PREVIEW / etf_5min / 2012-09-12
file: by_date/etf_5min/2012/2012-09-12.parquet size: 860 KB rows: 36,790
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 |
|---|---|---|---|---|---|---|---|
| 2012-09-12 04:00:00 | SPY | ETF | 143.93 | 144.06 | 143.93 | 144.06 | 24355.0 |
| 2012-09-12 04:05:00 | SPY | ETF | 144.06 | 144.06 | 144.01 | 144.01 | 2000.0 |
| 2012-09-12 04:10:00 | SPY | ETF | 144.07 | 144.07 | 144.07 | 144.07 | 1000.0 |
| 2012-09-12 04:15:00 | SPY | ETF | 143.98 | 144.26 | 143.93 | 144.26 | 71150.0 |
| 2012-09-12 04:20:00 | SPY | ETF | 144.39 | 144.54 | 144.37 | 144.37 | 3800.0 |
| 2012-09-12 04:25:00 | SPY | ETF | 144.3 | 144.4 | 144.3 | 144.4 | 5100.0 |
| 2012-09-12 04:30:00 | SPY | ETF | 144.32 | 144.32 | 144.3 | 144.3 | 3600.0 |
| 2012-09-12 04:35:00 | SPY | ETF | 144.35 | 144.4 | 144.35 | 144.4 | 300.0 |
| 2012-09-12 04:40:00 | SPY | ETF | 144.45 | 144.55 | 144.45 | 144.5 | 12350.0 |
| 2012-09-12 04:45:00 | SPY | ETF | 144.5 | 144.6 | 144.5 | 144.6 | 8415.0 |
| 2012-09-12 04:55:00 | SPY | ETF | 144.44 | 144.44 | 144.4 | 144.4 | 300.0 |
| 2012-09-12 05:00:00 | SPY | ETF | 144.4 | 144.4 | 144.4 | 144.4 | 1900.0 |
| 2012-09-12 05:05:00 | SPY | ETF | 144.38 | 144.38 | 144.35 | 144.35 | 1200.0 |
| 2012-09-12 05:10:00 | SPY | ETF | 144.35 | 144.36 | 144.35 | 144.36 | 5100.0 |
| 2012-09-12 05:15:00 | SPY | ETF | 144.38 | 144.4 | 144.33 | 144.37 | 23554.0 |
| 2012-09-12 05:20:00 | SPY | ETF | 144.41 | 144.45 | 144.41 | 144.45 | 765.0 |
| 2012-09-12 05:25:00 | SPY | ETF | 144.45 | 144.45 | 144.45 | 144.45 | 100.0 |
| 2012-09-12 05:30:00 | SPY | ETF | 144.47 | 144.47 | 144.43 | 144.46 | 2570.0 |
| 2012-09-12 05:45:00 | SPY | ETF | 144.43 | 144.43 | 144.43 | 144.43 | 200.0 |
| 2012-09-12 05:50:00 | SPY | ETF | 144.48 | 144.48 | 144.48 | 144.48 | 200.0 |
| 2012-09-12 05:55:00 | SPY | ETF | 144.5 | 144.54 | 144.5 | 144.54 | 700.0 |
| 2012-09-12 06:00:00 | SPY | ETF | 144.52 | 144.52 | 144.5 | 144.5 | 5500.0 |
| 2012-09-12 06:05:00 | SPY | ETF | 144.49 | 144.49 | 144.45 | 144.45 | 250.0 |
| 2012-09-12 06:15:00 | SPY | ETF | 144.43 | 144.43 | 144.39 | 144.39 | 22750.0 |
| 2012-09-12 06:20:00 | SPY | ETF | 144.38 | 144.38 | 144.38 | 144.38 | 300.0 |
| 2012-09-12 06:25:00 | SPY | ETF | 144.4 | 144.4 | 144.4 | 144.4 | 500.0 |
| 2012-09-12 06:30:00 | SPY | ETF | 144.38 | 144.38 | 144.38 | 144.38 | 10000.0 |
| 2012-09-12 06:35:00 | SPY | ETF | 144.38 | 144.39 | 144.38 | 144.39 | 700.0 |
| 2012-09-12 06:40:00 | SPY | ETF | 144.33 | 144.33 | 144.33 | 144.33 | 300.0 |
| 2012-09-12 06:45:00 | SPY | ETF | 144.33 | 144.33 | 144.32 | 144.33 | 60500.0 |
| 2012-09-12 06:50:00 | SPY | ETF | 144.3 | 144.3 | 144.3 | 144.3 | 258.0 |
| 2012-09-12 06:55:00 | SPY | ETF | 144.3 | 144.3 | 144.25 | 144.28 | 19842.0 |
| 2012-09-12 07:00:00 | SPY | ETF | 144.3 | 144.31 | 144.28 | 144.3 | 13942.0 |
| 2012-09-12 07:05:00 | SPY | ETF | 144.3 | 144.34 | 144.3 | 144.31 | 16300.0 |
| 2012-09-12 07:10:00 | SPY | ETF | 144.31 | 144.37 | 144.3 | 144.35 | 24400.0 |
| 2012-09-12 07:15:00 | SPY | ETF | 144.37 | 144.37 | 144.31 | 144.36 | 2220.0 |
| 2012-09-12 07:20:00 | SPY | ETF | 144.36 | 144.41 | 144.36 | 144.4 | 152895.0 |
| 2012-09-12 07:25:00 | SPY | ETF | 144.4 | 144.42 | 144.38 | 144.4 | 34748.0 |
| 2012-09-12 07:30:00 | SPY | ETF | 144.4 | 144.42 | 144.39 | 144.41 | 27490.0 |
| 2012-09-12 07:35:00 | SPY | ETF | 144.39 | 144.4 | 144.35 | 144.35 | 22984.0 |
| 2012-09-12 07:40:00 | SPY | ETF | 144.34 | 144.34 | 144.19 | 144.22 | 25200.0 |
| 2012-09-12 07:45:00 | SPY | ETF | 144.22 | 144.24 | 144.13 | 144.2 | 37135.0 |
| 2012-09-12 07:50:00 | SPY | ETF | 144.16 | 144.2 | 144.11 | 144.2 | 12549.0 |
| 2012-09-12 07:55:00 | SPY | ETF | 144.21 | 144.26 | 144.15 | 144.19 | 8443.0 |
| 2012-09-12 08:00:00 | SPY | ETF | 144.22 | 144.4 | 144.11 | 144.15 | 116313.0 |
| 2012-09-12 08:05:00 | SPY | ETF | 144.14 | 144.18 | 144.1 | 144.14 | 36875.0 |
| 2012-09-12 08:10:00 | SPY | ETF | 144.14 | 144.19 | 144.11 | 144.18 | 19550.0 |
| 2012-09-12 08:15:00 | SPY | ETF | 144.18 | 144.24 | 144.17 | 144.21 | 43828.0 |
| 2012-09-12 08:20:00 | SPY | ETF | 144.23 | 144.3 | 144.23 | 144.29 | 140525.0 |
| 2012-09-12 08:25:00 | SPY | ETF | 144.29 | 144.31 | 144.27 | 144.29 | 31194.0 |
> showing 50 of 36,790 rows — these rows as CSV