PREVIEW / etf_5min / 2011-11-07
file: by_date/etf_5min/2011/2011-11-07.parquet size: 877 KB rows: 35,648
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 |
|---|---|---|---|---|---|---|---|
| 2011-11-07 04:00:00 | SPY | ETF | 124.42 | 124.42 | 123.95 | 124.09 | 3690.0 |
| 2011-11-07 04:05:00 | SPY | ETF | 124.03 | 124.08 | 123.88 | 123.88 | 1077.0 |
| 2011-11-07 04:10:00 | SPY | ETF | 124.0 | 124.0 | 124.0 | 124.0 | 980.0 |
| 2011-11-07 04:20:00 | SPY | ETF | 124.11 | 124.12 | 124.06 | 124.06 | 2300.0 |
| 2011-11-07 04:25:00 | SPY | ETF | 124.2 | 124.2 | 124.2 | 124.2 | 100.0 |
| 2011-11-07 04:30:00 | SPY | ETF | 124.1 | 124.25 | 124.1 | 124.25 | 1280.0 |
| 2011-11-07 04:35:00 | SPY | ETF | 124.3 | 124.3 | 124.3 | 124.3 | 250.0 |
| 2011-11-07 04:40:00 | SPY | ETF | 124.28 | 124.28 | 124.12 | 124.12 | 700.0 |
| 2011-11-07 04:50:00 | SPY | ETF | 124.14 | 124.15 | 124.05 | 124.15 | 107561.0 |
| 2011-11-07 04:55:00 | SPY | ETF | 124.1 | 124.1 | 124.1 | 124.1 | 7225.0 |
| 2011-11-07 05:00:00 | SPY | ETF | 124.03 | 124.03 | 123.84 | 123.88 | 8304.0 |
| 2011-11-07 05:05:00 | SPY | ETF | 123.84 | 123.91 | 123.84 | 123.91 | 3978.0 |
| 2011-11-07 05:10:00 | SPY | ETF | 123.9 | 123.94 | 123.8 | 123.94 | 6600.0 |
| 2011-11-07 05:15:00 | SPY | ETF | 123.92 | 124.01 | 123.92 | 124.01 | 1100.0 |
| 2011-11-07 05:20:00 | SPY | ETF | 124.0 | 124.09 | 124.0 | 124.09 | 2800.0 |
| 2011-11-07 05:25:00 | SPY | ETF | 124.09 | 124.09 | 124.05 | 124.05 | 2400.0 |
| 2011-11-07 05:30:00 | SPY | ETF | 124.15 | 124.15 | 124.09 | 124.09 | 300.0 |
| 2011-11-07 05:35:00 | SPY | ETF | 124.17 | 124.17 | 124.17 | 124.17 | 200.0 |
| 2011-11-07 05:40:00 | SPY | ETF | 124.08 | 124.25 | 124.08 | 124.25 | 7600.0 |
| 2011-11-07 05:50:00 | SPY | ETF | 124.3 | 124.4 | 124.3 | 124.4 | 1200.0 |
| 2011-11-07 05:55:00 | SPY | ETF | 124.35 | 124.5 | 124.35 | 124.5 | 400.0 |
| 2011-11-07 06:00:00 | SPY | ETF | 124.48 | 124.62 | 124.48 | 124.62 | 1150.0 |
| 2011-11-07 06:05:00 | SPY | ETF | 124.69 | 124.84 | 124.69 | 124.84 | 8650.0 |
| 2011-11-07 06:10:00 | SPY | ETF | 125.05 | 125.05 | 124.89 | 124.95 | 3500.0 |
| 2011-11-07 06:15:00 | SPY | ETF | 125.01 | 125.37 | 124.99 | 125.29 | 16600.0 |
| 2011-11-07 06:20:00 | SPY | ETF | 125.21 | 125.21 | 125.11 | 125.11 | 1750.0 |
| 2011-11-07 06:25:00 | SPY | ETF | 125.09 | 125.1 | 124.97 | 124.97 | 19049.0 |
| 2011-11-07 06:30:00 | SPY | ETF | 124.92 | 125.05 | 124.92 | 125.01 | 1254.0 |
| 2011-11-07 06:35:00 | SPY | ETF | 125.06 | 125.09 | 125.01 | 125.09 | 27961.0 |
| 2011-11-07 06:40:00 | SPY | ETF | 125.14 | 125.15 | 125.05 | 125.15 | 44861.0 |
| 2011-11-07 06:45:00 | SPY | ETF | 125.17 | 125.2 | 125.09 | 125.2 | 4060.0 |
| 2011-11-07 06:50:00 | SPY | ETF | 125.25 | 125.27 | 125.05 | 125.05 | 3200.0 |
| 2011-11-07 06:55:00 | SPY | ETF | 125.09 | 125.24 | 124.49 | 124.49 | 41601.0 |
| 2011-11-07 07:00:00 | SPY | ETF | 124.52 | 124.82 | 124.5 | 124.73 | 86045.0 |
| 2011-11-07 07:05:00 | SPY | ETF | 124.72 | 124.9 | 124.72 | 124.79 | 25600.0 |
| 2011-11-07 07:10:00 | SPY | ETF | 124.76 | 125.04 | 124.76 | 124.99 | 54972.0 |
| 2011-11-07 07:15:00 | SPY | ETF | 125.02 | 125.03 | 124.84 | 124.91 | 33950.0 |
| 2011-11-07 07:20:00 | SPY | ETF | 124.94 | 125.01 | 124.83 | 125.0 | 49700.0 |
| 2011-11-07 07:25:00 | SPY | ETF | 125.0 | 125.08 | 124.94 | 124.97 | 6632.0 |
| 2011-11-07 07:30:00 | SPY | ETF | 124.96 | 125.06 | 124.95 | 125.01 | 23835.0 |
| 2011-11-07 07:35:00 | SPY | ETF | 125.02 | 125.15 | 125.02 | 125.14 | 30425.0 |
| 2011-11-07 07:40:00 | SPY | ETF | 125.14 | 125.16 | 125.05 | 125.14 | 59275.0 |
| 2011-11-07 07:45:00 | SPY | ETF | 125.15 | 125.24 | 125.07 | 125.15 | 17598.0 |
| 2011-11-07 07:50:00 | SPY | ETF | 125.16 | 125.26 | 125.12 | 125.26 | 20075.0 |
| 2011-11-07 07:55:00 | SPY | ETF | 125.26 | 125.36 | 125.22 | 125.22 | 83974.0 |
| 2011-11-07 08:00:00 | SPY | ETF | 125.26 | 125.31 | 125.04 | 125.15 | 321348.0 |
| 2011-11-07 08:05:00 | SPY | ETF | 125.15 | 125.15 | 125.03 | 125.09 | 138530.0 |
| 2011-11-07 08:10:00 | SPY | ETF | 125.1 | 125.1 | 124.95 | 125.0 | 119236.0 |
| 2011-11-07 08:15:00 | SPY | ETF | 125.01 | 125.05 | 124.99 | 125.01 | 75710.0 |
| 2011-11-07 08:20:00 | SPY | ETF | 125.0 | 125.06 | 124.85 | 124.85 | 122857.0 |
> showing 50 of 35,648 rows — these rows as CSV