PREVIEW / etf_5min / 2014-10-20
file: by_date/etf_5min/2014/2014-10-20.parquet size: 1.1 MB rows: 46,130
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 |
|---|---|---|---|---|---|---|---|
| 2014-10-20 04:00:00 | SPY | ETF | 188.9 | 189.23 | 188.89 | 189.23 | 4774.0 |
| 2014-10-20 04:05:00 | SPY | ETF | 188.88 | 188.94 | 188.88 | 188.9 | 8380.0 |
| 2014-10-20 04:10:00 | SPY | ETF | 188.9 | 188.95 | 188.9 | 188.94 | 500.0 |
| 2014-10-20 04:15:00 | SPY | ETF | 189.05 | 189.05 | 189.02 | 189.02 | 500.0 |
| 2014-10-20 04:20:00 | SPY | ETF | 189.01 | 189.07 | 189.01 | 189.07 | 700.0 |
| 2014-10-20 04:25:00 | SPY | ETF | 189.09 | 189.38 | 189.09 | 189.38 | 625.0 |
| 2014-10-20 04:30:00 | SPY | ETF | 189.2 | 189.2 | 189.15 | 189.15 | 200.0 |
| 2014-10-20 04:35:00 | SPY | ETF | 189.15 | 189.15 | 189.15 | 189.15 | 500.0 |
| 2014-10-20 04:40:00 | SPY | ETF | 189.24 | 189.24 | 189.08 | 189.08 | 215.0 |
| 2014-10-20 04:50:00 | SPY | ETF | 189.01 | 189.01 | 189.01 | 189.01 | 125.0 |
| 2014-10-20 04:55:00 | SPY | ETF | 188.82 | 188.82 | 188.75 | 188.75 | 3000.0 |
| 2014-10-20 05:00:00 | SPY | ETF | 188.81 | 188.81 | 188.77 | 188.77 | 1700.0 |
| 2014-10-20 05:05:00 | SPY | ETF | 188.88 | 188.88 | 188.83 | 188.88 | 3700.0 |
| 2014-10-20 05:10:00 | SPY | ETF | 189.05 | 189.05 | 189.03 | 189.03 | 655.0 |
| 2014-10-20 05:15:00 | SPY | ETF | 189.0 | 189.0 | 188.9 | 188.94 | 1950.0 |
| 2014-10-20 05:20:00 | SPY | ETF | 188.94 | 189.08 | 188.94 | 189.08 | 1300.0 |
| 2014-10-20 05:25:00 | SPY | ETF | 189.11 | 189.23 | 189.05 | 189.19 | 33225.0 |
| 2014-10-20 05:30:00 | SPY | ETF | 189.08 | 189.08 | 189.06 | 189.06 | 3200.0 |
| 2014-10-20 05:35:00 | SPY | ETF | 189.11 | 189.11 | 189.11 | 189.11 | 2000.0 |
| 2014-10-20 05:40:00 | SPY | ETF | 189.16 | 189.17 | 189.16 | 189.17 | 2100.0 |
| 2014-10-20 05:45:00 | SPY | ETF | 189.23 | 189.24 | 189.16 | 189.16 | 1125.0 |
| 2014-10-20 05:50:00 | SPY | ETF | 189.18 | 189.26 | 189.18 | 189.26 | 1000.0 |
| 2014-10-20 05:55:00 | SPY | ETF | 189.05 | 189.09 | 189.04 | 189.09 | 503.0 |
| 2014-10-20 06:00:00 | SPY | ETF | 189.19 | 189.2 | 189.04 | 189.13 | 9900.0 |
| 2014-10-20 06:05:00 | SPY | ETF | 189.06 | 189.06 | 188.99 | 189.0 | 58810.0 |
| 2014-10-20 06:10:00 | SPY | ETF | 189.01 | 189.09 | 188.99 | 189.09 | 38668.0 |
| 2014-10-20 06:15:00 | SPY | ETF | 189.05 | 189.1 | 189.01 | 189.03 | 1197.0 |
| 2014-10-20 06:20:00 | SPY | ETF | 188.99 | 188.99 | 188.9 | 188.9 | 1380.0 |
| 2014-10-20 06:25:00 | SPY | ETF | 188.95 | 188.95 | 188.92 | 188.95 | 2340.0 |
| 2014-10-20 06:30:00 | SPY | ETF | 188.94 | 188.95 | 188.74 | 188.86 | 60185.0 |
| 2014-10-20 06:35:00 | SPY | ETF | 188.82 | 188.91 | 188.78 | 188.85 | 2425.0 |
| 2014-10-20 06:40:00 | SPY | ETF | 188.93 | 189.03 | 188.92 | 189.0 | 48145.0 |
| 2014-10-20 06:45:00 | SPY | ETF | 189.0 | 189.11 | 188.94 | 188.94 | 91702.0 |
| 2014-10-20 06:50:00 | SPY | ETF | 188.9 | 188.95 | 188.71 | 188.78 | 41131.0 |
| 2014-10-20 06:55:00 | SPY | ETF | 188.74 | 188.74 | 188.44 | 188.44 | 62238.0 |
| 2014-10-20 07:00:00 | SPY | ETF | 188.44 | 188.68 | 188.31 | 188.41 | 123137.0 |
| 2014-10-20 07:05:00 | SPY | ETF | 188.43 | 188.43 | 188.1 | 188.1 | 169767.0 |
| 2014-10-20 07:10:00 | SPY | ETF | 188.06 | 188.3 | 188.06 | 188.11 | 130440.0 |
| 2014-10-20 07:15:00 | SPY | ETF | 188.08 | 188.18 | 187.94 | 188.14 | 305672.0 |
| 2014-10-20 07:20:00 | SPY | ETF | 188.12 | 188.28 | 188.06 | 188.23 | 120942.0 |
| 2014-10-20 07:25:00 | SPY | ETF | 188.22 | 188.28 | 188.06 | 188.12 | 175877.0 |
| 2014-10-20 07:30:00 | SPY | ETF | 188.12 | 188.33 | 188.1 | 188.32 | 156557.0 |
| 2014-10-20 07:35:00 | SPY | ETF | 188.3 | 188.5 | 188.23 | 188.48 | 179577.0 |
| 2014-10-20 07:40:00 | SPY | ETF | 188.44 | 188.44 | 188.28 | 188.33 | 134275.0 |
| 2014-10-20 07:45:00 | SPY | ETF | 188.33 | 188.33 | 188.15 | 188.18 | 37593.0 |
| 2014-10-20 07:50:00 | SPY | ETF | 188.16 | 188.18 | 188.1 | 188.1 | 27520.0 |
| 2014-10-20 07:55:00 | SPY | ETF | 188.15 | 188.16 | 188.1 | 188.14 | 33461.0 |
| 2014-10-20 08:00:00 | SPY | ETF | 188.15 | 188.55 | 188.1 | 188.12 | 100814.0 |
| 2014-10-20 08:05:00 | SPY | ETF | 189.018 | 189.0284 | 188.19 | 188.36 | 317287.0 |
| 2014-10-20 08:10:00 | SPY | ETF | 188.38 | 188.38 | 188.3 | 188.37 | 63314.0 |
> showing 50 of 46,130 rows — these rows as CSV