PREVIEW / etf_5min / 2012-01-10
file: by_date/etf_5min/2012/2012-01-10.parquet size: 867 KB rows: 37,827
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 |
|---|---|---|---|---|---|---|---|
| 2012-01-10 04:00:00 | SPY | ETF | 128.59 | 128.7 | 128.59 | 128.7 | 600.0 |
| 2012-01-10 04:05:00 | SPY | ETF | 128.7 | 128.7 | 128.7 | 128.7 | 227.0 |
| 2012-01-10 04:20:00 | SPY | ETF | 128.76 | 128.76 | 128.76 | 128.76 | 100.0 |
| 2012-01-10 04:30:00 | SPY | ETF | 128.95 | 129.0 | 128.95 | 129.0 | 2000.0 |
| 2012-01-10 04:35:00 | SPY | ETF | 129.05 | 129.07 | 129.05 | 129.07 | 250.0 |
| 2012-01-10 04:40:00 | SPY | ETF | 129.19 | 129.19 | 129.12 | 129.12 | 450.0 |
| 2012-01-10 04:45:00 | SPY | ETF | 129.0 | 129.0 | 129.0 | 129.0 | 1000.0 |
| 2012-01-10 04:50:00 | SPY | ETF | 128.99 | 128.99 | 128.99 | 128.99 | 135.0 |
| 2012-01-10 04:55:00 | SPY | ETF | 129.0 | 129.0 | 128.98 | 128.98 | 500.0 |
| 2012-01-10 05:00:00 | SPY | ETF | 128.95 | 129.0 | 128.95 | 129.0 | 8690.0 |
| 2012-01-10 05:15:00 | SPY | ETF | 129.0 | 129.0 | 129.0 | 129.0 | 100.0 |
| 2012-01-10 05:20:00 | SPY | ETF | 129.08 | 129.08 | 129.08 | 129.08 | 600.0 |
| 2012-01-10 05:25:00 | SPY | ETF | 129.05 | 129.18 | 129.05 | 129.18 | 800.0 |
| 2012-01-10 05:30:00 | SPY | ETF | 129.13 | 129.13 | 129.13 | 129.13 | 100.0 |
| 2012-01-10 05:35:00 | SPY | ETF | 129.13 | 129.13 | 129.13 | 129.13 | 250.0 |
| 2012-01-10 05:40:00 | SPY | ETF | 129.1 | 129.1 | 129.06 | 129.08 | 5200.0 |
| 2012-01-10 05:45:00 | SPY | ETF | 129.1 | 129.2 | 129.1 | 129.2 | 6000.0 |
| 2012-01-10 05:50:00 | SPY | ETF | 129.18 | 129.18 | 129.13 | 129.13 | 1500.0 |
| 2012-01-10 05:55:00 | SPY | ETF | 129.13 | 129.13 | 129.13 | 129.13 | 1000.0 |
| 2012-01-10 06:00:00 | SPY | ETF | 129.2 | 129.23 | 129.2 | 129.23 | 950.0 |
| 2012-01-10 06:10:00 | SPY | ETF | 129.21 | 129.32 | 129.21 | 129.32 | 26000.0 |
| 2012-01-10 06:15:00 | SPY | ETF | 129.28 | 129.3 | 129.28 | 129.3 | 4000.0 |
| 2012-01-10 06:20:00 | SPY | ETF | 129.3 | 129.35 | 129.23 | 129.28 | 6800.0 |
| 2012-01-10 06:25:00 | SPY | ETF | 129.26 | 129.26 | 129.19 | 129.19 | 53600.0 |
| 2012-01-10 06:30:00 | SPY | ETF | 129.25 | 129.27 | 129.25 | 129.25 | 1200.0 |
| 2012-01-10 06:35:00 | SPY | ETF | 129.24 | 129.24 | 129.2 | 129.2 | 2500.0 |
| 2012-01-10 06:40:00 | SPY | ETF | 129.21 | 129.21 | 129.14 | 129.14 | 2700.0 |
| 2012-01-10 06:45:00 | SPY | ETF | 129.2 | 129.23 | 129.17 | 129.18 | 20170.0 |
| 2012-01-10 06:50:00 | SPY | ETF | 129.18 | 129.19 | 129.12 | 129.12 | 35055.0 |
| 2012-01-10 06:55:00 | SPY | ETF | 129.18 | 129.2 | 129.17 | 129.18 | 26995.0 |
| 2012-01-10 07:00:00 | SPY | ETF | 129.16 | 129.16 | 129.09 | 129.12 | 15728.0 |
| 2012-01-10 07:05:00 | SPY | ETF | 129.14 | 129.18 | 129.12 | 129.16 | 22903.0 |
| 2012-01-10 07:10:00 | SPY | ETF | 129.12 | 129.14 | 129.07 | 129.1 | 34000.0 |
| 2012-01-10 07:15:00 | SPY | ETF | 129.14 | 129.14 | 129.1 | 129.13 | 39800.0 |
| 2012-01-10 07:20:00 | SPY | ETF | 129.14 | 129.19 | 129.11 | 129.19 | 124500.0 |
| 2012-01-10 07:25:00 | SPY | ETF | 129.2 | 129.27 | 129.18 | 129.27 | 87995.0 |
| 2012-01-10 07:30:00 | SPY | ETF | 129.24 | 129.34 | 129.23 | 129.28 | 81426.0 |
| 2012-01-10 07:35:00 | SPY | ETF | 129.28 | 129.32 | 129.25 | 129.29 | 49020.0 |
| 2012-01-10 07:40:00 | SPY | ETF | 129.29 | 129.29 | 129.2 | 129.21 | 38950.0 |
| 2012-01-10 07:45:00 | SPY | ETF | 129.23 | 129.29 | 129.2 | 129.25 | 9850.0 |
| 2012-01-10 07:50:00 | SPY | ETF | 129.28 | 129.28 | 129.23 | 129.25 | 43349.0 |
| 2012-01-10 07:55:00 | SPY | ETF | 129.25 | 129.32 | 129.25 | 129.31 | 18235.0 |
| 2012-01-10 08:00:00 | SPY | ETF | 129.29 | 129.39 | 129.14 | 129.19 | 932405.0 |
| 2012-01-10 08:05:00 | SPY | ETF | 129.36 | 129.42 | 129.32 | 129.4 | 146010.0 |
| 2012-01-10 08:10:00 | SPY | ETF | 129.37 | 129.47 | 129.35 | 129.4 | 176131.0 |
| 2012-01-10 08:15:00 | SPY | ETF | 129.38 | 129.41 | 129.31 | 129.35 | 62645.0 |
| 2012-01-10 08:20:00 | SPY | ETF | 129.33 | 129.37 | 129.31 | 129.36 | 21913.0 |
| 2012-01-10 08:25:00 | SPY | ETF | 129.35 | 129.44 | 129.35 | 129.44 | 109650.0 |
| 2012-01-10 08:30:00 | SPY | ETF | 129.44 | 129.44 | 129.36 | 129.4 | 56010.0 |
| 2012-01-10 08:35:00 | SPY | ETF | 129.4 | 129.41 | 129.36 | 129.36 | 60950.0 |
> showing 50 of 37,827 rows — these rows as CSV