PREVIEW / etf_5min / 2014-11-13
file: by_date/etf_5min/2014/2014-11-13.parquet size: 1.1 MB rows: 45,405
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 |
|---|---|---|---|---|---|---|---|
| 2014-11-13 04:00:00 | SPY | ETF | 204.48 | 204.51 | 204.41 | 204.48 | 2431.0 |
| 2014-11-13 04:05:00 | SPY | ETF | 204.51 | 204.51 | 204.51 | 204.51 | 1000.0 |
| 2014-11-13 04:10:00 | SPY | ETF | 204.6 | 204.62 | 204.6 | 204.62 | 1110.0 |
| 2014-11-13 04:20:00 | SPY | ETF | 204.59 | 204.59 | 204.59 | 204.59 | 200.0 |
| 2014-11-13 04:25:00 | SPY | ETF | 204.61 | 204.61 | 204.61 | 204.61 | 157.0 |
| 2014-11-13 04:30:00 | SPY | ETF | 204.66 | 204.66 | 204.66 | 204.66 | 100.0 |
| 2014-11-13 04:35:00 | SPY | ETF | 204.69 | 204.69 | 204.69 | 204.69 | 120.0 |
| 2014-11-13 04:45:00 | SPY | ETF | 204.6 | 204.6 | 204.6 | 204.6 | 1000.0 |
| 2014-11-13 04:50:00 | SPY | ETF | 204.6 | 204.6 | 204.59 | 204.59 | 1000.0 |
| 2014-11-13 04:55:00 | SPY | ETF | 204.59 | 204.59 | 204.59 | 204.59 | 200.0 |
| 2014-11-13 05:00:00 | SPY | ETF | 204.52 | 204.53 | 204.52 | 204.53 | 400.0 |
| 2014-11-13 05:05:00 | SPY | ETF | 204.49 | 204.56 | 204.49 | 204.52 | 4671.0 |
| 2014-11-13 05:10:00 | SPY | ETF | 204.54 | 204.54 | 204.54 | 204.54 | 101.0 |
| 2014-11-13 05:15:00 | SPY | ETF | 204.56 | 204.56 | 204.56 | 204.56 | 243.0 |
| 2014-11-13 05:25:00 | SPY | ETF | 204.6 | 204.64 | 204.6 | 204.64 | 3050.0 |
| 2014-11-13 05:35:00 | SPY | ETF | 204.66 | 204.68 | 204.66 | 204.68 | 4500.0 |
| 2014-11-13 05:40:00 | SPY | ETF | 204.68 | 204.7 | 204.68 | 204.7 | 1406.0 |
| 2014-11-13 05:45:00 | SPY | ETF | 204.74 | 204.82 | 204.74 | 204.82 | 3475.0 |
| 2014-11-13 05:50:00 | SPY | ETF | 204.8 | 204.8 | 204.76 | 204.76 | 610.0 |
| 2014-11-13 05:55:00 | SPY | ETF | 204.69 | 204.73 | 204.69 | 204.73 | 1643.0 |
| 2014-11-13 06:00:00 | SPY | ETF | 204.76 | 204.76 | 204.74 | 204.74 | 425.0 |
| 2014-11-13 06:05:00 | SPY | ETF | 204.76 | 204.76 | 204.72 | 204.72 | 800.0 |
| 2014-11-13 06:10:00 | SPY | ETF | 204.75 | 204.79 | 204.75 | 204.79 | 5541.0 |
| 2014-11-13 06:15:00 | SPY | ETF | 204.81 | 204.81 | 204.81 | 204.81 | 100.0 |
| 2014-11-13 06:20:00 | SPY | ETF | 204.81 | 204.87 | 204.81 | 204.87 | 1601.0 |
| 2014-11-13 06:25:00 | SPY | ETF | 204.74 | 204.74 | 204.71 | 204.71 | 2234.0 |
| 2014-11-13 06:30:00 | SPY | ETF | 204.7 | 204.72 | 204.69 | 204.72 | 5700.0 |
| 2014-11-13 06:35:00 | SPY | ETF | 204.68 | 204.74 | 204.67 | 204.74 | 1543.0 |
| 2014-11-13 06:40:00 | SPY | ETF | 204.72 | 204.74 | 204.71 | 204.74 | 7800.0 |
| 2014-11-13 06:45:00 | SPY | ETF | 204.72 | 204.72 | 204.69 | 204.71 | 22935.0 |
| 2014-11-13 06:50:00 | SPY | ETF | 204.71 | 204.71 | 204.66 | 204.66 | 2384.0 |
| 2014-11-13 06:55:00 | SPY | ETF | 204.72 | 204.75 | 204.72 | 204.75 | 5076.0 |
| 2014-11-13 07:00:00 | SPY | ETF | 204.78 | 204.78 | 204.66 | 204.66 | 2575.0 |
| 2014-11-13 07:05:00 | SPY | ETF | 204.72 | 204.74 | 204.68 | 204.68 | 5700.0 |
| 2014-11-13 07:10:00 | SPY | ETF | 204.69 | 204.69 | 204.67 | 204.67 | 13602.0 |
| 2014-11-13 07:15:00 | SPY | ETF | 204.67 | 204.68 | 204.6 | 204.61 | 30500.0 |
| 2014-11-13 07:20:00 | SPY | ETF | 204.66 | 204.68 | 204.62 | 204.62 | 710.0 |
| 2014-11-13 07:25:00 | SPY | ETF | 204.62 | 204.65 | 204.58 | 204.59 | 58100.0 |
| 2014-11-13 07:30:00 | SPY | ETF | 204.59 | 204.61 | 204.56 | 204.56 | 19696.0 |
| 2014-11-13 07:35:00 | SPY | ETF | 204.55 | 204.6 | 204.53 | 204.6 | 14451.0 |
| 2014-11-13 07:40:00 | SPY | ETF | 204.6 | 204.64 | 204.59 | 204.64 | 53266.0 |
| 2014-11-13 07:45:00 | SPY | ETF | 204.64 | 204.64 | 204.6 | 204.62 | 4270.0 |
| 2014-11-13 07:50:00 | SPY | ETF | 204.6 | 204.61 | 204.48 | 204.49 | 76611.0 |
| 2014-11-13 07:55:00 | SPY | ETF | 204.48 | 204.54 | 204.43 | 204.54 | 59800.0 |
| 2014-11-13 08:00:00 | SPY | ETF | 204.52 | 204.71 | 204.35 | 204.36 | 113216.0 |
| 2014-11-13 08:05:00 | SPY | ETF | 204.33 | 204.35 | 204.28 | 204.3 | 37178.0 |
| 2014-11-13 08:10:00 | SPY | ETF | 204.31 | 204.335 | 204.29 | 204.3 | 38668.0 |
| 2014-11-13 08:15:00 | SPY | ETF | 204.3 | 204.31 | 204.27 | 204.29 | 36720.0 |
| 2014-11-13 08:20:00 | SPY | ETF | 204.29 | 204.3 | 204.28 | 204.28 | 4375.0 |
| 2014-11-13 08:25:00 | SPY | ETF | 204.28 | 204.3 | 204.13 | 204.16 | 76217.0 |
> showing 50 of 45,405 rows — these rows as CSV