PREVIEW / etf_5min / 2015-01-15
file: by_date/etf_5min/2015/2015-01-15.parquet size: 1.2 MB rows: 51,199
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 |
|---|---|---|---|---|---|---|---|
| 2015-01-15 04:00:00 | SPY | ETF | 202.4 | 202.44 | 202.35 | 202.35 | 14681.0 |
| 2015-01-15 04:05:00 | SPY | ETF | 202.3 | 202.38 | 202.3 | 202.38 | 400.0 |
| 2015-01-15 04:15:00 | SPY | ETF | 202.4 | 202.4 | 202.35 | 202.39 | 525.0 |
| 2015-01-15 04:20:00 | SPY | ETF | 202.33 | 202.33 | 202.33 | 202.33 | 200.0 |
| 2015-01-15 04:35:00 | SPY | ETF | 201.97 | 201.97 | 201.7 | 201.7 | 17075.0 |
| 2015-01-15 04:40:00 | SPY | ETF | 201.9 | 202.08 | 201.9 | 202.07 | 500.0 |
| 2015-01-15 04:45:00 | SPY | ETF | 201.71 | 201.71 | 200.8 | 200.8 | 486545.0 |
| 2015-01-15 04:50:00 | SPY | ETF | 200.8 | 201.0 | 199.4 | 201.0 | 588305.0 |
| 2015-01-15 05:00:00 | SPY | ETF | 200.03 | 200.35 | 199.55 | 200.23 | 180775.0 |
| 2015-01-15 05:05:00 | SPY | ETF | 200.2 | 200.79 | 200.2 | 200.79 | 6950.0 |
| 2015-01-15 05:10:00 | SPY | ETF | 200.44 | 201.4 | 200.44 | 200.64 | 20295.0 |
| 2015-01-15 05:15:00 | SPY | ETF | 200.5 | 201.0 | 200.5 | 200.69 | 28375.0 |
| 2015-01-15 05:20:00 | SPY | ETF | 200.7 | 201.1 | 200.7 | 201.0 | 40200.0 |
| 2015-01-15 05:25:00 | SPY | ETF | 200.88 | 201.1 | 200.88 | 200.94 | 22600.0 |
| 2015-01-15 05:30:00 | SPY | ETF | 201.09 | 201.09 | 200.66 | 200.66 | 5150.0 |
| 2015-01-15 05:35:00 | SPY | ETF | 200.55 | 200.64 | 199.91 | 200.1 | 52020.0 |
| 2015-01-15 05:40:00 | SPY | ETF | 200.16 | 200.46 | 199.96 | 200.1 | 36655.0 |
| 2015-01-15 05:45:00 | SPY | ETF | 200.12 | 200.12 | 199.84 | 199.98 | 14735.0 |
| 2015-01-15 05:50:00 | SPY | ETF | 199.95 | 200.38 | 199.91 | 200.23 | 34685.0 |
| 2015-01-15 05:55:00 | SPY | ETF | 200.28 | 200.31 | 200.06 | 200.11 | 12002.0 |
| 2015-01-15 06:00:00 | SPY | ETF | 200.22 | 200.22 | 199.96 | 200.03 | 18250.0 |
| 2015-01-15 06:05:00 | SPY | ETF | 200.02 | 200.13 | 200.02 | 200.07 | 5410.0 |
| 2015-01-15 06:10:00 | SPY | ETF | 200.03 | 200.03 | 199.85 | 199.85 | 7595.0 |
| 2015-01-15 06:15:00 | SPY | ETF | 199.85 | 200.03 | 199.63 | 199.75 | 177400.0 |
| 2015-01-15 06:20:00 | SPY | ETF | 199.88 | 199.88 | 199.55 | 199.56 | 65435.0 |
| 2015-01-15 06:25:00 | SPY | ETF | 199.61 | 199.61 | 199.3 | 199.44 | 83700.0 |
| 2015-01-15 06:30:00 | SPY | ETF | 199.4 | 199.85 | 199.34 | 199.72 | 89815.0 |
| 2015-01-15 06:35:00 | SPY | ETF | 199.74 | 199.8 | 199.55 | 199.65 | 45843.0 |
| 2015-01-15 06:40:00 | SPY | ETF | 199.65 | 200.1 | 199.61 | 199.97 | 35485.0 |
| 2015-01-15 06:45:00 | SPY | ETF | 200.05 | 200.22 | 199.93 | 200.1 | 42305.0 |
| 2015-01-15 06:50:00 | SPY | ETF | 200.14 | 200.19 | 199.97 | 200.13 | 30818.0 |
| 2015-01-15 06:55:00 | SPY | ETF | 200.05 | 200.1 | 199.79 | 199.79 | 3575.0 |
| 2015-01-15 07:00:00 | SPY | ETF | 199.97 | 200.01 | 199.7 | 199.75 | 65550.0 |
| 2015-01-15 07:05:00 | SPY | ETF | 199.79 | 200.19 | 199.79 | 200.17 | 61020.0 |
| 2015-01-15 07:10:00 | SPY | ETF | 200.21 | 200.36 | 200.11 | 200.36 | 38935.0 |
| 2015-01-15 07:15:00 | SPY | ETF | 200.36 | 201.15 | 200.36 | 200.81 | 118001.0 |
| 2015-01-15 07:20:00 | SPY | ETF | 200.81 | 200.88 | 200.6 | 200.76 | 43645.0 |
| 2015-01-15 07:25:00 | SPY | ETF | 200.72 | 201.06 | 200.7 | 201.04 | 115816.0 |
| 2015-01-15 07:30:00 | SPY | ETF | 201.06 | 201.59 | 201.06 | 201.55 | 208876.0 |
| 2015-01-15 07:35:00 | SPY | ETF | 201.57 | 201.74 | 201.22 | 201.25 | 148467.0 |
| 2015-01-15 07:40:00 | SPY | ETF | 201.4 | 201.52 | 201.15 | 201.17 | 104820.0 |
| 2015-01-15 07:45:00 | SPY | ETF | 201.16 | 201.16 | 200.4 | 200.43 | 258813.0 |
| 2015-01-15 07:50:00 | SPY | ETF | 200.42 | 200.79 | 200.4 | 200.76 | 177965.0 |
| 2015-01-15 07:55:00 | SPY | ETF | 200.75 | 200.96 | 200.69 | 200.87 | 145925.0 |
| 2015-01-15 08:00:00 | SPY | ETF | 199.71 | 201.55 | 199.71 | 200.74 | 179017.0 |
| 2015-01-15 08:05:00 | SPY | ETF | 200.75 | 200.95 | 200.6 | 200.94 | 189279.0 |
| 2015-01-15 08:10:00 | SPY | ETF | 200.92 | 201.04 | 200.68 | 200.71 | 183792.0 |
| 2015-01-15 08:15:00 | SPY | ETF | 200.72 | 200.98 | 200.68 | 200.85 | 143882.0 |
| 2015-01-15 08:20:00 | SPY | ETF | 200.83 | 201.02 | 200.82 | 200.88 | 98761.0 |
| 2015-01-15 08:25:00 | SPY | ETF | 200.9 | 200.96 | 200.79 | 200.84 | 113667.0 |
> showing 50 of 51,199 rows — these rows as CSV