PREVIEW / etf_5min / 2014-12-11
file: by_date/etf_5min/2014/2014-12-11.parquet size: 1.1 MB rows: 48,374
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 |
|---|---|---|---|---|---|---|---|
| 2014-12-11 04:00:00 | SPY | ETF | 203.9 | 204.0 | 203.9 | 204.0 | 598.0 |
| 2014-12-11 04:10:00 | SPY | ETF | 203.87 | 203.87 | 203.87 | 203.87 | 200.0 |
| 2014-12-11 04:15:00 | SPY | ETF | 203.87 | 203.88 | 203.87 | 203.88 | 1100.0 |
| 2014-12-11 04:20:00 | SPY | ETF | 203.94 | 203.95 | 203.94 | 203.95 | 300.0 |
| 2014-12-11 04:25:00 | SPY | ETF | 204.04 | 204.04 | 204.03 | 204.03 | 2200.0 |
| 2014-12-11 04:30:00 | SPY | ETF | 204.04 | 204.04 | 204.04 | 204.04 | 3500.0 |
| 2014-12-11 04:35:00 | SPY | ETF | 204.0 | 204.03 | 203.94 | 203.94 | 5700.0 |
| 2014-12-11 04:40:00 | SPY | ETF | 203.98 | 204.03 | 203.98 | 204.01 | 3300.0 |
| 2014-12-11 04:45:00 | SPY | ETF | 203.96 | 204.01 | 203.96 | 203.98 | 9500.0 |
| 2014-12-11 04:50:00 | SPY | ETF | 203.96 | 203.98 | 203.94 | 203.98 | 9300.0 |
| 2014-12-11 04:55:00 | SPY | ETF | 204.01 | 204.01 | 203.89 | 203.96 | 10200.0 |
| 2014-12-11 05:00:00 | SPY | ETF | 203.97 | 203.97 | 203.94 | 203.94 | 1900.0 |
| 2014-12-11 05:05:00 | SPY | ETF | 203.86 | 203.91 | 203.81 | 203.81 | 6650.0 |
| 2014-12-11 05:10:00 | SPY | ETF | 203.8 | 203.94 | 203.8 | 203.9 | 6875.0 |
| 2014-12-11 05:15:00 | SPY | ETF | 203.88 | 203.91 | 203.88 | 203.91 | 8100.0 |
| 2014-12-11 05:20:00 | SPY | ETF | 203.86 | 204.04 | 203.86 | 203.87 | 12625.0 |
| 2014-12-11 05:25:00 | SPY | ETF | 203.9 | 203.9 | 203.81 | 203.81 | 5200.0 |
| 2014-12-11 05:30:00 | SPY | ETF | 203.81 | 203.86 | 203.74 | 203.76 | 5200.0 |
| 2014-12-11 05:35:00 | SPY | ETF | 203.78 | 203.86 | 203.76 | 203.76 | 6300.0 |
| 2014-12-11 05:40:00 | SPY | ETF | 203.72 | 203.72 | 203.72 | 203.72 | 1100.0 |
| 2014-12-11 05:45:00 | SPY | ETF | 203.69 | 203.69 | 203.63 | 203.66 | 13400.0 |
| 2014-12-11 05:50:00 | SPY | ETF | 203.63 | 203.66 | 203.6 | 203.6 | 3289.0 |
| 2014-12-11 05:55:00 | SPY | ETF | 203.64 | 203.64 | 203.64 | 203.64 | 300.0 |
| 2014-12-11 06:00:00 | SPY | ETF | 203.65 | 203.76 | 203.65 | 203.75 | 22850.0 |
| 2014-12-11 06:05:00 | SPY | ETF | 203.71 | 203.71 | 203.6 | 203.6 | 6450.0 |
| 2014-12-11 06:10:00 | SPY | ETF | 203.61 | 203.66 | 203.59 | 203.59 | 1400.0 |
| 2014-12-11 06:15:00 | SPY | ETF | 203.62 | 203.67 | 203.62 | 203.66 | 6700.0 |
| 2014-12-11 06:20:00 | SPY | ETF | 203.65 | 203.66 | 203.61 | 203.64 | 13000.0 |
| 2014-12-11 06:25:00 | SPY | ETF | 203.62 | 203.62 | 203.59 | 203.59 | 984.0 |
| 2014-12-11 06:30:00 | SPY | ETF | 203.58 | 203.58 | 203.55 | 203.55 | 928.0 |
| 2014-12-11 06:35:00 | SPY | ETF | 203.54 | 203.64 | 203.54 | 203.64 | 794.0 |
| 2014-12-11 06:40:00 | SPY | ETF | 203.61 | 203.65 | 203.55 | 203.56 | 25889.0 |
| 2014-12-11 06:45:00 | SPY | ETF | 203.54 | 203.54 | 203.44 | 203.44 | 7400.0 |
| 2014-12-11 06:50:00 | SPY | ETF | 203.46 | 203.46 | 203.44 | 203.44 | 1200.0 |
| 2014-12-11 06:55:00 | SPY | ETF | 203.44 | 203.44 | 203.35 | 203.36 | 4505.0 |
| 2014-12-11 07:00:00 | SPY | ETF | 203.33 | 203.42 | 203.33 | 203.42 | 6175.0 |
| 2014-12-11 07:05:00 | SPY | ETF | 203.42 | 203.47 | 203.42 | 203.47 | 760.0 |
| 2014-12-11 07:10:00 | SPY | ETF | 203.47 | 203.47 | 203.45 | 203.45 | 53310.0 |
| 2014-12-11 07:15:00 | SPY | ETF | 203.47 | 203.47 | 203.46 | 203.46 | 2000.0 |
| 2014-12-11 07:20:00 | SPY | ETF | 203.5 | 203.5 | 203.47 | 203.47 | 200.0 |
| 2014-12-11 07:25:00 | SPY | ETF | 203.54 | 203.6 | 203.54 | 203.59 | 7989.0 |
| 2014-12-11 07:30:00 | SPY | ETF | 203.55 | 203.68 | 203.55 | 203.67 | 63439.0 |
| 2014-12-11 07:35:00 | SPY | ETF | 203.67 | 203.89 | 203.67 | 203.82 | 32500.0 |
| 2014-12-11 07:40:00 | SPY | ETF | 203.86 | 203.97 | 203.85 | 203.89 | 63915.0 |
| 2014-12-11 07:45:00 | SPY | ETF | 203.9 | 203.99 | 203.89 | 203.95 | 28989.0 |
| 2014-12-11 07:50:00 | SPY | ETF | 203.98 | 203.99 | 203.91 | 203.94 | 39486.0 |
| 2014-12-11 07:55:00 | SPY | ETF | 203.93 | 203.95 | 203.9 | 203.92 | 32275.0 |
| 2014-12-11 08:00:00 | SPY | ETF | 203.65 | 203.97 | 203.47 | 203.79 | 132079.0 |
| 2014-12-11 08:05:00 | SPY | ETF | 203.79 | 203.82 | 203.73 | 203.75 | 122714.0 |
| 2014-12-11 08:10:00 | SPY | ETF | 203.731 | 203.78 | 203.6 | 203.6 | 82018.0 |
> showing 50 of 48,374 rows — these rows as CSV