PREVIEW / etf_5min / 2016-02-04
file: by_date/etf_5min/2016/2016-02-04.parquet size: 1.2 MB rows: 51,351
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 |
|---|---|---|---|---|---|---|---|
| 2016-02-04 04:00:00 | SPY | ETF | 191.77 | 191.77 | 191.72 | 191.76 | 2745.0 |
| 2016-02-04 04:05:00 | SPY | ETF | 191.88 | 191.89 | 191.88 | 191.89 | 1050.0 |
| 2016-02-04 04:10:00 | SPY | ETF | 191.86 | 191.96 | 191.66 | 191.66 | 4125.0 |
| 2016-02-04 04:15:00 | SPY | ETF | 191.7 | 191.7 | 191.54 | 191.54 | 22605.0 |
| 2016-02-04 04:20:00 | SPY | ETF | 191.68 | 191.82 | 191.68 | 191.82 | 2135.0 |
| 2016-02-04 04:25:00 | SPY | ETF | 191.81 | 191.88 | 191.81 | 191.84 | 1530.0 |
| 2016-02-04 04:30:00 | SPY | ETF | 191.93 | 191.93 | 191.93 | 191.93 | 805.0 |
| 2016-02-04 04:35:00 | SPY | ETF | 191.89 | 192.1 | 191.89 | 192.1 | 3791.0 |
| 2016-02-04 04:40:00 | SPY | ETF | 192.06 | 192.06 | 192.06 | 192.06 | 439.0 |
| 2016-02-04 04:45:00 | SPY | ETF | 192.23 | 192.33 | 192.23 | 192.33 | 535.0 |
| 2016-02-04 04:50:00 | SPY | ETF | 192.35 | 192.35 | 192.35 | 192.35 | 100.0 |
| 2016-02-04 04:55:00 | SPY | ETF | 192.21 | 192.42 | 192.21 | 192.42 | 719.0 |
| 2016-02-04 05:00:00 | SPY | ETF | 192.43 | 192.43 | 192.42 | 192.43 | 10445.0 |
| 2016-02-04 05:05:00 | SPY | ETF | 192.46 | 192.52 | 192.3 | 192.3 | 88501.0 |
| 2016-02-04 05:10:00 | SPY | ETF | 192.3 | 192.33 | 192.2 | 192.29 | 34850.0 |
| 2016-02-04 05:15:00 | SPY | ETF | 192.22 | 192.22 | 192.08 | 192.08 | 27160.0 |
| 2016-02-04 05:20:00 | SPY | ETF | 192.06 | 192.15 | 192.0 | 192.1 | 69500.0 |
| 2016-02-04 05:30:00 | SPY | ETF | 192.04 | 192.04 | 192.02 | 192.02 | 1000.0 |
| 2016-02-04 05:35:00 | SPY | ETF | 191.95 | 192.03 | 191.94 | 192.03 | 3200.0 |
| 2016-02-04 05:40:00 | SPY | ETF | 191.96 | 192.14 | 191.83 | 192.14 | 2900.0 |
| 2016-02-04 05:45:00 | SPY | ETF | 192.25 | 192.32 | 192.24 | 192.24 | 6016.0 |
| 2016-02-04 05:50:00 | SPY | ETF | 192.0 | 192.0 | 192.0 | 192.0 | 215.0 |
| 2016-02-04 05:55:00 | SPY | ETF | 192.0 | 192.02 | 192.0 | 192.02 | 300.0 |
| 2016-02-04 06:00:00 | SPY | ETF | 191.96 | 191.96 | 191.89 | 191.89 | 850.0 |
| 2016-02-04 06:05:00 | SPY | ETF | 191.9 | 191.9 | 191.85 | 191.85 | 781.0 |
| 2016-02-04 06:10:00 | SPY | ETF | 191.82 | 191.85 | 191.8 | 191.85 | 1355.0 |
| 2016-02-04 06:15:00 | SPY | ETF | 191.87 | 191.95 | 191.8 | 191.85 | 29750.0 |
| 2016-02-04 06:20:00 | SPY | ETF | 191.89 | 191.89 | 191.88 | 191.88 | 400.0 |
| 2016-02-04 06:25:00 | SPY | ETF | 191.9 | 191.99 | 191.9 | 191.92 | 3560.0 |
| 2016-02-04 06:30:00 | SPY | ETF | 191.92 | 192.04 | 191.92 | 192.04 | 855.0 |
| 2016-02-04 06:35:00 | SPY | ETF | 192.04 | 192.08 | 192.01 | 192.08 | 4900.0 |
| 2016-02-04 06:40:00 | SPY | ETF | 191.8 | 191.87 | 191.8 | 191.87 | 4000.0 |
| 2016-02-04 06:50:00 | SPY | ETF | 191.79 | 191.8 | 191.6 | 191.65 | 4206.0 |
| 2016-02-04 06:55:00 | SPY | ETF | 191.65 | 191.7 | 191.47 | 191.55 | 9139.0 |
| 2016-02-04 07:00:00 | SPY | ETF | 191.57 | 191.69 | 191.51 | 191.61 | 9165.0 |
| 2016-02-04 07:05:00 | SPY | ETF | 191.61 | 191.7 | 191.6 | 191.7 | 2863.0 |
| 2016-02-04 07:10:00 | SPY | ETF | 191.7 | 191.86 | 191.7 | 191.78 | 3460.0 |
| 2016-02-04 07:15:00 | SPY | ETF | 191.8 | 191.8 | 191.62 | 191.64 | 23190.0 |
| 2016-02-04 07:20:00 | SPY | ETF | 191.6 | 191.65 | 191.4 | 191.4 | 15940.0 |
| 2016-02-04 07:25:00 | SPY | ETF | 191.45 | 191.45 | 191.33 | 191.33 | 27011.0 |
| 2016-02-04 07:30:00 | SPY | ETF | 191.33 | 191.33 | 190.87 | 191.13 | 68919.0 |
| 2016-02-04 07:35:00 | SPY | ETF | 191.1 | 191.19 | 190.95 | 191.19 | 31650.0 |
| 2016-02-04 07:40:00 | SPY | ETF | 191.2 | 191.4 | 191.18 | 191.25 | 59250.0 |
| 2016-02-04 07:45:00 | SPY | ETF | 191.23 | 191.25 | 191.05 | 191.15 | 13375.0 |
| 2016-02-04 07:50:00 | SPY | ETF | 191.15 | 191.15 | 190.91 | 190.91 | 24509.0 |
| 2016-02-04 07:55:00 | SPY | ETF | 190.9 | 190.96 | 190.72 | 190.93 | 78575.0 |
| 2016-02-04 08:00:00 | SPY | ETF | 190.91 | 191.8 | 190.37 | 190.45 | 908889.0 |
| 2016-02-04 08:05:00 | SPY | ETF | 190.45 | 190.64 | 190.27 | 190.27 | 296894.0 |
| 2016-02-04 08:10:00 | SPY | ETF | 190.28 | 190.29 | 190.09 | 190.26 | 456070.0 |
| 2016-02-04 08:15:00 | SPY | ETF | 190.24 | 190.4 | 190.12 | 190.34 | 688605.0 |
> showing 50 of 51,351 rows — these rows as CSV