PREVIEW / etf_5min / 2014-11-28
file: by_date/etf_5min/2014/2014-11-28.parquet size: 663 KB rows: 26,691
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 |
|---|---|---|---|---|---|---|---|
| 2014-11-28 04:00:00 | SPY | ETF | 207.49 | 207.49 | 207.3 | 207.3 | 605.0 |
| 2014-11-28 04:10:00 | SPY | ETF | 207.38 | 207.38 | 207.38 | 207.38 | 300.0 |
| 2014-11-28 04:15:00 | SPY | ETF | 207.4 | 207.4 | 207.4 | 207.4 | 100.0 |
| 2014-11-28 04:35:00 | SPY | ETF | 207.4 | 207.4 | 207.4 | 207.4 | 100.0 |
| 2014-11-28 04:40:00 | SPY | ETF | 207.4 | 207.4 | 207.39 | 207.39 | 3500.0 |
| 2014-11-28 04:45:00 | SPY | ETF | 207.38 | 207.38 | 207.38 | 207.38 | 400.0 |
| 2014-11-28 04:55:00 | SPY | ETF | 207.38 | 207.38 | 207.35 | 207.35 | 500.0 |
| 2014-11-28 05:00:00 | SPY | ETF | 207.34 | 207.34 | 207.27 | 207.28 | 447.0 |
| 2014-11-28 05:05:00 | SPY | ETF | 207.28 | 207.28 | 207.2 | 207.2 | 327.0 |
| 2014-11-28 05:15:00 | SPY | ETF | 207.21 | 207.21 | 207.21 | 207.21 | 104.0 |
| 2014-11-28 05:25:00 | SPY | ETF | 207.3 | 207.3 | 207.23 | 207.23 | 396.0 |
| 2014-11-28 05:30:00 | SPY | ETF | 207.21 | 207.21 | 207.14 | 207.18 | 2401.0 |
| 2014-11-28 05:35:00 | SPY | ETF | 207.2 | 207.24 | 207.2 | 207.24 | 6131.0 |
| 2014-11-28 05:40:00 | SPY | ETF | 207.25 | 207.28 | 207.25 | 207.28 | 5400.0 |
| 2014-11-28 05:45:00 | SPY | ETF | 207.28 | 207.28 | 207.25 | 207.25 | 300.0 |
| 2014-11-28 05:50:00 | SPY | ETF | 207.27 | 207.3 | 207.27 | 207.3 | 5650.0 |
| 2014-11-28 05:55:00 | SPY | ETF | 207.3 | 207.3 | 207.2 | 207.2 | 3350.0 |
| 2014-11-28 06:00:00 | SPY | ETF | 207.23 | 207.27 | 207.23 | 207.27 | 200.0 |
| 2014-11-28 06:05:00 | SPY | ETF | 207.3 | 207.3 | 207.28 | 207.28 | 4600.0 |
| 2014-11-28 06:10:00 | SPY | ETF | 207.28 | 207.29 | 207.18 | 207.18 | 14530.0 |
| 2014-11-28 06:15:00 | SPY | ETF | 207.25 | 207.25 | 207.23 | 207.25 | 1600.0 |
| 2014-11-28 06:20:00 | SPY | ETF | 207.25 | 207.25 | 207.21 | 207.21 | 9600.0 |
| 2014-11-28 06:25:00 | SPY | ETF | 207.2 | 207.26 | 207.19 | 207.26 | 10300.0 |
| 2014-11-28 06:30:00 | SPY | ETF | 207.24 | 207.31 | 207.24 | 207.29 | 1821.0 |
| 2014-11-28 06:35:00 | SPY | ETF | 207.32 | 207.36 | 207.32 | 207.32 | 7390.0 |
| 2014-11-28 06:40:00 | SPY | ETF | 207.36 | 207.38 | 207.32 | 207.34 | 3600.0 |
| 2014-11-28 06:45:00 | SPY | ETF | 207.36 | 207.36 | 207.34 | 207.34 | 1300.0 |
| 2014-11-28 06:50:00 | SPY | ETF | 207.33 | 207.36 | 207.33 | 207.36 | 3300.0 |
| 2014-11-28 06:55:00 | SPY | ETF | 207.36 | 207.36 | 207.35 | 207.36 | 900.0 |
| 2014-11-28 07:00:00 | SPY | ETF | 207.37 | 207.37 | 207.34 | 207.37 | 2000.0 |
| 2014-11-28 07:05:00 | SPY | ETF | 207.37 | 207.41 | 207.34 | 207.38 | 3400.0 |
| 2014-11-28 07:10:00 | SPY | ETF | 207.4 | 207.41 | 207.38 | 207.38 | 2400.0 |
| 2014-11-28 07:15:00 | SPY | ETF | 207.44 | 207.44 | 207.42 | 207.44 | 4900.0 |
| 2014-11-28 07:20:00 | SPY | ETF | 207.45 | 207.5 | 207.45 | 207.5 | 4800.0 |
| 2014-11-28 07:25:00 | SPY | ETF | 207.5 | 207.57 | 207.5 | 207.52 | 11424.0 |
| 2014-11-28 07:30:00 | SPY | ETF | 207.55 | 207.55 | 207.52 | 207.54 | 16300.0 |
| 2014-11-28 07:35:00 | SPY | ETF | 207.54 | 207.58 | 207.54 | 207.58 | 25650.0 |
| 2014-11-28 07:40:00 | SPY | ETF | 207.58 | 207.59 | 207.55 | 207.59 | 5205.0 |
| 2014-11-28 07:45:00 | SPY | ETF | 207.57 | 207.59 | 207.56 | 207.57 | 5150.0 |
| 2014-11-28 07:50:00 | SPY | ETF | 207.58 | 207.61 | 207.56 | 207.56 | 8420.0 |
| 2014-11-28 07:55:00 | SPY | ETF | 207.58 | 207.6 | 207.56 | 207.57 | 15960.0 |
| 2014-11-28 08:00:00 | SPY | ETF | 207.93 | 207.93 | 207.37 | 207.52 | 48295.0 |
| 2014-11-28 08:05:00 | SPY | ETF | 207.52 | 207.52 | 207.42 | 207.43 | 53228.0 |
| 2014-11-28 08:10:00 | SPY | ETF | 207.42 | 207.43 | 207.4 | 207.43 | 27096.0 |
| 2014-11-28 08:15:00 | SPY | ETF | 207.43 | 207.45 | 207.43 | 207.45 | 24100.0 |
| 2014-11-28 08:20:00 | SPY | ETF | 207.45 | 207.47 | 207.43 | 207.47 | 21510.0 |
| 2014-11-28 08:25:00 | SPY | ETF | 207.46 | 207.49 | 207.46 | 207.49 | 57700.0 |
| 2014-11-28 08:30:00 | SPY | ETF | 207.49 | 207.6 | 207.489 | 207.57 | 35340.0 |
| 2014-11-28 08:35:00 | SPY | ETF | 207.58 | 207.62 | 207.54 | 207.57 | 29685.0 |
| 2014-11-28 08:40:00 | SPY | ETF | 207.57 | 207.62 | 207.57 | 207.62 | 50102.0 |
> showing 50 of 26,691 rows — these rows as CSV