PREVIEW / etf_5min / 2011-05-16
file: by_date/etf_5min/2011/2011-05-16.parquet size: 922 KB rows: 37,245
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 |
|---|---|---|---|---|---|---|---|
| 2011-05-16 04:00:00 | SPY | ETF | 133.72 | 133.72 | 133.65 | 133.72 | 300.0 |
| 2011-05-16 04:05:00 | SPY | ETF | 133.62 | 133.66 | 133.59 | 133.59 | 1138.0 |
| 2011-05-16 04:25:00 | SPY | ETF | 133.62 | 133.65 | 133.51 | 133.51 | 6700.0 |
| 2011-05-16 04:55:00 | SPY | ETF | 133.44 | 133.44 | 133.43 | 133.43 | 200.0 |
| 2011-05-16 05:00:00 | SPY | ETF | 133.42 | 133.42 | 133.36 | 133.36 | 800.0 |
| 2011-05-16 05:05:00 | SPY | ETF | 133.3 | 133.33 | 133.3 | 133.33 | 400.0 |
| 2011-05-16 05:10:00 | SPY | ETF | 133.26 | 133.42 | 133.26 | 133.42 | 1000.0 |
| 2011-05-16 05:15:00 | SPY | ETF | 133.34 | 133.35 | 133.25 | 133.35 | 2600.0 |
| 2011-05-16 05:20:00 | SPY | ETF | 133.3 | 133.32 | 133.3 | 133.3 | 2000.0 |
| 2011-05-16 05:25:00 | SPY | ETF | 133.31 | 133.41 | 133.31 | 133.36 | 1300.0 |
| 2011-05-16 05:30:00 | SPY | ETF | 133.4 | 133.4 | 133.38 | 133.38 | 400.0 |
| 2011-05-16 05:40:00 | SPY | ETF | 133.38 | 133.38 | 133.35 | 133.36 | 500.0 |
| 2011-05-16 05:45:00 | SPY | ETF | 133.25 | 133.25 | 133.16 | 133.24 | 3200.0 |
| 2011-05-16 05:55:00 | SPY | ETF | 133.28 | 133.28 | 133.21 | 133.21 | 25400.0 |
| 2011-05-16 06:00:00 | SPY | ETF | 133.25 | 133.34 | 133.21 | 133.26 | 15925.0 |
| 2011-05-16 06:05:00 | SPY | ETF | 133.26 | 133.3 | 133.26 | 133.3 | 1200.0 |
| 2011-05-16 06:10:00 | SPY | ETF | 133.28 | 133.28 | 133.28 | 133.28 | 200.0 |
| 2011-05-16 06:30:00 | SPY | ETF | 133.34 | 133.35 | 133.34 | 133.35 | 225.0 |
| 2011-05-16 06:35:00 | SPY | ETF | 133.29 | 133.35 | 133.29 | 133.34 | 39710.0 |
| 2011-05-16 06:40:00 | SPY | ETF | 133.34 | 133.34 | 133.3 | 133.34 | 11190.0 |
| 2011-05-16 06:45:00 | SPY | ETF | 133.28 | 133.28 | 133.24 | 133.24 | 600.0 |
| 2011-05-16 06:50:00 | SPY | ETF | 133.25 | 133.3 | 133.25 | 133.3 | 6800.0 |
| 2011-05-16 06:55:00 | SPY | ETF | 133.3 | 133.3 | 133.3 | 133.3 | 100.0 |
| 2011-05-16 07:00:00 | SPY | ETF | 133.33 | 133.35 | 133.23 | 133.28 | 5216.0 |
| 2011-05-16 07:05:00 | SPY | ETF | 133.28 | 133.32 | 133.26 | 133.3 | 9600.0 |
| 2011-05-16 07:10:00 | SPY | ETF | 133.3 | 133.3 | 133.27 | 133.27 | 10987.0 |
| 2011-05-16 07:15:00 | SPY | ETF | 133.27 | 133.31 | 133.27 | 133.3 | 2500.0 |
| 2011-05-16 07:20:00 | SPY | ETF | 133.3 | 133.4 | 133.28 | 133.4 | 25160.0 |
| 2011-05-16 07:25:00 | SPY | ETF | 133.38 | 133.43 | 133.38 | 133.39 | 48950.0 |
| 2011-05-16 07:30:00 | SPY | ETF | 133.38 | 133.38 | 133.37 | 133.38 | 47270.0 |
| 2011-05-16 07:35:00 | SPY | ETF | 133.37 | 133.4 | 133.36 | 133.4 | 5500.0 |
| 2011-05-16 07:40:00 | SPY | ETF | 133.41 | 133.43 | 133.39 | 133.4 | 37500.0 |
| 2011-05-16 07:45:00 | SPY | ETF | 133.39 | 133.43 | 133.38 | 133.42 | 271200.0 |
| 2011-05-16 07:50:00 | SPY | ETF | 133.42 | 133.47 | 133.4 | 133.47 | 56400.0 |
| 2011-05-16 07:55:00 | SPY | ETF | 133.47 | 133.52 | 133.44 | 133.52 | 60000.0 |
| 2011-05-16 08:00:00 | SPY | ETF | 133.52 | 133.53 | 133.31 | 133.46 | 47350.0 |
| 2011-05-16 08:05:00 | SPY | ETF | 133.48 | 133.53 | 133.46 | 133.53 | 259124.0 |
| 2011-05-16 08:10:00 | SPY | ETF | 133.54 | 133.75 | 133.435 | 133.56 | 216612.0 |
| 2011-05-16 08:15:00 | SPY | ETF | 133.56 | 133.67 | 133.56 | 133.67 | 116250.0 |
| 2011-05-16 08:20:00 | SPY | ETF | 133.68 | 133.68 | 133.58 | 133.61 | 293150.0 |
| 2011-05-16 08:25:00 | SPY | ETF | 133.6 | 133.61 | 133.46 | 133.47 | 502604.0 |
| 2011-05-16 08:30:00 | SPY | ETF | 133.46 | 133.52 | 133.41 | 133.44 | 329097.0 |
| 2011-05-16 08:35:00 | SPY | ETF | 133.44 | 133.51 | 133.4 | 133.5 | 120806.0 |
| 2011-05-16 08:40:00 | SPY | ETF | 133.51 | 133.51 | 133.38 | 133.44 | 207171.0 |
| 2011-05-16 08:45:00 | SPY | ETF | 133.43 | 133.48 | 133.43 | 133.48 | 54675.0 |
| 2011-05-16 08:50:00 | SPY | ETF | 133.48 | 134.04 | 133.4 | 133.44 | 51161.0 |
| 2011-05-16 08:55:00 | SPY | ETF | 133.43 | 133.48 | 133.39 | 133.46 | 52761.0 |
| 2011-05-16 09:00:00 | SPY | ETF | 133.46 | 133.48 | 133.44 | 133.48 | 53498.0 |
| 2011-05-16 09:05:00 | SPY | ETF | 133.49 | 133.62 | 133.48 | 133.58 | 133360.0 |
| 2011-05-16 09:10:00 | SPY | ETF | 133.57 | 133.75 | 133.56 | 133.66 | 378624.0 |
> showing 50 of 37,245 rows — these rows as CSV