PREVIEW / etf_5min / 2011-10-17
file: by_date/etf_5min/2011/2011-10-17.parquet size: 888 KB rows: 36,473
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-17 04:00:00 | SPY | ETF | 123.01 | 123.47 | 123.01 | 123.47 | 6333.0 |
| 2011-10-17 04:05:00 | SPY | ETF | 123.31 | 123.37 | 123.29 | 123.37 | 1460.0 |
| 2011-10-17 04:10:00 | SPY | ETF | 123.44 | 123.52 | 123.44 | 123.52 | 2890.0 |
| 2011-10-17 04:20:00 | SPY | ETF | 123.52 | 123.59 | 123.46 | 123.46 | 4746.0 |
| 2011-10-17 04:25:00 | SPY | ETF | 123.49 | 123.55 | 123.49 | 123.55 | 700.0 |
| 2011-10-17 04:30:00 | SPY | ETF | 123.48 | 123.51 | 123.43 | 123.43 | 15800.0 |
| 2011-10-17 04:35:00 | SPY | ETF | 123.45 | 123.49 | 123.44 | 123.49 | 3000.0 |
| 2011-10-17 04:40:00 | SPY | ETF | 123.47 | 123.5 | 123.46 | 123.5 | 3600.0 |
| 2011-10-17 04:45:00 | SPY | ETF | 123.54 | 123.6 | 123.48 | 123.48 | 8300.0 |
| 2011-10-17 04:50:00 | SPY | ETF | 123.5 | 123.51 | 123.42 | 123.43 | 6280.0 |
| 2011-10-17 04:55:00 | SPY | ETF | 123.43 | 123.43 | 123.4 | 123.41 | 4600.0 |
| 2011-10-17 05:00:00 | SPY | ETF | 123.49 | 123.49 | 123.49 | 123.49 | 400.0 |
| 2011-10-17 05:05:00 | SPY | ETF | 123.47 | 123.5 | 123.45 | 123.5 | 5200.0 |
| 2011-10-17 05:10:00 | SPY | ETF | 123.45 | 123.45 | 123.4 | 123.4 | 7400.0 |
| 2011-10-17 05:15:00 | SPY | ETF | 123.37 | 123.4 | 123.28 | 123.28 | 6580.0 |
| 2011-10-17 05:20:00 | SPY | ETF | 123.26 | 123.26 | 123.21 | 123.21 | 5455.0 |
| 2011-10-17 05:25:00 | SPY | ETF | 123.2 | 123.21 | 123.06 | 123.06 | 9000.0 |
| 2011-10-17 05:35:00 | SPY | ETF | 122.99 | 123.06 | 122.99 | 123.04 | 5500.0 |
| 2011-10-17 05:40:00 | SPY | ETF | 123.1 | 123.1 | 123.08 | 123.08 | 3000.0 |
| 2011-10-17 05:45:00 | SPY | ETF | 123.05 | 123.05 | 122.98 | 122.98 | 8800.0 |
| 2011-10-17 05:50:00 | SPY | ETF | 122.96 | 122.98 | 122.95 | 122.98 | 2400.0 |
| 2011-10-17 05:55:00 | SPY | ETF | 123.01 | 123.03 | 122.93 | 122.98 | 11100.0 |
| 2011-10-17 06:00:00 | SPY | ETF | 122.98 | 122.98 | 122.88 | 122.9 | 15500.0 |
| 2011-10-17 06:05:00 | SPY | ETF | 122.91 | 122.91 | 122.88 | 122.88 | 4222.0 |
| 2011-10-17 06:15:00 | SPY | ETF | 122.93 | 123.06 | 122.93 | 123.06 | 900.0 |
| 2011-10-17 06:20:00 | SPY | ETF | 123.02 | 123.02 | 122.96 | 122.98 | 1600.0 |
| 2011-10-17 06:30:00 | SPY | ETF | 123.0 | 123.0 | 122.86 | 122.86 | 6450.0 |
| 2011-10-17 06:35:00 | SPY | ETF | 122.85 | 122.88 | 122.81 | 122.81 | 8500.0 |
| 2011-10-17 06:40:00 | SPY | ETF | 122.91 | 122.91 | 122.77 | 122.81 | 3400.0 |
| 2011-10-17 06:45:00 | SPY | ETF | 122.73 | 122.73 | 122.65 | 122.65 | 4975.0 |
| 2011-10-17 06:50:00 | SPY | ETF | 122.65 | 122.68 | 122.65 | 122.68 | 9200.0 |
| 2011-10-17 06:55:00 | SPY | ETF | 122.65 | 122.65 | 122.58 | 122.59 | 41000.0 |
| 2011-10-17 07:00:00 | SPY | ETF | 122.58 | 122.63 | 122.49 | 122.58 | 61702.0 |
| 2011-10-17 07:05:00 | SPY | ETF | 122.63 | 122.63 | 122.41 | 122.41 | 138510.0 |
| 2011-10-17 07:10:00 | SPY | ETF | 122.37 | 122.56 | 122.37 | 122.42 | 113550.0 |
| 2011-10-17 07:15:00 | SPY | ETF | 122.42 | 122.42 | 122.22 | 122.33 | 527050.0 |
| 2011-10-17 07:20:00 | SPY | ETF | 122.33 | 122.36 | 122.25 | 122.36 | 152062.0 |
| 2011-10-17 07:25:00 | SPY | ETF | 122.3 | 122.43 | 122.3 | 122.43 | 101500.0 |
| 2011-10-17 07:30:00 | SPY | ETF | 122.4 | 122.52 | 122.4 | 122.46 | 137725.0 |
| 2011-10-17 07:35:00 | SPY | ETF | 122.46 | 122.5 | 122.41 | 122.5 | 64550.0 |
| 2011-10-17 07:40:00 | SPY | ETF | 122.51 | 122.55 | 122.47 | 122.51 | 144405.0 |
| 2011-10-17 07:45:00 | SPY | ETF | 122.5 | 122.51 | 122.44 | 122.48 | 48400.0 |
| 2011-10-17 07:50:00 | SPY | ETF | 122.46 | 122.46 | 122.29 | 122.3 | 108313.0 |
| 2011-10-17 07:55:00 | SPY | ETF | 122.28 | 122.36 | 122.16 | 122.32 | 339413.0 |
| 2011-10-17 08:00:00 | SPY | ETF | 122.32 | 122.92 | 122.18 | 122.25 | 2293130.0 |
| 2011-10-17 08:05:00 | SPY | ETF | 122.42 | 122.42 | 122.19 | 122.2 | 213870.0 |
| 2011-10-17 08:10:00 | SPY | ETF | 122.2 | 122.31 | 122.15 | 122.28 | 72516.0 |
| 2011-10-17 08:15:00 | SPY | ETF | 122.29 | 122.31 | 122.22 | 122.24 | 65454.0 |
| 2011-10-17 08:20:00 | SPY | ETF | 122.25 | 123.5 | 122.24 | 122.35 | 123436.0 |
| 2011-10-17 08:25:00 | SPY | ETF | 122.36 | 122.49 | 122.35 | 122.47 | 170381.0 |
> showing 50 of 36,473 rows — these rows as CSV