PREVIEW / etf_5min / 2011-10-27
file: by_date/etf_5min/2011/2011-10-27.parquet size: 1.0 MB rows: 43,207
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 |
|---|---|---|---|---|---|---|---|
| 2011-10-27 04:00:00 | SPY | ETF | 125.96 | 126.34 | 125.96 | 126.34 | 70639.0 |
| 2011-10-27 04:05:00 | SPY | ETF | 126.36 | 126.38 | 126.18 | 126.18 | 6490.0 |
| 2011-10-27 04:10:00 | SPY | ETF | 126.37 | 126.37 | 126.37 | 126.37 | 500.0 |
| 2011-10-27 04:15:00 | SPY | ETF | 126.38 | 126.44 | 126.34 | 126.34 | 34750.0 |
| 2011-10-27 04:20:00 | SPY | ETF | 126.41 | 126.47 | 126.38 | 126.47 | 6100.0 |
| 2011-10-27 04:25:00 | SPY | ETF | 126.46 | 126.5 | 126.43 | 126.43 | 5400.0 |
| 2011-10-27 04:30:00 | SPY | ETF | 126.46 | 126.5 | 126.43 | 126.43 | 52300.0 |
| 2011-10-27 04:35:00 | SPY | ETF | 126.4 | 126.4 | 126.33 | 126.38 | 16400.0 |
| 2011-10-27 04:40:00 | SPY | ETF | 126.36 | 126.36 | 126.36 | 126.36 | 200.0 |
| 2011-10-27 04:45:00 | SPY | ETF | 126.28 | 126.28 | 126.21 | 126.26 | 9400.0 |
| 2011-10-27 04:50:00 | SPY | ETF | 126.32 | 126.32 | 126.32 | 126.32 | 13400.0 |
| 2011-10-27 04:55:00 | SPY | ETF | 126.27 | 126.27 | 126.16 | 126.16 | 8950.0 |
| 2011-10-27 05:00:00 | SPY | ETF | 126.11 | 126.19 | 126.11 | 126.19 | 2000.0 |
| 2011-10-27 05:05:00 | SPY | ETF | 126.31 | 126.37 | 126.31 | 126.37 | 900.0 |
| 2011-10-27 05:10:00 | SPY | ETF | 126.43 | 126.43 | 126.36 | 126.36 | 600.0 |
| 2011-10-27 05:20:00 | SPY | ETF | 126.29 | 126.35 | 126.29 | 126.35 | 1400.0 |
| 2011-10-27 05:25:00 | SPY | ETF | 126.33 | 126.42 | 126.33 | 126.4 | 10800.0 |
| 2011-10-27 05:35:00 | SPY | ETF | 126.31 | 126.41 | 126.31 | 126.41 | 1200.0 |
| 2011-10-27 05:40:00 | SPY | ETF | 126.45 | 126.62 | 126.41 | 126.62 | 22126.0 |
| 2011-10-27 05:45:00 | SPY | ETF | 126.51 | 126.57 | 126.51 | 126.51 | 21010.0 |
| 2011-10-27 05:50:00 | SPY | ETF | 126.53 | 126.56 | 126.53 | 126.56 | 1000.0 |
| 2011-10-27 05:55:00 | SPY | ETF | 126.62 | 126.77 | 126.56 | 126.74 | 4254.0 |
| 2011-10-27 06:00:00 | SPY | ETF | 126.73 | 126.73 | 126.67 | 126.67 | 500.0 |
| 2011-10-27 06:05:00 | SPY | ETF | 126.63 | 126.63 | 126.61 | 126.61 | 11400.0 |
| 2011-10-27 06:10:00 | SPY | ETF | 126.61 | 126.68 | 126.58 | 126.65 | 19321.0 |
| 2011-10-27 06:15:00 | SPY | ETF | 126.67 | 126.75 | 126.65 | 126.74 | 14766.0 |
| 2011-10-27 06:20:00 | SPY | ETF | 126.75 | 126.76 | 126.63 | 126.71 | 38400.0 |
| 2011-10-27 06:25:00 | SPY | ETF | 126.65 | 126.76 | 126.64 | 126.7 | 40790.0 |
| 2011-10-27 06:30:00 | SPY | ETF | 126.72 | 126.72 | 126.67 | 126.67 | 3700.0 |
| 2011-10-27 06:35:00 | SPY | ETF | 126.65 | 126.74 | 126.65 | 126.74 | 9240.0 |
| 2011-10-27 06:40:00 | SPY | ETF | 126.78 | 126.8 | 126.72 | 126.76 | 12400.0 |
| 2011-10-27 06:45:00 | SPY | ETF | 126.8 | 126.9 | 126.79 | 126.87 | 92840.0 |
| 2011-10-27 06:50:00 | SPY | ETF | 126.87 | 126.89 | 126.78 | 126.89 | 51847.0 |
| 2011-10-27 06:55:00 | SPY | ETF | 126.91 | 126.93 | 126.88 | 126.88 | 69643.0 |
| 2011-10-27 07:00:00 | SPY | ETF | 126.9 | 126.92 | 126.85 | 126.88 | 383562.0 |
| 2011-10-27 07:05:00 | SPY | ETF | 126.89 | 126.92 | 126.78 | 126.82 | 255774.0 |
| 2011-10-27 07:10:00 | SPY | ETF | 126.8 | 126.82 | 126.75 | 126.8 | 71073.0 |
| 2011-10-27 07:15:00 | SPY | ETF | 126.82 | 126.92 | 126.78 | 126.91 | 133045.0 |
| 2011-10-27 07:20:00 | SPY | ETF | 126.92 | 126.92 | 126.83 | 126.86 | 58856.0 |
| 2011-10-27 07:25:00 | SPY | ETF | 126.85 | 126.92 | 126.85 | 126.85 | 126335.0 |
| 2011-10-27 07:30:00 | SPY | ETF | 126.89 | 126.92 | 126.83 | 126.83 | 127580.0 |
| 2011-10-27 07:35:00 | SPY | ETF | 126.83 | 126.87 | 126.78 | 126.85 | 197055.0 |
| 2011-10-27 07:40:00 | SPY | ETF | 126.86 | 126.98 | 126.83 | 126.98 | 234976.0 |
| 2011-10-27 07:45:00 | SPY | ETF | 126.98 | 127.07 | 126.93 | 127.03 | 312783.0 |
| 2011-10-27 07:50:00 | SPY | ETF | 127.03 | 127.06 | 126.97 | 127.05 | 142973.0 |
| 2011-10-27 07:55:00 | SPY | ETF | 127.06 | 127.25 | 127.05 | 127.12 | 269545.0 |
| 2011-10-27 08:00:00 | SPY | ETF | 127.1 | 127.3 | 126.43 | 127.28 | 1531497.0 |
| 2011-10-27 08:05:00 | SPY | ETF | 126.7 | 127.31 | 125.44 | 127.22 | 1303439.0 |
| 2011-10-27 08:10:00 | SPY | ETF | 127.2 | 127.3 | 127.18 | 127.28 | 305782.0 |
| 2011-10-27 08:15:00 | SPY | ETF | 127.28 | 127.38 | 127.23 | 127.32 | 662817.0 |
> showing 50 of 43,207 rows — these rows as CSV