PREVIEW / etf_5min / 2015-11-30
file: by_date/etf_5min/2015/2015-11-30.parquet size: 1.1 MB rows: 48,435
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 |
|---|---|---|---|---|---|---|---|
| 2015-11-30 04:05:00 | SPY | ETF | 209.42 | 209.56 | 209.42 | 209.56 | 900.0 |
| 2015-11-30 04:15:00 | SPY | ETF | 209.72 | 209.79 | 209.72 | 209.79 | 4100.0 |
| 2015-11-30 04:20:00 | SPY | ETF | 209.77 | 209.83 | 209.77 | 209.83 | 1300.0 |
| 2015-11-30 04:25:00 | SPY | ETF | 209.78 | 209.88 | 209.78 | 209.88 | 1101.0 |
| 2015-11-30 04:30:00 | SPY | ETF | 209.81 | 209.81 | 209.81 | 209.81 | 100.0 |
| 2015-11-30 04:35:00 | SPY | ETF | 209.8 | 209.8 | 209.8 | 209.8 | 600.0 |
| 2015-11-30 04:55:00 | SPY | ETF | 209.7 | 209.7 | 209.57 | 209.59 | 2100.0 |
| 2015-11-30 05:00:00 | SPY | ETF | 209.62 | 209.62 | 209.54 | 209.56 | 2200.0 |
| 2015-11-30 05:05:00 | SPY | ETF | 209.58 | 209.58 | 209.58 | 209.58 | 100.0 |
| 2015-11-30 05:10:00 | SPY | ETF | 209.48 | 209.48 | 209.45 | 209.45 | 501.0 |
| 2015-11-30 05:20:00 | SPY | ETF | 209.54 | 209.57 | 209.54 | 209.57 | 1840.0 |
| 2015-11-30 05:25:00 | SPY | ETF | 209.52 | 209.52 | 209.52 | 209.52 | 300.0 |
| 2015-11-30 05:50:00 | SPY | ETF | 209.57 | 209.57 | 209.57 | 209.57 | 200.0 |
| 2015-11-30 06:00:00 | SPY | ETF | 209.62 | 209.62 | 209.62 | 209.62 | 1050.0 |
| 2015-11-30 06:05:00 | SPY | ETF | 209.79 | 209.83 | 209.79 | 209.83 | 621.0 |
| 2015-11-30 06:10:00 | SPY | ETF | 209.82 | 209.85 | 209.82 | 209.85 | 1710.0 |
| 2015-11-30 06:15:00 | SPY | ETF | 209.92 | 209.96 | 209.89 | 209.96 | 3070.0 |
| 2015-11-30 06:20:00 | SPY | ETF | 209.96 | 210.06 | 209.96 | 209.99 | 3914.0 |
| 2015-11-30 06:25:00 | SPY | ETF | 210.0 | 210.0 | 209.99 | 209.99 | 1300.0 |
| 2015-11-30 06:30:00 | SPY | ETF | 210.02 | 210.02 | 209.87 | 209.91 | 20235.0 |
| 2015-11-30 06:35:00 | SPY | ETF | 209.91 | 209.91 | 209.89 | 209.89 | 2000.0 |
| 2015-11-30 06:40:00 | SPY | ETF | 209.86 | 209.86 | 209.86 | 209.86 | 100.0 |
| 2015-11-30 06:45:00 | SPY | ETF | 209.81 | 209.81 | 209.81 | 209.81 | 3000.0 |
| 2015-11-30 06:50:00 | SPY | ETF | 209.89 | 209.89 | 209.85 | 209.87 | 600.0 |
| 2015-11-30 06:55:00 | SPY | ETF | 209.82 | 209.85 | 209.77 | 209.77 | 5200.0 |
| 2015-11-30 07:00:00 | SPY | ETF | 209.78 | 209.78 | 209.75 | 209.75 | 3400.0 |
| 2015-11-30 07:05:00 | SPY | ETF | 209.76 | 209.86 | 209.76 | 209.86 | 2350.0 |
| 2015-11-30 07:10:00 | SPY | ETF | 209.84 | 209.87 | 209.84 | 209.87 | 1900.0 |
| 2015-11-30 07:15:00 | SPY | ETF | 209.86 | 209.94 | 209.86 | 209.94 | 14545.0 |
| 2015-11-30 07:20:00 | SPY | ETF | 209.95 | 210.0 | 209.93 | 209.99 | 9583.0 |
| 2015-11-30 07:25:00 | SPY | ETF | 209.99 | 210.08 | 209.99 | 210.07 | 52455.0 |
| 2015-11-30 07:30:00 | SPY | ETF | 210.11 | 210.12 | 210.03 | 210.03 | 8785.0 |
| 2015-11-30 07:35:00 | SPY | ETF | 210.07 | 210.07 | 209.99 | 209.99 | 8530.0 |
| 2015-11-30 07:40:00 | SPY | ETF | 209.99 | 209.99 | 209.94 | 209.99 | 14759.0 |
| 2015-11-30 07:45:00 | SPY | ETF | 209.97 | 210.04 | 209.97 | 210.02 | 47325.0 |
| 2015-11-30 07:50:00 | SPY | ETF | 210.03 | 210.15 | 210.02 | 210.15 | 9342.0 |
| 2015-11-30 07:55:00 | SPY | ETF | 210.15 | 210.19 | 210.12 | 210.13 | 22810.0 |
| 2015-11-30 08:00:00 | SPY | ETF | 210.12 | 210.12 | 209.8599 | 210.12 | 39264.0 |
| 2015-11-30 08:05:00 | SPY | ETF | 209.34 | 210.15 | 209.34 | 210.15 | 49236.0 |
| 2015-11-30 08:10:00 | SPY | ETF | 210.12 | 210.18 | 210.12 | 210.13 | 33767.0 |
| 2015-11-30 08:15:00 | SPY | ETF | 210.12 | 210.14 | 210.09 | 210.14 | 27225.0 |
| 2015-11-30 08:20:00 | SPY | ETF | 210.13 | 210.13 | 210.07 | 210.13 | 48583.0 |
| 2015-11-30 08:25:00 | SPY | ETF | 210.14 | 210.16 | 209.29 | 210.11 | 39916.0 |
| 2015-11-30 08:30:00 | SPY | ETF | 210.13 | 210.17 | 210.05 | 210.05 | 63590.0 |
| 2015-11-30 08:35:00 | SPY | ETF | 210.05 | 210.08 | 210.0 | 210.08 | 59389.0 |
| 2015-11-30 08:40:00 | SPY | ETF | 210.07 | 210.09 | 210.02 | 210.05 | 100481.0 |
| 2015-11-30 08:45:00 | SPY | ETF | 210.05 | 210.08 | 210.03 | 210.05 | 68980.0 |
| 2015-11-30 08:50:00 | SPY | ETF | 210.04 | 210.1 | 209.97 | 210.1 | 41403.0 |
| 2015-11-30 08:55:00 | SPY | ETF | 210.09 | 210.1 | 210.04 | 210.09 | 46380.0 |
| 2015-11-30 09:00:00 | SPY | ETF | 210.1 | 210.12 | 210.03 | 210.03 | 31965.0 |
> showing 50 of 48,435 rows — these rows as CSV