PREVIEW / etf_5min / 2015-09-16
file: by_date/etf_5min/2015/2015-09-16.parquet size: 1.1 MB rows: 46,771
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-16 04:00:00 | SPY | ETF | 198.55 | 198.55 | 198.36 | 198.36 | 1405.0 |
| 2015-09-16 04:05:00 | SPY | ETF | 198.37 | 198.61 | 198.37 | 198.61 | 1970.0 |
| 2015-09-16 04:10:00 | SPY | ETF | 198.68 | 198.68 | 198.6 | 198.62 | 1500.0 |
| 2015-09-16 04:15:00 | SPY | ETF | 198.59 | 198.59 | 198.5 | 198.51 | 1780.0 |
| 2015-09-16 04:20:00 | SPY | ETF | 198.55 | 198.6 | 198.55 | 198.58 | 2342.0 |
| 2015-09-16 04:25:00 | SPY | ETF | 198.5 | 198.5 | 198.5 | 198.5 | 500.0 |
| 2015-09-16 04:30:00 | SPY | ETF | 198.45 | 198.49 | 198.45 | 198.46 | 2030.0 |
| 2015-09-16 04:35:00 | SPY | ETF | 198.51 | 198.6 | 198.47 | 198.6 | 12525.0 |
| 2015-09-16 04:40:00 | SPY | ETF | 198.58 | 198.58 | 198.55 | 198.55 | 1000.0 |
| 2015-09-16 04:45:00 | SPY | ETF | 198.55 | 198.55 | 198.3 | 198.35 | 2755.0 |
| 2015-09-16 04:50:00 | SPY | ETF | 198.38 | 198.41 | 198.38 | 198.41 | 600.0 |
| 2015-09-16 04:55:00 | SPY | ETF | 198.35 | 198.4 | 198.33 | 198.4 | 1100.0 |
| 2015-09-16 05:00:00 | SPY | ETF | 198.43 | 198.43 | 198.36 | 198.36 | 800.0 |
| 2015-09-16 05:05:00 | SPY | ETF | 198.41 | 198.6 | 198.41 | 198.6 | 3215.0 |
| 2015-09-16 05:10:00 | SPY | ETF | 198.65 | 198.68 | 198.52 | 198.52 | 1725.0 |
| 2015-09-16 05:15:00 | SPY | ETF | 198.57 | 198.65 | 198.57 | 198.59 | 8100.0 |
| 2015-09-16 05:20:00 | SPY | ETF | 198.59 | 198.59 | 198.47 | 198.57 | 1911.0 |
| 2015-09-16 05:25:00 | SPY | ETF | 198.46 | 198.46 | 198.46 | 198.46 | 515.0 |
| 2015-09-16 05:30:00 | SPY | ETF | 198.43 | 198.43 | 198.43 | 198.43 | 405.0 |
| 2015-09-16 05:40:00 | SPY | ETF | 198.55 | 198.55 | 198.35 | 198.4 | 6016.0 |
| 2015-09-16 05:45:00 | SPY | ETF | 198.55 | 198.55 | 198.55 | 198.55 | 198.0 |
| 2015-09-16 05:50:00 | SPY | ETF | 198.36 | 198.36 | 198.32 | 198.32 | 3505.0 |
| 2015-09-16 05:55:00 | SPY | ETF | 198.3 | 198.3 | 198.3 | 198.3 | 145.0 |
| 2015-09-16 06:00:00 | SPY | ETF | 198.28 | 198.34 | 198.2 | 198.34 | 5360.0 |
| 2015-09-16 06:05:00 | SPY | ETF | 198.39 | 198.39 | 198.39 | 198.39 | 100.0 |
| 2015-09-16 06:10:00 | SPY | ETF | 198.42 | 198.42 | 198.3 | 198.31 | 42529.0 |
| 2015-09-16 06:15:00 | SPY | ETF | 198.28 | 198.28 | 198.25 | 198.28 | 2320.0 |
| 2015-09-16 06:25:00 | SPY | ETF | 198.34 | 198.34 | 198.34 | 198.34 | 200.0 |
| 2015-09-16 06:30:00 | SPY | ETF | 198.23 | 198.4 | 198.2 | 198.39 | 13910.0 |
| 2015-09-16 06:35:00 | SPY | ETF | 198.4 | 198.4 | 198.35 | 198.37 | 1400.0 |
| 2015-09-16 06:40:00 | SPY | ETF | 198.3 | 198.3 | 198.3 | 198.3 | 100.0 |
| 2015-09-16 06:45:00 | SPY | ETF | 198.27 | 198.36 | 198.24 | 198.36 | 1700.0 |
| 2015-09-16 06:50:00 | SPY | ETF | 198.38 | 198.56 | 198.38 | 198.5 | 3165.0 |
| 2015-09-16 06:55:00 | SPY | ETF | 198.54 | 198.59 | 198.54 | 198.59 | 6325.0 |
| 2015-09-16 07:00:00 | SPY | ETF | 198.6 | 198.6 | 198.58 | 198.58 | 14650.0 |
| 2015-09-16 07:05:00 | SPY | ETF | 198.58 | 198.63 | 198.58 | 198.61 | 43305.0 |
| 2015-09-16 07:10:00 | SPY | ETF | 198.6 | 198.67 | 198.51 | 198.66 | 68595.0 |
| 2015-09-16 07:15:00 | SPY | ETF | 198.68 | 198.72 | 198.6 | 198.72 | 62105.0 |
| 2015-09-16 07:20:00 | SPY | ETF | 198.75 | 198.79 | 198.68 | 198.71 | 77145.0 |
| 2015-09-16 07:25:00 | SPY | ETF | 198.68 | 198.71 | 198.68 | 198.69 | 60881.0 |
| 2015-09-16 07:30:00 | SPY | ETF | 198.66 | 198.66 | 198.53 | 198.55 | 26400.0 |
| 2015-09-16 07:35:00 | SPY | ETF | 198.57 | 198.65 | 198.56 | 198.63 | 21420.0 |
| 2015-09-16 07:40:00 | SPY | ETF | 198.63 | 198.66 | 198.63 | 198.64 | 1080.0 |
| 2015-09-16 07:45:00 | SPY | ETF | 198.61 | 198.75 | 198.6 | 198.75 | 18850.0 |
| 2015-09-16 07:50:00 | SPY | ETF | 198.72 | 198.72 | 198.62 | 198.72 | 8600.0 |
| 2015-09-16 07:55:00 | SPY | ETF | 198.66 | 198.75 | 198.65 | 198.75 | 10215.0 |
| 2015-09-16 08:00:00 | SPY | ETF | 198.7 | 198.73 | 198.06 | 198.31 | 68973.0 |
| 2015-09-16 08:05:00 | SPY | ETF | 198.62 | 198.66 | 198.5 | 198.51 | 35687.0 |
| 2015-09-16 08:10:00 | SPY | ETF | 198.51 | 198.62 | 198.51 | 198.62 | 11476.0 |
| 2015-09-16 08:15:00 | SPY | ETF | 198.6 | 198.62 | 198.5 | 198.51 | 41773.0 |
> showing 50 of 46,771 rows — these rows as CSV