PREVIEW / etf_5min / 2011-01-26
file: by_date/etf_5min/2011/2011-01-26.parquet size: 890 KB rows: 37,359
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 |
|---|---|---|---|---|---|---|---|
| 2011-01-26 04:00:00 | SPY | ETF | 129.25 | 129.65 | 129.25 | 129.65 | 1900.0 |
| 2011-01-26 04:05:00 | SPY | ETF | 129.63 | 129.63 | 129.63 | 129.63 | 3000.0 |
| 2011-01-26 04:15:00 | SPY | ETF | 129.65 | 129.65 | 129.65 | 129.65 | 1000.0 |
| 2011-01-26 04:45:00 | SPY | ETF | 129.66 | 129.66 | 129.66 | 129.66 | 200.0 |
| 2011-01-26 04:55:00 | SPY | ETF | 129.7 | 129.7 | 129.7 | 129.7 | 500.0 |
| 2011-01-26 05:00:00 | SPY | ETF | 129.66 | 129.66 | 129.66 | 129.66 | 200.0 |
| 2011-01-26 05:20:00 | SPY | ETF | 129.65 | 129.68 | 129.65 | 129.68 | 3000.0 |
| 2011-01-26 05:30:00 | SPY | ETF | 129.66 | 129.66 | 129.66 | 129.66 | 100.0 |
| 2011-01-26 05:35:00 | SPY | ETF | 129.68 | 129.68 | 129.68 | 129.68 | 100.0 |
| 2011-01-26 05:40:00 | SPY | ETF | 129.7 | 129.7 | 129.7 | 129.7 | 200.0 |
| 2011-01-26 05:45:00 | SPY | ETF | 129.7 | 129.7 | 129.7 | 129.7 | 500.0 |
| 2011-01-26 06:15:00 | SPY | ETF | 129.72 | 129.72 | 129.72 | 129.72 | 500.0 |
| 2011-01-26 06:25:00 | SPY | ETF | 129.69 | 129.69 | 129.69 | 129.69 | 200.0 |
| 2011-01-26 06:30:00 | SPY | ETF | 129.68 | 129.68 | 129.68 | 129.68 | 3300.0 |
| 2011-01-26 06:35:00 | SPY | ETF | 129.68 | 129.68 | 129.68 | 129.68 | 17000.0 |
| 2011-01-26 06:40:00 | SPY | ETF | 129.67 | 129.67 | 129.67 | 129.67 | 11000.0 |
| 2011-01-26 06:45:00 | SPY | ETF | 129.74 | 129.74 | 129.74 | 129.74 | 300.0 |
| 2011-01-26 06:50:00 | SPY | ETF | 129.73 | 129.75 | 129.73 | 129.75 | 33600.0 |
| 2011-01-26 06:55:00 | SPY | ETF | 129.75 | 129.8 | 129.75 | 129.8 | 55122.0 |
| 2011-01-26 07:00:00 | SPY | ETF | 129.8 | 129.81 | 129.79 | 129.79 | 31800.0 |
| 2011-01-26 07:05:00 | SPY | ETF | 129.74 | 129.76 | 129.74 | 129.74 | 7400.0 |
| 2011-01-26 07:10:00 | SPY | ETF | 129.71 | 129.73 | 129.71 | 129.72 | 13000.0 |
| 2011-01-26 07:15:00 | SPY | ETF | 129.72 | 129.72 | 129.71 | 129.71 | 11400.0 |
| 2011-01-26 07:20:00 | SPY | ETF | 129.7 | 129.72 | 129.67 | 129.67 | 6200.0 |
| 2011-01-26 07:25:00 | SPY | ETF | 129.66 | 129.66 | 129.61 | 129.62 | 25900.0 |
| 2011-01-26 07:30:00 | SPY | ETF | 129.62 | 129.7 | 129.62 | 129.66 | 26640.0 |
| 2011-01-26 07:35:00 | SPY | ETF | 129.64 | 129.65 | 129.64 | 129.65 | 16400.0 |
| 2011-01-26 07:40:00 | SPY | ETF | 129.62 | 129.62 | 129.6 | 129.61 | 12375.0 |
| 2011-01-26 07:45:00 | SPY | ETF | 129.59 | 129.67 | 129.59 | 129.65 | 11600.0 |
| 2011-01-26 07:50:00 | SPY | ETF | 129.65 | 129.68 | 129.64 | 129.66 | 41520.0 |
| 2011-01-26 07:55:00 | SPY | ETF | 129.64 | 129.66 | 129.6 | 129.6 | 53200.0 |
| 2011-01-26 08:00:00 | SPY | ETF | 129.6 | 129.66 | 128.1863 | 129.62 | 78968.0 |
| 2011-01-26 08:05:00 | SPY | ETF | 129.63 | 129.66 | 129.61 | 129.64 | 34200.0 |
| 2011-01-26 08:10:00 | SPY | ETF | 129.63 | 129.64 | 129.62 | 129.64 | 17480.0 |
| 2011-01-26 08:15:00 | SPY | ETF | 129.64 | 129.65 | 129.63 | 129.63 | 68200.0 |
| 2011-01-26 08:20:00 | SPY | ETF | 129.64 | 129.65 | 129.6 | 129.64 | 101560.0 |
| 2011-01-26 08:25:00 | SPY | ETF | 129.64 | 129.68 | 129.64 | 129.67 | 75791.0 |
| 2011-01-26 08:30:00 | SPY | ETF | 129.67 | 129.68 | 129.6 | 129.6 | 35531.0 |
| 2011-01-26 08:35:00 | SPY | ETF | 129.61 | 129.61 | 129.53 | 129.54 | 112821.0 |
| 2011-01-26 08:40:00 | SPY | ETF | 129.54 | 129.55 | 129.53 | 129.53 | 62850.0 |
| 2011-01-26 08:45:00 | SPY | ETF | 129.53 | 129.55 | 129.5 | 129.5 | 59321.0 |
| 2011-01-26 08:50:00 | SPY | ETF | 129.49 | 129.5 | 129.44 | 129.48 | 54221.0 |
| 2011-01-26 08:55:00 | SPY | ETF | 129.46 | 129.5 | 129.46 | 129.48 | 81605.0 |
| 2011-01-26 09:00:00 | SPY | ETF | 129.47 | 129.49 | 129.44 | 129.46 | 73661.0 |
| 2011-01-26 09:05:00 | SPY | ETF | 129.46 | 129.46 | 129.4 | 129.4 | 67714.0 |
| 2011-01-26 09:10:00 | SPY | ETF | 129.4 | 129.47 | 129.4 | 129.46 | 73307.0 |
| 2011-01-26 09:15:00 | SPY | ETF | 129.45 | 129.48 | 129.45 | 129.48 | 50005.0 |
| 2011-01-26 09:20:00 | SPY | ETF | 129.47 | 129.47 | 129.42 | 129.43 | 23048.0 |
| 2011-01-26 09:25:00 | SPY | ETF | 129.44 | 129.51 | 129.43 | 129.49 | 203325.0 |
| 2011-01-26 09:30:00 | SPY | ETF | 129.49 | 129.52 | 129.42 | 129.455 | 3217333.0 |
> showing 50 of 37,359 rows — these rows as CSV