PREVIEW / etf_5min / 2014-11-05
file: by_date/etf_5min/2014/2014-11-05.parquet size: 1.1 MB rows: 46,735
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 |
|---|---|---|---|---|---|---|---|
| 2014-11-05 04:00:00 | SPY | ETF | 201.57 | 201.8 | 201.57 | 201.8 | 8784.0 |
| 2014-11-05 04:05:00 | SPY | ETF | 201.82 | 201.84 | 201.82 | 201.84 | 4400.0 |
| 2014-11-05 04:10:00 | SPY | ETF | 201.78 | 201.78 | 201.78 | 201.78 | 200.0 |
| 2014-11-05 04:15:00 | SPY | ETF | 201.76 | 201.79 | 201.74 | 201.74 | 1836.0 |
| 2014-11-05 04:20:00 | SPY | ETF | 201.74 | 201.75 | 201.69 | 201.69 | 18900.0 |
| 2014-11-05 04:30:00 | SPY | ETF | 201.55 | 201.62 | 201.52 | 201.6 | 4800.0 |
| 2014-11-05 04:35:00 | SPY | ETF | 201.6 | 201.61 | 201.6 | 201.61 | 1000.0 |
| 2014-11-05 04:40:00 | SPY | ETF | 201.66 | 201.72 | 201.66 | 201.69 | 1300.0 |
| 2014-11-05 04:45:00 | SPY | ETF | 201.67 | 201.81 | 201.67 | 201.81 | 3400.0 |
| 2014-11-05 04:50:00 | SPY | ETF | 201.74 | 201.84 | 201.74 | 201.84 | 31958.0 |
| 2014-11-05 04:55:00 | SPY | ETF | 201.84 | 201.84 | 201.8 | 201.84 | 2250.0 |
| 2014-11-05 05:00:00 | SPY | ETF | 201.86 | 201.91 | 201.86 | 201.91 | 2200.0 |
| 2014-11-05 05:05:00 | SPY | ETF | 201.95 | 201.95 | 201.9 | 201.94 | 6300.0 |
| 2014-11-05 05:10:00 | SPY | ETF | 201.87 | 201.89 | 201.87 | 201.89 | 1450.0 |
| 2014-11-05 05:15:00 | SPY | ETF | 201.88 | 201.95 | 201.88 | 201.95 | 6900.0 |
| 2014-11-05 05:20:00 | SPY | ETF | 201.94 | 201.94 | 201.9 | 201.9 | 7650.0 |
| 2014-11-05 05:25:00 | SPY | ETF | 201.9 | 201.92 | 201.84 | 201.92 | 6350.0 |
| 2014-11-05 05:30:00 | SPY | ETF | 201.92 | 201.97 | 201.92 | 201.95 | 25750.0 |
| 2014-11-05 05:35:00 | SPY | ETF | 201.92 | 201.95 | 201.92 | 201.95 | 3000.0 |
| 2014-11-05 05:45:00 | SPY | ETF | 201.9 | 201.95 | 201.9 | 201.95 | 19250.0 |
| 2014-11-05 05:50:00 | SPY | ETF | 201.94 | 201.99 | 201.94 | 201.96 | 3301.0 |
| 2014-11-05 05:55:00 | SPY | ETF | 201.9 | 201.9 | 201.9 | 201.9 | 1600.0 |
| 2014-11-05 06:00:00 | SPY | ETF | 201.84 | 201.84 | 201.84 | 201.84 | 3200.0 |
| 2014-11-05 06:05:00 | SPY | ETF | 201.85 | 201.85 | 201.82 | 201.82 | 3750.0 |
| 2014-11-05 06:10:00 | SPY | ETF | 201.91 | 201.95 | 201.87 | 201.95 | 3300.0 |
| 2014-11-05 06:15:00 | SPY | ETF | 201.84 | 201.84 | 201.84 | 201.84 | 2076.0 |
| 2014-11-05 06:20:00 | SPY | ETF | 201.89 | 201.89 | 201.73 | 201.73 | 3937.0 |
| 2014-11-05 06:25:00 | SPY | ETF | 201.76 | 201.78 | 201.71 | 201.77 | 4500.0 |
| 2014-11-05 06:30:00 | SPY | ETF | 201.75 | 201.8 | 201.75 | 201.8 | 2135.0 |
| 2014-11-05 06:40:00 | SPY | ETF | 201.85 | 201.85 | 201.82 | 201.82 | 2200.0 |
| 2014-11-05 06:45:00 | SPY | ETF | 201.82 | 201.9 | 201.82 | 201.87 | 13950.0 |
| 2014-11-05 06:50:00 | SPY | ETF | 201.87 | 201.87 | 201.85 | 201.87 | 691.0 |
| 2014-11-05 06:55:00 | SPY | ETF | 201.85 | 201.85 | 201.85 | 201.85 | 2500.0 |
| 2014-11-05 07:00:00 | SPY | ETF | 201.85 | 201.97 | 201.85 | 201.95 | 16900.0 |
| 2014-11-05 07:05:00 | SPY | ETF | 201.95 | 202.07 | 201.95 | 202.0 | 30750.0 |
| 2014-11-05 07:10:00 | SPY | ETF | 202.03 | 202.1 | 202.02 | 202.1 | 37724.0 |
| 2014-11-05 07:15:00 | SPY | ETF | 202.08 | 202.13 | 202.05 | 202.07 | 29275.0 |
| 2014-11-05 07:20:00 | SPY | ETF | 202.05 | 202.07 | 202.03 | 202.05 | 12550.0 |
| 2014-11-05 07:25:00 | SPY | ETF | 202.06 | 202.09 | 202.05 | 202.05 | 5001.0 |
| 2014-11-05 07:30:00 | SPY | ETF | 202.07 | 202.17 | 202.07 | 202.17 | 77020.0 |
| 2014-11-05 07:35:00 | SPY | ETF | 202.15 | 202.2 | 202.11 | 202.13 | 11227.0 |
| 2014-11-05 07:40:00 | SPY | ETF | 202.12 | 202.2 | 202.08 | 202.2 | 16702.0 |
| 2014-11-05 07:45:00 | SPY | ETF | 202.21 | 202.27 | 202.18 | 202.18 | 149315.0 |
| 2014-11-05 07:50:00 | SPY | ETF | 202.18 | 202.3 | 202.17 | 202.3 | 118438.0 |
| 2014-11-05 07:55:00 | SPY | ETF | 202.27 | 202.32 | 202.26 | 202.28 | 83051.0 |
| 2014-11-05 08:00:00 | SPY | ETF | 202.28 | 202.32 | 201.9 | 202.27 | 127328.0 |
| 2014-11-05 08:05:00 | SPY | ETF | 202.25 | 202.28 | 202.2 | 202.2 | 195189.0 |
| 2014-11-05 08:10:00 | SPY | ETF | 202.2 | 202.23 | 202.18 | 202.19 | 54289.0 |
| 2014-11-05 08:15:00 | SPY | ETF | 202.22 | 202.29 | 202.19 | 202.29 | 97149.0 |
| 2014-11-05 08:20:00 | SPY | ETF | 202.28 | 202.28 | 202.22 | 202.26 | 43738.0 |
> showing 50 of 46,735 rows — these rows as CSV