PREVIEW / etf_5min / 2011-08-15
file: by_date/etf_5min/2011/2011-08-15.parquet size: 967 KB rows: 39,280
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 |
|---|---|---|---|---|---|---|---|
| 2011-08-15 04:00:00 | SPY | ETF | 119.0 | 119.0 | 118.96 | 118.96 | 2414.0 |
| 2011-08-15 04:15:00 | SPY | ETF | 118.84 | 118.84 | 118.77 | 118.77 | 10400.0 |
| 2011-08-15 04:25:00 | SPY | ETF | 118.99 | 118.99 | 118.99 | 118.99 | 100.0 |
| 2011-08-15 04:40:00 | SPY | ETF | 118.9 | 118.92 | 118.89 | 118.92 | 1800.0 |
| 2011-08-15 04:45:00 | SPY | ETF | 118.97 | 118.97 | 118.97 | 118.97 | 100.0 |
| 2011-08-15 04:50:00 | SPY | ETF | 119.0 | 119.07 | 119.0 | 119.07 | 1400.0 |
| 2011-08-15 05:05:00 | SPY | ETF | 119.11 | 119.11 | 119.07 | 119.07 | 2900.0 |
| 2011-08-15 05:15:00 | SPY | ETF | 119.04 | 119.04 | 119.04 | 119.04 | 100.0 |
| 2011-08-15 05:20:00 | SPY | ETF | 119.04 | 119.04 | 119.04 | 119.04 | 100.0 |
| 2011-08-15 05:30:00 | SPY | ETF | 118.92 | 118.94 | 118.92 | 118.94 | 300.0 |
| 2011-08-15 05:35:00 | SPY | ETF | 118.87 | 118.87 | 118.8 | 118.8 | 1100.0 |
| 2011-08-15 05:40:00 | SPY | ETF | 118.8 | 118.8 | 118.62 | 118.71 | 1615.0 |
| 2011-08-15 05:45:00 | SPY | ETF | 118.67 | 118.67 | 118.67 | 118.67 | 2500.0 |
| 2011-08-15 05:55:00 | SPY | ETF | 118.74 | 118.74 | 118.74 | 118.74 | 100.0 |
| 2011-08-15 06:05:00 | SPY | ETF | 118.69 | 118.69 | 118.6 | 118.6 | 900.0 |
| 2011-08-15 06:15:00 | SPY | ETF | 118.42 | 118.42 | 118.42 | 118.42 | 200.0 |
| 2011-08-15 06:20:00 | SPY | ETF | 118.49 | 118.49 | 118.49 | 118.49 | 100.0 |
| 2011-08-15 06:25:00 | SPY | ETF | 118.53 | 118.64 | 118.53 | 118.64 | 2600.0 |
| 2011-08-15 06:30:00 | SPY | ETF | 118.64 | 118.64 | 118.64 | 118.64 | 4600.0 |
| 2011-08-15 06:35:00 | SPY | ETF | 118.56 | 118.56 | 118.56 | 118.56 | 200.0 |
| 2011-08-15 06:40:00 | SPY | ETF | 118.46 | 118.59 | 118.46 | 118.52 | 900.0 |
| 2011-08-15 06:45:00 | SPY | ETF | 118.62 | 118.62 | 118.57 | 118.57 | 5600.0 |
| 2011-08-15 06:50:00 | SPY | ETF | 118.47 | 118.7 | 118.47 | 118.7 | 200.0 |
| 2011-08-15 06:55:00 | SPY | ETF | 118.72 | 118.84 | 118.72 | 118.82 | 8900.0 |
| 2011-08-15 07:00:00 | SPY | ETF | 118.78 | 118.79 | 118.7 | 118.75 | 16090.0 |
| 2011-08-15 07:05:00 | SPY | ETF | 118.77 | 118.84 | 118.77 | 118.82 | 39050.0 |
| 2011-08-15 07:10:00 | SPY | ETF | 118.82 | 118.82 | 118.7 | 118.73 | 6600.0 |
| 2011-08-15 07:15:00 | SPY | ETF | 118.73 | 118.78 | 118.73 | 118.74 | 10100.0 |
| 2011-08-15 07:20:00 | SPY | ETF | 118.7 | 118.78 | 118.7 | 118.78 | 6809.0 |
| 2011-08-15 07:25:00 | SPY | ETF | 118.79 | 118.81 | 118.79 | 118.79 | 9500.0 |
| 2011-08-15 07:30:00 | SPY | ETF | 118.79 | 118.84 | 118.75 | 118.82 | 36800.0 |
| 2011-08-15 07:35:00 | SPY | ETF | 118.76 | 118.84 | 118.7 | 118.7 | 11600.0 |
| 2011-08-15 07:40:00 | SPY | ETF | 118.73 | 118.79 | 118.71 | 118.71 | 8477.0 |
| 2011-08-15 07:45:00 | SPY | ETF | 118.7 | 118.73 | 118.63 | 118.63 | 63116.0 |
| 2011-08-15 07:50:00 | SPY | ETF | 118.69 | 118.74 | 118.69 | 118.74 | 4900.0 |
| 2011-08-15 07:55:00 | SPY | ETF | 118.74 | 118.9 | 118.7 | 118.85 | 25600.0 |
| 2011-08-15 08:00:00 | SPY | ETF | 118.87 | 119.04 | 118.83 | 118.99 | 82241.0 |
| 2011-08-15 08:05:00 | SPY | ETF | 118.77 | 118.99 | 118.77 | 118.94 | 133800.0 |
| 2011-08-15 08:10:00 | SPY | ETF | 118.92 | 118.93 | 118.85 | 118.89 | 175569.0 |
| 2011-08-15 08:15:00 | SPY | ETF | 118.92 | 118.94 | 118.85 | 118.91 | 33269.0 |
| 2011-08-15 08:20:00 | SPY | ETF | 118.91 | 118.92 | 118.82 | 118.91 | 78854.0 |
| 2011-08-15 08:25:00 | SPY | ETF | 118.91 | 118.92 | 118.67 | 118.69 | 178126.0 |
| 2011-08-15 08:30:00 | SPY | ETF | 118.73 | 118.89 | 118.59 | 118.78 | 611536.0 |
| 2011-08-15 08:35:00 | SPY | ETF | 118.836 | 118.836 | 118.68 | 118.72 | 427711.0 |
| 2011-08-15 08:40:00 | SPY | ETF | 118.73 | 118.76 | 118.67 | 118.67 | 72300.0 |
| 2011-08-15 08:45:00 | SPY | ETF | 118.66 | 118.69 | 118.52 | 118.58 | 187930.0 |
| 2011-08-15 08:50:00 | SPY | ETF | 118.59 | 118.63 | 118.49 | 118.61 | 166874.0 |
| 2011-08-15 08:55:00 | SPY | ETF | 118.61 | 118.75 | 118.61 | 118.68 | 194307.0 |
| 2011-08-15 09:00:00 | SPY | ETF | 118.66 | 118.83 | 118.66 | 118.83 | 431720.0 |
| 2011-08-15 09:05:00 | SPY | ETF | 118.83 | 119.05 | 118.12 | 118.98 | 830630.0 |
> showing 50 of 39,280 rows — these rows as CSV