PREVIEW / etf_5min / 2016-05-06
file: by_date/etf_5min/2016/2016-05-06.parquet size: 1.1 MB rows: 48,362
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 |
|---|---|---|---|---|---|---|---|
| 2016-05-06 04:00:00 | SPY | ETF | 204.74 | 204.81 | 204.74 | 204.81 | 4040.0 |
| 2016-05-06 04:05:00 | SPY | ETF | 204.85 | 204.85 | 204.82 | 204.84 | 1500.0 |
| 2016-05-06 04:10:00 | SPY | ETF | 204.89 | 204.89 | 204.89 | 204.89 | 280.0 |
| 2016-05-06 04:15:00 | SPY | ETF | 204.97 | 204.97 | 204.97 | 204.97 | 400.0 |
| 2016-05-06 04:20:00 | SPY | ETF | 204.94 | 204.94 | 204.79 | 204.82 | 3100.0 |
| 2016-05-06 04:25:00 | SPY | ETF | 204.84 | 204.84 | 204.84 | 204.84 | 502.0 |
| 2016-05-06 04:30:00 | SPY | ETF | 204.77 | 204.77 | 204.72 | 204.74 | 1907.0 |
| 2016-05-06 04:40:00 | SPY | ETF | 204.97 | 204.99 | 204.92 | 204.96 | 1507.0 |
| 2016-05-06 04:45:00 | SPY | ETF | 204.92 | 204.97 | 204.92 | 204.97 | 805.0 |
| 2016-05-06 05:00:00 | SPY | ETF | 204.82 | 204.82 | 204.82 | 204.82 | 526.0 |
| 2016-05-06 05:20:00 | SPY | ETF | 204.73 | 204.76 | 204.73 | 204.73 | 416.0 |
| 2016-05-06 05:30:00 | SPY | ETF | 204.68 | 204.68 | 204.63 | 204.63 | 404.0 |
| 2016-05-06 05:35:00 | SPY | ETF | 204.64 | 204.64 | 204.61 | 204.61 | 400.0 |
| 2016-05-06 05:40:00 | SPY | ETF | 204.61 | 204.66 | 204.61 | 204.66 | 5402.0 |
| 2016-05-06 05:50:00 | SPY | ETF | 204.7 | 204.7 | 204.59 | 204.59 | 5308.0 |
| 2016-05-06 06:05:00 | SPY | ETF | 204.59 | 204.61 | 204.59 | 204.61 | 2104.0 |
| 2016-05-06 06:15:00 | SPY | ETF | 204.51 | 204.52 | 204.5 | 204.5 | 6459.0 |
| 2016-05-06 06:20:00 | SPY | ETF | 204.5 | 204.5 | 204.43 | 204.44 | 2408.0 |
| 2016-05-06 06:30:00 | SPY | ETF | 204.41 | 204.41 | 204.3 | 204.36 | 30038.0 |
| 2016-05-06 06:35:00 | SPY | ETF | 204.33 | 204.38 | 204.33 | 204.38 | 6398.0 |
| 2016-05-06 06:40:00 | SPY | ETF | 204.38 | 204.44 | 204.38 | 204.44 | 353.0 |
| 2016-05-06 06:45:00 | SPY | ETF | 204.41 | 204.41 | 204.37 | 204.37 | 703.0 |
| 2016-05-06 06:50:00 | SPY | ETF | 204.45 | 204.5 | 204.45 | 204.49 | 2103.0 |
| 2016-05-06 06:55:00 | SPY | ETF | 204.47 | 204.47 | 204.47 | 204.47 | 490.0 |
| 2016-05-06 07:00:00 | SPY | ETF | 204.45 | 204.46 | 204.39 | 204.46 | 7206.0 |
| 2016-05-06 07:05:00 | SPY | ETF | 204.42 | 204.44 | 204.4 | 204.43 | 2791.0 |
| 2016-05-06 07:10:00 | SPY | ETF | 204.44 | 204.46 | 204.42 | 204.46 | 38649.0 |
| 2016-05-06 07:15:00 | SPY | ETF | 204.46 | 204.46 | 204.43 | 204.45 | 3695.0 |
| 2016-05-06 07:20:00 | SPY | ETF | 204.44 | 204.44 | 204.4 | 204.4 | 5111.0 |
| 2016-05-06 07:25:00 | SPY | ETF | 204.39 | 204.42 | 204.35 | 204.35 | 5815.0 |
| 2016-05-06 07:30:00 | SPY | ETF | 204.38 | 204.38 | 204.35 | 204.35 | 14121.0 |
| 2016-05-06 07:35:00 | SPY | ETF | 204.36 | 204.36 | 204.26 | 204.27 | 70154.0 |
| 2016-05-06 07:40:00 | SPY | ETF | 204.27 | 204.3 | 204.27 | 204.3 | 6232.0 |
| 2016-05-06 07:45:00 | SPY | ETF | 204.3 | 204.33 | 204.27 | 204.32 | 81631.0 |
| 2016-05-06 07:50:00 | SPY | ETF | 204.34 | 204.37 | 204.33 | 204.36 | 40758.0 |
| 2016-05-06 07:55:00 | SPY | ETF | 204.38 | 204.48 | 204.38 | 204.47 | 126480.0 |
| 2016-05-06 08:00:00 | SPY | ETF | 204.45 | 204.571 | 204.3 | 204.571 | 233010.0 |
| 2016-05-06 08:05:00 | SPY | ETF | 204.4 | 204.42 | 204.37 | 204.4 | 21563.0 |
| 2016-05-06 08:10:00 | SPY | ETF | 204.4 | 204.48 | 204.39 | 204.48 | 65459.0 |
| 2016-05-06 08:15:00 | SPY | ETF | 204.49 | 204.53 | 204.46 | 204.46 | 93531.0 |
| 2016-05-06 08:20:00 | SPY | ETF | 204.46 | 204.47 | 204.32 | 204.38 | 205508.0 |
| 2016-05-06 08:25:00 | SPY | ETF | 204.38 | 204.55 | 204.33 | 204.48 | 205291.0 |
| 2016-05-06 08:30:00 | SPY | ETF | 204.42 | 204.43 | 203.84 | 204.06 | 1623430.0 |
| 2016-05-06 08:35:00 | SPY | ETF | 204.06 | 204.28 | 203.97 | 204.0 | 389142.0 |
| 2016-05-06 08:40:00 | SPY | ETF | 203.99 | 203.99 | 203.6 | 203.8 | 300637.0 |
| 2016-05-06 08:45:00 | SPY | ETF | 203.81 | 203.81 | 203.6 | 203.73 | 357661.0 |
| 2016-05-06 08:50:00 | SPY | ETF | 203.74 | 203.84 | 203.68 | 203.78 | 190577.0 |
| 2016-05-06 08:55:00 | SPY | ETF | 203.81 | 203.88 | 203.79 | 203.82 | 91079.0 |
| 2016-05-06 09:00:00 | SPY | ETF | 203.82 | 203.98 | 203.81 | 203.98 | 232469.0 |
| 2016-05-06 09:05:00 | SPY | ETF | 203.98 | 204.16 | 203.96 | 204.16 | 261664.0 |
> showing 50 of 48,362 rows — these rows as CSV