PREVIEW / etf_5min / 2013-09-11
file: by_date/etf_5min/2013/2013-09-11.parquet size: 967 KB rows: 41,010
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 |
|---|---|---|---|---|---|---|---|
| 2013-09-11 04:00:00 | SPY | ETF | 168.64 | 168.64 | 168.64 | 168.64 | 100.0 |
| 2013-09-11 04:05:00 | SPY | ETF | 168.68 | 168.68 | 168.68 | 168.68 | 100.0 |
| 2013-09-11 04:10:00 | SPY | ETF | 168.74 | 168.74 | 168.74 | 168.74 | 300.0 |
| 2013-09-11 04:20:00 | SPY | ETF | 168.72 | 168.72 | 168.72 | 168.72 | 100.0 |
| 2013-09-11 04:25:00 | SPY | ETF | 168.75 | 168.75 | 168.75 | 168.75 | 100.0 |
| 2013-09-11 04:30:00 | SPY | ETF | 168.73 | 168.73 | 168.73 | 168.73 | 1000.0 |
| 2013-09-11 04:35:00 | SPY | ETF | 168.72 | 168.72 | 168.72 | 168.72 | 100.0 |
| 2013-09-11 04:40:00 | SPY | ETF | 168.73 | 168.73 | 168.73 | 168.73 | 500.0 |
| 2013-09-11 04:45:00 | SPY | ETF | 168.75 | 168.79 | 168.75 | 168.79 | 500.0 |
| 2013-09-11 04:50:00 | SPY | ETF | 168.85 | 168.88 | 168.85 | 168.88 | 900.0 |
| 2013-09-11 05:00:00 | SPY | ETF | 168.85 | 168.85 | 168.82 | 168.82 | 700.0 |
| 2013-09-11 05:50:00 | SPY | ETF | 168.72 | 168.72 | 168.7 | 168.7 | 200.0 |
| 2013-09-11 05:55:00 | SPY | ETF | 168.68 | 168.68 | 168.64 | 168.64 | 1300.0 |
| 2013-09-11 06:00:00 | SPY | ETF | 168.68 | 168.68 | 168.68 | 168.68 | 100.0 |
| 2013-09-11 06:05:00 | SPY | ETF | 168.67 | 168.69 | 168.67 | 168.69 | 10100.0 |
| 2013-09-11 06:15:00 | SPY | ETF | 168.72 | 168.73 | 168.72 | 168.73 | 1070.0 |
| 2013-09-11 06:25:00 | SPY | ETF | 168.71 | 168.83 | 168.71 | 168.83 | 15800.0 |
| 2013-09-11 06:30:00 | SPY | ETF | 168.82 | 168.82 | 168.8 | 168.8 | 1600.0 |
| 2013-09-11 06:40:00 | SPY | ETF | 168.76 | 168.76 | 168.76 | 168.76 | 200.0 |
| 2013-09-11 06:45:00 | SPY | ETF | 168.77 | 168.81 | 168.77 | 168.78 | 1502.0 |
| 2013-09-11 06:50:00 | SPY | ETF | 168.81 | 168.81 | 168.81 | 168.81 | 300.0 |
| 2013-09-11 06:55:00 | SPY | ETF | 168.78 | 168.84 | 168.78 | 168.78 | 17404.0 |
| 2013-09-11 07:00:00 | SPY | ETF | 168.76 | 168.79 | 168.74 | 168.79 | 15406.0 |
| 2013-09-11 07:05:00 | SPY | ETF | 168.81 | 168.81 | 168.81 | 168.81 | 400.0 |
| 2013-09-11 07:10:00 | SPY | ETF | 168.83 | 168.84 | 168.81 | 168.81 | 6100.0 |
| 2013-09-11 07:15:00 | SPY | ETF | 168.82 | 168.82 | 168.81 | 168.81 | 3000.0 |
| 2013-09-11 07:20:00 | SPY | ETF | 168.81 | 168.81 | 168.76 | 168.77 | 52900.0 |
| 2013-09-11 07:25:00 | SPY | ETF | 168.77 | 168.83 | 168.77 | 168.8 | 35404.0 |
| 2013-09-11 07:30:00 | SPY | ETF | 168.79 | 168.79 | 168.72 | 168.72 | 46204.0 |
| 2013-09-11 07:35:00 | SPY | ETF | 168.71 | 168.81 | 168.71 | 168.81 | 5967.0 |
| 2013-09-11 07:40:00 | SPY | ETF | 168.82 | 168.82 | 168.72 | 168.78 | 6200.0 |
| 2013-09-11 07:45:00 | SPY | ETF | 168.72 | 168.72 | 168.67 | 168.67 | 43480.0 |
| 2013-09-11 07:50:00 | SPY | ETF | 168.65 | 168.65 | 168.57 | 168.6 | 95613.0 |
| 2013-09-11 07:55:00 | SPY | ETF | 168.59 | 168.62 | 168.59 | 168.59 | 25775.0 |
| 2013-09-11 08:00:00 | SPY | ETF | 168.59 | 168.8 | 168.57 | 168.64 | 24080.0 |
| 2013-09-11 08:05:00 | SPY | ETF | 168.64 | 168.66 | 168.61 | 168.61 | 33505.0 |
| 2013-09-11 08:10:00 | SPY | ETF | 168.63 | 168.66 | 168.63 | 168.66 | 11505.0 |
| 2013-09-11 08:15:00 | SPY | ETF | 168.66 | 168.73 | 168.66 | 168.72 | 24554.0 |
| 2013-09-11 08:20:00 | SPY | ETF | 168.71 | 168.72 | 168.69 | 168.69 | 33650.0 |
| 2013-09-11 08:25:00 | SPY | ETF | 168.72 | 168.72 | 168.59 | 168.59 | 15456.0 |
| 2013-09-11 08:30:00 | SPY | ETF | 168.63 | 168.64 | 168.6 | 168.62 | 7379.0 |
| 2013-09-11 08:35:00 | SPY | ETF | 168.62 | 168.65 | 168.59 | 168.64 | 451396.0 |
| 2013-09-11 08:40:00 | SPY | ETF | 168.63 | 168.67 | 168.63 | 168.65 | 16594.0 |
| 2013-09-11 08:45:00 | SPY | ETF | 168.66 | 168.68 | 168.63 | 168.64 | 66827.0 |
| 2013-09-11 08:50:00 | SPY | ETF | 168.63 | 168.69 | 168.63 | 168.66 | 21169.0 |
| 2013-09-11 08:55:00 | SPY | ETF | 168.65 | 168.72 | 168.65 | 168.68 | 24210.0 |
| 2013-09-11 09:00:00 | SPY | ETF | 168.68 | 168.71 | 168.65 | 168.68 | 16463.0 |
| 2013-09-11 09:05:00 | SPY | ETF | 168.69 | 168.69 | 168.63 | 168.63 | 11670.0 |
| 2013-09-11 09:10:00 | SPY | ETF | 168.66 | 168.68 | 168.59 | 168.64 | 54660.0 |
| 2013-09-11 09:15:00 | SPY | ETF | 168.66 | 168.66 | 168.58 | 168.61 | 22621.0 |
> showing 50 of 41,010 rows — these rows as CSV