PREVIEW / etf_5min / 2014-08-14
file: by_date/etf_5min/2014/2014-08-14.parquet size: 949 KB rows: 40,435
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 |
|---|---|---|---|---|---|---|---|
| 2014-08-14 04:00:00 | SPY | ETF | 194.9 | 194.9 | 194.9 | 194.9 | 238.0 |
| 2014-08-14 04:20:00 | SPY | ETF | 194.86 | 194.93 | 194.86 | 194.93 | 827.0 |
| 2014-08-14 04:35:00 | SPY | ETF | 195.01 | 195.01 | 195.01 | 195.01 | 100.0 |
| 2014-08-14 04:45:00 | SPY | ETF | 194.97 | 194.97 | 194.96 | 194.96 | 600.0 |
| 2014-08-14 05:00:00 | SPY | ETF | 194.89 | 194.89 | 194.89 | 194.89 | 400.0 |
| 2014-08-14 05:10:00 | SPY | ETF | 194.88 | 194.91 | 194.88 | 194.91 | 2300.0 |
| 2014-08-14 05:15:00 | SPY | ETF | 194.89 | 194.89 | 194.89 | 194.89 | 1716.0 |
| 2014-08-14 05:20:00 | SPY | ETF | 194.93 | 194.93 | 194.93 | 194.93 | 300.0 |
| 2014-08-14 05:30:00 | SPY | ETF | 194.87 | 194.87 | 194.87 | 194.87 | 200.0 |
| 2014-08-14 05:35:00 | SPY | ETF | 194.87 | 194.87 | 194.87 | 194.87 | 400.0 |
| 2014-08-14 05:40:00 | SPY | ETF | 194.87 | 194.87 | 194.87 | 194.87 | 1200.0 |
| 2014-08-14 06:00:00 | SPY | ETF | 194.98 | 195.0 | 194.98 | 195.0 | 307.0 |
| 2014-08-14 06:05:00 | SPY | ETF | 195.0 | 195.15 | 195.0 | 195.15 | 800.0 |
| 2014-08-14 06:15:00 | SPY | ETF | 195.17 | 195.17 | 195.17 | 195.17 | 124.0 |
| 2014-08-14 06:25:00 | SPY | ETF | 195.34 | 195.4 | 195.3 | 195.4 | 19410.0 |
| 2014-08-14 06:30:00 | SPY | ETF | 195.35 | 195.35 | 195.35 | 195.35 | 1000.0 |
| 2014-08-14 06:35:00 | SPY | ETF | 195.31 | 195.4 | 195.31 | 195.35 | 13399.0 |
| 2014-08-14 06:40:00 | SPY | ETF | 195.35 | 195.35 | 195.35 | 195.35 | 300.0 |
| 2014-08-14 06:45:00 | SPY | ETF | 195.32 | 195.32 | 195.31 | 195.31 | 13200.0 |
| 2014-08-14 06:50:00 | SPY | ETF | 195.36 | 195.36 | 195.31 | 195.36 | 17146.0 |
| 2014-08-14 06:55:00 | SPY | ETF | 195.27 | 195.28 | 195.27 | 195.28 | 980.0 |
| 2014-08-14 07:00:00 | SPY | ETF | 195.36 | 195.36 | 195.26 | 195.28 | 10300.0 |
| 2014-08-14 07:05:00 | SPY | ETF | 195.28 | 195.34 | 195.26 | 195.34 | 23700.0 |
| 2014-08-14 07:10:00 | SPY | ETF | 195.34 | 195.34 | 195.31 | 195.31 | 5500.0 |
| 2014-08-14 07:15:00 | SPY | ETF | 195.24 | 195.24 | 195.2 | 195.23 | 12250.0 |
| 2014-08-14 07:20:00 | SPY | ETF | 195.2 | 195.24 | 195.2 | 195.2 | 4093.0 |
| 2014-08-14 07:25:00 | SPY | ETF | 195.23 | 195.23 | 195.21 | 195.21 | 7500.0 |
| 2014-08-14 07:30:00 | SPY | ETF | 195.2 | 195.26 | 195.2 | 195.26 | 41600.0 |
| 2014-08-14 07:35:00 | SPY | ETF | 195.22 | 195.22 | 195.22 | 195.22 | 300.0 |
| 2014-08-14 07:40:00 | SPY | ETF | 195.21 | 195.25 | 195.2 | 195.24 | 1384.0 |
| 2014-08-14 07:45:00 | SPY | ETF | 195.26 | 195.29 | 195.26 | 195.26 | 1800.0 |
| 2014-08-14 07:50:00 | SPY | ETF | 195.26 | 195.3 | 195.24 | 195.3 | 16682.0 |
| 2014-08-14 07:55:00 | SPY | ETF | 195.3 | 195.3 | 195.26 | 195.29 | 7597.0 |
| 2014-08-14 08:00:00 | SPY | ETF | 195.26 | 195.33 | 195.25 | 195.29 | 50903.0 |
| 2014-08-14 08:05:00 | SPY | ETF | 195.26 | 195.33 | 195.24 | 195.27 | 36589.0 |
| 2014-08-14 08:10:00 | SPY | ETF | 195.29 | 195.32 | 195.28 | 195.3 | 6695.0 |
| 2014-08-14 08:15:00 | SPY | ETF | 195.29 | 195.31 | 195.14 | 195.18 | 34237.0 |
| 2014-08-14 08:20:00 | SPY | ETF | 195.2 | 195.2 | 195.16 | 195.2 | 7933.0 |
| 2014-08-14 08:25:00 | SPY | ETF | 195.22 | 195.24 | 195.15 | 195.21 | 15896.0 |
| 2014-08-14 08:30:00 | SPY | ETF | 195.17 | 195.23 | 195.11 | 195.19 | 87680.0 |
| 2014-08-14 08:35:00 | SPY | ETF | 195.17 | 195.17 | 195.0 | 195.05 | 128082.0 |
| 2014-08-14 08:40:00 | SPY | ETF | 195.05 | 195.05 | 194.95 | 195.03 | 40144.0 |
| 2014-08-14 08:45:00 | SPY | ETF | 195.03 | 195.03 | 194.81 | 194.92 | 153110.0 |
| 2014-08-14 08:50:00 | SPY | ETF | 194.93 | 194.94 | 194.9 | 194.91 | 67525.0 |
| 2014-08-14 08:55:00 | SPY | ETF | 194.91 | 194.99 | 194.91 | 194.98 | 127148.0 |
| 2014-08-14 09:00:00 | SPY | ETF | 194.98 | 195.03 | 194.96 | 195.01 | 42531.0 |
| 2014-08-14 09:05:00 | SPY | ETF | 195.01 | 195.02 | 194.99 | 195.02 | 17528.0 |
| 2014-08-14 09:10:00 | SPY | ETF | 195.02 | 195.09 | 195.0 | 195.05 | 61427.0 |
| 2014-08-14 09:15:00 | SPY | ETF | 195.07 | 195.1 | 195.03 | 195.05 | 58632.0 |
| 2014-08-14 09:20:00 | SPY | ETF | 195.06 | 195.09 | 195.03 | 195.06 | 140982.0 |
> showing 50 of 40,435 rows — these rows as CSV