PREVIEW / etf_5min / 2016-01-15
file: by_date/etf_5min/2016/2016-01-15.parquet size: 1.4 MB rows: 58,103
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 |
|---|---|---|---|---|---|---|---|
| 2016-01-15 04:00:00 | SPY | ETF | 190.99 | 190.99 | 189.12 | 189.32 | 11824.0 |
| 2016-01-15 04:05:00 | SPY | ETF | 189.32 | 189.37 | 189.01 | 189.21 | 23279.0 |
| 2016-01-15 04:10:00 | SPY | ETF | 189.3 | 189.4 | 189.24 | 189.36 | 8450.0 |
| 2016-01-15 04:15:00 | SPY | ETF | 189.25 | 189.25 | 188.93 | 189.1 | 2196.0 |
| 2016-01-15 04:20:00 | SPY | ETF | 189.1 | 189.2 | 189.01 | 189.2 | 2290.0 |
| 2016-01-15 04:25:00 | SPY | ETF | 189.38 | 189.38 | 189.2 | 189.2 | 1614.0 |
| 2016-01-15 04:30:00 | SPY | ETF | 189.25 | 189.25 | 189.25 | 189.25 | 2000.0 |
| 2016-01-15 04:35:00 | SPY | ETF | 189.4 | 189.45 | 189.4 | 189.45 | 2310.0 |
| 2016-01-15 04:40:00 | SPY | ETF | 189.47 | 189.5 | 189.47 | 189.5 | 1320.0 |
| 2016-01-15 04:45:00 | SPY | ETF | 189.5 | 189.5 | 189.1 | 189.1 | 529.0 |
| 2016-01-15 04:50:00 | SPY | ETF | 189.0 | 189.1 | 188.93 | 189.06 | 2287.0 |
| 2016-01-15 04:55:00 | SPY | ETF | 188.92 | 188.92 | 188.87 | 188.9 | 4690.0 |
| 2016-01-15 05:00:00 | SPY | ETF | 189.15 | 189.39 | 189.15 | 189.37 | 2435.0 |
| 2016-01-15 05:05:00 | SPY | ETF | 189.09 | 189.27 | 189.0 | 189.2 | 7066.0 |
| 2016-01-15 05:10:00 | SPY | ETF | 189.11 | 189.13 | 189.0 | 189.0 | 21505.0 |
| 2016-01-15 05:15:00 | SPY | ETF | 189.16 | 189.16 | 188.81 | 188.81 | 7475.0 |
| 2016-01-15 05:20:00 | SPY | ETF | 188.86 | 188.95 | 188.86 | 188.95 | 958.0 |
| 2016-01-15 05:25:00 | SPY | ETF | 188.84 | 188.9 | 188.83 | 188.89 | 2640.0 |
| 2016-01-15 05:30:00 | SPY | ETF | 188.86 | 188.87 | 188.79 | 188.8 | 22166.0 |
| 2016-01-15 05:35:00 | SPY | ETF | 188.67 | 188.67 | 188.33 | 188.64 | 7754.0 |
| 2016-01-15 05:40:00 | SPY | ETF | 188.71 | 188.9 | 188.71 | 188.75 | 7870.0 |
| 2016-01-15 05:45:00 | SPY | ETF | 188.71 | 188.71 | 188.56 | 188.64 | 7708.0 |
| 2016-01-15 05:50:00 | SPY | ETF | 188.63 | 188.81 | 188.45 | 188.58 | 3734.0 |
| 2016-01-15 05:55:00 | SPY | ETF | 188.65 | 188.71 | 188.55 | 188.59 | 2631.0 |
| 2016-01-15 06:00:00 | SPY | ETF | 188.5 | 188.53 | 188.22 | 188.5 | 18641.0 |
| 2016-01-15 06:05:00 | SPY | ETF | 188.64 | 188.74 | 188.59 | 188.72 | 30722.0 |
| 2016-01-15 06:10:00 | SPY | ETF | 188.73 | 189.0 | 188.69 | 188.84 | 5714.0 |
| 2016-01-15 06:15:00 | SPY | ETF | 188.85 | 189.06 | 188.85 | 188.88 | 9195.0 |
| 2016-01-15 06:20:00 | SPY | ETF | 188.69 | 188.69 | 188.6 | 188.63 | 4428.0 |
| 2016-01-15 06:25:00 | SPY | ETF | 188.7 | 188.72 | 188.6 | 188.66 | 10060.0 |
| 2016-01-15 06:30:00 | SPY | ETF | 188.63 | 188.88 | 188.63 | 188.86 | 19918.0 |
| 2016-01-15 06:35:00 | SPY | ETF | 188.84 | 188.95 | 188.8 | 188.81 | 17355.0 |
| 2016-01-15 06:40:00 | SPY | ETF | 188.9 | 189.17 | 188.9 | 189.07 | 13635.0 |
| 2016-01-15 06:45:00 | SPY | ETF | 189.11 | 189.16 | 188.93 | 188.99 | 26606.0 |
| 2016-01-15 06:50:00 | SPY | ETF | 189.0 | 189.16 | 188.98 | 189.08 | 24400.0 |
| 2016-01-15 06:55:00 | SPY | ETF | 189.01 | 189.08 | 188.9 | 188.94 | 14402.0 |
| 2016-01-15 07:00:00 | SPY | ETF | 188.93 | 189.06 | 188.93 | 189.01 | 42413.0 |
| 2016-01-15 07:05:00 | SPY | ETF | 188.95 | 189.2 | 188.89 | 189.17 | 20980.0 |
| 2016-01-15 07:10:00 | SPY | ETF | 189.14 | 189.2 | 188.95 | 189.08 | 78507.0 |
| 2016-01-15 07:15:00 | SPY | ETF | 189.11 | 189.37 | 189.11 | 189.21 | 36500.0 |
| 2016-01-15 07:20:00 | SPY | ETF | 189.21 | 189.27 | 189.05 | 189.09 | 102229.0 |
| 2016-01-15 07:25:00 | SPY | ETF | 189.1 | 189.1 | 188.84 | 188.84 | 114833.0 |
| 2016-01-15 07:30:00 | SPY | ETF | 188.89 | 188.89 | 188.65 | 188.72 | 85052.0 |
| 2016-01-15 07:35:00 | SPY | ETF | 188.7 | 188.81 | 188.67 | 188.79 | 61959.0 |
| 2016-01-15 07:40:00 | SPY | ETF | 188.8 | 188.9 | 188.73 | 188.84 | 86921.0 |
| 2016-01-15 07:45:00 | SPY | ETF | 188.85 | 188.97 | 188.8 | 188.91 | 31074.0 |
| 2016-01-15 07:50:00 | SPY | ETF | 188.9 | 189.11 | 188.87 | 189.1 | 86154.0 |
| 2016-01-15 07:55:00 | SPY | ETF | 189.1 | 189.15 | 189.0 | 189.05 | 220420.0 |
| 2016-01-15 08:00:00 | SPY | ETF | 188.65 | 189.22 | 188.65 | 188.83 | 286938.0 |
| 2016-01-15 08:05:00 | SPY | ETF | 188.82 | 188.84 | 188.61 | 188.78 | 119427.0 |
> showing 50 of 58,103 rows — these rows as CSV