PREVIEW / etf_5min / 2011-12-12
file: by_date/etf_5min/2011/2011-12-12.parquet size: 880 KB rows: 36,945
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 |
|---|---|---|---|---|---|---|---|
| 2011-12-12 04:00:00 | SPY | ETF | 126.02 | 126.02 | 125.71 | 125.78 | 5051.0 |
| 2011-12-12 04:05:00 | SPY | ETF | 125.79 | 125.79 | 125.6 | 125.6 | 1557.0 |
| 2011-12-12 04:10:00 | SPY | ETF | 125.5 | 125.6 | 125.49 | 125.6 | 1000.0 |
| 2011-12-12 04:15:00 | SPY | ETF | 125.6 | 125.6 | 125.6 | 125.6 | 100.0 |
| 2011-12-12 04:20:00 | SPY | ETF | 125.45 | 125.5 | 125.41 | 125.5 | 900.0 |
| 2011-12-12 04:25:00 | SPY | ETF | 125.34 | 125.34 | 125.34 | 125.34 | 500.0 |
| 2011-12-12 04:30:00 | SPY | ETF | 125.3 | 125.35 | 125.3 | 125.35 | 450.0 |
| 2011-12-12 04:40:00 | SPY | ETF | 125.28 | 125.28 | 125.23 | 125.25 | 500.0 |
| 2011-12-12 04:45:00 | SPY | ETF | 125.19 | 125.22 | 125.18 | 125.22 | 400.0 |
| 2011-12-12 04:50:00 | SPY | ETF | 125.14 | 125.14 | 125.14 | 125.14 | 200.0 |
| 2011-12-12 04:55:00 | SPY | ETF | 125.29 | 125.29 | 125.29 | 125.29 | 200.0 |
| 2011-12-12 05:00:00 | SPY | ETF | 125.15 | 125.15 | 125.15 | 125.15 | 100.0 |
| 2011-12-12 05:05:00 | SPY | ETF | 125.27 | 125.34 | 125.27 | 125.31 | 626.0 |
| 2011-12-12 05:10:00 | SPY | ETF | 125.3 | 125.32 | 125.27 | 125.3 | 2174.0 |
| 2011-12-12 05:15:00 | SPY | ETF | 125.38 | 125.44 | 125.38 | 125.42 | 2100.0 |
| 2011-12-12 05:20:00 | SPY | ETF | 125.39 | 125.39 | 125.2 | 125.2 | 5400.0 |
| 2011-12-12 05:30:00 | SPY | ETF | 125.18 | 125.35 | 125.18 | 125.35 | 300.0 |
| 2011-12-12 05:35:00 | SPY | ETF | 125.38 | 125.44 | 125.38 | 125.38 | 2050.0 |
| 2011-12-12 05:40:00 | SPY | ETF | 125.4 | 125.53 | 125.4 | 125.53 | 1550.0 |
| 2011-12-12 05:45:00 | SPY | ETF | 125.54 | 125.54 | 125.45 | 125.45 | 900.0 |
| 2011-12-12 05:50:00 | SPY | ETF | 125.5 | 125.5 | 125.29 | 125.29 | 1200.0 |
| 2011-12-12 05:55:00 | SPY | ETF | 125.25 | 125.25 | 125.25 | 125.25 | 1000.0 |
| 2011-12-12 06:00:00 | SPY | ETF | 125.34 | 125.39 | 125.34 | 125.39 | 280.0 |
| 2011-12-12 06:05:00 | SPY | ETF | 125.45 | 125.45 | 125.45 | 125.45 | 100.0 |
| 2011-12-12 06:10:00 | SPY | ETF | 125.45 | 125.47 | 125.35 | 125.35 | 8500.0 |
| 2011-12-12 06:15:00 | SPY | ETF | 125.35 | 125.57 | 125.35 | 125.57 | 12968.0 |
| 2011-12-12 06:20:00 | SPY | ETF | 125.57 | 125.66 | 125.55 | 125.66 | 13550.0 |
| 2011-12-12 06:25:00 | SPY | ETF | 125.61 | 125.61 | 125.46 | 125.52 | 22000.0 |
| 2011-12-12 06:30:00 | SPY | ETF | 125.52 | 125.52 | 125.4 | 125.4 | 5300.0 |
| 2011-12-12 06:35:00 | SPY | ETF | 125.45 | 125.6 | 125.44 | 125.54 | 30178.0 |
| 2011-12-12 06:40:00 | SPY | ETF | 125.6 | 125.6 | 125.45 | 125.45 | 60350.0 |
| 2011-12-12 06:45:00 | SPY | ETF | 125.57 | 125.62 | 125.51 | 125.62 | 26897.0 |
| 2011-12-12 06:50:00 | SPY | ETF | 125.56 | 125.56 | 125.44 | 125.44 | 213800.0 |
| 2011-12-12 06:55:00 | SPY | ETF | 125.42 | 125.55 | 125.41 | 125.55 | 1000.0 |
| 2011-12-12 07:00:00 | SPY | ETF | 125.44 | 125.55 | 125.43 | 125.55 | 44980.0 |
| 2011-12-12 07:05:00 | SPY | ETF | 125.55 | 125.55 | 125.45 | 125.45 | 173700.0 |
| 2011-12-12 07:10:00 | SPY | ETF | 125.45 | 125.54 | 125.4 | 125.54 | 114340.0 |
| 2011-12-12 07:15:00 | SPY | ETF | 125.51 | 125.55 | 125.49 | 125.52 | 9650.0 |
| 2011-12-12 07:20:00 | SPY | ETF | 125.55 | 125.6 | 125.49 | 125.57 | 52070.0 |
| 2011-12-12 07:25:00 | SPY | ETF | 125.6 | 125.63 | 125.56 | 125.61 | 28930.0 |
| 2011-12-12 07:30:00 | SPY | ETF | 125.6 | 125.61 | 125.56 | 125.58 | 12876.0 |
| 2011-12-12 07:35:00 | SPY | ETF | 125.57 | 125.58 | 125.41 | 125.46 | 82300.0 |
| 2011-12-12 07:40:00 | SPY | ETF | 125.5 | 125.55 | 125.46 | 125.5 | 20400.0 |
| 2011-12-12 07:45:00 | SPY | ETF | 125.46 | 125.5 | 125.46 | 125.5 | 35275.0 |
| 2011-12-12 07:50:00 | SPY | ETF | 125.48 | 125.48 | 125.38 | 125.45 | 126665.0 |
| 2011-12-12 07:55:00 | SPY | ETF | 125.42 | 125.45 | 125.39 | 125.45 | 40500.0 |
| 2011-12-12 08:00:00 | SPY | ETF | 125.5 | 125.52 | 125.09 | 125.36 | 665479.0 |
| 2011-12-12 08:05:00 | SPY | ETF | 125.36 | 125.38 | 125.3 | 125.32 | 125174.0 |
| 2011-12-12 08:10:00 | SPY | ETF | 125.32 | 125.32 | 125.24 | 125.25 | 82950.0 |
| 2011-12-12 08:15:00 | SPY | ETF | 125.25 | 125.31 | 125.21 | 125.27 | 95812.0 |
> showing 50 of 36,945 rows — these rows as CSV