PREVIEW / etf_5min / 2011-02-04
file: by_date/etf_5min/2011/2011-02-04.parquet size: 855 KB rows: 36,144
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 |
|---|---|---|---|---|---|---|---|
| 2011-02-04 04:05:00 | SPY | ETF | 130.72 | 130.72 | 130.72 | 130.72 | 100.0 |
| 2011-02-04 04:15:00 | SPY | ETF | 130.71 | 130.71 | 130.71 | 130.71 | 400.0 |
| 2011-02-04 04:20:00 | SPY | ETF | 130.75 | 130.75 | 130.75 | 130.75 | 390.0 |
| 2011-02-04 04:35:00 | SPY | ETF | 130.75 | 130.75 | 130.75 | 130.75 | 2110.0 |
| 2011-02-04 04:45:00 | SPY | ETF | 130.78 | 130.78 | 130.78 | 130.78 | 100.0 |
| 2011-02-04 04:50:00 | SPY | ETF | 130.79 | 130.79 | 130.79 | 130.79 | 200.0 |
| 2011-02-04 05:15:00 | SPY | ETF | 130.82 | 130.82 | 130.82 | 130.82 | 200.0 |
| 2011-02-04 05:40:00 | SPY | ETF | 130.81 | 130.81 | 130.81 | 130.81 | 400.0 |
| 2011-02-04 06:10:00 | SPY | ETF | 130.75 | 130.75 | 130.75 | 130.75 | 200.0 |
| 2011-02-04 06:40:00 | SPY | ETF | 130.8 | 130.81 | 130.8 | 130.81 | 2200.0 |
| 2011-02-04 06:45:00 | SPY | ETF | 130.8 | 130.8 | 130.8 | 130.8 | 1000.0 |
| 2011-02-04 07:00:00 | SPY | ETF | 130.77 | 130.77 | 130.76 | 130.76 | 200.0 |
| 2011-02-04 07:05:00 | SPY | ETF | 130.78 | 130.82 | 130.78 | 130.81 | 36800.0 |
| 2011-02-04 07:10:00 | SPY | ETF | 130.76 | 130.77 | 130.76 | 130.77 | 300.0 |
| 2011-02-04 07:15:00 | SPY | ETF | 130.77 | 130.82 | 130.76 | 130.82 | 101300.0 |
| 2011-02-04 07:20:00 | SPY | ETF | 130.85 | 130.85 | 130.81 | 130.84 | 30300.0 |
| 2011-02-04 07:25:00 | SPY | ETF | 130.87 | 130.87 | 130.83 | 130.84 | 53300.0 |
| 2011-02-04 07:30:00 | SPY | ETF | 130.84 | 130.84 | 130.84 | 130.84 | 2095.0 |
| 2011-02-04 07:35:00 | SPY | ETF | 130.89 | 130.9 | 130.89 | 130.9 | 2700.0 |
| 2011-02-04 07:40:00 | SPY | ETF | 130.9 | 130.9 | 130.89 | 130.89 | 5100.0 |
| 2011-02-04 07:45:00 | SPY | ETF | 130.87 | 130.9 | 130.87 | 130.9 | 97200.0 |
| 2011-02-04 07:50:00 | SPY | ETF | 130.92 | 130.92 | 130.9 | 130.9 | 3500.0 |
| 2011-02-04 07:55:00 | SPY | ETF | 130.88 | 130.9 | 130.88 | 130.9 | 18500.0 |
| 2011-02-04 08:00:00 | SPY | ETF | 130.89 | 130.9 | 130.87 | 130.88 | 49000.0 |
| 2011-02-04 08:05:00 | SPY | ETF | 130.88 | 130.92 | 130.87 | 130.92 | 327120.0 |
| 2011-02-04 08:10:00 | SPY | ETF | 130.9 | 130.98 | 130.9 | 130.97 | 61610.0 |
| 2011-02-04 08:15:00 | SPY | ETF | 130.98 | 131.02 | 130.96 | 130.98 | 258530.0 |
| 2011-02-04 08:20:00 | SPY | ETF | 130.98 | 131.02 | 130.96 | 131.02 | 90320.0 |
| 2011-02-04 08:25:00 | SPY | ETF | 131.01 | 131.24 | 131.0 | 131.14 | 582105.0 |
| 2011-02-04 08:30:00 | SPY | ETF | 131.08 | 131.21 | 130.5 | 131.11 | 3879287.0 |
| 2011-02-04 08:35:00 | SPY | ETF | 131.1 | 131.13 | 130.81 | 130.82 | 1188202.0 |
| 2011-02-04 08:40:00 | SPY | ETF | 130.82 | 131.01 | 130.78 | 130.96 | 794824.0 |
| 2011-02-04 08:45:00 | SPY | ETF | 130.96 | 130.96 | 130.83 | 130.89 | 403292.0 |
| 2011-02-04 08:50:00 | SPY | ETF | 130.89 | 130.99 | 130.82 | 130.98 | 393694.0 |
| 2011-02-04 08:55:00 | SPY | ETF | 130.97 | 130.97 | 130.87 | 130.88 | 196220.0 |
| 2011-02-04 09:00:00 | SPY | ETF | 130.89 | 130.99 | 130.89 | 130.97 | 67846.0 |
| 2011-02-04 09:05:00 | SPY | ETF | 130.96 | 130.98 | 130.88 | 130.92 | 201122.0 |
| 2011-02-04 09:10:00 | SPY | ETF | 130.91 | 131.02 | 130.9 | 130.95 | 140310.0 |
| 2011-02-04 09:15:00 | SPY | ETF | 130.95 | 130.95 | 130.84 | 130.86 | 53645.0 |
| 2011-02-04 09:20:00 | SPY | ETF | 130.86 | 130.91 | 130.85 | 130.91 | 40320.0 |
| 2011-02-04 09:25:00 | SPY | ETF | 130.91 | 130.94 | 130.83 | 130.83 | 268327.0 |
| 2011-02-04 09:30:00 | SPY | ETF | 130.83 | 131.02 | 130.74 | 130.96 | 3217060.0 |
| 2011-02-04 09:35:00 | SPY | ETF | 130.95 | 130.97 | 130.65 | 130.67 | 3983105.0 |
| 2011-02-04 09:40:00 | SPY | ETF | 130.67 | 130.72 | 130.53 | 130.56 | 3513323.0 |
| 2011-02-04 09:45:00 | SPY | ETF | 130.5627 | 130.6 | 130.43 | 130.58 | 2977687.0 |
| 2011-02-04 09:50:00 | SPY | ETF | 130.58 | 130.73 | 130.56 | 130.72 | 2500163.0 |
| 2011-02-04 09:55:00 | SPY | ETF | 130.73 | 130.82 | 130.72 | 130.77 | 1165756.0 |
| 2011-02-04 10:00:00 | SPY | ETF | 130.78 | 130.96 | 130.75 | 130.94 | 1867157.0 |
| 2011-02-04 10:05:00 | SPY | ETF | 130.93 | 130.96 | 130.83 | 130.88 | 1536965.0 |
| 2011-02-04 10:10:00 | SPY | ETF | 130.87 | 130.915 | 130.74 | 130.76 | 1605258.0 |
> showing 50 of 36,144 rows — these rows as CSV