PREVIEW / etf_5min / 2011-11-21
file: by_date/etf_5min/2011/2011-11-21.parquet size: 967 KB rows: 39,529
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 |
|---|---|---|---|---|---|---|---|
| 2011-11-21 04:00:00 | SPY | ETF | 120.78 | 120.78 | 120.07 | 120.15 | 12328.0 |
| 2011-11-21 04:05:00 | SPY | ETF | 120.2 | 120.2 | 120.2 | 120.2 | 900.0 |
| 2011-11-21 04:10:00 | SPY | ETF | 120.16 | 120.33 | 120.1 | 120.26 | 38578.0 |
| 2011-11-21 04:15:00 | SPY | ETF | 120.24 | 120.27 | 120.16 | 120.16 | 3368.0 |
| 2011-11-21 04:20:00 | SPY | ETF | 120.16 | 120.16 | 120.03 | 120.11 | 5897.0 |
| 2011-11-21 04:25:00 | SPY | ETF | 120.05 | 120.05 | 119.92 | 119.92 | 8800.0 |
| 2011-11-21 04:30:00 | SPY | ETF | 119.98 | 120.13 | 119.98 | 120.13 | 80600.0 |
| 2011-11-21 04:35:00 | SPY | ETF | 120.15 | 120.15 | 120.15 | 120.15 | 500.0 |
| 2011-11-21 04:50:00 | SPY | ETF | 119.93 | 120.02 | 119.93 | 120.02 | 2600.0 |
| 2011-11-21 04:55:00 | SPY | ETF | 120.08 | 120.08 | 120.08 | 120.08 | 400.0 |
| 2011-11-21 05:00:00 | SPY | ETF | 120.08 | 120.08 | 120.08 | 120.08 | 330.0 |
| 2011-11-21 05:05:00 | SPY | ETF | 120.05 | 120.05 | 120.05 | 120.05 | 400.0 |
| 2011-11-21 05:10:00 | SPY | ETF | 120.07 | 120.07 | 120.07 | 120.07 | 200.0 |
| 2011-11-21 05:15:00 | SPY | ETF | 120.09 | 120.09 | 120.07 | 120.07 | 800.0 |
| 2011-11-21 05:20:00 | SPY | ETF | 120.12 | 120.13 | 120.12 | 120.13 | 1930.0 |
| 2011-11-21 05:25:00 | SPY | ETF | 120.09 | 120.09 | 120.09 | 120.09 | 100.0 |
| 2011-11-21 05:30:00 | SPY | ETF | 120.02 | 120.02 | 120.0 | 120.0 | 800.0 |
| 2011-11-21 05:35:00 | SPY | ETF | 120.04 | 120.04 | 120.04 | 120.04 | 200.0 |
| 2011-11-21 05:40:00 | SPY | ETF | 119.93 | 120.04 | 119.93 | 120.04 | 1200.0 |
| 2011-11-21 05:50:00 | SPY | ETF | 120.0 | 120.0 | 120.0 | 120.0 | 100.0 |
| 2011-11-21 05:55:00 | SPY | ETF | 120.11 | 120.17 | 120.11 | 120.17 | 1575.0 |
| 2011-11-21 06:00:00 | SPY | ETF | 120.05 | 120.05 | 120.0 | 120.0 | 5200.0 |
| 2011-11-21 06:05:00 | SPY | ETF | 120.15 | 120.2 | 120.15 | 120.2 | 1100.0 |
| 2011-11-21 06:10:00 | SPY | ETF | 120.14 | 120.19 | 120.14 | 120.19 | 200.0 |
| 2011-11-21 06:15:00 | SPY | ETF | 120.05 | 120.12 | 120.05 | 120.12 | 11000.0 |
| 2011-11-21 06:20:00 | SPY | ETF | 120.12 | 120.12 | 120.0 | 120.0 | 1130.0 |
| 2011-11-21 06:25:00 | SPY | ETF | 120.02 | 120.08 | 119.95 | 120.0 | 14734.0 |
| 2011-11-21 06:30:00 | SPY | ETF | 119.94 | 120.05 | 119.94 | 119.97 | 46748.0 |
| 2011-11-21 06:35:00 | SPY | ETF | 119.97 | 119.97 | 119.94 | 119.96 | 10569.0 |
| 2011-11-21 06:40:00 | SPY | ETF | 120.05 | 120.07 | 120.01 | 120.01 | 3050.0 |
| 2011-11-21 06:45:00 | SPY | ETF | 120.0 | 120.0 | 119.83 | 119.83 | 4081.0 |
| 2011-11-21 06:50:00 | SPY | ETF | 119.82 | 119.87 | 119.79 | 119.81 | 5270.0 |
| 2011-11-21 06:55:00 | SPY | ETF | 119.88 | 119.97 | 119.88 | 119.97 | 5484.0 |
| 2011-11-21 07:00:00 | SPY | ETF | 119.98 | 120.0 | 119.88 | 119.95 | 58685.0 |
| 2011-11-21 07:05:00 | SPY | ETF | 119.96 | 119.98 | 119.85 | 119.95 | 26469.0 |
| 2011-11-21 07:10:00 | SPY | ETF | 119.95 | 119.96 | 119.79 | 119.95 | 32154.0 |
| 2011-11-21 07:15:00 | SPY | ETF | 119.93 | 120.14 | 119.91 | 120.14 | 84590.0 |
| 2011-11-21 07:20:00 | SPY | ETF | 120.11 | 120.11 | 119.93 | 119.95 | 57270.0 |
| 2011-11-21 07:25:00 | SPY | ETF | 119.93 | 120.05 | 119.92 | 120.03 | 39029.0 |
| 2011-11-21 07:30:00 | SPY | ETF | 120.08 | 120.21 | 120.01 | 120.09 | 105765.0 |
| 2011-11-21 07:35:00 | SPY | ETF | 120.09 | 120.09 | 119.95 | 119.99 | 65500.0 |
| 2011-11-21 07:40:00 | SPY | ETF | 119.99 | 120.03 | 119.92 | 120.02 | 45872.0 |
| 2011-11-21 07:45:00 | SPY | ETF | 119.99 | 120.04 | 119.94 | 119.97 | 57690.0 |
| 2011-11-21 07:50:00 | SPY | ETF | 119.99 | 120.05 | 119.95 | 119.99 | 57778.0 |
| 2011-11-21 07:55:00 | SPY | ETF | 120.01 | 120.18 | 119.95 | 120.18 | 188758.0 |
| 2011-11-21 08:00:00 | SPY | ETF | 120.07 | 120.8222 | 119.97 | 120.11 | 255492.0 |
| 2011-11-21 08:05:00 | SPY | ETF | 120.02 | 120.16 | 120.0 | 120.01 | 111485.0 |
| 2011-11-21 08:10:00 | SPY | ETF | 120.04 | 120.13 | 120.01 | 120.11 | 70288.0 |
| 2011-11-21 08:15:00 | SPY | ETF | 120.13 | 120.16 | 120.03 | 120.04 | 74924.0 |
| 2011-11-21 08:20:00 | SPY | ETF | 120.05 | 120.11 | 119.98 | 120.04 | 55848.0 |
> showing 50 of 39,529 rows — these rows as CSV