PREVIEW / etf_5min / 2011-10-26
file: by_date/etf_5min/2011/2011-10-26.parquet size: 926 KB rows: 37,116
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-26 04:00:00 | SPY | ETF | 123.56 | 123.95 | 123.56 | 123.95 | 9721.0 |
| 2011-10-26 04:05:00 | SPY | ETF | 123.95 | 123.95 | 123.86 | 123.86 | 5200.0 |
| 2011-10-26 04:10:00 | SPY | ETF | 123.83 | 123.83 | 123.83 | 123.83 | 700.0 |
| 2011-10-26 04:25:00 | SPY | ETF | 123.74 | 123.75 | 123.67 | 123.67 | 2900.0 |
| 2011-10-26 04:30:00 | SPY | ETF | 123.62 | 123.62 | 123.62 | 123.62 | 200.0 |
| 2011-10-26 04:40:00 | SPY | ETF | 123.71 | 123.75 | 123.71 | 123.75 | 950.0 |
| 2011-10-26 04:50:00 | SPY | ETF | 123.64 | 123.64 | 123.56 | 123.56 | 300.0 |
| 2011-10-26 05:00:00 | SPY | ETF | 123.47 | 123.47 | 123.47 | 123.47 | 100.0 |
| 2011-10-26 05:10:00 | SPY | ETF | 123.66 | 123.74 | 123.66 | 123.74 | 4200.0 |
| 2011-10-26 05:20:00 | SPY | ETF | 123.72 | 123.72 | 123.72 | 123.72 | 400.0 |
| 2011-10-26 05:25:00 | SPY | ETF | 123.65 | 123.65 | 123.65 | 123.65 | 3000.0 |
| 2011-10-26 05:40:00 | SPY | ETF | 123.72 | 123.72 | 123.72 | 123.72 | 100.0 |
| 2011-10-26 05:55:00 | SPY | ETF | 123.72 | 123.72 | 123.72 | 123.72 | 200.0 |
| 2011-10-26 06:00:00 | SPY | ETF | 123.7 | 123.71 | 123.7 | 123.71 | 1040.0 |
| 2011-10-26 06:05:00 | SPY | ETF | 123.71 | 123.71 | 123.71 | 123.71 | 200.0 |
| 2011-10-26 06:10:00 | SPY | ETF | 123.65 | 123.65 | 123.65 | 123.65 | 100.0 |
| 2011-10-26 06:15:00 | SPY | ETF | 123.61 | 123.66 | 123.61 | 123.64 | 6400.0 |
| 2011-10-26 06:20:00 | SPY | ETF | 123.63 | 123.63 | 123.45 | 123.45 | 4600.0 |
| 2011-10-26 06:25:00 | SPY | ETF | 123.49 | 123.54 | 123.49 | 123.54 | 2700.0 |
| 2011-10-26 06:30:00 | SPY | ETF | 123.51 | 123.51 | 123.51 | 123.51 | 8900.0 |
| 2011-10-26 06:35:00 | SPY | ETF | 123.59 | 123.64 | 123.59 | 123.64 | 5800.0 |
| 2011-10-26 06:40:00 | SPY | ETF | 123.59 | 123.59 | 123.5 | 123.53 | 45100.0 |
| 2011-10-26 06:45:00 | SPY | ETF | 123.58 | 123.68 | 123.58 | 123.68 | 18100.0 |
| 2011-10-26 06:50:00 | SPY | ETF | 123.68 | 123.9 | 123.68 | 123.85 | 91600.0 |
| 2011-10-26 06:55:00 | SPY | ETF | 123.85 | 123.87 | 123.66 | 123.67 | 79950.0 |
| 2011-10-26 07:00:00 | SPY | ETF | 123.69 | 123.73 | 123.63 | 123.64 | 33288.0 |
| 2011-10-26 07:05:00 | SPY | ETF | 123.65 | 123.66 | 123.5 | 123.55 | 31448.0 |
| 2011-10-26 07:10:00 | SPY | ETF | 123.59 | 123.8 | 123.57 | 123.78 | 31543.0 |
| 2011-10-26 07:15:00 | SPY | ETF | 123.8 | 123.8 | 123.72 | 123.8 | 21350.0 |
| 2011-10-26 07:20:00 | SPY | ETF | 123.78 | 123.81 | 123.74 | 123.75 | 3260.0 |
| 2011-10-26 07:25:00 | SPY | ETF | 123.75 | 123.87 | 123.75 | 123.85 | 65700.0 |
| 2011-10-26 07:30:00 | SPY | ETF | 123.85 | 123.93 | 123.85 | 123.9 | 48330.0 |
| 2011-10-26 07:35:00 | SPY | ETF | 123.9 | 123.9 | 123.8 | 123.8 | 6200.0 |
| 2011-10-26 07:40:00 | SPY | ETF | 123.8 | 123.84 | 123.67 | 123.7 | 62550.0 |
| 2011-10-26 07:45:00 | SPY | ETF | 123.7 | 123.74 | 123.69 | 123.72 | 17200.0 |
| 2011-10-26 07:50:00 | SPY | ETF | 123.72 | 123.76 | 123.68 | 123.68 | 13200.0 |
| 2011-10-26 07:55:00 | SPY | ETF | 123.65 | 123.69 | 123.62 | 123.62 | 21274.0 |
| 2011-10-26 08:00:00 | SPY | ETF | 123.64 | 123.87 | 123.6 | 123.69 | 185392.0 |
| 2011-10-26 08:05:00 | SPY | ETF | 123.68 | 123.82 | 123.68 | 123.82 | 85457.0 |
| 2011-10-26 08:10:00 | SPY | ETF | 123.83 | 123.84 | 123.75 | 123.77 | 34350.0 |
| 2011-10-26 08:15:00 | SPY | ETF | 123.78 | 123.81 | 123.76 | 123.81 | 25875.0 |
| 2011-10-26 08:20:00 | SPY | ETF | 123.81 | 123.81 | 123.73 | 123.8 | 456363.0 |
| 2011-10-26 08:25:00 | SPY | ETF | 123.79 | 123.9 | 123.74 | 123.85 | 81817.0 |
| 2011-10-26 08:30:00 | SPY | ETF | 123.86 | 124.4 | 123.76 | 123.79 | 1008678.0 |
| 2011-10-26 08:35:00 | SPY | ETF | 123.79 | 123.87 | 123.65 | 123.7 | 352538.0 |
| 2011-10-26 08:40:00 | SPY | ETF | 123.69 | 123.77 | 123.67 | 123.69 | 344861.0 |
| 2011-10-26 08:45:00 | SPY | ETF | 123.68 | 123.93 | 123.68 | 123.86 | 199694.0 |
| 2011-10-26 08:50:00 | SPY | ETF | 123.87 | 123.96 | 123.85 | 123.96 | 185224.0 |
| 2011-10-26 08:55:00 | SPY | ETF | 123.97 | 124.15 | 123.95 | 124.08 | 667263.0 |
| 2011-10-26 09:00:00 | SPY | ETF | 124.08 | 124.25 | 124.08 | 124.19 | 366869.0 |
> showing 50 of 37,116 rows — these rows as CSV