PREVIEW / etf_5min / 2016-02-01
file: by_date/etf_5min/2016/2016-02-01.parquet size: 1.2 MB rows: 52,252
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 |
|---|---|---|---|---|---|---|---|
| 2016-02-01 04:00:00 | SPY | ETF | 193.32 | 193.33 | 193.03 | 193.03 | 3973.0 |
| 2016-02-01 04:05:00 | SPY | ETF | 193.07 | 193.07 | 192.9 | 192.9 | 2778.0 |
| 2016-02-01 04:10:00 | SPY | ETF | 192.85 | 192.85 | 192.65 | 192.65 | 2660.0 |
| 2016-02-01 04:15:00 | SPY | ETF | 192.73 | 192.89 | 192.73 | 192.82 | 3349.0 |
| 2016-02-01 04:20:00 | SPY | ETF | 192.76 | 192.85 | 192.64 | 192.82 | 9495.0 |
| 2016-02-01 04:25:00 | SPY | ETF | 192.86 | 192.9 | 192.8 | 192.8 | 940.0 |
| 2016-02-01 04:30:00 | SPY | ETF | 192.89 | 192.96 | 192.89 | 192.9 | 700.0 |
| 2016-02-01 04:35:00 | SPY | ETF | 192.9 | 192.93 | 192.9 | 192.9 | 700.0 |
| 2016-02-01 04:40:00 | SPY | ETF | 192.76 | 192.76 | 192.69 | 192.69 | 4368.0 |
| 2016-02-01 04:45:00 | SPY | ETF | 192.59 | 192.69 | 192.59 | 192.62 | 3300.0 |
| 2016-02-01 04:50:00 | SPY | ETF | 192.66 | 192.66 | 192.66 | 192.66 | 1503.0 |
| 2016-02-01 04:55:00 | SPY | ETF | 192.56 | 192.56 | 192.37 | 192.39 | 20863.0 |
| 2016-02-01 05:00:00 | SPY | ETF | 192.46 | 192.52 | 192.44 | 192.52 | 4290.0 |
| 2016-02-01 05:05:00 | SPY | ETF | 192.44 | 192.44 | 192.41 | 192.41 | 1635.0 |
| 2016-02-01 05:10:00 | SPY | ETF | 192.51 | 192.66 | 192.49 | 192.62 | 7200.0 |
| 2016-02-01 05:15:00 | SPY | ETF | 192.56 | 192.56 | 192.39 | 192.44 | 10900.0 |
| 2016-02-01 05:20:00 | SPY | ETF | 192.43 | 192.56 | 192.43 | 192.54 | 2000.0 |
| 2016-02-01 05:25:00 | SPY | ETF | 192.6 | 192.66 | 192.56 | 192.61 | 5655.0 |
| 2016-02-01 05:30:00 | SPY | ETF | 192.7 | 192.72 | 192.7 | 192.72 | 4525.0 |
| 2016-02-01 05:35:00 | SPY | ETF | 192.75 | 192.75 | 192.65 | 192.65 | 1700.0 |
| 2016-02-01 05:40:00 | SPY | ETF | 192.65 | 192.65 | 192.6 | 192.65 | 1700.0 |
| 2016-02-01 05:45:00 | SPY | ETF | 192.67 | 192.71 | 192.67 | 192.71 | 1795.0 |
| 2016-02-01 05:50:00 | SPY | ETF | 192.74 | 192.74 | 192.71 | 192.72 | 10600.0 |
| 2016-02-01 05:55:00 | SPY | ETF | 192.74 | 192.74 | 192.74 | 192.74 | 300.0 |
| 2016-02-01 06:00:00 | SPY | ETF | 192.83 | 192.83 | 192.69 | 192.69 | 12515.0 |
| 2016-02-01 06:05:00 | SPY | ETF | 192.73 | 192.84 | 192.73 | 192.84 | 1341.0 |
| 2016-02-01 06:10:00 | SPY | ETF | 192.9 | 193.07 | 192.9 | 193.07 | 2245.0 |
| 2016-02-01 06:15:00 | SPY | ETF | 193.08 | 193.08 | 193.04 | 193.04 | 8350.0 |
| 2016-02-01 06:20:00 | SPY | ETF | 193.01 | 193.06 | 193.01 | 193.02 | 1301.0 |
| 2016-02-01 06:25:00 | SPY | ETF | 193.08 | 193.08 | 192.96 | 192.96 | 3753.0 |
| 2016-02-01 06:30:00 | SPY | ETF | 192.96 | 192.96 | 192.75 | 192.82 | 6916.0 |
| 2016-02-01 06:35:00 | SPY | ETF | 192.89 | 192.89 | 192.75 | 192.86 | 4275.0 |
| 2016-02-01 06:40:00 | SPY | ETF | 192.93 | 192.93 | 192.89 | 192.93 | 2010.0 |
| 2016-02-01 06:45:00 | SPY | ETF | 192.89 | 192.89 | 192.85 | 192.85 | 1800.0 |
| 2016-02-01 06:50:00 | SPY | ETF | 192.88 | 192.88 | 192.81 | 192.81 | 1900.0 |
| 2016-02-01 06:55:00 | SPY | ETF | 192.8 | 192.8 | 192.65 | 192.77 | 27516.0 |
| 2016-02-01 07:00:00 | SPY | ETF | 192.74 | 192.8 | 192.63 | 192.68 | 36885.0 |
| 2016-02-01 07:05:00 | SPY | ETF | 192.65 | 192.67 | 192.55 | 192.55 | 22576.0 |
| 2016-02-01 07:10:00 | SPY | ETF | 192.57 | 192.63 | 192.42 | 192.46 | 88877.0 |
| 2016-02-01 07:15:00 | SPY | ETF | 192.5 | 192.55 | 192.32 | 192.32 | 37925.0 |
| 2016-02-01 07:20:00 | SPY | ETF | 192.31 | 192.47 | 192.27 | 192.38 | 20636.0 |
| 2016-02-01 07:25:00 | SPY | ETF | 192.4 | 192.51 | 192.32 | 192.35 | 77417.0 |
| 2016-02-01 07:30:00 | SPY | ETF | 192.37 | 192.43 | 192.29 | 192.3 | 97782.0 |
| 2016-02-01 07:35:00 | SPY | ETF | 192.28 | 192.3 | 192.12 | 192.12 | 119751.0 |
| 2016-02-01 07:40:00 | SPY | ETF | 192.12 | 192.2 | 192.05 | 192.17 | 90714.0 |
| 2016-02-01 07:45:00 | SPY | ETF | 192.15 | 192.19 | 191.99 | 192.19 | 91965.0 |
| 2016-02-01 07:50:00 | SPY | ETF | 192.18 | 192.28 | 192.18 | 192.22 | 65287.0 |
| 2016-02-01 07:55:00 | SPY | ETF | 192.25 | 192.26 | 192.17 | 192.24 | 88770.0 |
| 2016-02-01 08:00:00 | SPY | ETF | 192.26 | 192.8 | 192.07 | 192.36 | 241553.0 |
| 2016-02-01 08:05:00 | SPY | ETF | 192.36 | 192.38 | 192.25 | 192.26 | 110157.0 |
> showing 50 of 52,252 rows — these rows as CSV