PREVIEW / etf_5min / 2014-05-01
file: by_date/etf_5min/2014/2014-05-01.parquet size: 989 KB rows: 42,853
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 |
|---|---|---|---|---|---|---|---|
| 2014-05-01 04:30:00 | SPY | ETF | 188.58 | 188.58 | 188.58 | 188.58 | 100.0 |
| 2014-05-01 04:45:00 | SPY | ETF | 188.48 | 188.48 | 188.48 | 188.48 | 100.0 |
| 2014-05-01 05:15:00 | SPY | ETF | 188.55 | 188.55 | 188.55 | 188.55 | 100.0 |
| 2014-05-01 05:20:00 | SPY | ETF | 188.52 | 188.52 | 188.52 | 188.52 | 100.0 |
| 2014-05-01 06:05:00 | SPY | ETF | 188.49 | 188.49 | 188.49 | 188.49 | 400.0 |
| 2014-05-01 06:10:00 | SPY | ETF | 188.5 | 188.5 | 188.48 | 188.48 | 250.0 |
| 2014-05-01 06:15:00 | SPY | ETF | 188.5 | 188.5 | 188.5 | 188.5 | 1100.0 |
| 2014-05-01 06:45:00 | SPY | ETF | 188.55 | 188.55 | 188.55 | 188.55 | 100.0 |
| 2014-05-01 06:50:00 | SPY | ETF | 188.55 | 188.55 | 188.55 | 188.55 | 10000.0 |
| 2014-05-01 07:00:00 | SPY | ETF | 188.55 | 188.55 | 188.53 | 188.55 | 1600.0 |
| 2014-05-01 07:05:00 | SPY | ETF | 188.55 | 188.55 | 188.55 | 188.55 | 1105.0 |
| 2014-05-01 07:10:00 | SPY | ETF | 188.52 | 188.6 | 188.52 | 188.6 | 36550.0 |
| 2014-05-01 07:15:00 | SPY | ETF | 188.57 | 188.57 | 188.49 | 188.49 | 10040.0 |
| 2014-05-01 07:20:00 | SPY | ETF | 188.48 | 188.48 | 188.4 | 188.4 | 8800.0 |
| 2014-05-01 07:25:00 | SPY | ETF | 188.4 | 188.4 | 188.38 | 188.38 | 9450.0 |
| 2014-05-01 07:30:00 | SPY | ETF | 188.37 | 188.4 | 188.37 | 188.4 | 5600.0 |
| 2014-05-01 07:35:00 | SPY | ETF | 188.4 | 188.42 | 188.4 | 188.42 | 900.0 |
| 2014-05-01 07:40:00 | SPY | ETF | 188.42 | 188.42 | 188.34 | 188.36 | 6597.0 |
| 2014-05-01 07:45:00 | SPY | ETF | 188.37 | 188.37 | 188.32 | 188.37 | 17350.0 |
| 2014-05-01 07:50:00 | SPY | ETF | 188.37 | 188.37 | 188.34 | 188.34 | 8700.0 |
| 2014-05-01 07:55:00 | SPY | ETF | 188.34 | 188.36 | 188.34 | 188.34 | 4440.0 |
| 2014-05-01 08:00:00 | SPY | ETF | 188.34 | 188.55 | 188.34 | 188.39 | 9381.0 |
| 2014-05-01 08:05:00 | SPY | ETF | 188.4 | 188.42 | 188.39 | 188.42 | 50615.0 |
| 2014-05-01 08:10:00 | SPY | ETF | 188.4 | 188.4 | 188.39 | 188.39 | 5805.0 |
| 2014-05-01 08:15:00 | SPY | ETF | 188.39 | 188.4 | 188.39 | 188.39 | 20740.0 |
| 2014-05-01 08:20:00 | SPY | ETF | 188.39 | 188.41 | 188.39 | 188.41 | 1290.0 |
| 2014-05-01 08:25:00 | SPY | ETF | 188.41 | 188.43 | 188.4 | 188.41 | 9365.0 |
| 2014-05-01 08:30:00 | SPY | ETF | 188.38 | 188.43 | 188.26 | 188.29 | 118192.0 |
| 2014-05-01 08:35:00 | SPY | ETF | 188.27 | 188.37 | 188.27 | 188.35 | 46397.0 |
| 2014-05-01 08:40:00 | SPY | ETF | 188.34 | 188.34 | 188.27 | 188.28 | 29376.0 |
| 2014-05-01 08:45:00 | SPY | ETF | 188.29 | 188.29 | 188.26 | 188.27 | 33070.0 |
| 2014-05-01 08:50:00 | SPY | ETF | 188.28 | 188.29 | 188.27 | 188.29 | 18954.0 |
| 2014-05-01 08:55:00 | SPY | ETF | 188.28 | 188.28 | 188.22 | 188.26 | 56226.0 |
| 2014-05-01 09:00:00 | SPY | ETF | 188.24 | 188.29 | 188.24 | 188.28 | 43039.0 |
| 2014-05-01 09:05:00 | SPY | ETF | 188.28 | 188.29 | 188.26 | 188.27 | 6434.0 |
| 2014-05-01 09:10:00 | SPY | ETF | 188.27 | 188.29 | 188.26 | 188.27 | 9672.0 |
| 2014-05-01 09:15:00 | SPY | ETF | 188.27 | 188.29 | 188.26 | 188.28 | 16145.0 |
| 2014-05-01 09:20:00 | SPY | ETF | 188.28 | 188.29 | 188.26 | 188.26 | 41612.0 |
| 2014-05-01 09:25:00 | SPY | ETF | 188.26 | 188.26 | 188.2 | 188.22 | 63908.0 |
| 2014-05-01 09:30:00 | SPY | ETF | 188.22 | 188.39 | 188.03 | 188.03 | 2094607.0 |
| 2014-05-01 09:35:00 | SPY | ETF | 188.03 | 188.27 | 188.0 | 188.25 | 1801352.0 |
| 2014-05-01 09:40:00 | SPY | ETF | 188.26 | 188.49 | 188.24 | 188.48 | 3301698.0 |
| 2014-05-01 09:45:00 | SPY | ETF | 188.48 | 188.53 | 188.38 | 188.389 | 1271527.0 |
| 2014-05-01 09:50:00 | SPY | ETF | 188.39 | 188.46 | 188.225 | 188.34 | 2045637.0 |
| 2014-05-01 09:55:00 | SPY | ETF | 188.34 | 188.39 | 188.11 | 188.15 | 1068373.0 |
| 2014-05-01 10:00:00 | SPY | ETF | 188.16 | 188.29 | 187.97 | 188.14 | 2053690.0 |
| 2014-05-01 10:05:00 | SPY | ETF | 188.13 | 188.32 | 188.12 | 188.18 | 1196131.0 |
| 2014-05-01 10:10:00 | SPY | ETF | 188.19 | 188.28 | 187.92 | 187.93 | 1164339.0 |
| 2014-05-01 10:15:00 | SPY | ETF | 187.92 | 188.01 | 187.73 | 187.81 | 2443152.0 |
| 2014-05-01 10:20:00 | SPY | ETF | 187.81 | 187.96 | 187.73 | 187.948 | 1796150.0 |
> showing 50 of 42,853 rows — these rows as CSV