PREVIEW / etf_5min / 2015-02-02
file: by_date/etf_5min/2015/2015-02-02.parquet size: 1.2 MB rows: 51,467
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 |
|---|---|---|---|---|---|---|---|
| 2015-02-02 04:00:00 | SPY | ETF | 199.56 | 199.61 | 199.56 | 199.61 | 337.0 |
| 2015-02-02 04:05:00 | SPY | ETF | 199.7 | 199.7 | 199.7 | 199.7 | 1100.0 |
| 2015-02-02 04:25:00 | SPY | ETF | 199.6 | 199.6 | 199.6 | 199.6 | 100.0 |
| 2015-02-02 04:30:00 | SPY | ETF | 199.7 | 199.7 | 199.7 | 199.7 | 2000.0 |
| 2015-02-02 04:35:00 | SPY | ETF | 199.7 | 199.7 | 199.7 | 199.7 | 2000.0 |
| 2015-02-02 05:10:00 | SPY | ETF | 199.45 | 199.45 | 199.45 | 199.45 | 100.0 |
| 2015-02-02 05:25:00 | SPY | ETF | 199.45 | 199.45 | 199.45 | 199.45 | 1500.0 |
| 2015-02-02 05:30:00 | SPY | ETF | 199.45 | 199.45 | 199.35 | 199.35 | 600.0 |
| 2015-02-02 05:40:00 | SPY | ETF | 199.41 | 199.41 | 199.41 | 199.41 | 700.0 |
| 2015-02-02 05:50:00 | SPY | ETF | 199.6 | 199.67 | 199.6 | 199.67 | 5450.0 |
| 2015-02-02 05:55:00 | SPY | ETF | 199.62 | 199.65 | 199.55 | 199.55 | 30300.0 |
| 2015-02-02 06:00:00 | SPY | ETF | 199.55 | 199.6 | 199.55 | 199.6 | 5300.0 |
| 2015-02-02 06:05:00 | SPY | ETF | 199.61 | 199.91 | 199.61 | 199.86 | 13460.0 |
| 2015-02-02 06:10:00 | SPY | ETF | 199.81 | 200.05 | 199.81 | 200.01 | 10645.0 |
| 2015-02-02 06:15:00 | SPY | ETF | 200.0 | 200.0 | 200.0 | 200.0 | 20164.0 |
| 2015-02-02 06:20:00 | SPY | ETF | 200.06 | 200.06 | 200.04 | 200.04 | 2100.0 |
| 2015-02-02 06:25:00 | SPY | ETF | 200.08 | 200.19 | 200.08 | 200.19 | 1075.0 |
| 2015-02-02 06:30:00 | SPY | ETF | 200.19 | 200.21 | 200.19 | 200.21 | 550.0 |
| 2015-02-02 06:35:00 | SPY | ETF | 200.21 | 200.23 | 200.2 | 200.21 | 6550.0 |
| 2015-02-02 06:40:00 | SPY | ETF | 200.19 | 200.19 | 200.13 | 200.13 | 3500.0 |
| 2015-02-02 06:45:00 | SPY | ETF | 200.1 | 200.11 | 200.1 | 200.1 | 1785.0 |
| 2015-02-02 06:50:00 | SPY | ETF | 199.97 | 200.08 | 199.96 | 200.08 | 700.0 |
| 2015-02-02 06:55:00 | SPY | ETF | 200.1 | 200.13 | 199.96 | 199.96 | 22200.0 |
| 2015-02-02 07:00:00 | SPY | ETF | 199.98 | 200.05 | 199.98 | 200.01 | 23600.0 |
| 2015-02-02 07:05:00 | SPY | ETF | 200.01 | 200.01 | 199.86 | 199.86 | 6000.0 |
| 2015-02-02 07:10:00 | SPY | ETF | 199.9 | 200.02 | 199.9 | 199.97 | 13200.0 |
| 2015-02-02 07:15:00 | SPY | ETF | 199.97 | 200.04 | 199.9 | 199.99 | 59197.0 |
| 2015-02-02 07:20:00 | SPY | ETF | 200.01 | 200.09 | 199.96 | 200.07 | 37300.0 |
| 2015-02-02 07:25:00 | SPY | ETF | 200.06 | 200.08 | 200.03 | 200.03 | 12085.0 |
| 2015-02-02 07:30:00 | SPY | ETF | 200.04 | 200.05 | 199.83 | 199.83 | 47160.0 |
| 2015-02-02 07:35:00 | SPY | ETF | 199.82 | 199.84 | 199.77 | 199.77 | 48923.0 |
| 2015-02-02 07:40:00 | SPY | ETF | 199.8 | 199.88 | 199.78 | 199.81 | 74922.0 |
| 2015-02-02 07:45:00 | SPY | ETF | 199.82 | 199.97 | 199.82 | 199.97 | 15494.0 |
| 2015-02-02 07:50:00 | SPY | ETF | 199.88 | 199.92 | 199.79 | 199.79 | 12162.0 |
| 2015-02-02 07:55:00 | SPY | ETF | 199.81 | 199.81 | 199.7 | 199.72 | 28101.0 |
| 2015-02-02 08:00:00 | SPY | ETF | 199.74 | 200.04 | 199.65 | 199.89 | 111398.0 |
| 2015-02-02 08:05:00 | SPY | ETF | 199.72 | 199.74 | 199.6 | 199.62 | 90903.0 |
| 2015-02-02 08:10:00 | SPY | ETF | 199.63 | 199.71 | 199.61 | 199.7 | 44606.0 |
| 2015-02-02 08:15:00 | SPY | ETF | 199.69 | 199.82 | 199.69 | 199.8 | 16193.0 |
| 2015-02-02 08:20:00 | SPY | ETF | 199.75 | 199.79 | 199.75 | 199.76 | 4991.0 |
| 2015-02-02 08:25:00 | SPY | ETF | 199.75 | 199.79 | 199.68 | 199.74 | 36574.0 |
| 2015-02-02 08:30:00 | SPY | ETF | 199.74 | 199.74 | 199.45 | 199.58 | 62968.0 |
| 2015-02-02 08:35:00 | SPY | ETF | 199.59 | 199.64 | 199.57 | 199.63 | 84808.0 |
| 2015-02-02 08:40:00 | SPY | ETF | 199.61 | 199.78 | 199.6 | 199.64 | 103605.0 |
| 2015-02-02 08:45:00 | SPY | ETF | 199.65 | 199.88 | 199.65 | 199.85 | 27325.0 |
| 2015-02-02 08:50:00 | SPY | ETF | 199.83 | 199.83 | 199.52 | 199.55 | 45968.0 |
| 2015-02-02 08:55:00 | SPY | ETF | 199.59 | 199.69 | 199.53 | 199.57 | 29273.0 |
| 2015-02-02 09:00:00 | SPY | ETF | 199.55 | 199.84 | 199.54 | 199.78 | 132729.0 |
| 2015-02-02 09:05:00 | SPY | ETF | 199.8 | 200.08 | 199.76 | 200.0 | 136844.0 |
| 2015-02-02 09:10:00 | SPY | ETF | 200.01 | 200.17 | 200.0 | 200.12 | 167010.0 |
> showing 50 of 51,467 rows — these rows as CSV