PREVIEW / etf_5min / 2014-09-26
file: by_date/etf_5min/2014/2014-09-26.parquet size: 1010 KB rows: 42,566
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 |
|---|---|---|---|---|---|---|---|
| 2014-09-26 04:05:00 | SPY | ETF | 196.52 | 196.52 | 196.48 | 196.48 | 310.0 |
| 2014-09-26 04:10:00 | SPY | ETF | 196.52 | 196.52 | 196.5 | 196.5 | 400.0 |
| 2014-09-26 04:25:00 | SPY | ETF | 196.74 | 196.75 | 196.69 | 196.69 | 25100.0 |
| 2014-09-26 04:30:00 | SPY | ETF | 196.77 | 196.77 | 196.63 | 196.63 | 26169.0 |
| 2014-09-26 04:40:00 | SPY | ETF | 196.64 | 196.65 | 196.55 | 196.55 | 10195.0 |
| 2014-09-26 04:45:00 | SPY | ETF | 196.65 | 196.65 | 196.65 | 196.65 | 1040.0 |
| 2014-09-26 04:55:00 | SPY | ETF | 196.58 | 196.58 | 196.56 | 196.56 | 600.0 |
| 2014-09-26 05:00:00 | SPY | ETF | 196.55 | 196.56 | 196.5 | 196.55 | 13820.0 |
| 2014-09-26 05:05:00 | SPY | ETF | 196.66 | 196.66 | 196.66 | 196.66 | 500.0 |
| 2014-09-26 05:10:00 | SPY | ETF | 196.66 | 196.66 | 196.66 | 196.66 | 1146.0 |
| 2014-09-26 05:15:00 | SPY | ETF | 196.78 | 196.87 | 196.78 | 196.87 | 7587.0 |
| 2014-09-26 05:20:00 | SPY | ETF | 196.88 | 196.99 | 196.88 | 196.89 | 34275.0 |
| 2014-09-26 05:35:00 | SPY | ETF | 196.95 | 196.99 | 196.9 | 196.99 | 21357.0 |
| 2014-09-26 05:40:00 | SPY | ETF | 196.96 | 197.03 | 196.96 | 197.0 | 14400.0 |
| 2014-09-26 05:50:00 | SPY | ETF | 196.87 | 196.88 | 196.85 | 196.88 | 1067.0 |
| 2014-09-26 06:00:00 | SPY | ETF | 196.9 | 196.93 | 196.88 | 196.93 | 22400.0 |
| 2014-09-26 06:05:00 | SPY | ETF | 196.89 | 196.89 | 196.75 | 196.75 | 5259.0 |
| 2014-09-26 06:10:00 | SPY | ETF | 196.68 | 196.75 | 196.68 | 196.75 | 23038.0 |
| 2014-09-26 06:15:00 | SPY | ETF | 196.71 | 196.85 | 196.71 | 196.78 | 4444.0 |
| 2014-09-26 06:20:00 | SPY | ETF | 196.8 | 196.8 | 196.78 | 196.8 | 2069.0 |
| 2014-09-26 06:25:00 | SPY | ETF | 196.85 | 196.85 | 196.8 | 196.8 | 243.0 |
| 2014-09-26 06:30:00 | SPY | ETF | 196.8 | 196.8 | 196.8 | 196.8 | 100.0 |
| 2014-09-26 06:35:00 | SPY | ETF | 196.83 | 196.83 | 196.8 | 196.83 | 12500.0 |
| 2014-09-26 06:40:00 | SPY | ETF | 196.83 | 196.9 | 196.8 | 196.9 | 10872.0 |
| 2014-09-26 06:45:00 | SPY | ETF | 196.9 | 196.9 | 196.86 | 196.86 | 3200.0 |
| 2014-09-26 06:50:00 | SPY | ETF | 196.82 | 196.82 | 196.82 | 196.82 | 100.0 |
| 2014-09-26 06:55:00 | SPY | ETF | 196.83 | 196.85 | 196.8 | 196.8 | 2517.0 |
| 2014-09-26 07:00:00 | SPY | ETF | 196.82 | 196.82 | 196.78 | 196.78 | 2300.0 |
| 2014-09-26 07:05:00 | SPY | ETF | 196.76 | 196.76 | 196.76 | 196.76 | 3000.0 |
| 2014-09-26 07:10:00 | SPY | ETF | 196.75 | 196.87 | 196.75 | 196.86 | 841.0 |
| 2014-09-26 07:15:00 | SPY | ETF | 196.87 | 196.9 | 196.87 | 196.87 | 49624.0 |
| 2014-09-26 07:20:00 | SPY | ETF | 196.87 | 196.87 | 196.82 | 196.82 | 5907.0 |
| 2014-09-26 07:25:00 | SPY | ETF | 196.82 | 196.85 | 196.79 | 196.85 | 60550.0 |
| 2014-09-26 07:30:00 | SPY | ETF | 196.85 | 196.91 | 196.85 | 196.91 | 2150.0 |
| 2014-09-26 07:35:00 | SPY | ETF | 196.93 | 196.94 | 196.88 | 196.91 | 82000.0 |
| 2014-09-26 07:40:00 | SPY | ETF | 196.89 | 196.89 | 196.81 | 196.81 | 15200.0 |
| 2014-09-26 07:45:00 | SPY | ETF | 196.81 | 196.88 | 196.81 | 196.87 | 36100.0 |
| 2014-09-26 07:50:00 | SPY | ETF | 196.9 | 196.9 | 196.83 | 196.84 | 1955.0 |
| 2014-09-26 07:55:00 | SPY | ETF | 196.84 | 196.84 | 196.69 | 196.75 | 18558.0 |
| 2014-09-26 08:00:00 | SPY | ETF | 196.83 | 196.9 | 196.73 | 196.79 | 82006.0 |
| 2014-09-26 08:05:00 | SPY | ETF | 196.8 | 196.94 | 196.77 | 196.94 | 20843.0 |
| 2014-09-26 08:10:00 | SPY | ETF | 196.94 | 196.95 | 196.92 | 196.93 | 34200.0 |
| 2014-09-26 08:15:00 | SPY | ETF | 196.94 | 197.15 | 196.94 | 197.105 | 160423.0 |
| 2014-09-26 08:20:00 | SPY | ETF | 197.1 | 197.2 | 197.06 | 197.19 | 88367.0 |
| 2014-09-26 08:25:00 | SPY | ETF | 197.17 | 197.17 | 197.1 | 197.11 | 85178.0 |
| 2014-09-26 08:30:00 | SPY | ETF | 197.15 | 197.15 | 196.97 | 197.01 | 170572.0 |
| 2014-09-26 08:35:00 | SPY | ETF | 196.99 | 197.05 | 196.86 | 196.95 | 51654.0 |
| 2014-09-26 08:40:00 | SPY | ETF | 196.95 | 196.96 | 196.61 | 196.74 | 260724.0 |
| 2014-09-26 08:45:00 | SPY | ETF | 196.74 | 196.89 | 196.7 | 196.87 | 199015.0 |
| 2014-09-26 08:50:00 | SPY | ETF | 196.85 | 196.85 | 196.61 | 196.61 | 235412.0 |
> showing 50 of 42,566 rows — these rows as CSV