12 08:25:00 | SPY | ETF | 128.19 | 128.2 | 128.18 | 128.19 | 31300.0 |
| 2011-01-12 08:30:00 | SPY | ETF | 128.19 | 128.29 | 128.19 | 128.26 | 216189.0 |
| 2011-01-12 08:35:00 | SPY | ETF | 128.26 | 128.3 | 128.24 | 128.29 | 48680.0 |
| 2011-01-12 08:40:00 | SPY | ETF | 128.3 | 128.38 | 128.29 | 128.32 | 353089.0 |
| 2011-01-12 08:45:00 | SPY | ETF | 128.32 | 128.33 | 128.29 | 128.29 | 89942.0 |
| 2011-01-12 08:50:00 | SPY | ETF | 128.29 | 128.3 | 128.23 | 128.23 | 80692.0 |
| 2011-01-12 08:55:00 | SPY | ETF | 128.23 | 128.23 | 128.19 | 128.21 | 101872.0 |
| 2011-01-12 09:00:00 | SPY | ETF | 128.21 | 128.22 | 128.18 | 128.2 | 61572.0 |
| 2011-01-12 09:05:00 | SPY | ETF | 128.21 | 128.24 | 128.2 | 128.24 | 93039.0 |
| 2011-01-12 09:10:00 | SPY | ETF | 128.24 | 128.25 | 128.13 | 128.14 | 247780.0 |
| 2011-01-12 09:15:00 | SPY | ETF | 128.15 | 128.18 | 128.12 | 128.17 | 109009.0 |
| 2011-01-12 09:20:00 | SPY | ETF | 128.14 | 128.26 | 128.13 | 128.24 | 260954.0 |
| 2011-01-12 09:25:00 | SPY | ETF | 128.23 | 128.26 | 128.19 | 128.22 | 264427.0 |
> showing 50 of 37,228 rows — these rows as CSV