PREVIEW / etf_5min / 2015-09-23
file: by_date/etf_5min/2015/2015-09-23.parquet size: 1.1 MB rows: 45,741
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-23 04:00:00 | SPY | ETF | 193.58 | 193.58 | 193.5 | 193.5 | 4320.0 |
| 2015-09-23 04:05:00 | SPY | ETF | 193.51 | 193.6 | 193.51 | 193.6 | 1100.0 |
| 2015-09-23 04:10:00 | SPY | ETF | 193.63 | 193.78 | 193.63 | 193.78 | 600.0 |
| 2015-09-23 04:15:00 | SPY | ETF | 193.83 | 193.83 | 193.8 | 193.81 | 1400.0 |
| 2015-09-23 04:20:00 | SPY | ETF | 193.7 | 193.7 | 193.59 | 193.62 | 5530.0 |
| 2015-09-23 04:25:00 | SPY | ETF | 193.7 | 193.7 | 193.7 | 193.7 | 100.0 |
| 2015-09-23 04:30:00 | SPY | ETF | 193.81 | 193.82 | 193.81 | 193.82 | 4400.0 |
| 2015-09-23 04:35:00 | SPY | ETF | 193.95 | 193.95 | 193.95 | 193.95 | 100.0 |
| 2015-09-23 04:40:00 | SPY | ETF | 194.0 | 194.11 | 193.88 | 193.88 | 10090.0 |
| 2015-09-23 04:45:00 | SPY | ETF | 194.0 | 194.65 | 194.0 | 194.6 | 49192.0 |
| 2015-09-23 04:50:00 | SPY | ETF | 194.55 | 194.55 | 194.55 | 194.55 | 2550.0 |
| 2015-09-23 04:55:00 | SPY | ETF | 194.5 | 194.51 | 194.38 | 194.4 | 4504.0 |
| 2015-09-23 05:00:00 | SPY | ETF | 194.43 | 194.49 | 194.43 | 194.49 | 2300.0 |
| 2015-09-23 05:05:00 | SPY | ETF | 194.45 | 194.45 | 194.35 | 194.35 | 1100.0 |
| 2015-09-23 05:15:00 | SPY | ETF | 194.21 | 194.25 | 194.2 | 194.25 | 915.0 |
| 2015-09-23 05:25:00 | SPY | ETF | 194.25 | 194.25 | 194.25 | 194.25 | 200.0 |
| 2015-09-23 05:30:00 | SPY | ETF | 194.22 | 194.28 | 194.22 | 194.28 | 827.0 |
| 2015-09-23 05:35:00 | SPY | ETF | 194.33 | 194.35 | 194.33 | 194.35 | 300.0 |
| 2015-09-23 05:45:00 | SPY | ETF | 194.4 | 194.46 | 194.26 | 194.26 | 25400.0 |
| 2015-09-23 05:50:00 | SPY | ETF | 194.42 | 194.57 | 194.42 | 194.52 | 4400.0 |
| 2015-09-23 05:55:00 | SPY | ETF | 194.54 | 194.54 | 194.44 | 194.44 | 620.0 |
| 2015-09-23 06:00:00 | SPY | ETF | 194.33 | 194.33 | 194.33 | 194.33 | 150.0 |
| 2015-09-23 06:05:00 | SPY | ETF | 194.35 | 194.37 | 194.35 | 194.37 | 2215.0 |
| 2015-09-23 06:10:00 | SPY | ETF | 194.32 | 194.32 | 194.32 | 194.32 | 100.0 |
| 2015-09-23 06:15:00 | SPY | ETF | 194.33 | 194.33 | 194.08 | 194.08 | 1710.0 |
| 2015-09-23 06:20:00 | SPY | ETF | 194.13 | 194.13 | 194.05 | 194.11 | 2494.0 |
| 2015-09-23 06:25:00 | SPY | ETF | 194.1 | 194.1 | 194.1 | 194.1 | 4000.0 |
| 2015-09-23 06:30:00 | SPY | ETF | 194.15 | 194.15 | 194.15 | 194.15 | 200.0 |
| 2015-09-23 06:35:00 | SPY | ETF | 194.25 | 194.25 | 194.25 | 194.25 | 100.0 |
| 2015-09-23 06:40:00 | SPY | ETF | 194.25 | 194.25 | 194.25 | 194.25 | 200.0 |
| 2015-09-23 06:45:00 | SPY | ETF | 194.33 | 194.45 | 194.33 | 194.45 | 715.0 |
| 2015-09-23 06:50:00 | SPY | ETF | 194.37 | 194.43 | 194.37 | 194.4 | 3973.0 |
| 2015-09-23 06:55:00 | SPY | ETF | 194.45 | 194.5 | 194.43 | 194.49 | 13250.0 |
| 2015-09-23 07:00:00 | SPY | ETF | 194.53 | 194.8 | 194.48 | 194.78 | 34084.0 |
| 2015-09-23 07:05:00 | SPY | ETF | 194.78 | 194.92 | 194.77 | 194.92 | 25150.0 |
| 2015-09-23 07:10:00 | SPY | ETF | 194.87 | 194.97 | 194.87 | 194.92 | 11516.0 |
| 2015-09-23 07:15:00 | SPY | ETF | 194.86 | 194.88 | 194.82 | 194.86 | 5285.0 |
| 2015-09-23 07:20:00 | SPY | ETF | 194.89 | 194.97 | 194.79 | 194.79 | 20606.0 |
| 2015-09-23 07:25:00 | SPY | ETF | 194.78 | 194.81 | 194.69 | 194.75 | 32318.0 |
| 2015-09-23 07:30:00 | SPY | ETF | 194.76 | 194.77 | 194.64 | 194.64 | 23380.0 |
| 2015-09-23 07:35:00 | SPY | ETF | 194.62 | 194.66 | 194.49 | 194.53 | 43850.0 |
| 2015-09-23 07:40:00 | SPY | ETF | 194.52 | 194.52 | 193.91 | 194.09 | 88318.0 |
| 2015-09-23 07:45:00 | SPY | ETF | 194.13 | 194.44 | 193.97 | 194.09 | 94695.0 |
| 2015-09-23 07:50:00 | SPY | ETF | 194.08 | 194.2 | 194.07 | 194.14 | 68520.0 |
| 2015-09-23 07:55:00 | SPY | ETF | 194.14 | 194.2 | 194.03 | 194.14 | 24650.0 |
| 2015-09-23 08:00:00 | SPY | ETF | 194.14 | 194.97 | 194.02 | 194.1 | 88115.0 |
| 2015-09-23 08:05:00 | SPY | ETF | 192.22 | 194.18 | 192.22 | 194.12 | 72916.0 |
| 2015-09-23 08:10:00 | SPY | ETF | 194.15 | 194.33 | 194.15 | 194.3 | 97482.0 |
| 2015-09-23 08:15:00 | SPY | ETF | 194.31 | 194.56 | 194.29 | 194.51 | 156957.0 |
| 2015-09-23 08:20:00 | SPY | ETF | 194.51 | 194.59 | 194.48 | 194.51 | 78995.0 |
> showing 50 of 45,741 rows — these rows as CSV