PREVIEW / etf_5min / 2011-09-27
file: by_date/etf_5min/2011/2011-09-27.parquet size: 965 KB rows: 40,147
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 |
|---|---|---|---|---|---|---|---|
| 2011-09-27 04:00:00 | SPY | ETF | 116.7 | 117.44 | 116.7 | 117.44 | 3342.0 |
| 2011-09-27 04:05:00 | SPY | ETF | 117.41 | 117.49 | 117.41 | 117.49 | 2220.0 |
| 2011-09-27 04:10:00 | SPY | ETF | 117.57 | 117.57 | 117.56 | 117.56 | 200.0 |
| 2011-09-27 04:15:00 | SPY | ETF | 117.69 | 117.69 | 117.64 | 117.64 | 200.0 |
| 2011-09-27 04:25:00 | SPY | ETF | 117.64 | 117.64 | 117.64 | 117.64 | 320.0 |
| 2011-09-27 04:35:00 | SPY | ETF | 117.45 | 117.61 | 117.45 | 117.61 | 700.0 |
| 2011-09-27 04:40:00 | SPY | ETF | 117.51 | 117.51 | 117.51 | 117.51 | 100.0 |
| 2011-09-27 04:45:00 | SPY | ETF | 117.54 | 117.54 | 117.5 | 117.5 | 6050.0 |
| 2011-09-27 04:50:00 | SPY | ETF | 117.4 | 117.41 | 117.35 | 117.35 | 12500.0 |
| 2011-09-27 04:55:00 | SPY | ETF | 117.33 | 117.54 | 117.33 | 117.54 | 6500.0 |
| 2011-09-27 05:00:00 | SPY | ETF | 117.62 | 117.62 | 117.61 | 117.61 | 400.0 |
| 2011-09-27 05:05:00 | SPY | ETF | 117.53 | 117.66 | 117.53 | 117.61 | 4460.0 |
| 2011-09-27 05:10:00 | SPY | ETF | 117.62 | 117.68 | 117.62 | 117.68 | 200.0 |
| 2011-09-27 05:15:00 | SPY | ETF | 117.65 | 117.7 | 117.65 | 117.7 | 3900.0 |
| 2011-09-27 05:20:00 | SPY | ETF | 117.63 | 117.63 | 117.62 | 117.62 | 300.0 |
| 2011-09-27 05:25:00 | SPY | ETF | 117.69 | 117.69 | 117.68 | 117.68 | 500.0 |
| 2011-09-27 05:30:00 | SPY | ETF | 117.66 | 117.85 | 117.66 | 117.85 | 4995.0 |
| 2011-09-27 05:35:00 | SPY | ETF | 117.9 | 117.9 | 117.75 | 117.75 | 10100.0 |
| 2011-09-27 05:40:00 | SPY | ETF | 117.83 | 117.84 | 117.83 | 117.83 | 5400.0 |
| 2011-09-27 05:45:00 | SPY | ETF | 117.63 | 117.63 | 117.6 | 117.6 | 10540.0 |
| 2011-09-27 05:50:00 | SPY | ETF | 117.63 | 117.73 | 117.63 | 117.73 | 601.0 |
| 2011-09-27 05:55:00 | SPY | ETF | 117.9 | 117.9 | 117.8 | 117.8 | 600.0 |
| 2011-09-27 06:00:00 | SPY | ETF | 117.78 | 117.78 | 117.7 | 117.7 | 597.0 |
| 2011-09-27 06:05:00 | SPY | ETF | 117.7 | 117.92 | 117.7 | 117.9 | 3080.0 |
| 2011-09-27 06:10:00 | SPY | ETF | 117.83 | 117.89 | 117.73 | 117.73 | 890.0 |
| 2011-09-27 06:15:00 | SPY | ETF | 117.71 | 117.75 | 117.71 | 117.75 | 5200.0 |
| 2011-09-27 06:20:00 | SPY | ETF | 117.88 | 118.0 | 117.88 | 117.93 | 7600.0 |
| 2011-09-27 06:25:00 | SPY | ETF | 117.95 | 117.95 | 117.72 | 117.84 | 19300.0 |
| 2011-09-27 06:30:00 | SPY | ETF | 117.75 | 117.9 | 117.72 | 117.82 | 35300.0 |
| 2011-09-27 06:35:00 | SPY | ETF | 117.76 | 117.77 | 117.67 | 117.67 | 8300.0 |
| 2011-09-27 06:40:00 | SPY | ETF | 117.73 | 117.85 | 117.67 | 117.79 | 33900.0 |
| 2011-09-27 06:45:00 | SPY | ETF | 117.71 | 117.82 | 117.63 | 117.8 | 55195.0 |
| 2011-09-27 06:50:00 | SPY | ETF | 117.8 | 117.94 | 117.8 | 117.92 | 41395.0 |
| 2011-09-27 06:55:00 | SPY | ETF | 117.91 | 118.0 | 117.81 | 117.97 | 35100.0 |
| 2011-09-27 07:00:00 | SPY | ETF | 118.0 | 118.11 | 117.95 | 118.0 | 131164.0 |
| 2011-09-27 07:05:00 | SPY | ETF | 117.96 | 118.06 | 117.83 | 117.85 | 224203.0 |
| 2011-09-27 07:10:00 | SPY | ETF | 117.86 | 118.12 | 117.85 | 118.05 | 224960.0 |
| 2011-09-27 07:15:00 | SPY | ETF | 118.07 | 118.15 | 118.04 | 118.12 | 92530.0 |
| 2011-09-27 07:20:00 | SPY | ETF | 118.12 | 118.19 | 118.06 | 118.12 | 58390.0 |
| 2011-09-27 07:25:00 | SPY | ETF | 118.1 | 118.15 | 118.02 | 118.1 | 76957.0 |
| 2011-09-27 07:30:00 | SPY | ETF | 118.09 | 118.33 | 118.09 | 118.32 | 94475.0 |
| 2011-09-27 07:35:00 | SPY | ETF | 118.32 | 118.36 | 118.25 | 118.31 | 76883.0 |
| 2011-09-27 07:40:00 | SPY | ETF | 118.35 | 118.49 | 118.34 | 118.43 | 283950.0 |
| 2011-09-27 07:45:00 | SPY | ETF | 118.43 | 118.52 | 118.38 | 118.44 | 171235.0 |
| 2011-09-27 07:50:00 | SPY | ETF | 118.44 | 118.51 | 118.36 | 118.36 | 114168.0 |
| 2011-09-27 07:55:00 | SPY | ETF | 118.38 | 118.38 | 118.26 | 118.3 | 117090.0 |
| 2011-09-27 08:00:00 | SPY | ETF | 118.31 | 118.45 | 117.91 | 118.33 | 324979.0 |
| 2011-09-27 08:05:00 | SPY | ETF | 118.0 | 118.36 | 118.0 | 118.36 | 155889.0 |
| 2011-09-27 08:10:00 | SPY | ETF | 118.36 | 118.4 | 118.27 | 118.31 | 125811.0 |
| 2011-09-27 08:15:00 | SPY | ETF | 118.31 | 118.36 | 118.26 | 118.31 | 143529.0 |
> showing 50 of 40,147 rows — these rows as CSV