PREVIEW / etf_5min / 2015-09-24
file: by_date/etf_5min/2015/2015-09-24.parquet size: 1.2 MB rows: 49,035
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 |
|---|---|---|---|---|---|---|---|
| 2015-09-24 04:00:00 | SPY | ETF | 193.37 | 193.59 | 193.37 | 193.5 | 1090.0 |
| 2015-09-24 04:05:00 | SPY | ETF | 193.76 | 194.0 | 193.76 | 194.0 | 620.0 |
| 2015-09-24 04:10:00 | SPY | ETF | 193.97 | 194.18 | 193.97 | 194.1 | 6300.0 |
| 2015-09-24 04:15:00 | SPY | ETF | 194.12 | 194.12 | 194.12 | 194.12 | 2000.0 |
| 2015-09-24 04:20:00 | SPY | ETF | 194.07 | 194.37 | 194.07 | 194.18 | 6740.0 |
| 2015-09-24 04:25:00 | SPY | ETF | 194.22 | 194.22 | 194.1 | 194.1 | 600.0 |
| 2015-09-24 04:30:00 | SPY | ETF | 194.08 | 194.08 | 194.03 | 194.03 | 200.0 |
| 2015-09-24 04:35:00 | SPY | ETF | 193.96 | 193.96 | 193.9 | 193.9 | 1500.0 |
| 2015-09-24 04:40:00 | SPY | ETF | 193.78 | 193.85 | 193.73 | 193.85 | 2100.0 |
| 2015-09-24 04:55:00 | SPY | ETF | 193.72 | 193.77 | 193.72 | 193.77 | 1500.0 |
| 2015-09-24 05:00:00 | SPY | ETF | 193.9 | 193.9 | 193.87 | 193.87 | 2100.0 |
| 2015-09-24 05:05:00 | SPY | ETF | 193.72 | 193.77 | 193.7 | 193.77 | 500.0 |
| 2015-09-24 05:10:00 | SPY | ETF | 193.62 | 193.62 | 193.55 | 193.56 | 1500.0 |
| 2015-09-24 05:15:00 | SPY | ETF | 193.5 | 193.5 | 193.5 | 193.5 | 100.0 |
| 2015-09-24 05:20:00 | SPY | ETF | 193.4 | 193.4 | 193.2 | 193.25 | 2770.0 |
| 2015-09-24 05:25:00 | SPY | ETF | 193.39 | 193.39 | 193.19 | 193.37 | 6400.0 |
| 2015-09-24 05:30:00 | SPY | ETF | 193.3 | 193.3 | 193.18 | 193.18 | 650.0 |
| 2015-09-24 05:35:00 | SPY | ETF | 193.16 | 193.17 | 193.0 | 193.12 | 830.0 |
| 2015-09-24 05:45:00 | SPY | ETF | 193.35 | 193.35 | 193.25 | 193.25 | 1001.0 |
| 2015-09-24 05:50:00 | SPY | ETF | 193.37 | 193.4 | 193.37 | 193.4 | 1500.0 |
| 2015-09-24 05:55:00 | SPY | ETF | 193.25 | 193.25 | 193.2 | 193.25 | 2700.0 |
| 2015-09-24 06:00:00 | SPY | ETF | 193.28 | 193.32 | 193.27 | 193.32 | 3240.0 |
| 2015-09-24 06:05:00 | SPY | ETF | 193.27 | 193.27 | 193.2 | 193.2 | 3580.0 |
| 2015-09-24 06:10:00 | SPY | ETF | 193.25 | 193.31 | 193.15 | 193.15 | 3600.0 |
| 2015-09-24 06:15:00 | SPY | ETF | 193.15 | 193.15 | 193.05 | 193.05 | 2024.0 |
| 2015-09-24 06:20:00 | SPY | ETF | 193.05 | 193.12 | 192.96 | 193.09 | 26680.0 |
| 2015-09-24 06:25:00 | SPY | ETF | 192.92 | 192.92 | 192.63 | 192.64 | 12645.0 |
| 2015-09-24 06:30:00 | SPY | ETF | 192.63 | 192.65 | 192.4 | 192.54 | 19670.0 |
| 2015-09-24 06:35:00 | SPY | ETF | 192.51 | 192.63 | 192.48 | 192.48 | 17041.0 |
| 2015-09-24 06:40:00 | SPY | ETF | 192.45 | 192.45 | 192.17 | 192.3 | 41870.0 |
| 2015-09-24 06:45:00 | SPY | ETF | 192.29 | 192.3 | 192.09 | 192.21 | 76008.0 |
| 2015-09-24 06:50:00 | SPY | ETF | 192.21 | 192.39 | 192.19 | 192.34 | 15676.0 |
| 2015-09-24 06:55:00 | SPY | ETF | 192.33 | 192.46 | 192.26 | 192.43 | 30695.0 |
| 2015-09-24 07:00:00 | SPY | ETF | 192.42 | 192.43 | 192.0 | 192.11 | 76450.0 |
| 2015-09-24 07:05:00 | SPY | ETF | 192.21 | 192.23 | 192.12 | 192.12 | 24275.0 |
| 2015-09-24 07:10:00 | SPY | ETF | 192.12 | 192.14 | 191.95 | 192.07 | 145127.0 |
| 2015-09-24 07:15:00 | SPY | ETF | 192.07 | 192.07 | 191.68 | 191.71 | 84387.0 |
| 2015-09-24 07:20:00 | SPY | ETF | 191.71 | 191.92 | 191.69 | 191.92 | 42616.0 |
| 2015-09-24 07:25:00 | SPY | ETF | 191.92 | 191.99 | 191.8 | 191.87 | 25620.0 |
| 2015-09-24 07:30:00 | SPY | ETF | 191.84 | 192.1 | 191.84 | 191.96 | 141422.0 |
| 2015-09-24 07:35:00 | SPY | ETF | 191.93 | 192.24 | 191.93 | 192.06 | 37310.0 |
| 2015-09-24 07:40:00 | SPY | ETF | 192.08 | 192.21 | 192.08 | 192.13 | 27475.0 |
| 2015-09-24 07:45:00 | SPY | ETF | 192.1 | 192.3 | 192.08 | 192.11 | 36346.0 |
| 2015-09-24 07:50:00 | SPY | ETF | 192.15 | 192.18 | 192.1 | 192.18 | 95060.0 |
| 2015-09-24 07:55:00 | SPY | ETF | 192.11 | 192.15 | 192.03 | 192.15 | 128600.0 |
| 2015-09-24 08:00:00 | SPY | ETF | 192.17 | 192.95 | 191.7 | 192.95 | 191730.0 |
| 2015-09-24 08:05:00 | SPY | ETF | 192.17 | 192.28 | 192.12 | 192.21 | 51360.0 |
| 2015-09-24 08:10:00 | SPY | ETF | 192.17 | 192.3 | 192.16 | 192.29 | 31356.0 |
| 2015-09-24 08:15:00 | SPY | ETF | 192.26 | 192.36 | 192.11 | 192.12 | 187861.0 |
| 2015-09-24 08:20:00 | SPY | ETF | 192.12 | 192.9792 | 192.07 | 192.2 | 155544.0 |
> showing 50 of 49,035 rows — these rows as CSV