PREVIEW / etf_5min / 2011-01-14
file: by_date/etf_5min/2011/2011-01-14.parquet size: 870 KB rows: 36,007
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 |
|---|---|---|---|---|---|---|---|
| 2011-01-14 04:50:00 | SPY | ETF | 128.42 | 128.42 | 128.4 | 128.4 | 5000.0 |
| 2011-01-14 04:55:00 | SPY | ETF | 128.13 | 128.13 | 128.13 | 128.13 | 100.0 |
| 2011-01-14 05:00:00 | SPY | ETF | 128.35 | 128.41 | 128.35 | 128.41 | 4500.0 |
| 2011-01-14 05:05:00 | SPY | ETF | 128.18 | 128.18 | 128.16 | 128.16 | 2000.0 |
| 2011-01-14 05:10:00 | SPY | ETF | 128.29 | 128.29 | 128.28 | 128.28 | 3000.0 |
| 2011-01-14 05:15:00 | SPY | ETF | 128.08 | 128.08 | 128.08 | 128.08 | 1600.0 |
| 2011-01-14 05:25:00 | SPY | ETF | 128.34 | 128.36 | 128.29 | 128.36 | 700.0 |
| 2011-01-14 05:35:00 | SPY | ETF | 128.33 | 128.33 | 128.33 | 128.33 | 1000.0 |
| 2011-01-14 05:45:00 | SPY | ETF | 128.32 | 128.32 | 128.32 | 128.32 | 200.0 |
| 2011-01-14 06:00:00 | SPY | ETF | 128.27 | 128.27 | 128.27 | 128.27 | 3000.0 |
| 2011-01-14 06:05:00 | SPY | ETF | 128.32 | 128.32 | 128.32 | 128.32 | 3800.0 |
| 2011-01-14 06:10:00 | SPY | ETF | 128.32 | 128.33 | 128.24 | 128.3 | 25950.0 |
| 2011-01-14 06:15:00 | SPY | ETF | 128.36 | 128.36 | 128.36 | 128.36 | 500.0 |
| 2011-01-14 06:20:00 | SPY | ETF | 128.36 | 128.36 | 128.35 | 128.35 | 600.0 |
| 2011-01-14 06:25:00 | SPY | ETF | 128.32 | 128.33 | 128.32 | 128.32 | 4200.0 |
| 2011-01-14 06:30:00 | SPY | ETF | 128.32 | 128.33 | 128.31 | 128.31 | 13200.0 |
| 2011-01-14 06:40:00 | SPY | ETF | 128.26 | 128.26 | 128.24 | 128.25 | 2850.0 |
| 2011-01-14 06:45:00 | SPY | ETF | 128.26 | 128.27 | 128.25 | 128.25 | 21000.0 |
| 2011-01-14 06:50:00 | SPY | ETF | 128.24 | 128.25 | 128.24 | 128.24 | 31000.0 |
| 2011-01-14 06:55:00 | SPY | ETF | 128.33 | 128.43 | 128.33 | 128.37 | 15600.0 |
| 2011-01-14 07:00:00 | SPY | ETF | 128.37 | 128.37 | 128.14 | 128.14 | 40400.0 |
| 2011-01-14 07:05:00 | SPY | ETF | 128.12 | 128.16 | 128.04 | 128.08 | 35000.0 |
| 2011-01-14 07:10:00 | SPY | ETF | 128.1 | 128.13 | 128.04 | 128.04 | 21820.0 |
| 2011-01-14 07:15:00 | SPY | ETF | 128.05 | 128.06 | 127.9 | 127.97 | 34977.0 |
| 2011-01-14 07:20:00 | SPY | ETF | 127.98 | 128.0 | 127.95 | 128.0 | 3900.0 |
| 2011-01-14 07:25:00 | SPY | ETF | 128.03 | 128.03 | 127.99 | 128.03 | 7635.0 |
| 2011-01-14 07:30:00 | SPY | ETF | 128.06 | 128.06 | 127.96 | 127.97 | 34500.0 |
| 2011-01-14 07:35:00 | SPY | ETF | 128.01 | 128.01 | 128.01 | 128.01 | 100.0 |
| 2011-01-14 07:40:00 | SPY | ETF | 127.98 | 128.12 | 127.96 | 128.12 | 36962.0 |
| 2011-01-14 07:45:00 | SPY | ETF | 128.15 | 128.18 | 128.14 | 128.16 | 33180.0 |
| 2011-01-14 07:50:00 | SPY | ETF | 128.14 | 128.19 | 128.06 | 128.06 | 41788.0 |
| 2011-01-14 07:55:00 | SPY | ETF | 128.13 | 128.13 | 128.11 | 128.11 | 9400.0 |
| 2011-01-14 08:00:00 | SPY | ETF | 128.1 | 128.13 | 128.0 | 128.0 | 40640.0 |
| 2011-01-14 08:05:00 | SPY | ETF | 128.03 | 128.06 | 128.0 | 128.0 | 32070.0 |
| 2011-01-14 08:10:00 | SPY | ETF | 128.01 | 128.1 | 127.94 | 127.95 | 125875.0 |
| 2011-01-14 08:15:00 | SPY | ETF | 127.96 | 127.99 | 127.83 | 127.89 | 233673.0 |
| 2011-01-14 08:20:00 | SPY | ETF | 127.89 | 127.98 | 127.88 | 127.95 | 93124.0 |
| 2011-01-14 08:25:00 | SPY | ETF | 127.96 | 128.05 | 127.95 | 128.05 | 100736.0 |
| 2011-01-14 08:30:00 | SPY | ETF | 128.04 | 128.11 | 127.85 | 127.97 | 940813.0 |
| 2011-01-14 08:35:00 | SPY | ETF | 127.97 | 128.06 | 127.91 | 128.04 | 225565.0 |
| 2011-01-14 08:40:00 | SPY | ETF | 128.04 | 128.06 | 128.02 | 128.04 | 140762.0 |
| 2011-01-14 08:45:00 | SPY | ETF | 128.04 | 128.065 | 128.01 | 128.06 | 220812.0 |
| 2011-01-14 08:50:00 | SPY | ETF | 128.055 | 128.17 | 128.05 | 128.16 | 114817.0 |
| 2011-01-14 08:55:00 | SPY | ETF | 128.17 | 128.2 | 128.11 | 128.11 | 128833.0 |
| 2011-01-14 09:00:00 | SPY | ETF | 128.1 | 128.11 | 128.08 | 128.1 | 74814.0 |
| 2011-01-14 09:05:00 | SPY | ETF | 128.11 | 128.13 | 128.09 | 128.13 | 63565.0 |
| 2011-01-14 09:10:00 | SPY | ETF | 128.13 | 128.18 | 128.13 | 128.17 | 51091.0 |
| 2011-01-14 09:15:00 | SPY | ETF | 128.17 | 128.23 | 128.16 | 128.18 | 87245.0 |
| 2011-01-14 09:20:00 | SPY | ETF | 128.17 | 128.23 | 128.16 | 128.23 | 42457.0 |
| 2011-01-14 09:25:00 | SPY | ETF | 128.22 | 128.23 | 128.16 | 128.19 | 244207.0 |
> showing 50 of 36,007 rows — these rows as CSV