PREVIEW / etf_5min / 2015-09-17
file: by_date/etf_5min/2015/2015-09-17.parquet size: 1.1 MB rows: 46,559
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-17 04:00:00 | SPY | ETF | 200.15 | 200.15 | 199.9 | 200.02 | 2510.0 |
| 2015-09-17 04:05:00 | SPY | ETF | 199.95 | 199.99 | 199.95 | 199.99 | 200.0 |
| 2015-09-17 04:10:00 | SPY | ETF | 199.93 | 199.93 | 199.85 | 199.88 | 1400.0 |
| 2015-09-17 04:15:00 | SPY | ETF | 200.0 | 200.11 | 200.0 | 200.03 | 9760.0 |
| 2015-09-17 04:20:00 | SPY | ETF | 200.02 | 200.02 | 200.02 | 200.02 | 1713.0 |
| 2015-09-17 04:25:00 | SPY | ETF | 200.02 | 200.03 | 199.98 | 199.98 | 8424.0 |
| 2015-09-17 04:30:00 | SPY | ETF | 200.03 | 200.12 | 200.03 | 200.12 | 200.0 |
| 2015-09-17 04:35:00 | SPY | ETF | 200.06 | 200.06 | 200.0 | 200.05 | 500.0 |
| 2015-09-17 04:40:00 | SPY | ETF | 200.17 | 200.17 | 200.17 | 200.17 | 119.0 |
| 2015-09-17 04:45:00 | SPY | ETF | 200.1 | 200.1 | 200.08 | 200.1 | 1603.0 |
| 2015-09-17 04:50:00 | SPY | ETF | 200.17 | 200.32 | 200.17 | 200.32 | 4147.0 |
| 2015-09-17 04:55:00 | SPY | ETF | 200.24 | 200.24 | 200.1 | 200.1 | 1442.0 |
| 2015-09-17 05:00:00 | SPY | ETF | 200.12 | 200.12 | 200.1 | 200.1 | 1808.0 |
| 2015-09-17 05:05:00 | SPY | ETF | 200.22 | 200.27 | 200.21 | 200.27 | 2105.0 |
| 2015-09-17 05:10:00 | SPY | ETF | 200.15 | 200.15 | 200.05 | 200.05 | 2802.0 |
| 2015-09-17 05:15:00 | SPY | ETF | 200.05 | 200.05 | 199.95 | 199.95 | 4882.0 |
| 2015-09-17 05:20:00 | SPY | ETF | 199.99 | 199.99 | 199.92 | 199.97 | 3510.0 |
| 2015-09-17 05:25:00 | SPY | ETF | 200.0 | 200.04 | 199.99 | 199.99 | 5556.0 |
| 2015-09-17 05:30:00 | SPY | ETF | 200.04 | 200.04 | 199.99 | 199.99 | 1500.0 |
| 2015-09-17 05:35:00 | SPY | ETF | 199.98 | 199.99 | 199.9 | 199.9 | 10220.0 |
| 2015-09-17 05:40:00 | SPY | ETF | 199.89 | 199.97 | 199.89 | 199.97 | 2358.0 |
| 2015-09-17 05:45:00 | SPY | ETF | 200.0 | 200.05 | 200.0 | 200.05 | 985.0 |
| 2015-09-17 05:50:00 | SPY | ETF | 199.99 | 199.99 | 199.99 | 199.99 | 150.0 |
| 2015-09-17 06:05:00 | SPY | ETF | 200.01 | 200.01 | 200.01 | 200.01 | 500.0 |
| 2015-09-17 06:10:00 | SPY | ETF | 200.0 | 200.0 | 200.0 | 200.0 | 6000.0 |
| 2015-09-17 06:15:00 | SPY | ETF | 200.07 | 200.1 | 200.07 | 200.1 | 805.0 |
| 2015-09-17 06:20:00 | SPY | ETF | 200.12 | 200.12 | 200.09 | 200.09 | 445.0 |
| 2015-09-17 06:25:00 | SPY | ETF | 200.05 | 200.05 | 200.05 | 200.05 | 300.0 |
| 2015-09-17 06:30:00 | SPY | ETF | 200.11 | 200.23 | 200.11 | 200.2 | 5920.0 |
| 2015-09-17 06:35:00 | SPY | ETF | 200.19 | 200.24 | 200.19 | 200.24 | 908.0 |
| 2015-09-17 06:40:00 | SPY | ETF | 200.25 | 200.29 | 200.24 | 200.29 | 1943.0 |
| 2015-09-17 06:45:00 | SPY | ETF | 200.35 | 200.38 | 200.25 | 200.26 | 13237.0 |
| 2015-09-17 06:50:00 | SPY | ETF | 200.24 | 200.27 | 200.24 | 200.25 | 3103.0 |
| 2015-09-17 06:55:00 | SPY | ETF | 200.17 | 200.25 | 200.17 | 200.24 | 3550.0 |
| 2015-09-17 07:00:00 | SPY | ETF | 200.22 | 200.22 | 200.18 | 200.18 | 1700.0 |
| 2015-09-17 07:05:00 | SPY | ETF | 200.17 | 200.25 | 200.17 | 200.25 | 5910.0 |
| 2015-09-17 07:10:00 | SPY | ETF | 200.25 | 200.27 | 200.21 | 200.26 | 6549.0 |
| 2015-09-17 07:15:00 | SPY | ETF | 200.27 | 200.3 | 200.25 | 200.25 | 4800.0 |
| 2015-09-17 07:20:00 | SPY | ETF | 200.24 | 200.25 | 200.2 | 200.2 | 38350.0 |
| 2015-09-17 07:25:00 | SPY | ETF | 200.22 | 200.22 | 200.18 | 200.21 | 43301.0 |
| 2015-09-17 07:30:00 | SPY | ETF | 200.22 | 200.22 | 200.2 | 200.22 | 13000.0 |
| 2015-09-17 07:35:00 | SPY | ETF | 200.21 | 200.22 | 200.2 | 200.2 | 7700.0 |
| 2015-09-17 07:40:00 | SPY | ETF | 200.2 | 200.2 | 200.18 | 200.19 | 7253.0 |
| 2015-09-17 07:45:00 | SPY | ETF | 200.18 | 200.19 | 200.05 | 200.08 | 22504.0 |
| 2015-09-17 07:50:00 | SPY | ETF | 200.05 | 200.05 | 199.96 | 199.99 | 24339.0 |
| 2015-09-17 07:55:00 | SPY | ETF | 199.99 | 200.0 | 199.91 | 199.96 | 30997.0 |
| 2015-09-17 08:00:00 | SPY | ETF | 199.94 | 200.27 | 199.91 | 200.0 | 177076.0 |
| 2015-09-17 08:05:00 | SPY | ETF | 199.98 | 200.05 | 199.98 | 200.05 | 78372.0 |
| 2015-09-17 08:10:00 | SPY | ETF | 199.99 | 200.02 | 199.98 | 200.02 | 4269.0 |
| 2015-09-17 08:15:00 | SPY | ETF | 200.01 | 200.01 | 200.0 | 200.01 | 17528.0 |
> showing 50 of 46,559 rows — these rows as CSV