PREVIEW / etf_5min / 2015-11-18
file: by_date/etf_5min/2015/2015-11-18.parquet size: 1.1 MB rows: 47,924
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 |
|---|---|---|---|---|---|---|---|
| 2015-11-18 04:20:00 | SPY | ETF | 205.25 | 205.25 | 205.25 | 205.25 | 40055.0 |
| 2015-11-18 04:25:00 | SPY | ETF | 205.25 | 205.25 | 205.22 | 205.22 | 10185.0 |
| 2015-11-18 04:35:00 | SPY | ETF | 205.24 | 205.24 | 205.24 | 205.24 | 220.0 |
| 2015-11-18 04:40:00 | SPY | ETF | 205.33 | 205.33 | 205.33 | 205.33 | 100.0 |
| 2015-11-18 04:45:00 | SPY | ETF | 205.29 | 205.29 | 205.29 | 205.29 | 205.0 |
| 2015-11-18 04:50:00 | SPY | ETF | 205.29 | 205.29 | 205.29 | 205.29 | 100.0 |
| 2015-11-18 04:55:00 | SPY | ETF | 205.3 | 205.3 | 205.3 | 205.3 | 2500.0 |
| 2015-11-18 05:00:00 | SPY | ETF | 205.27 | 205.27 | 205.27 | 205.27 | 2500.0 |
| 2015-11-18 05:05:00 | SPY | ETF | 205.24 | 205.26 | 205.24 | 205.26 | 2700.0 |
| 2015-11-18 05:10:00 | SPY | ETF | 205.24 | 205.24 | 205.24 | 205.24 | 500.0 |
| 2015-11-18 05:15:00 | SPY | ETF | 205.13 | 205.13 | 205.09 | 205.09 | 1676.0 |
| 2015-11-18 05:20:00 | SPY | ETF | 205.14 | 205.14 | 205.14 | 205.14 | 600.0 |
| 2015-11-18 05:25:00 | SPY | ETF | 205.16 | 205.16 | 205.16 | 205.16 | 320.0 |
| 2015-11-18 05:50:00 | SPY | ETF | 205.34 | 205.34 | 205.25 | 205.25 | 3540.0 |
| 2015-11-18 05:55:00 | SPY | ETF | 205.22 | 205.24 | 205.15 | 205.15 | 1210.0 |
| 2015-11-18 06:00:00 | SPY | ETF | 205.27 | 205.27 | 205.27 | 205.27 | 100.0 |
| 2015-11-18 06:05:00 | SPY | ETF | 205.3 | 205.3 | 205.28 | 205.28 | 716.0 |
| 2015-11-18 06:10:00 | SPY | ETF | 205.4 | 205.46 | 205.4 | 205.46 | 4284.0 |
| 2015-11-18 06:15:00 | SPY | ETF | 205.49 | 205.49 | 205.47 | 205.47 | 360.0 |
| 2015-11-18 06:20:00 | SPY | ETF | 205.47 | 205.56 | 205.47 | 205.56 | 2925.0 |
| 2015-11-18 06:25:00 | SPY | ETF | 205.66 | 205.66 | 205.66 | 205.66 | 200.0 |
| 2015-11-18 06:30:00 | SPY | ETF | 205.64 | 205.65 | 205.64 | 205.65 | 1105.0 |
| 2015-11-18 06:35:00 | SPY | ETF | 205.62 | 205.76 | 205.62 | 205.76 | 9900.0 |
| 2015-11-18 06:40:00 | SPY | ETF | 205.76 | 205.89 | 205.76 | 205.85 | 4127.0 |
| 2015-11-18 06:45:00 | SPY | ETF | 205.79 | 205.79 | 205.74 | 205.78 | 1305.0 |
| 2015-11-18 06:50:00 | SPY | ETF | 205.73 | 205.75 | 205.73 | 205.75 | 15140.0 |
| 2015-11-18 06:55:00 | SPY | ETF | 205.82 | 205.9 | 205.82 | 205.9 | 2435.0 |
| 2015-11-18 07:00:00 | SPY | ETF | 205.95 | 206.09 | 205.9 | 206.05 | 32441.0 |
| 2015-11-18 07:05:00 | SPY | ETF | 206.04 | 206.1 | 205.95 | 205.95 | 39682.0 |
| 2015-11-18 07:10:00 | SPY | ETF | 205.95 | 205.95 | 205.9 | 205.94 | 13584.0 |
| 2015-11-18 07:15:00 | SPY | ETF | 205.95 | 206.0 | 205.93 | 205.95 | 6557.0 |
| 2015-11-18 07:20:00 | SPY | ETF | 205.94 | 205.95 | 205.94 | 205.95 | 880.0 |
| 2015-11-18 07:25:00 | SPY | ETF | 205.95 | 205.95 | 205.85 | 205.93 | 33616.0 |
| 2015-11-18 07:30:00 | SPY | ETF | 205.95 | 205.95 | 205.84 | 205.87 | 10730.0 |
| 2015-11-18 07:35:00 | SPY | ETF | 205.9 | 205.9 | 205.8 | 205.8 | 2358.0 |
| 2015-11-18 07:40:00 | SPY | ETF | 205.83 | 205.83 | 205.75 | 205.78 | 56544.0 |
| 2015-11-18 07:45:00 | SPY | ETF | 205.8 | 205.84 | 205.79 | 205.84 | 4585.0 |
| 2015-11-18 07:50:00 | SPY | ETF | 205.85 | 205.92 | 205.85 | 205.85 | 8900.0 |
| 2015-11-18 07:55:00 | SPY | ETF | 205.87 | 205.87 | 205.82 | 205.83 | 4305.0 |
| 2015-11-18 08:00:00 | SPY | ETF | 205.82 | 205.98 | 205.77 | 205.86 | 13998.0 |
| 2015-11-18 08:05:00 | SPY | ETF | 205.76 | 205.94 | 205.76 | 205.9 | 58871.0 |
| 2015-11-18 08:10:00 | SPY | ETF | 205.88 | 205.95 | 205.88 | 205.95 | 11203.0 |
| 2015-11-18 08:15:00 | SPY | ETF | 205.94 | 205.96 | 205.87 | 205.87 | 29216.0 |
| 2015-11-18 08:20:00 | SPY | ETF | 205.86 | 205.89 | 205.83 | 205.88 | 14140.0 |
| 2015-11-18 08:25:00 | SPY | ETF | 205.89 | 206.06 | 205.88 | 206.05 | 28741.0 |
| 2015-11-18 08:30:00 | SPY | ETF | 206.04 | 206.04 | 205.77 | 205.84 | 111762.0 |
| 2015-11-18 08:35:00 | SPY | ETF | 205.85 | 206.22 | 205.83 | 206.2 | 241536.0 |
| 2015-11-18 08:40:00 | SPY | ETF | 206.2 | 206.21 | 206.11 | 206.15 | 117005.0 |
| 2015-11-18 08:45:00 | SPY | ETF | 206.14 | 206.22 | 206.14 | 206.17 | 26442.0 |
| 2015-11-18 08:50:00 | SPY | ETF | 206.17 | 206.37 | 206.16 | 206.35 | 204062.0 |
> showing 50 of 47,924 rows — these rows as CSV