PREVIEW / etf_5min / 2012-10-25
file: by_date/etf_5min/2012/2012-10-25.parquet size: 856 KB rows: 36,037
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 |
|---|---|---|---|---|---|---|---|
| 2012-10-25 04:00:00 | SPY | ETF | 141.76 | 141.84 | 141.76 | 141.84 | 1112.0 |
| 2012-10-25 04:10:00 | SPY | ETF | 141.9 | 141.9 | 141.9 | 141.9 | 100.0 |
| 2012-10-25 04:15:00 | SPY | ETF | 142.03 | 142.03 | 142.03 | 142.03 | 100.0 |
| 2012-10-25 04:25:00 | SPY | ETF | 141.95 | 142.01 | 141.95 | 141.99 | 2100.0 |
| 2012-10-25 04:45:00 | SPY | ETF | 141.93 | 141.93 | 141.93 | 141.93 | 200.0 |
| 2012-10-25 05:05:00 | SPY | ETF | 141.97 | 141.97 | 141.97 | 141.97 | 1500.0 |
| 2012-10-25 05:10:00 | SPY | ETF | 141.92 | 141.92 | 141.91 | 141.91 | 400.0 |
| 2012-10-25 05:20:00 | SPY | ETF | 141.99 | 141.99 | 141.99 | 141.99 | 300.0 |
| 2012-10-25 05:30:00 | SPY | ETF | 141.99 | 141.99 | 141.99 | 141.99 | 5000.0 |
| 2012-10-25 05:35:00 | SPY | ETF | 142.01 | 142.06 | 142.01 | 142.06 | 17500.0 |
| 2012-10-25 05:40:00 | SPY | ETF | 142.06 | 142.06 | 141.98 | 142.0 | 34100.0 |
| 2012-10-25 05:45:00 | SPY | ETF | 142.0 | 142.0 | 142.0 | 142.0 | 500.0 |
| 2012-10-25 05:50:00 | SPY | ETF | 141.89 | 141.89 | 141.89 | 141.89 | 100.0 |
| 2012-10-25 05:55:00 | SPY | ETF | 141.89 | 141.89 | 141.86 | 141.86 | 600.0 |
| 2012-10-25 06:00:00 | SPY | ETF | 141.87 | 141.94 | 141.87 | 141.94 | 700.0 |
| 2012-10-25 06:05:00 | SPY | ETF | 141.91 | 141.91 | 141.88 | 141.88 | 1950.0 |
| 2012-10-25 06:10:00 | SPY | ETF | 141.87 | 141.87 | 141.84 | 141.84 | 9000.0 |
| 2012-10-25 06:15:00 | SPY | ETF | 141.81 | 141.84 | 141.81 | 141.82 | 1500.0 |
| 2012-10-25 06:20:00 | SPY | ETF | 141.77 | 141.77 | 141.77 | 141.77 | 2000.0 |
| 2012-10-25 06:25:00 | SPY | ETF | 141.77 | 141.77 | 141.77 | 141.77 | 200.0 |
| 2012-10-25 06:30:00 | SPY | ETF | 141.82 | 141.82 | 141.8 | 141.8 | 3000.0 |
| 2012-10-25 06:40:00 | SPY | ETF | 141.81 | 141.81 | 141.75 | 141.79 | 72100.0 |
| 2012-10-25 06:45:00 | SPY | ETF | 141.81 | 141.81 | 141.81 | 141.81 | 600.0 |
| 2012-10-25 06:50:00 | SPY | ETF | 141.82 | 141.82 | 141.81 | 141.81 | 2800.0 |
| 2012-10-25 06:55:00 | SPY | ETF | 141.84 | 141.91 | 141.84 | 141.84 | 51000.0 |
| 2012-10-25 07:00:00 | SPY | ETF | 141.86 | 141.94 | 141.86 | 141.94 | 41490.0 |
| 2012-10-25 07:05:00 | SPY | ETF | 141.93 | 141.94 | 141.87 | 141.88 | 91243.0 |
| 2012-10-25 07:10:00 | SPY | ETF | 141.88 | 141.88 | 141.83 | 141.88 | 12600.0 |
| 2012-10-25 07:15:00 | SPY | ETF | 141.9 | 141.95 | 141.9 | 141.95 | 13125.0 |
| 2012-10-25 07:20:00 | SPY | ETF | 141.92 | 141.94 | 141.91 | 141.94 | 12000.0 |
| 2012-10-25 07:25:00 | SPY | ETF | 141.98 | 142.02 | 141.97 | 141.99 | 17295.0 |
| 2012-10-25 07:30:00 | SPY | ETF | 141.98 | 142.02 | 141.96 | 141.99 | 49857.0 |
| 2012-10-25 07:35:00 | SPY | ETF | 142.02 | 142.02 | 141.96 | 141.99 | 33100.0 |
| 2012-10-25 07:40:00 | SPY | ETF | 141.99 | 141.99 | 141.97 | 141.99 | 3985.0 |
| 2012-10-25 07:45:00 | SPY | ETF | 141.98 | 142.02 | 141.98 | 141.98 | 12870.0 |
| 2012-10-25 07:50:00 | SPY | ETF | 141.99 | 141.99 | 141.87 | 141.91 | 80900.0 |
| 2012-10-25 07:55:00 | SPY | ETF | 141.91 | 141.94 | 141.9 | 141.91 | 10800.0 |
| 2012-10-25 08:00:00 | SPY | ETF | 141.92 | 142.1 | 141.75 | 141.88 | 182439.0 |
| 2012-10-25 08:05:00 | SPY | ETF | 141.88 | 141.97 | 141.88 | 141.97 | 73696.0 |
| 2012-10-25 08:10:00 | SPY | ETF | 141.96 | 141.97 | 141.91 | 141.97 | 34254.0 |
| 2012-10-25 08:15:00 | SPY | ETF | 141.96 | 141.96 | 141.88 | 141.895 | 12250.0 |
| 2012-10-25 08:20:00 | SPY | ETF | 141.89 | 141.98 | 141.88 | 141.96 | 67022.0 |
| 2012-10-25 08:25:00 | SPY | ETF | 141.97 | 142.01 | 141.94 | 141.95 | 41448.0 |
| 2012-10-25 08:30:00 | SPY | ETF | 142.05 | 142.24 | 141.77 | 141.85 | 298010.0 |
| 2012-10-25 08:35:00 | SPY | ETF | 141.85 | 141.9 | 141.82 | 141.85 | 125085.0 |
| 2012-10-25 08:40:00 | SPY | ETF | 141.86 | 141.9 | 141.76 | 141.9 | 200816.0 |
| 2012-10-25 08:45:00 | SPY | ETF | 141.9 | 141.93 | 141.86 | 141.92 | 64039.0 |
| 2012-10-25 08:50:00 | SPY | ETF | 141.91 | 141.93 | 141.9 | 141.92 | 49498.0 |
| 2012-10-25 08:55:00 | SPY | ETF | 141.93 | 141.98 | 141.91 | 141.91 | 74251.0 |
| 2012-10-25 09:00:00 | SPY | ETF | 141.9 | 141.93 | 141.89 | 141.92 | 14451.0 |
> showing 50 of 36,037 rows — these rows as CSV