PREVIEW / etf_5min / 2012-01-19
file: by_date/etf_5min/2012/2012-01-19.parquet size: 912 KB rows: 38,601
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 |
|---|---|---|---|---|---|---|---|
| 2012-01-19 04:00:00 | SPY | ETF | 130.6 | 130.6 | 130.6 | 130.6 | 400.0 |
| 2012-01-19 04:10:00 | SPY | ETF | 130.6 | 130.6 | 130.56 | 130.56 | 700.0 |
| 2012-01-19 04:20:00 | SPY | ETF | 130.53 | 130.53 | 130.53 | 130.53 | 2500.0 |
| 2012-01-19 04:25:00 | SPY | ETF | 130.58 | 130.58 | 130.5 | 130.5 | 3950.0 |
| 2012-01-19 04:40:00 | SPY | ETF | 130.68 | 130.68 | 130.68 | 130.68 | 300.0 |
| 2012-01-19 04:50:00 | SPY | ETF | 130.6 | 130.6 | 130.6 | 130.6 | 2700.0 |
| 2012-01-19 05:00:00 | SPY | ETF | 130.48 | 130.48 | 130.43 | 130.43 | 400.0 |
| 2012-01-19 05:10:00 | SPY | ETF | 130.5 | 130.53 | 130.5 | 130.51 | 4500.0 |
| 2012-01-19 05:15:00 | SPY | ETF | 130.48 | 130.48 | 130.48 | 130.48 | 2000.0 |
| 2012-01-19 05:20:00 | SPY | ETF | 130.58 | 130.58 | 130.58 | 130.58 | 100.0 |
| 2012-01-19 05:30:00 | SPY | ETF | 130.66 | 130.66 | 130.66 | 130.66 | 100.0 |
| 2012-01-19 05:35:00 | SPY | ETF | 130.61 | 130.61 | 130.61 | 130.61 | 200.0 |
| 2012-01-19 05:50:00 | SPY | ETF | 130.67 | 130.67 | 130.67 | 130.67 | 5000.0 |
| 2012-01-19 05:55:00 | SPY | ETF | 130.68 | 130.78 | 130.68 | 130.78 | 3100.0 |
| 2012-01-19 06:00:00 | SPY | ETF | 130.74 | 130.74 | 130.74 | 130.74 | 200.0 |
| 2012-01-19 06:10:00 | SPY | ETF | 130.73 | 130.73 | 130.73 | 130.73 | 100.0 |
| 2012-01-19 06:35:00 | SPY | ETF | 130.8 | 130.8 | 130.8 | 130.8 | 4960.0 |
| 2012-01-19 06:40:00 | SPY | ETF | 130.78 | 130.8 | 130.78 | 130.8 | 5100.0 |
| 2012-01-19 06:45:00 | SPY | ETF | 130.83 | 130.85 | 130.83 | 130.85 | 4600.0 |
| 2012-01-19 06:50:00 | SPY | ETF | 130.79 | 130.79 | 130.79 | 130.79 | 180.0 |
| 2012-01-19 07:00:00 | SPY | ETF | 130.78 | 130.85 | 130.75 | 130.8 | 45350.0 |
| 2012-01-19 07:05:00 | SPY | ETF | 130.84 | 130.9 | 130.82 | 130.85 | 64050.0 |
| 2012-01-19 07:10:00 | SPY | ETF | 130.85 | 130.85 | 130.83 | 130.83 | 11300.0 |
| 2012-01-19 07:15:00 | SPY | ETF | 130.79 | 130.97 | 130.76 | 130.96 | 10770.0 |
| 2012-01-19 07:20:00 | SPY | ETF | 130.96 | 131.04 | 130.94 | 131.04 | 70072.0 |
| 2012-01-19 07:25:00 | SPY | ETF | 131.04 | 131.07 | 130.99 | 131.07 | 48805.0 |
| 2012-01-19 07:30:00 | SPY | ETF | 131.07 | 131.14 | 131.06 | 131.14 | 81010.0 |
| 2012-01-19 07:35:00 | SPY | ETF | 131.17 | 131.21 | 131.13 | 131.14 | 73120.0 |
| 2012-01-19 07:40:00 | SPY | ETF | 131.15 | 131.22 | 131.1 | 131.1 | 76611.0 |
| 2012-01-19 07:45:00 | SPY | ETF | 131.13 | 131.28 | 131.11 | 131.22 | 45818.0 |
| 2012-01-19 07:50:00 | SPY | ETF | 131.24 | 131.27 | 131.18 | 131.18 | 96280.0 |
| 2012-01-19 07:55:00 | SPY | ETF | 131.18 | 131.18 | 131.13 | 131.17 | 135491.0 |
| 2012-01-19 08:00:00 | SPY | ETF | 131.14 | 131.17 | 131.09 | 131.11 | 83992.0 |
| 2012-01-19 08:05:00 | SPY | ETF | 131.11 | 131.13 | 131.11 | 131.12 | 15990.0 |
| 2012-01-19 08:10:00 | SPY | ETF | 131.12 | 131.19 | 131.12 | 131.18 | 47584.0 |
| 2012-01-19 08:15:00 | SPY | ETF | 131.18 | 131.29 | 131.14 | 131.2 | 140000.0 |
| 2012-01-19 08:20:00 | SPY | ETF | 131.21 | 131.27 | 131.2 | 131.23 | 36685.0 |
| 2012-01-19 08:25:00 | SPY | ETF | 131.23 | 131.25 | 131.17 | 131.18 | 248725.0 |
| 2012-01-19 08:30:00 | SPY | ETF | 131.2 | 131.5 | 131.06 | 131.16 | 1218794.0 |
| 2012-01-19 08:35:00 | SPY | ETF | 131.17 | 131.28 | 131.16 | 131.28 | 165002.0 |
| 2012-01-19 08:40:00 | SPY | ETF | 131.28 | 131.36 | 131.25 | 131.28 | 266875.0 |
| 2012-01-19 08:45:00 | SPY | ETF | 131.28 | 131.33 | 130.8 | 131.25 | 108355.0 |
| 2012-01-19 08:50:00 | SPY | ETF | 131.25 | 131.25 | 131.14 | 131.16 | 121315.0 |
| 2012-01-19 08:55:00 | SPY | ETF | 131.16 | 131.18 | 131.1 | 131.14 | 57490.0 |
| 2012-01-19 09:00:00 | SPY | ETF | 131.14 | 131.18 | 131.12 | 131.16 | 106351.0 |
| 2012-01-19 09:05:00 | SPY | ETF | 131.17 | 131.22 | 131.15 | 131.16 | 80955.0 |
| 2012-01-19 09:10:00 | SPY | ETF | 131.15 | 131.15 | 131.02 | 131.07 | 277477.0 |
| 2012-01-19 09:15:00 | SPY | ETF | 131.07 | 131.15 | 131.05 | 131.11 | 340898.0 |
| 2012-01-19 09:20:00 | SPY | ETF | 131.11 | 131.12 | 131.05 | 131.12 | 97208.0 |
| 2012-01-19 09:25:00 | SPY | ETF | 131.11 | 131.23 | 131.06 | 131.21 | 583065.0 |
> showing 50 of 38,601 rows — these rows as CSV