PREVIEW / etf_5min / 2016-03-04
file: by_date/etf_5min/2016/2016-03-04.parquet size: 1.2 MB rows: 53,111
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 |
|---|---|---|---|---|---|---|---|
| 2016-03-04 04:00:00 | SPY | ETF | 199.56 | 199.56 | 199.45 | 199.48 | 2711.0 |
| 2016-03-04 04:05:00 | SPY | ETF | 199.38 | 199.38 | 199.38 | 199.38 | 535.0 |
| 2016-03-04 04:10:00 | SPY | ETF | 199.48 | 199.48 | 199.48 | 199.48 | 400.0 |
| 2016-03-04 04:15:00 | SPY | ETF | 199.48 | 199.53 | 199.48 | 199.53 | 806.0 |
| 2016-03-04 04:20:00 | SPY | ETF | 199.51 | 199.56 | 199.31 | 199.39 | 16610.0 |
| 2016-03-04 04:25:00 | SPY | ETF | 199.46 | 199.46 | 199.38 | 199.38 | 2613.0 |
| 2016-03-04 04:35:00 | SPY | ETF | 199.64 | 199.65 | 199.64 | 199.65 | 1002.0 |
| 2016-03-04 04:45:00 | SPY | ETF | 199.53 | 199.63 | 199.53 | 199.63 | 4106.0 |
| 2016-03-04 04:50:00 | SPY | ETF | 199.61 | 199.61 | 199.6 | 199.6 | 3000.0 |
| 2016-03-04 04:55:00 | SPY | ETF | 199.6 | 199.6 | 199.6 | 199.6 | 500.0 |
| 2016-03-04 05:05:00 | SPY | ETF | 199.6 | 199.71 | 199.6 | 199.71 | 2103.0 |
| 2016-03-04 05:10:00 | SPY | ETF | 199.71 | 199.71 | 199.69 | 199.69 | 309.0 |
| 2016-03-04 05:15:00 | SPY | ETF | 199.67 | 199.67 | 199.67 | 199.67 | 198.0 |
| 2016-03-04 05:20:00 | SPY | ETF | 199.71 | 199.71 | 199.71 | 199.71 | 100.0 |
| 2016-03-04 05:25:00 | SPY | ETF | 199.7 | 199.7 | 199.64 | 199.64 | 1104.0 |
| 2016-03-04 05:35:00 | SPY | ETF | 199.66 | 199.68 | 199.66 | 199.68 | 302.0 |
| 2016-03-04 05:40:00 | SPY | ETF | 199.64 | 199.64 | 199.64 | 199.64 | 102.0 |
| 2016-03-04 05:50:00 | SPY | ETF | 199.73 | 199.73 | 199.73 | 199.73 | 106.0 |
| 2016-03-04 05:55:00 | SPY | ETF | 199.78 | 199.83 | 199.78 | 199.83 | 6503.0 |
| 2016-03-04 06:00:00 | SPY | ETF | 199.83 | 199.91 | 199.83 | 199.91 | 4723.0 |
| 2016-03-04 06:05:00 | SPY | ETF | 199.97 | 199.98 | 199.9 | 199.9 | 4659.0 |
| 2016-03-04 06:10:00 | SPY | ETF | 199.98 | 200.05 | 199.98 | 200.04 | 46778.0 |
| 2016-03-04 06:15:00 | SPY | ETF | 200.0 | 200.0 | 199.89 | 199.89 | 306.0 |
| 2016-03-04 06:20:00 | SPY | ETF | 199.85 | 199.85 | 199.85 | 199.85 | 265.0 |
| 2016-03-04 06:25:00 | SPY | ETF | 199.83 | 199.83 | 199.83 | 199.83 | 250.0 |
| 2016-03-04 06:30:00 | SPY | ETF | 199.87 | 199.87 | 199.87 | 199.87 | 300.0 |
| 2016-03-04 06:35:00 | SPY | ETF | 199.87 | 199.9 | 199.87 | 199.9 | 300.0 |
| 2016-03-04 06:45:00 | SPY | ETF | 199.91 | 199.91 | 199.91 | 199.91 | 201.0 |
| 2016-03-04 06:50:00 | SPY | ETF | 199.91 | 199.91 | 199.91 | 199.91 | 101.0 |
| 2016-03-04 06:55:00 | SPY | ETF | 199.89 | 200.01 | 199.89 | 200.01 | 6757.0 |
| 2016-03-04 07:00:00 | SPY | ETF | 199.92 | 199.92 | 199.92 | 199.92 | 154.0 |
| 2016-03-04 07:05:00 | SPY | ETF | 199.91 | 199.92 | 199.84 | 199.89 | 7359.0 |
| 2016-03-04 07:10:00 | SPY | ETF | 199.89 | 199.99 | 199.89 | 199.99 | 4959.0 |
| 2016-03-04 07:15:00 | SPY | ETF | 199.97 | 200.05 | 199.97 | 200.0 | 45787.0 |
| 2016-03-04 07:20:00 | SPY | ETF | 200.0 | 200.0 | 199.98 | 199.99 | 3302.0 |
| 2016-03-04 07:25:00 | SPY | ETF | 199.92 | 199.92 | 199.9 | 199.92 | 1803.0 |
| 2016-03-04 07:30:00 | SPY | ETF | 199.95 | 200.03 | 199.95 | 200.02 | 9520.0 |
| 2016-03-04 07:35:00 | SPY | ETF | 200.06 | 200.09 | 200.02 | 200.03 | 7531.0 |
| 2016-03-04 07:40:00 | SPY | ETF | 200.01 | 200.08 | 200.01 | 200.06 | 20854.0 |
| 2016-03-04 07:45:00 | SPY | ETF | 200.03 | 200.14 | 200.02 | 200.08 | 29241.0 |
| 2016-03-04 07:50:00 | SPY | ETF | 200.12 | 200.18 | 200.11 | 200.11 | 62337.0 |
| 2016-03-04 07:55:00 | SPY | ETF | 200.14 | 200.14 | 200.06 | 200.07 | 12223.0 |
| 2016-03-04 08:00:00 | SPY | ETF | 200.06 | 200.1 | 199.91 | 200.03 | 76142.0 |
| 2016-03-04 08:05:00 | SPY | ETF | 200.03 | 200.13 | 200.03 | 200.09 | 159425.0 |
| 2016-03-04 08:10:00 | SPY | ETF | 200.05 | 200.07 | 199.97 | 199.98 | 98403.0 |
| 2016-03-04 08:15:00 | SPY | ETF | 199.99 | 200.07 | 199.98 | 200.07 | 25058.0 |
| 2016-03-04 08:20:00 | SPY | ETF | 200.06 | 200.12 | 199.91 | 199.95 | 95724.0 |
| 2016-03-04 08:25:00 | SPY | ETF | 199.95 | 200.09 | 199.95 | 199.99 | 182883.0 |
| 2016-03-04 08:30:00 | SPY | ETF | 200.09 | 200.75 | 200.03 | 200.7 | 1278828.0 |
| 2016-03-04 08:35:00 | SPY | ETF | 200.65 | 200.85 | 200.41 | 200.48 | 1013296.0 |
> showing 50 of 53,111 rows — these rows as CSV