PREVIEW / etf_5min / 2011-03-17
file: by_date/etf_5min/2011/2011-03-17.parquet size: 947 KB rows: 38,788
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 |
|---|---|---|---|---|---|---|---|
| 2011-03-17 04:00:00 | SPY | ETF | 127.35 | 127.47 | 127.35 | 127.45 | 14790.0 |
| 2011-03-17 04:05:00 | SPY | ETF | 127.45 | 127.51 | 127.45 | 127.51 | 6023.0 |
| 2011-03-17 04:10:00 | SPY | ETF | 127.28 | 127.28 | 127.2 | 127.26 | 2318.0 |
| 2011-03-17 04:15:00 | SPY | ETF | 127.2 | 127.37 | 127.2 | 127.33 | 9000.0 |
| 2011-03-17 04:20:00 | SPY | ETF | 127.3 | 127.3 | 127.27 | 127.27 | 2500.0 |
| 2011-03-17 04:25:00 | SPY | ETF | 127.2 | 127.35 | 127.2 | 127.35 | 1100.0 |
| 2011-03-17 04:30:00 | SPY | ETF | 127.54 | 127.54 | 127.46 | 127.46 | 600.0 |
| 2011-03-17 04:35:00 | SPY | ETF | 127.52 | 127.52 | 127.52 | 127.52 | 5000.0 |
| 2011-03-17 04:40:00 | SPY | ETF | 127.54 | 127.59 | 127.46 | 127.46 | 5042.0 |
| 2011-03-17 04:45:00 | SPY | ETF | 127.48 | 127.48 | 127.48 | 127.48 | 1000.0 |
| 2011-03-17 04:50:00 | SPY | ETF | 127.67 | 127.71 | 127.67 | 127.7 | 2800.0 |
| 2011-03-17 04:55:00 | SPY | ETF | 127.6 | 127.69 | 127.6 | 127.69 | 900.0 |
| 2011-03-17 05:00:00 | SPY | ETF | 127.69 | 127.69 | 127.69 | 127.69 | 1000.0 |
| 2011-03-17 05:05:00 | SPY | ETF | 127.69 | 127.9 | 127.69 | 127.73 | 14614.0 |
| 2011-03-17 05:10:00 | SPY | ETF | 127.69 | 127.79 | 127.68 | 127.79 | 6300.0 |
| 2011-03-17 05:15:00 | SPY | ETF | 127.72 | 127.77 | 127.7 | 127.7 | 11200.0 |
| 2011-03-17 05:20:00 | SPY | ETF | 127.65 | 127.69 | 127.65 | 127.67 | 7345.0 |
| 2011-03-17 05:25:00 | SPY | ETF | 127.54 | 127.54 | 127.44 | 127.44 | 6500.0 |
| 2011-03-17 05:30:00 | SPY | ETF | 127.48 | 127.56 | 127.48 | 127.56 | 5200.0 |
| 2011-03-17 05:35:00 | SPY | ETF | 127.61 | 127.61 | 127.54 | 127.54 | 4255.0 |
| 2011-03-17 05:40:00 | SPY | ETF | 127.5 | 127.5 | 127.45 | 127.45 | 2900.0 |
| 2011-03-17 05:45:00 | SPY | ETF | 127.45 | 127.46 | 127.45 | 127.46 | 700.0 |
| 2011-03-17 05:50:00 | SPY | ETF | 127.48 | 127.52 | 127.48 | 127.52 | 200.0 |
| 2011-03-17 05:55:00 | SPY | ETF | 127.45 | 127.54 | 127.43 | 127.43 | 9840.0 |
| 2011-03-17 06:00:00 | SPY | ETF | 127.5 | 127.56 | 127.4 | 127.41 | 8200.0 |
| 2011-03-17 06:05:00 | SPY | ETF | 127.31 | 127.31 | 127.17 | 127.26 | 21600.0 |
| 2011-03-17 06:10:00 | SPY | ETF | 127.31 | 127.31 | 127.26 | 127.29 | 3600.0 |
| 2011-03-17 06:15:00 | SPY | ETF | 127.31 | 127.33 | 127.31 | 127.33 | 600.0 |
| 2011-03-17 06:20:00 | SPY | ETF | 127.34 | 127.38 | 127.34 | 127.37 | 817.0 |
| 2011-03-17 06:25:00 | SPY | ETF | 127.37 | 127.49 | 127.37 | 127.49 | 1463.0 |
| 2011-03-17 06:30:00 | SPY | ETF | 127.44 | 127.44 | 127.2 | 127.25 | 38800.0 |
| 2011-03-17 06:35:00 | SPY | ETF | 127.25 | 127.25 | 127.05 | 127.13 | 49000.0 |
| 2011-03-17 06:40:00 | SPY | ETF | 127.04 | 127.04 | 126.77 | 126.84 | 89616.0 |
| 2011-03-17 06:45:00 | SPY | ETF | 126.84 | 127.06 | 126.84 | 127.06 | 44400.0 |
| 2011-03-17 06:50:00 | SPY | ETF | 127.05 | 127.28 | 127.02 | 127.28 | 55000.0 |
| 2011-03-17 06:55:00 | SPY | ETF | 127.34 | 127.39 | 127.22 | 127.32 | 86100.0 |
| 2011-03-17 07:00:00 | SPY | ETF | 127.28 | 127.32 | 127.15 | 127.24 | 159135.0 |
| 2011-03-17 07:05:00 | SPY | ETF | 127.24 | 127.34 | 127.18 | 127.27 | 75360.0 |
| 2011-03-17 07:10:00 | SPY | ETF | 127.27 | 127.31 | 127.1 | 127.19 | 81976.0 |
| 2011-03-17 07:15:00 | SPY | ETF | 127.2 | 127.23 | 127.17 | 127.23 | 15866.0 |
| 2011-03-17 07:20:00 | SPY | ETF | 127.24 | 127.24 | 127.0 | 127.07 | 35869.0 |
| 2011-03-17 07:25:00 | SPY | ETF | 127.09 | 127.19 | 127.03 | 127.19 | 75260.0 |
| 2011-03-17 07:30:00 | SPY | ETF | 127.18 | 127.24 | 127.16 | 127.2 | 41400.0 |
| 2011-03-17 07:35:00 | SPY | ETF | 127.18 | 127.32 | 127.18 | 127.22 | 38480.0 |
| 2011-03-17 07:40:00 | SPY | ETF | 127.19 | 127.38 | 127.13 | 127.37 | 139123.0 |
| 2011-03-17 07:45:00 | SPY | ETF | 127.37 | 127.4 | 127.3 | 127.4 | 95966.0 |
| 2011-03-17 07:50:00 | SPY | ETF | 127.41 | 127.62 | 127.41 | 127.58 | 183324.0 |
| 2011-03-17 07:55:00 | SPY | ETF | 127.59 | 127.61 | 127.45 | 127.48 | 63115.0 |
| 2011-03-17 08:00:00 | SPY | ETF | 127.5 | 127.54 | 127.23 | 127.38 | 134181.0 |
| 2011-03-17 08:05:00 | SPY | ETF | 127.38 | 127.91 | 127.33 | 127.91 | 143157.0 |
> showing 50 of 38,788 rows — these rows as CSV