PREVIEW / etf_5min / 2012-05-16
file: by_date/etf_5min/2012/2012-05-16.parquet size: 945 KB rows: 39,272
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 |
|---|---|---|---|---|---|---|---|
| 2012-05-16 04:00:00 | SPY | ETF | 133.25 | 133.25 | 133.11 | 133.21 | 31240.0 |
| 2012-05-16 04:05:00 | SPY | ETF | 133.25 | 133.25 | 133.2 | 133.2 | 20100.0 |
| 2012-05-16 04:15:00 | SPY | ETF | 133.22 | 133.22 | 133.15 | 133.15 | 200.0 |
| 2012-05-16 04:35:00 | SPY | ETF | 133.3 | 133.3 | 133.3 | 133.3 | 3000.0 |
| 2012-05-16 04:40:00 | SPY | ETF | 133.21 | 133.21 | 133.18 | 133.18 | 319.0 |
| 2012-05-16 04:45:00 | SPY | ETF | 133.2 | 133.2 | 133.2 | 133.2 | 200.0 |
| 2012-05-16 05:05:00 | SPY | ETF | 133.27 | 133.27 | 133.27 | 133.27 | 200.0 |
| 2012-05-16 05:10:00 | SPY | ETF | 133.33 | 133.33 | 133.33 | 133.33 | 2000.0 |
| 2012-05-16 05:15:00 | SPY | ETF | 133.35 | 133.45 | 133.35 | 133.45 | 700.0 |
| 2012-05-16 05:20:00 | SPY | ETF | 133.48 | 133.5 | 133.48 | 133.5 | 750.0 |
| 2012-05-16 05:30:00 | SPY | ETF | 133.3 | 133.3 | 133.3 | 133.3 | 10000.0 |
| 2012-05-16 05:40:00 | SPY | ETF | 133.2 | 133.23 | 133.15 | 133.15 | 7120.0 |
| 2012-05-16 05:45:00 | SPY | ETF | 133.18 | 133.2 | 133.17 | 133.2 | 4200.0 |
| 2012-05-16 05:55:00 | SPY | ETF | 133.21 | 133.23 | 133.21 | 133.23 | 25000.0 |
| 2012-05-16 06:00:00 | SPY | ETF | 133.19 | 133.19 | 133.05 | 133.05 | 37100.0 |
| 2012-05-16 06:05:00 | SPY | ETF | 133.14 | 133.14 | 133.08 | 133.08 | 1316.0 |
| 2012-05-16 06:10:00 | SPY | ETF | 133.25 | 133.26 | 133.25 | 133.26 | 400.0 |
| 2012-05-16 06:15:00 | SPY | ETF | 133.2 | 133.32 | 133.2 | 133.32 | 3068.0 |
| 2012-05-16 06:20:00 | SPY | ETF | 133.42 | 133.42 | 133.33 | 133.33 | 5510.0 |
| 2012-05-16 06:30:00 | SPY | ETF | 133.52 | 133.52 | 133.52 | 133.52 | 200.0 |
| 2012-05-16 06:35:00 | SPY | ETF | 133.48 | 133.48 | 133.48 | 133.48 | 100.0 |
| 2012-05-16 06:40:00 | SPY | ETF | 133.55 | 133.56 | 133.45 | 133.49 | 47100.0 |
| 2012-05-16 06:45:00 | SPY | ETF | 133.47 | 133.47 | 133.39 | 133.39 | 4050.0 |
| 2012-05-16 06:50:00 | SPY | ETF | 133.37 | 133.37 | 133.37 | 133.37 | 200.0 |
| 2012-05-16 06:55:00 | SPY | ETF | 133.39 | 133.39 | 133.39 | 133.39 | 2500.0 |
| 2012-05-16 07:00:00 | SPY | ETF | 133.4 | 133.4 | 133.31 | 133.37 | 4000.0 |
| 2012-05-16 07:05:00 | SPY | ETF | 133.37 | 133.45 | 133.37 | 133.38 | 31975.0 |
| 2012-05-16 07:10:00 | SPY | ETF | 133.39 | 133.59 | 133.39 | 133.55 | 35600.0 |
| 2012-05-16 07:15:00 | SPY | ETF | 133.56 | 133.6 | 133.56 | 133.57 | 56400.0 |
| 2012-05-16 07:20:00 | SPY | ETF | 133.6 | 133.73 | 133.6 | 133.73 | 62788.0 |
| 2012-05-16 07:25:00 | SPY | ETF | 133.73 | 133.74 | 133.65 | 133.67 | 19000.0 |
| 2012-05-16 07:30:00 | SPY | ETF | 133.65 | 133.65 | 133.56 | 133.57 | 21200.0 |
| 2012-05-16 07:35:00 | SPY | ETF | 133.62 | 133.68 | 133.61 | 133.65 | 15750.0 |
| 2012-05-16 07:40:00 | SPY | ETF | 133.66 | 133.81 | 133.66 | 133.81 | 28200.0 |
| 2012-05-16 07:45:00 | SPY | ETF | 133.82 | 133.85 | 133.73 | 133.8 | 118050.0 |
| 2012-05-16 07:50:00 | SPY | ETF | 133.76 | 133.83 | 133.76 | 133.82 | 13275.0 |
| 2012-05-16 07:55:00 | SPY | ETF | 133.82 | 133.85 | 133.78 | 133.85 | 43500.0 |
| 2012-05-16 08:00:00 | SPY | ETF | 133.81 | 133.92 | 133.78 | 133.82 | 95064.0 |
| 2012-05-16 08:05:00 | SPY | ETF | 133.81 | 133.92 | 133.81 | 133.9 | 53403.0 |
| 2012-05-16 08:10:00 | SPY | ETF | 133.91 | 134.08 | 133.91 | 134.05 | 129885.0 |
| 2012-05-16 08:15:00 | SPY | ETF | 134.06 | 134.18 | 134.05 | 134.13 | 204175.0 |
| 2012-05-16 08:20:00 | SPY | ETF | 134.13 | 134.2 | 134.05 | 134.09 | 203310.0 |
| 2012-05-16 08:25:00 | SPY | ETF | 134.07 | 134.19 | 134.06 | 134.155 | 65197.0 |
| 2012-05-16 08:30:00 | SPY | ETF | 134.18 | 134.25 | 134.07 | 134.13 | 344171.0 |
| 2012-05-16 08:35:00 | SPY | ETF | 134.13 | 134.18 | 134.07 | 134.15 | 288406.0 |
| 2012-05-16 08:40:00 | SPY | ETF | 134.14 | 134.15 | 134.04 | 134.07 | 204642.0 |
| 2012-05-16 08:45:00 | SPY | ETF | 134.05 | 134.05 | 133.91 | 133.96 | 274618.0 |
| 2012-05-16 08:50:00 | SPY | ETF | 133.97 | 133.99 | 133.9 | 133.91 | 220087.0 |
| 2012-05-16 08:55:00 | SPY | ETF | 133.92 | 133.98 | 133.91 | 133.94 | 122410.0 |
| 2012-05-16 09:00:00 | SPY | ETF | 133.93 | 134.08 | 133.92 | 133.99 | 244260.0 |
> showing 50 of 39,272 rows — these rows as CSV