PREVIEW / etf_5min / 2011-05-12
file: by_date/etf_5min/2011/2011-05-12.parquet size: 905 KB rows: 36,896
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 |
|---|---|---|---|---|---|---|---|
| 2011-05-12 04:00:00 | SPY | ETF | 134.01 | 134.02 | 133.86 | 133.88 | 3700.0 |
| 2011-05-12 04:05:00 | SPY | ETF | 133.86 | 133.91 | 133.79 | 133.79 | 2400.0 |
| 2011-05-12 04:10:00 | SPY | ETF | 133.79 | 133.8 | 133.71 | 133.78 | 4300.0 |
| 2011-05-12 04:20:00 | SPY | ETF | 133.7 | 133.7 | 133.7 | 133.7 | 100.0 |
| 2011-05-12 04:25:00 | SPY | ETF | 133.73 | 133.73 | 133.58 | 133.66 | 1500.0 |
| 2011-05-12 04:30:00 | SPY | ETF | 133.73 | 133.73 | 133.73 | 133.73 | 100.0 |
| 2011-05-12 04:45:00 | SPY | ETF | 133.56 | 133.64 | 133.56 | 133.64 | 900.0 |
| 2011-05-12 04:50:00 | SPY | ETF | 133.65 | 133.65 | 133.65 | 133.65 | 700.0 |
| 2011-05-12 05:05:00 | SPY | ETF | 133.55 | 133.69 | 133.55 | 133.69 | 400.0 |
| 2011-05-12 05:10:00 | SPY | ETF | 133.73 | 133.75 | 133.73 | 133.75 | 19975.0 |
| 2011-05-12 05:25:00 | SPY | ETF | 133.65 | 133.65 | 133.64 | 133.64 | 300.0 |
| 2011-05-12 05:40:00 | SPY | ETF | 133.74 | 133.74 | 133.74 | 133.74 | 20000.0 |
| 2011-05-12 05:50:00 | SPY | ETF | 133.58 | 133.58 | 133.58 | 133.58 | 1000.0 |
| 2011-05-12 06:00:00 | SPY | ETF | 133.58 | 133.58 | 133.58 | 133.58 | 1000.0 |
| 2011-05-12 06:05:00 | SPY | ETF | 133.51 | 133.51 | 133.51 | 133.51 | 1000.0 |
| 2011-05-12 06:10:00 | SPY | ETF | 133.46 | 133.46 | 133.46 | 133.46 | 100.0 |
| 2011-05-12 06:15:00 | SPY | ETF | 133.61 | 133.74 | 133.61 | 133.74 | 2600.0 |
| 2011-05-12 06:20:00 | SPY | ETF | 133.68 | 133.75 | 133.68 | 133.69 | 6100.0 |
| 2011-05-12 06:25:00 | SPY | ETF | 133.69 | 133.72 | 133.59 | 133.59 | 1800.0 |
| 2011-05-12 06:30:00 | SPY | ETF | 133.56 | 133.56 | 133.45 | 133.45 | 1200.0 |
| 2011-05-12 06:35:00 | SPY | ETF | 133.47 | 133.56 | 133.47 | 133.54 | 18600.0 |
| 2011-05-12 06:40:00 | SPY | ETF | 133.48 | 133.54 | 133.4 | 133.54 | 14000.0 |
| 2011-05-12 06:45:00 | SPY | ETF | 133.43 | 133.55 | 133.43 | 133.55 | 17200.0 |
| 2011-05-12 06:50:00 | SPY | ETF | 133.6 | 133.65 | 133.58 | 133.59 | 5600.0 |
| 2011-05-12 06:55:00 | SPY | ETF | 133.6 | 133.65 | 133.5 | 133.63 | 42100.0 |
| 2011-05-12 07:00:00 | SPY | ETF | 133.7 | 133.8 | 133.66 | 133.71 | 50680.0 |
| 2011-05-12 07:05:00 | SPY | ETF | 133.73 | 133.75 | 133.7 | 133.72 | 6004.0 |
| 2011-05-12 07:10:00 | SPY | ETF | 133.75 | 133.8 | 133.7 | 133.7 | 62300.0 |
| 2011-05-12 07:15:00 | SPY | ETF | 133.69 | 133.69 | 133.61 | 133.61 | 30502.0 |
| 2011-05-12 07:20:00 | SPY | ETF | 133.6 | 133.65 | 133.53 | 133.56 | 70200.0 |
| 2011-05-12 07:25:00 | SPY | ETF | 133.53 | 133.57 | 133.53 | 133.56 | 107400.0 |
| 2011-05-12 07:30:00 | SPY | ETF | 133.57 | 133.69 | 133.57 | 133.69 | 48390.0 |
| 2011-05-12 07:35:00 | SPY | ETF | 133.67 | 133.72 | 133.63 | 133.67 | 63584.0 |
| 2011-05-12 07:40:00 | SPY | ETF | 133.67 | 133.8 | 133.66 | 133.8 | 71647.0 |
| 2011-05-12 07:45:00 | SPY | ETF | 133.79 | 133.87 | 133.75 | 133.81 | 44150.0 |
| 2011-05-12 07:50:00 | SPY | ETF | 133.81 | 133.85 | 133.79 | 133.81 | 29830.0 |
| 2011-05-12 07:55:00 | SPY | ETF | 133.78 | 133.83 | 133.78 | 133.82 | 11300.0 |
| 2011-05-12 08:00:00 | SPY | ETF | 133.41 | 133.82 | 133.41 | 133.75 | 148401.0 |
| 2011-05-12 08:05:00 | SPY | ETF | 133.75 | 133.78 | 133.71 | 133.73 | 495792.0 |
| 2011-05-12 08:10:00 | SPY | ETF | 133.72 | 133.74 | 133.69 | 133.69 | 25365.0 |
| 2011-05-12 08:15:00 | SPY | ETF | 133.7 | 133.74 | 133.65 | 133.65 | 99238.0 |
| 2011-05-12 08:20:00 | SPY | ETF | 133.65 | 133.72 | 133.614 | 133.72 | 139404.0 |
| 2011-05-12 08:25:00 | SPY | ETF | 133.71 | 133.78 | 133.67 | 133.74 | 100075.0 |
| 2011-05-12 08:30:00 | SPY | ETF | 133.67 | 133.86 | 133.52 | 133.84 | 719247.0 |
| 2011-05-12 08:35:00 | SPY | ETF | 133.81 | 133.96 | 133.81 | 133.85 | 666481.0 |
| 2011-05-12 08:40:00 | SPY | ETF | 133.85 | 133.89 | 133.69 | 133.72 | 149918.0 |
| 2011-05-12 08:45:00 | SPY | ETF | 133.72 | 133.79 | 133.68 | 133.69 | 76700.0 |
| 2011-05-12 08:50:00 | SPY | ETF | 133.71 | 133.83 | 133.68 | 133.82 | 367751.0 |
| 2011-05-12 08:55:00 | SPY | ETF | 133.82 | 133.86 | 133.77 | 133.79 | 135924.0 |
| 2011-05-12 09:00:00 | SPY | ETF | 133.78 | 133.83 | 133.75 | 133.82 | 111632.0 |
> showing 50 of 36,896 rows — these rows as CSV