PREVIEW / etf_5min / 2014-12-26
file: by_date/etf_5min/2014/2014-12-26.parquet size: 968 KB rows: 42,968
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 |
|---|---|---|---|---|---|---|---|
| 2014-12-26 05:15:00 | SPY | ETF | 208.15 | 208.15 | 208.15 | 208.15 | 100.0 |
| 2014-12-26 05:25:00 | SPY | ETF | 208.16 | 208.16 | 208.16 | 208.16 | 3500.0 |
| 2014-12-26 05:30:00 | SPY | ETF | 208.17 | 208.17 | 208.17 | 208.17 | 8800.0 |
| 2014-12-26 06:25:00 | SPY | ETF | 208.15 | 208.15 | 208.15 | 208.15 | 300.0 |
| 2014-12-26 06:55:00 | SPY | ETF | 208.14 | 208.14 | 208.14 | 208.14 | 100.0 |
| 2014-12-26 07:00:00 | SPY | ETF | 208.13 | 208.14 | 208.02 | 208.04 | 9800.0 |
| 2014-12-26 07:20:00 | SPY | ETF | 208.12 | 208.13 | 208.12 | 208.13 | 1100.0 |
| 2014-12-26 07:25:00 | SPY | ETF | 208.13 | 208.13 | 208.13 | 208.13 | 300.0 |
| 2014-12-26 07:30:00 | SPY | ETF | 208.14 | 208.17 | 208.14 | 208.17 | 2360.0 |
| 2014-12-26 07:35:00 | SPY | ETF | 208.17 | 208.18 | 208.17 | 208.18 | 18325.0 |
| 2014-12-26 07:40:00 | SPY | ETF | 208.21 | 208.21 | 208.21 | 208.21 | 2000.0 |
| 2014-12-26 07:45:00 | SPY | ETF | 208.2 | 208.2 | 208.2 | 208.2 | 1300.0 |
| 2014-12-26 07:50:00 | SPY | ETF | 208.2 | 208.2 | 208.19 | 208.2 | 1500.0 |
| 2014-12-26 07:55:00 | SPY | ETF | 208.2 | 208.21 | 208.2 | 208.2 | 6800.0 |
| 2014-12-26 08:00:00 | SPY | ETF | 208.18 | 208.2 | 208.17 | 208.18 | 5550.0 |
| 2014-12-26 08:05:00 | SPY | ETF | 208.18 | 208.2 | 208.17 | 208.19 | 8370.0 |
| 2014-12-26 08:10:00 | SPY | ETF | 208.17 | 208.19 | 208.16 | 208.18 | 2621.0 |
| 2014-12-26 08:15:00 | SPY | ETF | 208.2 | 208.25 | 208.2 | 208.23 | 7470.0 |
| 2014-12-26 08:20:00 | SPY | ETF | 208.24 | 208.26 | 208.22 | 208.23 | 3721.0 |
| 2014-12-26 08:25:00 | SPY | ETF | 208.22 | 208.27 | 208.22 | 208.27 | 17324.0 |
| 2014-12-26 08:30:00 | SPY | ETF | 208.27 | 208.27 | 208.22 | 208.23 | 17150.0 |
| 2014-12-26 08:35:00 | SPY | ETF | 208.22 | 208.22 | 208.19 | 208.2 | 16585.0 |
| 2014-12-26 08:40:00 | SPY | ETF | 208.25 | 208.3 | 208.25 | 208.29 | 38080.0 |
| 2014-12-26 08:45:00 | SPY | ETF | 208.29 | 208.29 | 208.26 | 208.27 | 14510.0 |
| 2014-12-26 08:50:00 | SPY | ETF | 208.28 | 208.29 | 208.26 | 208.28 | 17341.0 |
| 2014-12-26 08:55:00 | SPY | ETF | 208.28 | 208.28 | 208.26 | 208.28 | 11346.0 |
| 2014-12-26 09:00:00 | SPY | ETF | 208.27 | 208.28 | 208.27 | 208.28 | 14435.0 |
| 2014-12-26 09:05:00 | SPY | ETF | 208.28 | 208.29 | 208.27 | 208.27 | 14132.0 |
| 2014-12-26 09:10:00 | SPY | ETF | 208.27 | 208.27 | 208.27 | 208.27 | 1300.0 |
| 2014-12-26 09:15:00 | SPY | ETF | 208.27 | 208.31 | 208.27 | 208.31 | 23957.0 |
| 2014-12-26 09:20:00 | SPY | ETF | 208.3 | 208.33 | 208.3 | 208.32 | 32290.0 |
| 2014-12-26 09:25:00 | SPY | ETF | 208.31 | 208.33 | 208.24 | 208.3 | 135612.0 |
| 2014-12-26 09:30:00 | SPY | ETF | 208.31 | 208.36 | 208.25 | 208.35 | 1657077.0 |
| 2014-12-26 09:35:00 | SPY | ETF | 208.35 | 208.57 | 208.34 | 208.47 | 948789.0 |
| 2014-12-26 09:40:00 | SPY | ETF | 208.46 | 208.52 | 208.42 | 208.45 | 609788.0 |
| 2014-12-26 09:45:00 | SPY | ETF | 208.4599 | 208.65 | 208.43 | 208.64 | 1136872.0 |
| 2014-12-26 09:50:00 | SPY | ETF | 208.65 | 208.73 | 208.62 | 208.63 | 1050190.0 |
| 2014-12-26 09:55:00 | SPY | ETF | 208.6201 | 208.68 | 208.58 | 208.66 | 1257033.0 |
| 2014-12-26 10:00:00 | SPY | ETF | 208.65 | 208.7463 | 208.65 | 208.71 | 747634.0 |
| 2014-12-26 10:05:00 | SPY | ETF | 208.715 | 208.74 | 208.595 | 208.61 | 1100843.0 |
| 2014-12-26 10:10:00 | SPY | ETF | 208.61 | 208.68 | 208.58 | 208.6075 | 1106601.0 |
| 2014-12-26 10:15:00 | SPY | ETF | 208.6 | 208.64 | 208.52 | 208.56 | 732228.0 |
| 2014-12-26 10:20:00 | SPY | ETF | 208.57 | 208.6 | 208.54 | 208.58 | 484488.0 |
| 2014-12-26 10:25:00 | SPY | ETF | 208.57 | 208.595 | 208.53 | 208.56 | 398780.0 |
| 2014-12-26 10:30:00 | SPY | ETF | 208.55 | 208.59 | 208.53 | 208.53 | 369898.0 |
| 2014-12-26 10:35:00 | SPY | ETF | 208.53 | 208.57 | 208.52 | 208.525 | 322267.0 |
| 2014-12-26 10:40:00 | SPY | ETF | 208.52 | 208.61 | 208.48 | 208.61 | 642643.0 |
| 2014-12-26 10:45:00 | SPY | ETF | 208.61 | 208.65 | 208.585 | 208.615 | 361820.0 |
| 2014-12-26 10:50:00 | SPY | ETF | 208.62 | 208.66 | 208.6 | 208.62 | 409297.0 |
| 2014-12-26 10:55:00 | SPY | ETF | 208.62 | 208.64 | 208.58 | 208.64 | 967847.0 |
> showing 50 of 42,968 rows — these rows as CSV