PREVIEW / etf_5min / 2012-09-11
file: by_date/etf_5min/2012/2012-09-11.parquet size: 861 KB rows: 36,241
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 |
|---|---|---|---|---|---|---|---|
| 2012-09-11 04:00:00 | SPY | ETF | 143.4 | 143.59 | 143.4 | 143.59 | 400.0 |
| 2012-09-11 04:05:00 | SPY | ETF | 143.5 | 143.5 | 143.5 | 143.5 | 800.0 |
| 2012-09-11 04:15:00 | SPY | ETF | 143.49 | 143.49 | 143.49 | 143.49 | 100.0 |
| 2012-09-11 04:35:00 | SPY | ETF | 143.55 | 143.59 | 143.54 | 143.59 | 10000.0 |
| 2012-09-11 04:40:00 | SPY | ETF | 143.59 | 143.59 | 143.59 | 143.59 | 2500.0 |
| 2012-09-11 04:45:00 | SPY | ETF | 143.7 | 143.7 | 143.67 | 143.67 | 550.0 |
| 2012-09-11 04:50:00 | SPY | ETF | 143.65 | 143.65 | 143.65 | 143.65 | 431.0 |
| 2012-09-11 05:05:00 | SPY | ETF | 143.58 | 143.58 | 143.58 | 143.58 | 200.0 |
| 2012-09-11 05:10:00 | SPY | ETF | 143.51 | 143.51 | 143.51 | 143.51 | 7500.0 |
| 2012-09-11 05:15:00 | SPY | ETF | 143.54 | 143.54 | 143.54 | 143.54 | 1000.0 |
| 2012-09-11 05:20:00 | SPY | ETF | 143.58 | 143.59 | 143.56 | 143.59 | 27725.0 |
| 2012-09-11 05:25:00 | SPY | ETF | 143.67 | 143.67 | 143.67 | 143.67 | 5000.0 |
| 2012-09-11 05:30:00 | SPY | ETF | 143.61 | 143.61 | 143.61 | 143.61 | 1000.0 |
| 2012-09-11 05:55:00 | SPY | ETF | 143.57 | 143.57 | 143.57 | 143.57 | 100.0 |
| 2012-09-11 06:10:00 | SPY | ETF | 143.54 | 143.54 | 143.54 | 143.54 | 100.0 |
| 2012-09-11 06:20:00 | SPY | ETF | 143.5 | 143.5 | 143.5 | 143.5 | 400.0 |
| 2012-09-11 06:25:00 | SPY | ETF | 143.5 | 143.5 | 143.46 | 143.46 | 700.0 |
| 2012-09-11 06:30:00 | SPY | ETF | 143.47 | 143.47 | 143.47 | 143.47 | 100.0 |
| 2012-09-11 06:40:00 | SPY | ETF | 143.53 | 143.53 | 143.53 | 143.53 | 500.0 |
| 2012-09-11 06:45:00 | SPY | ETF | 143.57 | 143.6 | 143.57 | 143.6 | 200.0 |
| 2012-09-11 06:50:00 | SPY | ETF | 143.58 | 143.65 | 143.58 | 143.65 | 26950.0 |
| 2012-09-11 06:55:00 | SPY | ETF | 143.64 | 143.65 | 143.6 | 143.61 | 46500.0 |
| 2012-09-11 07:00:00 | SPY | ETF | 143.62 | 143.67 | 143.62 | 143.65 | 27735.0 |
| 2012-09-11 07:05:00 | SPY | ETF | 143.65 | 143.7 | 143.63 | 143.65 | 25155.0 |
| 2012-09-11 07:10:00 | SPY | ETF | 143.65 | 143.65 | 143.61 | 143.64 | 6600.0 |
| 2012-09-11 07:15:00 | SPY | ETF | 143.64 | 143.73 | 143.64 | 143.72 | 18199.0 |
| 2012-09-11 07:20:00 | SPY | ETF | 143.72 | 143.82 | 143.72 | 143.8 | 77100.0 |
| 2012-09-11 07:25:00 | SPY | ETF | 143.8 | 143.85 | 143.8 | 143.81 | 39350.0 |
| 2012-09-11 07:30:00 | SPY | ETF | 143.82 | 143.84 | 143.76 | 143.78 | 55600.0 |
| 2012-09-11 07:35:00 | SPY | ETF | 143.78 | 143.85 | 143.75 | 143.82 | 68685.0 |
| 2012-09-11 07:40:00 | SPY | ETF | 143.79 | 143.81 | 143.75 | 143.75 | 14350.0 |
| 2012-09-11 07:45:00 | SPY | ETF | 143.75 | 143.77 | 143.73 | 143.73 | 14850.0 |
| 2012-09-11 07:50:00 | SPY | ETF | 143.71 | 143.76 | 143.71 | 143.75 | 21660.0 |
| 2012-09-11 07:55:00 | SPY | ETF | 143.75 | 143.77 | 143.7 | 143.75 | 28105.0 |
| 2012-09-11 08:00:00 | SPY | ETF | 143.71 | 143.8 | 143.7 | 143.78 | 167300.0 |
| 2012-09-11 08:05:00 | SPY | ETF | 143.78 | 143.88 | 143.78 | 143.86 | 56264.0 |
| 2012-09-11 08:10:00 | SPY | ETF | 143.86 | 143.86 | 143.82 | 143.83 | 39470.0 |
| 2012-09-11 08:15:00 | SPY | ETF | 143.84 | 143.84 | 143.8 | 143.81 | 36450.0 |
| 2012-09-11 08:20:00 | SPY | ETF | 143.81 | 143.81 | 143.69 | 143.72 | 118592.0 |
| 2012-09-11 08:25:00 | SPY | ETF | 143.72 | 143.74 | 143.69 | 143.72 | 27000.0 |
| 2012-09-11 08:30:00 | SPY | ETF | 143.74 | 143.75 | 143.71 | 143.73 | 133055.0 |
| 2012-09-11 08:35:00 | SPY | ETF | 143.73 | 143.81 | 143.72 | 143.81 | 64448.0 |
| 2012-09-11 08:40:00 | SPY | ETF | 143.8 | 143.8 | 143.73 | 143.78 | 61014.0 |
| 2012-09-11 08:45:00 | SPY | ETF | 143.77 | 143.77 | 143.57 | 143.61 | 324596.0 |
| 2012-09-11 08:50:00 | SPY | ETF | 143.6 | 143.81 | 143.6 | 143.75 | 172959.0 |
| 2012-09-11 08:55:00 | SPY | ETF | 143.75 | 143.76 | 143.69 | 143.7 | 52502.0 |
| 2012-09-11 09:00:00 | SPY | ETF | 143.73 | 143.79 | 143.71 | 143.76 | 151618.0 |
| 2012-09-11 09:05:00 | SPY | ETF | 143.77 | 143.87 | 143.74 | 143.83 | 141204.0 |
| 2012-09-11 09:10:00 | SPY | ETF | 143.83 | 143.83 | 143.72 | 143.76 | 119550.0 |
| 2012-09-11 09:15:00 | SPY | ETF | 143.75 | 143.75 | 143.68 | 143.68 | 114173.0 |
> showing 50 of 36,241 rows — these rows as CSV