PREVIEW / etf_5min / 2012-03-08
file: by_date/etf_5min/2012/2012-03-08.parquet size: 876 KB rows: 36,965
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 |
|---|---|---|---|---|---|---|---|
| 2012-03-08 04:00:00 | SPY | ETF | 136.15 | 136.17 | 136.15 | 136.17 | 200.0 |
| 2012-03-08 04:05:00 | SPY | ETF | 136.23 | 136.23 | 136.23 | 136.23 | 200.0 |
| 2012-03-08 04:10:00 | SPY | ETF | 136.25 | 136.62 | 136.25 | 136.55 | 5758.0 |
| 2012-03-08 04:15:00 | SPY | ETF | 136.59 | 136.59 | 136.58 | 136.58 | 200.0 |
| 2012-03-08 04:20:00 | SPY | ETF | 136.63 | 136.64 | 136.6 | 136.64 | 594.0 |
| 2012-03-08 04:25:00 | SPY | ETF | 136.65 | 136.65 | 136.64 | 136.64 | 25100.0 |
| 2012-03-08 04:30:00 | SPY | ETF | 136.63 | 136.64 | 136.63 | 136.64 | 300.0 |
| 2012-03-08 04:35:00 | SPY | ETF | 136.75 | 136.78 | 136.74 | 136.78 | 57200.0 |
| 2012-03-08 04:45:00 | SPY | ETF | 136.79 | 136.79 | 136.79 | 136.79 | 275.0 |
| 2012-03-08 04:50:00 | SPY | ETF | 136.78 | 136.78 | 136.75 | 136.77 | 3100.0 |
| 2012-03-08 04:55:00 | SPY | ETF | 136.74 | 136.74 | 136.72 | 136.72 | 450.0 |
| 2012-03-08 05:00:00 | SPY | ETF | 136.7 | 136.7 | 136.67 | 136.67 | 2200.0 |
| 2012-03-08 05:05:00 | SPY | ETF | 136.7 | 136.7 | 136.69 | 136.69 | 1050.0 |
| 2012-03-08 05:10:00 | SPY | ETF | 136.79 | 136.79 | 136.79 | 136.79 | 3100.0 |
| 2012-03-08 05:15:00 | SPY | ETF | 136.78 | 136.84 | 136.75 | 136.84 | 2600.0 |
| 2012-03-08 05:30:00 | SPY | ETF | 136.78 | 136.82 | 136.78 | 136.82 | 2600.0 |
| 2012-03-08 05:40:00 | SPY | ETF | 136.83 | 136.86 | 136.74 | 136.74 | 9000.0 |
| 2012-03-08 05:45:00 | SPY | ETF | 136.81 | 136.81 | 136.77 | 136.78 | 2099.0 |
| 2012-03-08 05:50:00 | SPY | ETF | 136.82 | 136.89 | 136.82 | 136.88 | 45840.0 |
| 2012-03-08 05:55:00 | SPY | ETF | 136.88 | 136.88 | 136.88 | 136.88 | 1000.0 |
| 2012-03-08 06:00:00 | SPY | ETF | 136.95 | 137.03 | 136.95 | 137.02 | 3600.0 |
| 2012-03-08 06:05:00 | SPY | ETF | 137.0 | 137.03 | 136.99 | 136.99 | 2700.0 |
| 2012-03-08 06:10:00 | SPY | ETF | 136.99 | 136.99 | 136.88 | 136.88 | 7400.0 |
| 2012-03-08 06:15:00 | SPY | ETF | 136.9 | 137.02 | 136.9 | 136.98 | 7685.0 |
| 2012-03-08 06:20:00 | SPY | ETF | 136.93 | 136.93 | 136.93 | 136.93 | 700.0 |
| 2012-03-08 06:25:00 | SPY | ETF | 136.96 | 136.98 | 136.93 | 136.93 | 8950.0 |
| 2012-03-08 06:30:00 | SPY | ETF | 136.92 | 136.93 | 136.88 | 136.93 | 12600.0 |
| 2012-03-08 06:35:00 | SPY | ETF | 136.93 | 136.93 | 136.9 | 136.92 | 8500.0 |
| 2012-03-08 06:40:00 | SPY | ETF | 136.92 | 136.93 | 136.9 | 136.9 | 6450.0 |
| 2012-03-08 06:45:00 | SPY | ETF | 136.91 | 136.95 | 136.9 | 136.92 | 42650.0 |
| 2012-03-08 06:50:00 | SPY | ETF | 136.94 | 137.0 | 136.94 | 137.0 | 138740.0 |
| 2012-03-08 06:55:00 | SPY | ETF | 137.0 | 137.02 | 136.98 | 137.0 | 12200.0 |
| 2012-03-08 07:00:00 | SPY | ETF | 137.0 | 137.01 | 136.95 | 136.98 | 27477.0 |
| 2012-03-08 07:05:00 | SPY | ETF | 136.95 | 137.02 | 136.95 | 136.99 | 77381.0 |
| 2012-03-08 07:10:00 | SPY | ETF | 136.95 | 136.98 | 136.9 | 136.95 | 24550.0 |
| 2012-03-08 07:15:00 | SPY | ETF | 136.93 | 136.96 | 136.92 | 136.96 | 42900.0 |
| 2012-03-08 07:20:00 | SPY | ETF | 136.95 | 137.05 | 136.95 | 137.04 | 73344.0 |
| 2012-03-08 07:25:00 | SPY | ETF | 137.03 | 137.04 | 136.95 | 136.95 | 647550.0 |
| 2012-03-08 07:30:00 | SPY | ETF | 136.93 | 136.95 | 136.82 | 136.82 | 340391.0 |
| 2012-03-08 07:35:00 | SPY | ETF | 136.85 | 136.87 | 136.8 | 136.87 | 131470.0 |
| 2012-03-08 07:40:00 | SPY | ETF | 136.86 | 136.92 | 136.85 | 136.85 | 14634.0 |
| 2012-03-08 07:45:00 | SPY | ETF | 136.85 | 136.85 | 136.79 | 136.79 | 74683.0 |
| 2012-03-08 07:50:00 | SPY | ETF | 136.83 | 136.86 | 136.81 | 136.85 | 28470.0 |
| 2012-03-08 07:55:00 | SPY | ETF | 136.85 | 136.87 | 136.83 | 136.83 | 29060.0 |
| 2012-03-08 08:00:00 | SPY | ETF | 136.86 | 136.96 | 136.82 | 136.96 | 889364.0 |
| 2012-03-08 08:05:00 | SPY | ETF | 136.85 | 136.89 | 136.8 | 136.82 | 206113.0 |
| 2012-03-08 08:10:00 | SPY | ETF | 136.85 | 136.86 | 136.82 | 136.83 | 15972.0 |
| 2012-03-08 08:15:00 | SPY | ETF | 136.86 | 136.86 | 136.78 | 136.83 | 66416.0 |
| 2012-03-08 08:20:00 | SPY | ETF | 136.83 | 136.86 | 136.79 | 136.8 | 60437.0 |
| 2012-03-08 08:25:00 | SPY | ETF | 136.8 | 136.84 | 136.75 | 136.78 | 89312.0 |
> showing 50 of 36,965 rows — these rows as CSV