PREVIEW / etf_5min / 2015-10-01
file: by_date/etf_5min/2015/2015-10-01.parquet size: 1.1 MB rows: 48,233
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 |
|---|---|---|---|---|---|---|---|
| 2015-10-01 04:00:00 | SPY | ETF | 193.43 | 193.43 | 193.4 | 193.4 | 4134.0 |
| 2015-10-01 04:05:00 | SPY | ETF | 193.4 | 193.4 | 193.4 | 193.4 | 265.0 |
| 2015-10-01 04:10:00 | SPY | ETF | 193.44 | 193.48 | 193.44 | 193.48 | 500.0 |
| 2015-10-01 04:15:00 | SPY | ETF | 193.22 | 193.22 | 193.22 | 193.22 | 100.0 |
| 2015-10-01 04:20:00 | SPY | ETF | 193.18 | 193.18 | 193.12 | 193.12 | 300.0 |
| 2015-10-01 04:30:00 | SPY | ETF | 192.88 | 193.0 | 192.88 | 192.9 | 12700.0 |
| 2015-10-01 04:45:00 | SPY | ETF | 193.2 | 193.2 | 193.15 | 193.15 | 300.0 |
| 2015-10-01 04:50:00 | SPY | ETF | 193.2 | 193.2 | 193.1 | 193.1 | 1800.0 |
| 2015-10-01 04:55:00 | SPY | ETF | 193.15 | 193.15 | 193.03 | 193.1 | 3900.0 |
| 2015-10-01 05:00:00 | SPY | ETF | 193.16 | 193.35 | 193.16 | 193.3 | 17600.0 |
| 2015-10-01 05:05:00 | SPY | ETF | 193.33 | 193.33 | 193.33 | 193.33 | 1500.0 |
| 2015-10-01 05:10:00 | SPY | ETF | 193.3 | 193.37 | 193.3 | 193.37 | 5130.0 |
| 2015-10-01 05:25:00 | SPY | ETF | 193.49 | 193.5 | 192.97 | 193.25 | 28668.0 |
| 2015-10-01 05:45:00 | SPY | ETF | 193.17 | 193.17 | 193.17 | 193.17 | 600.0 |
| 2015-10-01 05:50:00 | SPY | ETF | 193.15 | 193.25 | 193.15 | 193.2 | 750.0 |
| 2015-10-01 05:55:00 | SPY | ETF | 193.01 | 193.01 | 193.01 | 193.01 | 150.0 |
| 2015-10-01 06:00:00 | SPY | ETF | 193.08 | 193.12 | 192.99 | 193.03 | 2860.0 |
| 2015-10-01 06:05:00 | SPY | ETF | 193.03 | 193.2 | 193.03 | 193.1 | 2520.0 |
| 2015-10-01 06:10:00 | SPY | ETF | 193.1 | 193.1 | 192.93 | 193.0 | 1943.0 |
| 2015-10-01 06:15:00 | SPY | ETF | 192.99 | 193.05 | 192.94 | 192.95 | 4389.0 |
| 2015-10-01 06:20:00 | SPY | ETF | 192.95 | 192.95 | 192.83 | 192.83 | 401.0 |
| 2015-10-01 06:25:00 | SPY | ETF | 192.83 | 192.83 | 192.76 | 192.82 | 1170.0 |
| 2015-10-01 06:30:00 | SPY | ETF | 192.83 | 192.94 | 192.63 | 192.63 | 13520.0 |
| 2015-10-01 06:35:00 | SPY | ETF | 192.75 | 192.78 | 192.75 | 192.78 | 900.0 |
| 2015-10-01 06:40:00 | SPY | ETF | 192.73 | 192.8 | 192.66 | 192.66 | 74485.0 |
| 2015-10-01 06:45:00 | SPY | ETF | 192.74 | 192.74 | 192.74 | 192.74 | 100.0 |
| 2015-10-01 06:50:00 | SPY | ETF | 192.78 | 192.87 | 192.78 | 192.83 | 800.0 |
| 2015-10-01 06:55:00 | SPY | ETF | 192.88 | 193.0 | 192.87 | 192.9 | 21837.0 |
| 2015-10-01 07:00:00 | SPY | ETF | 192.98 | 193.04 | 192.9 | 192.9 | 14467.0 |
| 2015-10-01 07:05:00 | SPY | ETF | 192.85 | 192.85 | 192.79 | 192.8 | 26060.0 |
| 2015-10-01 07:10:00 | SPY | ETF | 192.8 | 192.85 | 192.66 | 192.67 | 15205.0 |
| 2015-10-01 07:15:00 | SPY | ETF | 192.64 | 192.82 | 192.59 | 192.76 | 44950.0 |
| 2015-10-01 07:20:00 | SPY | ETF | 192.74 | 192.78 | 192.56 | 192.56 | 41501.0 |
| 2015-10-01 07:25:00 | SPY | ETF | 192.57 | 192.6 | 192.21 | 192.28 | 66106.0 |
| 2015-10-01 07:30:00 | SPY | ETF | 192.22 | 192.27 | 192.12 | 192.13 | 26975.0 |
| 2015-10-01 07:35:00 | SPY | ETF | 192.16 | 192.16 | 191.92 | 192.1 | 37470.0 |
| 2015-10-01 07:40:00 | SPY | ETF | 192.13 | 192.15 | 191.94 | 192.01 | 37331.0 |
| 2015-10-01 07:45:00 | SPY | ETF | 192.0 | 192.25 | 192.0 | 192.25 | 36474.0 |
| 2015-10-01 07:50:00 | SPY | ETF | 192.26 | 192.26 | 192.15 | 192.23 | 17970.0 |
| 2015-10-01 07:55:00 | SPY | ETF | 192.23 | 192.26 | 191.93 | 191.93 | 94038.0 |
| 2015-10-01 08:00:00 | SPY | ETF | 191.92 | 193.1 | 191.69 | 191.79 | 242408.0 |
| 2015-10-01 08:05:00 | SPY | ETF | 191.79 | 191.95 | 191.78 | 191.95 | 233416.0 |
| 2015-10-01 08:10:00 | SPY | ETF | 191.95 | 193.1 | 191.83 | 191.99 | 164981.0 |
| 2015-10-01 08:15:00 | SPY | ETF | 191.95 | 192.02 | 191.91 | 191.95 | 59071.0 |
| 2015-10-01 08:20:00 | SPY | ETF | 191.95 | 192.08 | 191.88 | 192.06 | 100106.0 |
| 2015-10-01 08:25:00 | SPY | ETF | 192.07 | 192.09 | 191.93 | 191.93 | 47176.0 |
| 2015-10-01 08:30:00 | SPY | ETF | 192.0 | 192.17 | 191.86 | 191.92 | 151697.0 |
| 2015-10-01 08:35:00 | SPY | ETF | 191.93 | 192.19 | 191.93 | 192.13 | 169686.0 |
| 2015-10-01 08:40:00 | SPY | ETF | 192.15 | 192.16 | 192.0 | 192.07 | 56540.0 |
| 2015-10-01 08:45:00 | SPY | ETF | 192.05 | 192.06 | 191.88 | 191.95 | 34965.0 |
> showing 50 of 48,233 rows — these rows as CSV