PREVIEW / etf_5min / 2016-01-28
file: by_date/etf_5min/2016/2016-01-28.parquet size: 1.2 MB rows: 51,538
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 |
|---|---|---|---|---|---|---|---|
| 2016-01-28 04:00:00 | SPY | ETF | 189.7 | 189.9 | 189.49 | 189.49 | 17127.0 |
| 2016-01-28 04:05:00 | SPY | ETF | 189.44 | 189.44 | 189.44 | 189.44 | 1400.0 |
| 2016-01-28 04:10:00 | SPY | ETF | 189.54 | 189.57 | 189.43 | 189.43 | 1265.0 |
| 2016-01-28 04:15:00 | SPY | ETF | 189.21 | 189.43 | 189.21 | 189.43 | 3155.0 |
| 2016-01-28 04:20:00 | SPY | ETF | 189.49 | 189.49 | 189.48 | 189.48 | 265.0 |
| 2016-01-28 04:25:00 | SPY | ETF | 189.43 | 189.43 | 189.35 | 189.35 | 415.0 |
| 2016-01-28 04:30:00 | SPY | ETF | 189.41 | 189.6 | 189.41 | 189.6 | 5749.0 |
| 2016-01-28 04:35:00 | SPY | ETF | 189.49 | 189.49 | 189.39 | 189.39 | 580.0 |
| 2016-01-28 04:40:00 | SPY | ETF | 189.48 | 189.48 | 189.38 | 189.38 | 5050.0 |
| 2016-01-28 04:45:00 | SPY | ETF | 189.61 | 189.62 | 189.61 | 189.62 | 215.0 |
| 2016-01-28 04:50:00 | SPY | ETF | 189.65 | 189.84 | 189.65 | 189.81 | 4325.0 |
| 2016-01-28 04:55:00 | SPY | ETF | 189.46 | 189.46 | 189.46 | 189.46 | 155.0 |
| 2016-01-28 05:00:00 | SPY | ETF | 189.5 | 189.52 | 189.4 | 189.4 | 1125.0 |
| 2016-01-28 05:05:00 | SPY | ETF | 189.39 | 189.43 | 189.39 | 189.43 | 1227.0 |
| 2016-01-28 05:10:00 | SPY | ETF | 189.48 | 189.48 | 189.26 | 189.26 | 255.0 |
| 2016-01-28 05:15:00 | SPY | ETF | 189.2 | 189.28 | 189.09 | 189.28 | 1855.0 |
| 2016-01-28 05:20:00 | SPY | ETF | 189.19 | 189.19 | 189.06 | 189.14 | 2709.0 |
| 2016-01-28 05:25:00 | SPY | ETF | 189.18 | 189.22 | 189.12 | 189.13 | 4865.0 |
| 2016-01-28 05:30:00 | SPY | ETF | 189.11 | 189.11 | 188.98 | 189.05 | 7715.0 |
| 2016-01-28 05:35:00 | SPY | ETF | 189.08 | 189.15 | 189.08 | 189.15 | 3415.0 |
| 2016-01-28 05:40:00 | SPY | ETF | 189.13 | 189.27 | 189.13 | 189.27 | 3980.0 |
| 2016-01-28 05:45:00 | SPY | ETF | 189.33 | 189.36 | 189.31 | 189.36 | 1420.0 |
| 2016-01-28 05:50:00 | SPY | ETF | 189.28 | 189.28 | 189.05 | 189.11 | 3005.0 |
| 2016-01-28 05:55:00 | SPY | ETF | 189.15 | 189.15 | 189.08 | 189.15 | 4300.0 |
| 2016-01-28 06:00:00 | SPY | ETF | 189.12 | 189.12 | 189.0 | 189.01 | 5320.0 |
| 2016-01-28 06:05:00 | SPY | ETF | 188.83 | 188.9 | 188.81 | 188.9 | 5630.0 |
| 2016-01-28 06:10:00 | SPY | ETF | 188.98 | 189.01 | 188.81 | 188.85 | 5500.0 |
| 2016-01-28 06:15:00 | SPY | ETF | 188.87 | 188.97 | 188.72 | 188.9 | 8470.0 |
| 2016-01-28 06:20:00 | SPY | ETF | 188.87 | 188.88 | 188.78 | 188.87 | 9005.0 |
| 2016-01-28 06:25:00 | SPY | ETF | 188.82 | 188.85 | 188.68 | 188.85 | 6925.0 |
| 2016-01-28 06:30:00 | SPY | ETF | 188.92 | 189.06 | 188.92 | 188.95 | 5625.0 |
| 2016-01-28 06:35:00 | SPY | ETF | 188.95 | 188.95 | 188.0 | 188.56 | 17248.0 |
| 2016-01-28 06:40:00 | SPY | ETF | 188.52 | 188.63 | 188.28 | 188.28 | 22365.0 |
| 2016-01-28 06:45:00 | SPY | ETF | 188.2 | 188.2 | 187.91 | 187.98 | 44600.0 |
| 2016-01-28 06:50:00 | SPY | ETF | 187.94 | 188.41 | 187.94 | 188.31 | 52681.0 |
| 2016-01-28 06:55:00 | SPY | ETF | 188.37 | 188.39 | 188.14 | 188.14 | 9820.0 |
| 2016-01-28 07:00:00 | SPY | ETF | 188.16 | 188.2 | 187.86 | 188.14 | 28866.0 |
| 2016-01-28 07:05:00 | SPY | ETF | 188.14 | 188.16 | 187.9 | 188.04 | 34605.0 |
| 2016-01-28 07:10:00 | SPY | ETF | 188.11 | 188.48 | 188.03 | 188.48 | 16110.0 |
| 2016-01-28 07:15:00 | SPY | ETF | 188.4 | 188.43 | 188.26 | 188.3 | 68130.0 |
| 2016-01-28 07:20:00 | SPY | ETF | 188.3 | 188.46 | 188.3 | 188.46 | 44025.0 |
| 2016-01-28 07:25:00 | SPY | ETF | 188.49 | 188.55 | 188.48 | 188.53 | 59412.0 |
| 2016-01-28 07:30:00 | SPY | ETF | 188.57 | 188.79 | 188.57 | 188.7 | 15437.0 |
| 2016-01-28 07:35:00 | SPY | ETF | 188.71 | 188.71 | 188.41 | 188.48 | 30665.0 |
| 2016-01-28 07:40:00 | SPY | ETF | 188.5 | 188.69 | 188.44 | 188.53 | 7220.0 |
| 2016-01-28 07:45:00 | SPY | ETF | 188.53 | 188.58 | 188.5 | 188.52 | 15727.0 |
| 2016-01-28 07:50:00 | SPY | ETF | 188.55 | 188.59 | 188.26 | 188.58 | 135323.0 |
| 2016-01-28 07:55:00 | SPY | ETF | 188.56 | 188.74 | 188.56 | 188.73 | 51667.0 |
| 2016-01-28 08:00:00 | SPY | ETF | 188.73 | 188.94 | 188.0 | 188.92 | 164654.0 |
| 2016-01-28 08:05:00 | SPY | ETF | 188.92 | 188.97 | 188.85 | 188.88 | 69947.0 |
> showing 50 of 51,538 rows — these rows as CSV