PREVIEW / etf_5min / 2012-06-05
file: by_date/etf_5min/2012/2012-06-05.parquet size: 873 KB rows: 36,911
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 |
|---|---|---|---|---|---|---|---|
| 2012-06-05 04:00:00 | SPY | ETF | 128.29 | 128.29 | 128.12 | 128.12 | 651.0 |
| 2012-06-05 04:05:00 | SPY | ETF | 128.24 | 128.24 | 128.19 | 128.19 | 400.0 |
| 2012-06-05 04:10:00 | SPY | ETF | 128.12 | 128.14 | 128.12 | 128.14 | 200.0 |
| 2012-06-05 04:25:00 | SPY | ETF | 127.96 | 127.96 | 127.96 | 127.96 | 173.0 |
| 2012-06-05 04:30:00 | SPY | ETF | 127.91 | 127.91 | 127.71 | 127.71 | 667.0 |
| 2012-06-05 04:35:00 | SPY | ETF | 127.73 | 127.73 | 127.66 | 127.66 | 1157.0 |
| 2012-06-05 04:45:00 | SPY | ETF | 127.59 | 127.59 | 127.54 | 127.54 | 800.0 |
| 2012-06-05 04:50:00 | SPY | ETF | 127.69 | 127.69 | 127.69 | 127.69 | 300.0 |
| 2012-06-05 05:10:00 | SPY | ETF | 127.75 | 127.76 | 127.75 | 127.76 | 663.0 |
| 2012-06-05 05:20:00 | SPY | ETF | 127.71 | 127.84 | 127.71 | 127.83 | 15467.0 |
| 2012-06-05 05:25:00 | SPY | ETF | 127.82 | 127.82 | 127.8 | 127.8 | 1100.0 |
| 2012-06-05 05:35:00 | SPY | ETF | 127.69 | 127.69 | 127.69 | 127.69 | 200.0 |
| 2012-06-05 05:40:00 | SPY | ETF | 127.68 | 127.69 | 127.68 | 127.69 | 400.0 |
| 2012-06-05 05:45:00 | SPY | ETF | 127.71 | 127.71 | 127.53 | 127.53 | 5802.0 |
| 2012-06-05 05:50:00 | SPY | ETF | 127.55 | 127.64 | 127.55 | 127.64 | 2500.0 |
| 2012-06-05 05:55:00 | SPY | ETF | 127.68 | 127.7 | 127.64 | 127.64 | 4400.0 |
| 2012-06-05 06:00:00 | SPY | ETF | 127.69 | 127.69 | 127.69 | 127.69 | 1000.0 |
| 2012-06-05 06:05:00 | SPY | ETF | 127.67 | 127.67 | 127.64 | 127.64 | 400.0 |
| 2012-06-05 06:15:00 | SPY | ETF | 127.71 | 127.71 | 127.66 | 127.66 | 1800.0 |
| 2012-06-05 06:20:00 | SPY | ETF | 127.7 | 127.7 | 127.7 | 127.7 | 1700.0 |
| 2012-06-05 06:35:00 | SPY | ETF | 127.69 | 127.69 | 127.69 | 127.69 | 6000.0 |
| 2012-06-05 06:40:00 | SPY | ETF | 127.66 | 127.66 | 127.66 | 127.66 | 12000.0 |
| 2012-06-05 06:45:00 | SPY | ETF | 127.66 | 127.66 | 127.65 | 127.65 | 2700.0 |
| 2012-06-05 06:50:00 | SPY | ETF | 127.68 | 127.68 | 127.68 | 127.68 | 1940.0 |
| 2012-06-05 06:55:00 | SPY | ETF | 127.58 | 127.62 | 127.58 | 127.62 | 350.0 |
| 2012-06-05 07:00:00 | SPY | ETF | 127.6 | 127.6 | 127.53 | 127.55 | 10150.0 |
| 2012-06-05 07:05:00 | SPY | ETF | 127.55 | 127.6 | 127.48 | 127.59 | 17637.0 |
| 2012-06-05 07:10:00 | SPY | ETF | 127.59 | 127.59 | 127.43 | 127.48 | 41700.0 |
| 2012-06-05 07:15:00 | SPY | ETF | 127.46 | 127.48 | 127.35 | 127.44 | 22974.0 |
| 2012-06-05 07:20:00 | SPY | ETF | 127.43 | 127.47 | 127.43 | 127.47 | 6566.0 |
| 2012-06-05 07:25:00 | SPY | ETF | 127.47 | 127.5 | 127.45 | 127.5 | 26385.0 |
| 2012-06-05 07:30:00 | SPY | ETF | 127.51 | 127.55 | 127.42 | 127.53 | 10450.0 |
| 2012-06-05 07:35:00 | SPY | ETF | 127.55 | 127.6 | 127.49 | 127.49 | 10200.0 |
| 2012-06-05 07:40:00 | SPY | ETF | 127.48 | 127.54 | 127.48 | 127.54 | 7940.0 |
| 2012-06-05 07:45:00 | SPY | ETF | 127.57 | 127.57 | 127.53 | 127.57 | 4478.0 |
| 2012-06-05 07:50:00 | SPY | ETF | 127.57 | 127.69 | 127.56 | 127.67 | 25591.0 |
| 2012-06-05 07:55:00 | SPY | ETF | 127.69 | 127.77 | 127.68 | 127.74 | 5963.0 |
| 2012-06-05 08:00:00 | SPY | ETF | 127.72 | 127.75 | 127.53 | 127.7 | 69900.0 |
| 2012-06-05 08:05:00 | SPY | ETF | 127.68 | 127.8 | 127.68 | 127.8 | 31855.0 |
| 2012-06-05 08:10:00 | SPY | ETF | 127.8 | 127.94 | 127.8 | 127.89 | 44650.0 |
| 2012-06-05 08:15:00 | SPY | ETF | 127.89 | 127.9 | 127.83 | 127.85 | 82140.0 |
| 2012-06-05 08:20:00 | SPY | ETF | 127.85 | 127.87 | 127.7 | 127.77 | 49128.0 |
| 2012-06-05 08:25:00 | SPY | ETF | 127.77 | 127.85 | 127.74 | 127.84 | 52150.0 |
| 2012-06-05 08:30:00 | SPY | ETF | 127.83 | 127.94 | 127.81 | 127.92 | 57318.0 |
| 2012-06-05 08:35:00 | SPY | ETF | 127.92 | 128.15 | 127.92 | 128.12 | 213116.0 |
| 2012-06-05 08:40:00 | SPY | ETF | 128.11 | 128.12 | 127.99 | 128.09 | 103765.0 |
| 2012-06-05 08:45:00 | SPY | ETF | 128.1 | 128.11 | 127.78 | 127.87 | 540147.0 |
| 2012-06-05 08:50:00 | SPY | ETF | 127.87 | 127.97 | 127.83 | 127.97 | 90585.0 |
| 2012-06-05 08:55:00 | SPY | ETF | 127.95 | 127.97 | 127.83 | 127.9 | 372519.0 |
| 2012-06-05 09:00:00 | SPY | ETF | 127.88 | 128.09 | 127.85 | 128.08 | 298093.0 |
> showing 50 of 36,911 rows — these rows as CSV