PREVIEW / etf_5min / 2015-01-06
file: by_date/etf_5min/2015/2015-01-06.parquet size: 1.3 MB rows: 53,825
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 |
|---|---|---|---|---|---|---|---|
| 2015-01-06 04:05:00 | SPY | ETF | 201.65 | 201.65 | 201.55 | 201.55 | 1540.0 |
| 2015-01-06 04:10:00 | SPY | ETF | 201.59 | 201.59 | 201.59 | 201.59 | 1500.0 |
| 2015-01-06 04:15:00 | SPY | ETF | 201.76 | 201.76 | 201.76 | 201.76 | 1500.0 |
| 2015-01-06 04:25:00 | SPY | ETF | 201.79 | 201.79 | 201.76 | 201.78 | 4500.0 |
| 2015-01-06 04:30:00 | SPY | ETF | 201.81 | 201.81 | 201.81 | 201.81 | 1000.0 |
| 2015-01-06 04:45:00 | SPY | ETF | 201.68 | 201.77 | 201.68 | 201.77 | 1800.0 |
| 2015-01-06 04:50:00 | SPY | ETF | 201.76 | 201.76 | 201.76 | 201.76 | 1400.0 |
| 2015-01-06 04:55:00 | SPY | ETF | 201.73 | 201.73 | 201.61 | 201.68 | 375.0 |
| 2015-01-06 05:00:00 | SPY | ETF | 201.68 | 201.68 | 201.55 | 201.55 | 7000.0 |
| 2015-01-06 05:05:00 | SPY | ETF | 201.58 | 201.58 | 201.56 | 201.56 | 11400.0 |
| 2015-01-06 05:10:00 | SPY | ETF | 201.54 | 201.56 | 201.54 | 201.56 | 1100.0 |
| 2015-01-06 05:15:00 | SPY | ETF | 201.59 | 201.63 | 201.59 | 201.63 | 3400.0 |
| 2015-01-06 05:20:00 | SPY | ETF | 201.64 | 201.64 | 201.64 | 201.64 | 1400.0 |
| 2015-01-06 05:25:00 | SPY | ETF | 201.73 | 201.73 | 201.68 | 201.7 | 1475.0 |
| 2015-01-06 05:30:00 | SPY | ETF | 201.63 | 201.63 | 201.63 | 201.63 | 100.0 |
| 2015-01-06 05:35:00 | SPY | ETF | 201.64 | 201.65 | 201.64 | 201.65 | 200.0 |
| 2015-01-06 05:40:00 | SPY | ETF | 201.69 | 201.69 | 201.69 | 201.69 | 100.0 |
| 2015-01-06 05:45:00 | SPY | ETF | 201.65 | 201.68 | 201.63 | 201.66 | 2139.0 |
| 2015-01-06 05:50:00 | SPY | ETF | 201.66 | 201.66 | 201.66 | 201.66 | 5000.0 |
| 2015-01-06 05:55:00 | SPY | ETF | 201.64 | 201.69 | 201.64 | 201.69 | 500.0 |
| 2015-01-06 06:00:00 | SPY | ETF | 201.69 | 201.75 | 201.69 | 201.74 | 3800.0 |
| 2015-01-06 06:05:00 | SPY | ETF | 201.76 | 201.76 | 201.76 | 201.76 | 200.0 |
| 2015-01-06 06:10:00 | SPY | ETF | 201.84 | 201.88 | 201.84 | 201.88 | 2602.0 |
| 2015-01-06 06:15:00 | SPY | ETF | 201.98 | 202.03 | 201.94 | 201.98 | 13098.0 |
| 2015-01-06 06:20:00 | SPY | ETF | 202.08 | 202.2 | 202.08 | 202.2 | 6125.0 |
| 2015-01-06 06:25:00 | SPY | ETF | 202.2 | 202.25 | 202.08 | 202.25 | 14220.0 |
| 2015-01-06 06:30:00 | SPY | ETF | 202.18 | 202.2 | 202.11 | 202.2 | 2500.0 |
| 2015-01-06 06:35:00 | SPY | ETF | 202.23 | 202.23 | 202.18 | 202.18 | 300.0 |
| 2015-01-06 06:40:00 | SPY | ETF | 202.17 | 202.22 | 202.14 | 202.14 | 130426.0 |
| 2015-01-06 06:45:00 | SPY | ETF | 202.22 | 202.34 | 202.22 | 202.34 | 42460.0 |
| 2015-01-06 06:50:00 | SPY | ETF | 202.37 | 202.57 | 202.35 | 202.53 | 42966.0 |
| 2015-01-06 06:55:00 | SPY | ETF | 202.53 | 202.6 | 202.53 | 202.58 | 7301.0 |
| 2015-01-06 07:00:00 | SPY | ETF | 202.51 | 202.55 | 202.5 | 202.5 | 12331.0 |
| 2015-01-06 07:05:00 | SPY | ETF | 202.44 | 202.44 | 202.28 | 202.43 | 86297.0 |
| 2015-01-06 07:10:00 | SPY | ETF | 202.4 | 202.45 | 202.35 | 202.35 | 141150.0 |
| 2015-01-06 07:15:00 | SPY | ETF | 202.34 | 202.34 | 202.25 | 202.25 | 25160.0 |
| 2015-01-06 07:20:00 | SPY | ETF | 202.23 | 202.32 | 202.22 | 202.32 | 41600.0 |
| 2015-01-06 07:25:00 | SPY | ETF | 202.3 | 202.5 | 202.3 | 202.5 | 81400.0 |
| 2015-01-06 07:30:00 | SPY | ETF | 202.44 | 202.49 | 202.34 | 202.36 | 26190.0 |
| 2015-01-06 07:35:00 | SPY | ETF | 202.39 | 202.39 | 202.29 | 202.29 | 56126.0 |
| 2015-01-06 07:40:00 | SPY | ETF | 202.29 | 202.29 | 202.07 | 202.13 | 124916.0 |
| 2015-01-06 07:45:00 | SPY | ETF | 202.17 | 202.18 | 202.09 | 202.14 | 45821.0 |
| 2015-01-06 07:50:00 | SPY | ETF | 202.19 | 202.35 | 202.16 | 202.34 | 120497.0 |
| 2015-01-06 07:55:00 | SPY | ETF | 202.34 | 202.35 | 202.25 | 202.25 | 30553.0 |
| 2015-01-06 08:00:00 | SPY | ETF | 201.52 | 202.51 | 201.52 | 202.28 | 43953.0 |
| 2015-01-06 08:05:00 | SPY | ETF | 202.29 | 202.44 | 202.28 | 202.4 | 78361.0 |
| 2015-01-06 08:10:00 | SPY | ETF | 202.4 | 202.41 | 202.09 | 202.15 | 2330254.0 |
| 2015-01-06 08:15:00 | SPY | ETF | 202.14 | 202.17 | 201.99 | 202.03 | 112287.0 |
| 2015-01-06 08:20:00 | SPY | ETF | 202.02 | 202.03 | 201.73 | 201.87 | 218023.0 |
| 2015-01-06 08:25:00 | SPY | ETF | 201.9 | 202.07 | 201.86 | 202.0 | 57412.0 |
> showing 50 of 53,825 rows — these rows as CSV