PREVIEW / etf_5min / 2012-03-06
file: by_date/etf_5min/2012/2012-03-06.parquet size: 987 KB rows: 40,778
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 |
|---|---|---|---|---|---|---|---|
| 2012-03-06 04:00:00 | SPY | ETF | 136.52 | 136.52 | 136.2 | 136.25 | 3170.0 |
| 2012-03-06 04:05:00 | SPY | ETF | 136.2 | 136.2 | 136.19 | 136.2 | 604.0 |
| 2012-03-06 04:15:00 | SPY | ETF | 136.19 | 136.19 | 136.09 | 136.1 | 1100.0 |
| 2012-03-06 04:20:00 | SPY | ETF | 136.1 | 136.1 | 136.06 | 136.06 | 27600.0 |
| 2012-03-06 04:25:00 | SPY | ETF | 136.05 | 136.05 | 136.0 | 136.0 | 1400.0 |
| 2012-03-06 04:35:00 | SPY | ETF | 135.85 | 135.85 | 135.82 | 135.82 | 1200.0 |
| 2012-03-06 04:45:00 | SPY | ETF | 135.98 | 135.98 | 135.9 | 135.9 | 2400.0 |
| 2012-03-06 04:50:00 | SPY | ETF | 135.9 | 135.9 | 135.85 | 135.85 | 6132.0 |
| 2012-03-06 04:55:00 | SPY | ETF | 135.82 | 135.84 | 135.82 | 135.84 | 1200.0 |
| 2012-03-06 05:00:00 | SPY | ETF | 135.95 | 135.95 | 135.95 | 135.95 | 1000.0 |
| 2012-03-06 05:10:00 | SPY | ETF | 135.87 | 135.87 | 135.87 | 135.87 | 2500.0 |
| 2012-03-06 05:15:00 | SPY | ETF | 135.76 | 135.76 | 135.72 | 135.72 | 1300.0 |
| 2012-03-06 05:20:00 | SPY | ETF | 135.8 | 135.8 | 135.8 | 135.8 | 19950.0 |
| 2012-03-06 05:25:00 | SPY | ETF | 135.8 | 135.8 | 135.72 | 135.75 | 700.0 |
| 2012-03-06 05:30:00 | SPY | ETF | 135.73 | 135.73 | 135.73 | 135.73 | 200.0 |
| 2012-03-06 05:35:00 | SPY | ETF | 135.83 | 135.83 | 135.83 | 135.83 | 600.0 |
| 2012-03-06 05:50:00 | SPY | ETF | 135.79 | 135.79 | 135.79 | 135.79 | 200.0 |
| 2012-03-06 05:55:00 | SPY | ETF | 135.78 | 135.78 | 135.75 | 135.75 | 1650.0 |
| 2012-03-06 06:00:00 | SPY | ETF | 135.79 | 135.79 | 135.79 | 135.79 | 100.0 |
| 2012-03-06 06:05:00 | SPY | ETF | 135.79 | 135.8 | 135.79 | 135.8 | 10500.0 |
| 2012-03-06 06:10:00 | SPY | ETF | 135.81 | 135.81 | 135.75 | 135.75 | 5300.0 |
| 2012-03-06 06:15:00 | SPY | ETF | 135.8 | 135.8 | 135.8 | 135.8 | 1000.0 |
| 2012-03-06 06:25:00 | SPY | ETF | 135.83 | 135.86 | 135.83 | 135.86 | 1900.0 |
| 2012-03-06 06:30:00 | SPY | ETF | 135.89 | 135.9 | 135.85 | 135.9 | 5200.0 |
| 2012-03-06 06:35:00 | SPY | ETF | 135.87 | 135.87 | 135.81 | 135.81 | 4200.0 |
| 2012-03-06 06:40:00 | SPY | ETF | 135.8 | 135.82 | 135.78 | 135.82 | 2800.0 |
| 2012-03-06 06:45:00 | SPY | ETF | 135.75 | 135.75 | 135.72 | 135.72 | 3800.0 |
| 2012-03-06 06:50:00 | SPY | ETF | 135.7 | 135.75 | 135.7 | 135.75 | 116600.0 |
| 2012-03-06 06:55:00 | SPY | ETF | 135.73 | 135.76 | 135.72 | 135.76 | 24860.0 |
| 2012-03-06 07:00:00 | SPY | ETF | 135.75 | 135.8 | 135.73 | 135.75 | 114623.0 |
| 2012-03-06 07:05:00 | SPY | ETF | 135.75 | 135.8 | 135.7 | 135.76 | 36900.0 |
| 2012-03-06 07:10:00 | SPY | ETF | 135.77 | 135.85 | 135.75 | 135.85 | 118870.0 |
| 2012-03-06 07:15:00 | SPY | ETF | 135.81 | 135.81 | 135.71 | 135.71 | 66105.0 |
| 2012-03-06 07:20:00 | SPY | ETF | 135.77 | 135.82 | 135.76 | 135.82 | 26300.0 |
| 2012-03-06 07:25:00 | SPY | ETF | 135.82 | 135.92 | 135.81 | 135.92 | 10150.0 |
| 2012-03-06 07:30:00 | SPY | ETF | 135.92 | 135.92 | 135.86 | 135.86 | 41825.0 |
| 2012-03-06 07:35:00 | SPY | ETF | 135.88 | 135.9 | 135.79 | 135.87 | 106006.0 |
| 2012-03-06 07:40:00 | SPY | ETF | 135.86 | 135.95 | 135.85 | 135.92 | 26250.0 |
| 2012-03-06 07:45:00 | SPY | ETF | 135.91 | 135.95 | 135.91 | 135.92 | 7400.0 |
| 2012-03-06 07:50:00 | SPY | ETF | 135.91 | 135.94 | 135.9 | 135.91 | 21281.0 |
| 2012-03-06 07:55:00 | SPY | ETF | 135.92 | 135.92 | 135.83 | 135.83 | 245300.0 |
| 2012-03-06 08:00:00 | SPY | ETF | 135.85 | 136.41 | 135.75 | 135.75 | 276575.0 |
| 2012-03-06 08:05:00 | SPY | ETF | 135.81 | 135.89 | 135.81 | 135.89 | 52485.0 |
| 2012-03-06 08:10:00 | SPY | ETF | 135.88 | 135.92 | 135.85 | 135.88 | 17083.0 |
| 2012-03-06 08:15:00 | SPY | ETF | 135.88 | 135.92 | 135.81 | 135.82 | 169220.0 |
| 2012-03-06 08:20:00 | SPY | ETF | 135.81 | 135.84 | 135.79 | 135.8 | 238155.0 |
| 2012-03-06 08:25:00 | SPY | ETF | 135.8 | 135.84 | 135.76 | 135.78 | 183479.0 |
| 2012-03-06 08:30:00 | SPY | ETF | 135.78 | 135.8 | 135.73 | 135.75 | 243518.0 |
| 2012-03-06 08:35:00 | SPY | ETF | 135.75 | 135.83 | 135.74 | 135.82 | 82664.0 |
| 2012-03-06 08:40:00 | SPY | ETF | 135.81 | 135.88 | 135.81 | 135.81 | 161657.0 |
> showing 50 of 40,778 rows — these rows as CSV