PREVIEW / etf_5min / 2014-11-21
file: by_date/etf_5min/2014/2014-11-21.parquet size: 1.1 MB rows: 47,500
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 |
|---|---|---|---|---|---|---|---|
| 2014-11-21 04:00:00 | SPY | ETF | 206.25 | 206.43 | 206.25 | 206.3 | 1511.0 |
| 2014-11-21 04:05:00 | SPY | ETF | 206.35 | 206.35 | 206.35 | 206.35 | 400.0 |
| 2014-11-21 04:10:00 | SPY | ETF | 206.36 | 206.36 | 205.7 | 205.7 | 2100.0 |
| 2014-11-21 04:15:00 | SPY | ETF | 206.34 | 206.34 | 206.3 | 206.34 | 500.0 |
| 2014-11-21 04:35:00 | SPY | ETF | 206.28 | 206.3 | 206.28 | 206.3 | 300.0 |
| 2014-11-21 04:45:00 | SPY | ETF | 206.3 | 206.3 | 206.3 | 206.3 | 100.0 |
| 2014-11-21 04:50:00 | SPY | ETF | 206.3 | 206.3 | 206.3 | 206.3 | 500.0 |
| 2014-11-21 04:55:00 | SPY | ETF | 206.3 | 206.3 | 206.3 | 206.3 | 1500.0 |
| 2014-11-21 05:10:00 | SPY | ETF | 206.3 | 206.3 | 206.24 | 206.24 | 1000.0 |
| 2014-11-21 05:20:00 | SPY | ETF | 206.25 | 206.25 | 206.25 | 206.25 | 1200.0 |
| 2014-11-21 05:30:00 | SPY | ETF | 206.28 | 207.02 | 206.28 | 206.96 | 35102.0 |
| 2014-11-21 05:35:00 | SPY | ETF | 206.87 | 207.19 | 206.79 | 207.14 | 19046.0 |
| 2014-11-21 05:40:00 | SPY | ETF | 207.27 | 207.27 | 207.04 | 207.18 | 48369.0 |
| 2014-11-21 05:45:00 | SPY | ETF | 207.14 | 207.14 | 206.88 | 206.88 | 30550.0 |
| 2014-11-21 05:50:00 | SPY | ETF | 206.91 | 206.94 | 206.91 | 206.94 | 200.0 |
| 2014-11-21 06:00:00 | SPY | ETF | 206.89 | 207.03 | 206.89 | 207.02 | 18270.0 |
| 2014-11-21 06:05:00 | SPY | ETF | 206.89 | 206.89 | 206.82 | 206.88 | 10500.0 |
| 2014-11-21 06:10:00 | SPY | ETF | 206.87 | 206.88 | 206.81 | 206.84 | 5300.0 |
| 2014-11-21 06:15:00 | SPY | ETF | 206.84 | 206.84 | 206.79 | 206.82 | 1000.0 |
| 2014-11-21 06:20:00 | SPY | ETF | 206.83 | 206.83 | 206.77 | 206.82 | 1900.0 |
| 2014-11-21 06:25:00 | SPY | ETF | 206.88 | 206.98 | 206.88 | 206.97 | 9700.0 |
| 2014-11-21 06:30:00 | SPY | ETF | 206.94 | 207.09 | 206.94 | 207.09 | 1730.0 |
| 2014-11-21 06:35:00 | SPY | ETF | 207.06 | 207.06 | 206.99 | 207.03 | 400.0 |
| 2014-11-21 06:40:00 | SPY | ETF | 207.01 | 207.1 | 207.01 | 207.1 | 13307.0 |
| 2014-11-21 06:45:00 | SPY | ETF | 207.12 | 207.18 | 207.12 | 207.17 | 19230.0 |
| 2014-11-21 06:50:00 | SPY | ETF | 207.14 | 207.14 | 206.97 | 206.97 | 8300.0 |
| 2014-11-21 06:55:00 | SPY | ETF | 206.98 | 207.01 | 206.96 | 207.01 | 29670.0 |
| 2014-11-21 07:00:00 | SPY | ETF | 207.0 | 207.0 | 206.89 | 207.0 | 49750.0 |
| 2014-11-21 07:05:00 | SPY | ETF | 206.99 | 207.08 | 206.99 | 206.99 | 15060.0 |
| 2014-11-21 07:10:00 | SPY | ETF | 207.04 | 207.08 | 207.01 | 207.03 | 19790.0 |
| 2014-11-21 07:15:00 | SPY | ETF | 207.03 | 207.03 | 206.95 | 206.95 | 7680.0 |
| 2014-11-21 07:20:00 | SPY | ETF | 206.98 | 207.0 | 206.94 | 207.0 | 41950.0 |
| 2014-11-21 07:25:00 | SPY | ETF | 206.99 | 207.13 | 206.99 | 207.13 | 36700.0 |
| 2014-11-21 07:30:00 | SPY | ETF | 207.09 | 207.2 | 207.09 | 207.17 | 68514.0 |
| 2014-11-21 07:35:00 | SPY | ETF | 207.17 | 207.19 | 207.15 | 207.15 | 57817.0 |
| 2014-11-21 07:40:00 | SPY | ETF | 207.16 | 207.19 | 207.1 | 207.12 | 56219.0 |
| 2014-11-21 07:45:00 | SPY | ETF | 207.1 | 207.15 | 207.09 | 207.11 | 32455.0 |
| 2014-11-21 07:50:00 | SPY | ETF | 207.1 | 207.25 | 207.09 | 207.22 | 72376.0 |
| 2014-11-21 07:55:00 | SPY | ETF | 207.22 | 207.37 | 207.22 | 207.3 | 674318.0 |
| 2014-11-21 08:00:00 | SPY | ETF | 207.3 | 207.33 | 205.91 | 205.91 | 932376.0 |
| 2014-11-21 08:05:00 | SPY | ETF | 207.26 | 207.38 | 207.2 | 207.34 | 595509.0 |
| 2014-11-21 08:10:00 | SPY | ETF | 207.34 | 207.46 | 207.34 | 207.44 | 418732.0 |
| 2014-11-21 08:15:00 | SPY | ETF | 207.43 | 207.54 | 207.35 | 207.52 | 203106.0 |
| 2014-11-21 08:20:00 | SPY | ETF | 207.5 | 207.56 | 207.41 | 207.43 | 84281.0 |
| 2014-11-21 08:25:00 | SPY | ETF | 207.42 | 207.44 | 207.38 | 207.39 | 107253.0 |
| 2014-11-21 08:30:00 | SPY | ETF | 207.38 | 207.38 | 207.32 | 207.37 | 94223.0 |
| 2014-11-21 08:35:00 | SPY | ETF | 207.37 | 207.44 | 207.34 | 207.35 | 56305.0 |
| 2014-11-21 08:40:00 | SPY | ETF | 207.35 | 207.38 | 207.33 | 207.34 | 42145.0 |
| 2014-11-21 08:45:00 | SPY | ETF | 207.33 | 207.41 | 207.3 | 207.37 | 157649.0 |
| 2014-11-21 08:50:00 | SPY | ETF | 207.37 | 207.37 | 207.26 | 207.3 | 88614.0 |
> showing 50 of 47,500 rows — these rows as CSV