PREVIEW / etf_5min / 2011-11-17
file: by_date/etf_5min/2011/2011-11-17.parquet size: 952 KB rows: 38,983
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 |
|---|---|---|---|---|---|---|---|
| 2011-11-17 04:00:00 | SPY | ETF | 123.85 | 124.15 | 123.85 | 124.05 | 14575.0 |
| 2011-11-17 04:05:00 | SPY | ETF | 124.1 | 124.13 | 124.1 | 124.1 | 700.0 |
| 2011-11-17 04:10:00 | SPY | ETF | 124.23 | 124.4 | 124.23 | 124.4 | 2950.0 |
| 2011-11-17 04:15:00 | SPY | ETF | 124.36 | 124.36 | 124.28 | 124.28 | 1600.0 |
| 2011-11-17 04:20:00 | SPY | ETF | 124.21 | 124.21 | 124.21 | 124.21 | 1500.0 |
| 2011-11-17 04:25:00 | SPY | ETF | 124.13 | 124.13 | 124.13 | 124.13 | 100.0 |
| 2011-11-17 04:30:00 | SPY | ETF | 124.18 | 124.27 | 124.18 | 124.27 | 800.0 |
| 2011-11-17 04:35:00 | SPY | ETF | 123.93 | 123.93 | 123.93 | 123.93 | 200.0 |
| 2011-11-17 04:40:00 | SPY | ETF | 124.03 | 124.03 | 124.03 | 124.03 | 100.0 |
| 2011-11-17 04:45:00 | SPY | ETF | 123.7 | 123.78 | 123.62 | 123.62 | 2800.0 |
| 2011-11-17 04:50:00 | SPY | ETF | 123.72 | 123.72 | 123.72 | 123.72 | 100.0 |
| 2011-11-17 04:55:00 | SPY | ETF | 123.7 | 123.7 | 123.63 | 123.63 | 500.0 |
| 2011-11-17 05:05:00 | SPY | ETF | 123.73 | 123.73 | 123.7 | 123.7 | 20000.0 |
| 2011-11-17 05:10:00 | SPY | ETF | 123.54 | 123.54 | 123.46 | 123.46 | 2250.0 |
| 2011-11-17 05:15:00 | SPY | ETF | 123.41 | 123.49 | 123.41 | 123.49 | 520.0 |
| 2011-11-17 05:20:00 | SPY | ETF | 123.55 | 123.55 | 123.42 | 123.46 | 700.0 |
| 2011-11-17 05:30:00 | SPY | ETF | 123.71 | 123.71 | 123.71 | 123.71 | 200.0 |
| 2011-11-17 05:35:00 | SPY | ETF | 123.76 | 123.76 | 123.76 | 123.76 | 100.0 |
| 2011-11-17 05:40:00 | SPY | ETF | 123.71 | 123.71 | 123.71 | 123.71 | 1000.0 |
| 2011-11-17 05:45:00 | SPY | ETF | 123.73 | 123.78 | 123.7 | 123.7 | 12000.0 |
| 2011-11-17 05:50:00 | SPY | ETF | 123.56 | 123.56 | 123.53 | 123.53 | 200.0 |
| 2011-11-17 05:55:00 | SPY | ETF | 123.7 | 123.71 | 123.7 | 123.71 | 2100.0 |
| 2011-11-17 06:00:00 | SPY | ETF | 123.72 | 123.72 | 123.72 | 123.72 | 4000.0 |
| 2011-11-17 06:10:00 | SPY | ETF | 123.89 | 123.98 | 123.89 | 123.98 | 25375.0 |
| 2011-11-17 06:15:00 | SPY | ETF | 123.98 | 123.98 | 123.88 | 123.88 | 25550.0 |
| 2011-11-17 06:20:00 | SPY | ETF | 123.88 | 123.88 | 123.88 | 123.88 | 5000.0 |
| 2011-11-17 06:30:00 | SPY | ETF | 123.76 | 123.81 | 123.7 | 123.7 | 1375.0 |
| 2011-11-17 06:35:00 | SPY | ETF | 123.66 | 123.69 | 123.66 | 123.66 | 10100.0 |
| 2011-11-17 06:40:00 | SPY | ETF | 123.6 | 123.6 | 123.3 | 123.36 | 4000.0 |
| 2011-11-17 06:45:00 | SPY | ETF | 123.38 | 123.39 | 123.27 | 123.27 | 5495.0 |
| 2011-11-17 06:50:00 | SPY | ETF | 123.26 | 123.29 | 123.1 | 123.2 | 277708.0 |
| 2011-11-17 06:55:00 | SPY | ETF | 123.15 | 123.28 | 123.12 | 123.17 | 36236.0 |
| 2011-11-17 07:00:00 | SPY | ETF | 123.19 | 123.19 | 122.67 | 122.74 | 173111.0 |
| 2011-11-17 07:05:00 | SPY | ETF | 122.74 | 122.78 | 122.61 | 122.74 | 180738.0 |
| 2011-11-17 07:10:00 | SPY | ETF | 122.71 | 122.92 | 122.69 | 122.87 | 38474.0 |
| 2011-11-17 07:15:00 | SPY | ETF | 122.89 | 122.9 | 122.84 | 122.85 | 76606.0 |
| 2011-11-17 07:20:00 | SPY | ETF | 122.84 | 122.88 | 122.81 | 122.83 | 96622.0 |
| 2011-11-17 07:25:00 | SPY | ETF | 122.83 | 122.97 | 122.83 | 122.97 | 43688.0 |
| 2011-11-17 07:30:00 | SPY | ETF | 122.97 | 123.0 | 122.87 | 122.96 | 146750.0 |
| 2011-11-17 07:35:00 | SPY | ETF | 122.95 | 123.09 | 122.95 | 123.03 | 74950.0 |
| 2011-11-17 07:40:00 | SPY | ETF | 123.01 | 123.26 | 122.98 | 123.2 | 98225.0 |
| 2011-11-17 07:45:00 | SPY | ETF | 123.22 | 123.39 | 123.17 | 123.34 | 283070.0 |
| 2011-11-17 07:50:00 | SPY | ETF | 123.33 | 123.37 | 123.2 | 123.35 | 125500.0 |
| 2011-11-17 07:55:00 | SPY | ETF | 123.35 | 123.49 | 123.29 | 123.44 | 179690.0 |
| 2011-11-17 08:00:00 | SPY | ETF | 123.45 | 123.605 | 122.95 | 123.38 | 295243.0 |
| 2011-11-17 08:05:00 | SPY | ETF | 123.38 | 123.42 | 123.17 | 123.17 | 192620.0 |
| 2011-11-17 08:10:00 | SPY | ETF | 123.22 | 123.26 | 123.1 | 123.1 | 219834.0 |
| 2011-11-17 08:15:00 | SPY | ETF | 123.1 | 123.21 | 123.08 | 123.2 | 127980.0 |
| 2011-11-17 08:20:00 | SPY | ETF | 123.19 | 123.2 | 123.05 | 123.14 | 667998.0 |
| 2011-11-17 08:25:00 | SPY | ETF | 123.13 | 123.3 | 123.13 | 123.21 | 284819.0 |
> showing 50 of 38,983 rows — these rows as CSV