PREVIEW / etf_5min / 2011-10-12
file: by_date/etf_5min/2011/2011-10-12.parquet size: 933 KB rows: 38,693
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-12 04:05:00 | SPY | ETF | 119.45 | 119.49 | 119.45 | 119.49 | 2550.0 |
| 2011-10-12 04:10:00 | SPY | ETF | 119.54 | 119.6 | 119.52 | 119.6 | 1650.0 |
| 2011-10-12 04:15:00 | SPY | ETF | 119.94 | 120.09 | 119.91 | 120.09 | 500.0 |
| 2011-10-12 04:20:00 | SPY | ETF | 120.14 | 120.27 | 120.14 | 120.27 | 450.0 |
| 2011-10-12 04:25:00 | SPY | ETF | 120.33 | 120.33 | 120.28 | 120.28 | 2100.0 |
| 2011-10-12 04:30:00 | SPY | ETF | 120.24 | 120.24 | 120.19 | 120.24 | 15400.0 |
| 2011-10-12 04:35:00 | SPY | ETF | 120.34 | 120.34 | 120.34 | 120.34 | 128.0 |
| 2011-10-12 04:45:00 | SPY | ETF | 120.24 | 120.25 | 120.24 | 120.25 | 42500.0 |
| 2011-10-12 04:50:00 | SPY | ETF | 120.27 | 120.27 | 120.27 | 120.27 | 10000.0 |
| 2011-10-12 04:55:00 | SPY | ETF | 120.25 | 120.25 | 120.25 | 120.25 | 2500.0 |
| 2011-10-12 05:00:00 | SPY | ETF | 120.32 | 120.4 | 120.32 | 120.33 | 15800.0 |
| 2011-10-12 05:05:00 | SPY | ETF | 120.35 | 120.4 | 120.35 | 120.4 | 52420.0 |
| 2011-10-12 05:10:00 | SPY | ETF | 120.43 | 120.45 | 120.4 | 120.4 | 27849.0 |
| 2011-10-12 05:15:00 | SPY | ETF | 120.38 | 120.5 | 120.38 | 120.5 | 3400.0 |
| 2011-10-12 05:20:00 | SPY | ETF | 120.5 | 120.5 | 120.5 | 120.5 | 100.0 |
| 2011-10-12 05:25:00 | SPY | ETF | 120.54 | 120.7 | 120.54 | 120.58 | 660.0 |
| 2011-10-12 05:30:00 | SPY | ETF | 120.65 | 120.66 | 120.58 | 120.58 | 700.0 |
| 2011-10-12 05:35:00 | SPY | ETF | 120.68 | 120.73 | 120.68 | 120.73 | 200.0 |
| 2011-10-12 05:40:00 | SPY | ETF | 120.74 | 120.8 | 120.74 | 120.8 | 11800.0 |
| 2011-10-12 05:45:00 | SPY | ETF | 120.84 | 120.84 | 120.83 | 120.83 | 400.0 |
| 2011-10-12 05:50:00 | SPY | ETF | 120.79 | 120.85 | 120.7 | 120.85 | 5400.0 |
| 2011-10-12 05:55:00 | SPY | ETF | 120.74 | 120.77 | 120.72 | 120.72 | 985.0 |
| 2011-10-12 06:00:00 | SPY | ETF | 120.72 | 120.8 | 120.66 | 120.77 | 10900.0 |
| 2011-10-12 06:05:00 | SPY | ETF | 120.79 | 120.89 | 120.77 | 120.79 | 13650.0 |
| 2011-10-12 06:10:00 | SPY | ETF | 120.84 | 120.9 | 120.79 | 120.81 | 25550.0 |
| 2011-10-12 06:15:00 | SPY | ETF | 120.81 | 120.82 | 120.76 | 120.76 | 33000.0 |
| 2011-10-12 06:20:00 | SPY | ETF | 120.72 | 120.76 | 120.65 | 120.68 | 123950.0 |
| 2011-10-12 06:25:00 | SPY | ETF | 120.66 | 120.66 | 120.66 | 120.66 | 5000.0 |
| 2011-10-12 06:30:00 | SPY | ETF | 120.64 | 120.68 | 120.63 | 120.63 | 42350.0 |
| 2011-10-12 06:35:00 | SPY | ETF | 120.59 | 120.61 | 120.51 | 120.59 | 7780.0 |
| 2011-10-12 06:40:00 | SPY | ETF | 120.59 | 120.62 | 120.57 | 120.62 | 57820.0 |
| 2011-10-12 06:45:00 | SPY | ETF | 120.64 | 120.65 | 120.58 | 120.58 | 3300.0 |
| 2011-10-12 06:50:00 | SPY | ETF | 120.65 | 120.68 | 120.61 | 120.65 | 26050.0 |
| 2011-10-12 06:55:00 | SPY | ETF | 120.6 | 120.67 | 120.6 | 120.67 | 20900.0 |
| 2011-10-12 07:00:00 | SPY | ETF | 120.63 | 120.65 | 120.58 | 120.61 | 37022.0 |
| 2011-10-12 07:05:00 | SPY | ETF | 120.59 | 120.62 | 120.53 | 120.57 | 83985.0 |
| 2011-10-12 07:10:00 | SPY | ETF | 120.59 | 120.73 | 120.56 | 120.68 | 165885.0 |
| 2011-10-12 07:15:00 | SPY | ETF | 120.68 | 120.73 | 120.63 | 120.73 | 42558.0 |
| 2011-10-12 07:20:00 | SPY | ETF | 120.74 | 120.75 | 120.58 | 120.59 | 109540.0 |
| 2011-10-12 07:25:00 | SPY | ETF | 120.59 | 120.61 | 120.48 | 120.48 | 131655.0 |
| 2011-10-12 07:30:00 | SPY | ETF | 120.51 | 120.58 | 120.51 | 120.56 | 13675.0 |
| 2011-10-12 07:35:00 | SPY | ETF | 120.58 | 120.62 | 120.49 | 120.49 | 363133.0 |
| 2011-10-12 07:40:00 | SPY | ETF | 120.49 | 120.56 | 120.49 | 120.56 | 12050.0 |
| 2011-10-12 07:45:00 | SPY | ETF | 120.55 | 120.59 | 120.45 | 120.46 | 189055.0 |
| 2011-10-12 07:50:00 | SPY | ETF | 120.46 | 120.46 | 120.31 | 120.32 | 185730.0 |
| 2011-10-12 07:55:00 | SPY | ETF | 120.34 | 120.36 | 120.3 | 120.3 | 71578.0 |
| 2011-10-12 08:00:00 | SPY | ETF | 120.67 | 120.67 | 120.27 | 120.27 | 1251032.0 |
| 2011-10-12 08:05:00 | SPY | ETF | 120.7 | 120.7 | 120.2 | 120.21 | 226085.0 |
| 2011-10-12 08:10:00 | SPY | ETF | 120.23 | 120.33 | 120.22 | 120.32 | 74179.0 |
| 2011-10-12 08:15:00 | SPY | ETF | 120.33 | 120.43 | 120.3 | 120.36 | 246584.0 |
> showing 50 of 38,693 rows — these rows as CSV