PREVIEW / etf_5min / 2011-08-04
file: by_date/etf_5min/2011/2011-08-04.parquet size: 1.2 MB rows: 46,961
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 |
|---|---|---|---|---|---|---|---|
| 2011-08-04 04:00:00 | SPY | ETF | 126.3 | 126.3 | 126.05 | 126.05 | 1600.0 |
| 2011-08-04 04:05:00 | SPY | ETF | 125.9 | 125.9 | 125.83 | 125.83 | 300.0 |
| 2011-08-04 04:15:00 | SPY | ETF | 125.77 | 125.77 | 125.77 | 125.77 | 600.0 |
| 2011-08-04 04:20:00 | SPY | ETF | 125.85 | 125.86 | 125.85 | 125.86 | 200.0 |
| 2011-08-04 04:30:00 | SPY | ETF | 125.82 | 125.82 | 125.82 | 125.82 | 200.0 |
| 2011-08-04 04:35:00 | SPY | ETF | 125.92 | 125.92 | 125.92 | 125.92 | 100.0 |
| 2011-08-04 04:40:00 | SPY | ETF | 125.95 | 125.95 | 125.95 | 125.95 | 200.0 |
| 2011-08-04 04:45:00 | SPY | ETF | 125.95 | 125.95 | 125.91 | 125.91 | 300.0 |
| 2011-08-04 04:50:00 | SPY | ETF | 125.92 | 125.92 | 125.92 | 125.92 | 200.0 |
| 2011-08-04 05:00:00 | SPY | ETF | 125.99 | 125.99 | 125.99 | 125.99 | 100.0 |
| 2011-08-04 05:05:00 | SPY | ETF | 125.98 | 125.98 | 125.82 | 125.82 | 10600.0 |
| 2011-08-04 05:10:00 | SPY | ETF | 125.74 | 125.74 | 125.74 | 125.74 | 200.0 |
| 2011-08-04 05:15:00 | SPY | ETF | 125.62 | 125.62 | 125.61 | 125.61 | 300.0 |
| 2011-08-04 05:20:00 | SPY | ETF | 125.56 | 125.56 | 125.55 | 125.55 | 360.0 |
| 2011-08-04 05:25:00 | SPY | ETF | 125.63 | 125.63 | 125.52 | 125.6 | 700.0 |
| 2011-08-04 05:30:00 | SPY | ETF | 125.6 | 125.6 | 125.5 | 125.52 | 2100.0 |
| 2011-08-04 05:35:00 | SPY | ETF | 125.59 | 125.67 | 125.59 | 125.67 | 1500.0 |
| 2011-08-04 05:40:00 | SPY | ETF | 125.66 | 125.67 | 125.58 | 125.58 | 10500.0 |
| 2011-08-04 05:45:00 | SPY | ETF | 125.58 | 125.58 | 125.15 | 125.15 | 12400.0 |
| 2011-08-04 05:50:00 | SPY | ETF | 125.31 | 125.34 | 125.31 | 125.34 | 500.0 |
| 2011-08-04 05:55:00 | SPY | ETF | 125.48 | 125.48 | 125.48 | 125.48 | 100.0 |
| 2011-08-04 06:00:00 | SPY | ETF | 125.3 | 125.35 | 125.3 | 125.35 | 2600.0 |
| 2011-08-04 06:05:00 | SPY | ETF | 125.3 | 125.4 | 125.15 | 125.15 | 12500.0 |
| 2011-08-04 06:10:00 | SPY | ETF | 125.15 | 125.25 | 125.15 | 125.2 | 1600.0 |
| 2011-08-04 06:15:00 | SPY | ETF | 125.25 | 125.25 | 125.12 | 125.12 | 7579.0 |
| 2011-08-04 06:20:00 | SPY | ETF | 125.12 | 125.15 | 124.83 | 124.83 | 25801.0 |
| 2011-08-04 06:25:00 | SPY | ETF | 124.73 | 124.89 | 124.6 | 124.88 | 18780.0 |
| 2011-08-04 06:30:00 | SPY | ETF | 124.86 | 124.86 | 124.75 | 124.75 | 300.0 |
| 2011-08-04 06:35:00 | SPY | ETF | 124.8 | 125.0 | 124.8 | 125.0 | 2450.0 |
| 2011-08-04 06:40:00 | SPY | ETF | 124.95 | 125.02 | 124.86 | 125.02 | 800.0 |
| 2011-08-04 06:45:00 | SPY | ETF | 125.0 | 125.08 | 124.97 | 125.08 | 19060.0 |
| 2011-08-04 06:50:00 | SPY | ETF | 125.0 | 125.0 | 124.88 | 124.91 | 3060.0 |
| 2011-08-04 06:55:00 | SPY | ETF | 125.07 | 125.12 | 125.04 | 125.05 | 73000.0 |
| 2011-08-04 07:00:00 | SPY | ETF | 125.06 | 125.14 | 125.05 | 125.09 | 73557.0 |
| 2011-08-04 07:05:00 | SPY | ETF | 125.06 | 125.06 | 124.88 | 124.95 | 88879.0 |
| 2011-08-04 07:10:00 | SPY | ETF | 124.95 | 125.02 | 124.82 | 124.82 | 284007.0 |
| 2011-08-04 07:15:00 | SPY | ETF | 124.85 | 124.96 | 124.84 | 124.96 | 77400.0 |
| 2011-08-04 07:20:00 | SPY | ETF | 124.99 | 125.02 | 124.9 | 124.95 | 61340.0 |
| 2011-08-04 07:25:00 | SPY | ETF | 124.92 | 124.99 | 124.83 | 124.89 | 37610.0 |
| 2011-08-04 07:30:00 | SPY | ETF | 124.92 | 125.06 | 124.91 | 125.03 | 25300.0 |
| 2011-08-04 07:35:00 | SPY | ETF | 125.05 | 125.2 | 125.05 | 125.14 | 952400.0 |
| 2011-08-04 07:40:00 | SPY | ETF | 125.17 | 125.24 | 125.06 | 125.15 | 175172.0 |
| 2011-08-04 07:45:00 | SPY | ETF | 125.15 | 125.23 | 125.07 | 125.18 | 26180.0 |
| 2011-08-04 07:50:00 | SPY | ETF | 125.15 | 125.15 | 125.01 | 125.01 | 61750.0 |
| 2011-08-04 07:55:00 | SPY | ETF | 125.05 | 125.11 | 124.91 | 124.91 | 38633.0 |
| 2011-08-04 08:00:00 | SPY | ETF | 124.93 | 125.0 | 124.72 | 124.91 | 217640.0 |
| 2011-08-04 08:05:00 | SPY | ETF | 125.08 | 125.17 | 124.6 | 124.67 | 1073616.0 |
| 2011-08-04 08:10:00 | SPY | ETF | 124.69 | 124.72 | 124.37 | 124.5 | 633818.0 |
| 2011-08-04 08:15:00 | SPY | ETF | 124.51 | 124.58 | 124.27 | 124.45 | 460229.0 |
| 2011-08-04 08:20:00 | SPY | ETF | 124.44 | 124.59 | 124.39 | 124.5 | 251262.0 |
> showing 50 of 46,961 rows — these rows as CSV