PREVIEW / etf_5min / 2011-10-13
file: by_date/etf_5min/2011/2011-10-13.parquet size: 876 KB rows: 35,984
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-13 04:00:00 | SPY | ETF | 120.45 | 120.75 | 120.4 | 120.75 | 1440.0 |
| 2011-10-13 04:10:00 | SPY | ETF | 120.6 | 120.6 | 120.35 | 120.35 | 14900.0 |
| 2011-10-13 04:20:00 | SPY | ETF | 120.27 | 120.27 | 120.2 | 120.2 | 400.0 |
| 2011-10-13 04:25:00 | SPY | ETF | 120.16 | 120.16 | 120.13 | 120.13 | 1400.0 |
| 2011-10-13 04:30:00 | SPY | ETF | 120.06 | 120.06 | 120.06 | 120.06 | 485.0 |
| 2011-10-13 04:35:00 | SPY | ETF | 120.03 | 120.04 | 119.99 | 119.99 | 5600.0 |
| 2011-10-13 04:40:00 | SPY | ETF | 119.96 | 119.96 | 119.96 | 119.96 | 100.0 |
| 2011-10-13 04:45:00 | SPY | ETF | 120.08 | 120.08 | 120.08 | 120.08 | 500.0 |
| 2011-10-13 04:50:00 | SPY | ETF | 120.01 | 120.01 | 119.93 | 120.01 | 71770.0 |
| 2011-10-13 04:55:00 | SPY | ETF | 120.06 | 120.06 | 120.04 | 120.04 | 600.0 |
| 2011-10-13 05:05:00 | SPY | ETF | 120.15 | 120.15 | 120.15 | 120.15 | 100.0 |
| 2011-10-13 05:25:00 | SPY | ETF | 120.18 | 120.18 | 120.02 | 120.02 | 5300.0 |
| 2011-10-13 05:30:00 | SPY | ETF | 120.04 | 120.04 | 119.9 | 119.9 | 31775.0 |
| 2011-10-13 05:35:00 | SPY | ETF | 119.99 | 119.99 | 119.86 | 119.88 | 21250.0 |
| 2011-10-13 05:40:00 | SPY | ETF | 119.84 | 119.84 | 119.75 | 119.75 | 33100.0 |
| 2011-10-13 05:45:00 | SPY | ETF | 119.82 | 119.82 | 119.82 | 119.82 | 600.0 |
| 2011-10-13 05:50:00 | SPY | ETF | 119.79 | 119.79 | 119.79 | 119.79 | 100.0 |
| 2011-10-13 05:55:00 | SPY | ETF | 119.77 | 119.77 | 119.77 | 119.77 | 1000.0 |
| 2011-10-13 06:00:00 | SPY | ETF | 119.92 | 119.92 | 119.92 | 119.92 | 100.0 |
| 2011-10-13 06:05:00 | SPY | ETF | 119.79 | 119.8 | 119.79 | 119.8 | 2800.0 |
| 2011-10-13 06:10:00 | SPY | ETF | 119.85 | 119.85 | 119.85 | 119.85 | 4000.0 |
| 2011-10-13 06:15:00 | SPY | ETF | 119.85 | 119.85 | 119.75 | 119.77 | 2600.0 |
| 2011-10-13 06:20:00 | SPY | ETF | 119.79 | 119.79 | 119.68 | 119.71 | 54200.0 |
| 2011-10-13 06:25:00 | SPY | ETF | 119.82 | 119.87 | 119.82 | 119.82 | 60500.0 |
| 2011-10-13 06:30:00 | SPY | ETF | 119.89 | 119.89 | 119.83 | 119.84 | 36530.0 |
| 2011-10-13 06:35:00 | SPY | ETF | 119.81 | 119.82 | 119.71 | 119.82 | 51200.0 |
| 2011-10-13 06:40:00 | SPY | ETF | 119.84 | 119.84 | 119.84 | 119.84 | 2000.0 |
| 2011-10-13 06:45:00 | SPY | ETF | 119.89 | 119.97 | 119.89 | 119.97 | 2300.0 |
| 2011-10-13 06:50:00 | SPY | ETF | 119.98 | 120.07 | 119.98 | 120.07 | 8125.0 |
| 2011-10-13 06:55:00 | SPY | ETF | 120.0 | 120.25 | 120.0 | 120.11 | 87650.0 |
| 2011-10-13 07:00:00 | SPY | ETF | 120.18 | 120.18 | 119.97 | 119.99 | 97766.0 |
| 2011-10-13 07:05:00 | SPY | ETF | 119.96 | 119.96 | 119.64 | 119.79 | 75215.0 |
| 2011-10-13 07:10:00 | SPY | ETF | 119.77 | 119.89 | 119.76 | 119.89 | 80835.0 |
| 2011-10-13 07:15:00 | SPY | ETF | 119.9 | 119.91 | 119.79 | 119.84 | 37013.0 |
| 2011-10-13 07:20:00 | SPY | ETF | 119.9 | 119.99 | 119.9 | 119.96 | 8615.0 |
| 2011-10-13 07:25:00 | SPY | ETF | 119.9 | 120.03 | 119.87 | 120.03 | 63685.0 |
| 2011-10-13 07:30:00 | SPY | ETF | 119.99 | 119.99 | 119.76 | 119.85 | 626290.0 |
| 2011-10-13 07:35:00 | SPY | ETF | 119.84 | 119.85 | 119.75 | 119.75 | 213056.0 |
| 2011-10-13 07:40:00 | SPY | ETF | 119.76 | 119.92 | 119.76 | 119.9 | 28685.0 |
| 2011-10-13 07:45:00 | SPY | ETF | 119.92 | 119.97 | 119.8 | 119.82 | 54095.0 |
| 2011-10-13 07:50:00 | SPY | ETF | 119.82 | 119.82 | 119.72 | 119.77 | 21835.0 |
| 2011-10-13 07:55:00 | SPY | ETF | 119.82 | 119.84 | 119.75 | 119.76 | 50770.0 |
| 2011-10-13 08:00:00 | SPY | ETF | 119.76 | 120.01 | 119.71 | 119.825 | 1128490.0 |
| 2011-10-13 08:05:00 | SPY | ETF | 119.76 | 119.76 | 119.63 | 119.74 | 552131.0 |
| 2011-10-13 08:10:00 | SPY | ETF | 119.73 | 119.73 | 119.56 | 119.68 | 88300.0 |
| 2011-10-13 08:15:00 | SPY | ETF | 119.67 | 119.79 | 119.64 | 119.77 | 299448.0 |
| 2011-10-13 08:20:00 | SPY | ETF | 119.77 | 119.84 | 119.77 | 119.82 | 134056.0 |
| 2011-10-13 08:25:00 | SPY | ETF | 119.81 | 119.92 | 119.81 | 119.85 | 393669.0 |
| 2011-10-13 08:30:00 | SPY | ETF | 119.85 | 119.94 | 119.63 | 119.77 | 420394.0 |
| 2011-10-13 08:35:00 | SPY | ETF | 119.78 | 119.97 | 119.78 | 119.92 | 171662.0 |
> showing 50 of 35,984 rows — these rows as CSV