PREVIEW / etf_5min / 2011-09-13
file: by_date/etf_5min/2011/2011-09-13.parquet size: 870 KB rows: 36,724
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 |
|---|---|---|---|---|---|---|---|
| 2011-09-13 04:00:00 | SPY | ETF | 116.0 | 116.1 | 115.66 | 115.96 | 15225.0 |
| 2011-09-13 04:05:00 | SPY | ETF | 115.9 | 116.0 | 115.89 | 116.0 | 900.0 |
| 2011-09-13 04:10:00 | SPY | ETF | 115.75 | 115.8 | 115.4 | 115.4 | 4540.0 |
| 2011-09-13 04:15:00 | SPY | ETF | 115.25 | 115.31 | 115.21 | 115.21 | 1750.0 |
| 2011-09-13 04:20:00 | SPY | ETF | 115.21 | 115.34 | 115.2 | 115.34 | 3100.0 |
| 2011-09-13 04:25:00 | SPY | ETF | 115.5 | 115.5 | 115.5 | 115.5 | 200.0 |
| 2011-09-13 04:30:00 | SPY | ETF | 115.38 | 115.38 | 115.38 | 115.38 | 300.0 |
| 2011-09-13 04:35:00 | SPY | ETF | 115.55 | 115.55 | 115.55 | 115.55 | 100.0 |
| 2011-09-13 04:45:00 | SPY | ETF | 115.22 | 115.22 | 115.19 | 115.19 | 2850.0 |
| 2011-09-13 04:50:00 | SPY | ETF | 115.32 | 115.32 | 115.32 | 115.32 | 250.0 |
| 2011-09-13 04:55:00 | SPY | ETF | 115.6 | 115.64 | 115.6 | 115.64 | 301.0 |
| 2011-09-13 05:00:00 | SPY | ETF | 115.8 | 115.84 | 115.8 | 115.84 | 300.0 |
| 2011-09-13 05:10:00 | SPY | ETF | 115.75 | 115.75 | 115.75 | 115.75 | 10000.0 |
| 2011-09-13 05:15:00 | SPY | ETF | 115.65 | 115.65 | 115.58 | 115.58 | 10236.0 |
| 2011-09-13 05:20:00 | SPY | ETF | 115.61 | 115.61 | 115.52 | 115.56 | 5400.0 |
| 2011-09-13 05:25:00 | SPY | ETF | 115.55 | 115.65 | 115.55 | 115.65 | 484.0 |
| 2011-09-13 05:30:00 | SPY | ETF | 115.86 | 115.99 | 115.86 | 115.99 | 1335.0 |
| 2011-09-13 05:35:00 | SPY | ETF | 115.85 | 115.85 | 115.85 | 115.85 | 100.0 |
| 2011-09-13 05:40:00 | SPY | ETF | 115.79 | 115.85 | 115.79 | 115.85 | 5450.0 |
| 2011-09-13 05:45:00 | SPY | ETF | 115.81 | 115.81 | 115.61 | 115.61 | 18400.0 |
| 2011-09-13 05:50:00 | SPY | ETF | 115.6 | 115.6 | 115.5 | 115.5 | 4100.0 |
| 2011-09-13 05:55:00 | SPY | ETF | 115.52 | 115.52 | 115.39 | 115.39 | 1970.0 |
| 2011-09-13 06:00:00 | SPY | ETF | 115.4 | 115.4 | 115.34 | 115.38 | 1300.0 |
| 2011-09-13 06:05:00 | SPY | ETF | 115.35 | 115.54 | 115.33 | 115.45 | 10200.0 |
| 2011-09-13 06:10:00 | SPY | ETF | 115.33 | 115.33 | 115.29 | 115.29 | 500.0 |
| 2011-09-13 06:15:00 | SPY | ETF | 115.26 | 115.3 | 115.18 | 115.3 | 1800.0 |
| 2011-09-13 06:20:00 | SPY | ETF | 115.39 | 115.47 | 115.25 | 115.41 | 13900.0 |
| 2011-09-13 06:25:00 | SPY | ETF | 115.41 | 115.41 | 115.32 | 115.39 | 5100.0 |
| 2011-09-13 06:30:00 | SPY | ETF | 115.36 | 115.36 | 115.36 | 115.36 | 100.0 |
| 2011-09-13 06:35:00 | SPY | ETF | 115.56 | 115.65 | 115.53 | 115.65 | 3450.0 |
| 2011-09-13 06:40:00 | SPY | ETF | 115.76 | 116.0 | 115.64 | 116.0 | 39450.0 |
| 2011-09-13 06:45:00 | SPY | ETF | 115.85 | 116.0 | 115.66 | 115.75 | 15800.0 |
| 2011-09-13 06:50:00 | SPY | ETF | 115.87 | 115.87 | 115.65 | 115.8 | 11200.0 |
| 2011-09-13 06:55:00 | SPY | ETF | 115.84 | 115.84 | 115.54 | 115.69 | 30400.0 |
| 2011-09-13 07:00:00 | SPY | ETF | 115.77 | 116.05 | 115.77 | 116.0 | 64720.0 |
| 2011-09-13 07:05:00 | SPY | ETF | 116.0 | 116.17 | 115.97 | 116.16 | 119475.0 |
| 2011-09-13 07:10:00 | SPY | ETF | 116.15 | 116.49 | 116.15 | 116.39 | 43820.0 |
| 2011-09-13 07:15:00 | SPY | ETF | 116.44 | 116.44 | 116.12 | 116.12 | 459245.0 |
| 2011-09-13 07:20:00 | SPY | ETF | 116.06 | 116.31 | 115.99 | 116.29 | 144350.0 |
| 2011-09-13 07:25:00 | SPY | ETF | 116.3 | 116.58 | 116.25 | 116.52 | 202843.0 |
| 2011-09-13 07:30:00 | SPY | ETF | 116.57 | 116.92 | 116.42 | 116.87 | 297994.0 |
| 2011-09-13 07:35:00 | SPY | ETF | 116.84 | 117.11 | 116.82 | 117.02 | 173820.0 |
| 2011-09-13 07:40:00 | SPY | ETF | 117.03 | 117.03 | 116.49 | 116.56 | 641992.0 |
| 2011-09-13 07:45:00 | SPY | ETF | 116.56 | 116.6 | 115.8 | 116.1 | 572370.0 |
| 2011-09-13 07:50:00 | SPY | ETF | 116.13 | 116.26 | 115.94 | 116.15 | 223492.0 |
| 2011-09-13 07:55:00 | SPY | ETF | 116.12 | 116.41 | 115.99 | 116.28 | 474644.0 |
| 2011-09-13 08:00:00 | SPY | ETF | 116.27 | 116.858 | 115.85 | 116.29 | 2401324.0 |
| 2011-09-13 08:05:00 | SPY | ETF | 116.08 | 116.34 | 116.03 | 116.28 | 213422.0 |
| 2011-09-13 08:10:00 | SPY | ETF | 116.25 | 116.46 | 116.2 | 116.36 | 166274.0 |
| 2011-09-13 08:15:00 | SPY | ETF | 116.36 | 116.36 | 115.95 | 116.03 | 406811.0 |
> showing 50 of 36,724 rows — these rows as CSV