PREVIEW / etf_5min / 2016-09-09
file: by_date/etf_5min/2016/2016-09-09.parquet size: 1.3 MB rows: 55,318
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 |
|---|---|---|---|---|---|---|---|
| 2016-09-09 04:00:00 | SPY | ETF | 218.14 | 218.14 | 218.06 | 218.06 | 375.0 |
| 2016-09-09 04:05:00 | SPY | ETF | 218.04 | 218.04 | 218.04 | 218.04 | 200.0 |
| 2016-09-09 04:10:00 | SPY | ETF | 218.05 | 218.05 | 218.05 | 218.05 | 148.0 |
| 2016-09-09 04:15:00 | SPY | ETF | 218.01 | 218.01 | 217.92 | 217.92 | 929.0 |
| 2016-09-09 04:20:00 | SPY | ETF | 218.04 | 218.04 | 218.04 | 218.04 | 5803.0 |
| 2016-09-09 04:25:00 | SPY | ETF | 217.96 | 217.97 | 217.96 | 217.97 | 307.0 |
| 2016-09-09 04:30:00 | SPY | ETF | 217.98 | 218.02 | 217.98 | 217.99 | 702.0 |
| 2016-09-09 04:35:00 | SPY | ETF | 218.0 | 218.0 | 218.0 | 218.0 | 101.0 |
| 2016-09-09 04:40:00 | SPY | ETF | 218.14 | 218.14 | 218.09 | 218.09 | 1106.0 |
| 2016-09-09 04:45:00 | SPY | ETF | 218.1 | 218.14 | 218.1 | 218.14 | 401.0 |
| 2016-09-09 04:50:00 | SPY | ETF | 218.1 | 218.1 | 218.1 | 218.1 | 251.0 |
| 2016-09-09 04:55:00 | SPY | ETF | 218.12 | 218.12 | 218.1 | 218.12 | 4200.0 |
| 2016-09-09 05:00:00 | SPY | ETF | 218.1 | 218.1 | 218.1 | 218.1 | 2001.0 |
| 2016-09-09 05:05:00 | SPY | ETF | 218.14 | 218.14 | 218.12 | 218.12 | 501.0 |
| 2016-09-09 05:10:00 | SPY | ETF | 218.11 | 218.11 | 218.08 | 218.08 | 903.0 |
| 2016-09-09 05:15:00 | SPY | ETF | 218.06 | 218.07 | 218.06 | 218.06 | 600.0 |
| 2016-09-09 05:35:00 | SPY | ETF | 218.07 | 218.07 | 218.05 | 218.05 | 2901.0 |
| 2016-09-09 05:45:00 | SPY | ETF | 218.04 | 218.06 | 218.04 | 218.06 | 1800.0 |
| 2016-09-09 05:50:00 | SPY | ETF | 218.02 | 218.02 | 217.98 | 217.98 | 900.0 |
| 2016-09-09 05:55:00 | SPY | ETF | 217.98 | 218.02 | 217.98 | 218.02 | 1547.0 |
| 2016-09-09 06:00:00 | SPY | ETF | 218.02 | 218.04 | 218.02 | 218.02 | 26401.0 |
| 2016-09-09 06:10:00 | SPY | ETF | 217.94 | 217.94 | 217.92 | 217.92 | 200.0 |
| 2016-09-09 06:15:00 | SPY | ETF | 217.95 | 217.95 | 217.94 | 217.94 | 1000.0 |
| 2016-09-09 06:20:00 | SPY | ETF | 217.9 | 217.9 | 217.85 | 217.88 | 2274.0 |
| 2016-09-09 06:25:00 | SPY | ETF | 217.88 | 217.89 | 217.84 | 217.84 | 1500.0 |
| 2016-09-09 06:30:00 | SPY | ETF | 217.83 | 217.83 | 217.75 | 217.77 | 29766.0 |
| 2016-09-09 06:35:00 | SPY | ETF | 217.75 | 217.75 | 217.72 | 217.72 | 18251.0 |
| 2016-09-09 06:40:00 | SPY | ETF | 217.73 | 217.77 | 217.73 | 217.77 | 838.0 |
| 2016-09-09 06:45:00 | SPY | ETF | 217.78 | 217.79 | 217.76 | 217.79 | 13202.0 |
| 2016-09-09 06:50:00 | SPY | ETF | 217.79 | 217.79 | 217.79 | 217.79 | 1050.0 |
| 2016-09-09 06:55:00 | SPY | ETF | 217.75 | 217.77 | 217.74 | 217.74 | 1303.0 |
| 2016-09-09 07:00:00 | SPY | ETF | 217.75 | 217.75 | 217.69 | 217.69 | 11831.0 |
| 2016-09-09 07:05:00 | SPY | ETF | 217.69 | 217.7 | 217.66 | 217.66 | 10295.0 |
| 2016-09-09 07:10:00 | SPY | ETF | 217.69 | 217.69 | 217.64 | 217.66 | 12296.0 |
| 2016-09-09 07:15:00 | SPY | ETF | 217.65 | 217.68 | 217.65 | 217.68 | 8601.0 |
| 2016-09-09 07:20:00 | SPY | ETF | 217.66 | 217.69 | 217.65 | 217.68 | 12781.0 |
| 2016-09-09 07:25:00 | SPY | ETF | 217.64 | 217.67 | 217.61 | 217.62 | 8414.0 |
| 2016-09-09 07:30:00 | SPY | ETF | 217.67 | 217.67 | 217.63 | 217.65 | 8502.0 |
| 2016-09-09 07:35:00 | SPY | ETF | 217.66 | 217.7 | 217.6 | 217.64 | 16746.0 |
| 2016-09-09 07:40:00 | SPY | ETF | 217.64 | 217.64 | 217.51 | 217.54 | 52051.0 |
| 2016-09-09 07:45:00 | SPY | ETF | 217.54 | 217.54 | 217.35 | 217.37 | 170698.0 |
| 2016-09-09 07:50:00 | SPY | ETF | 217.38 | 217.45 | 217.35 | 217.43 | 60169.0 |
| 2016-09-09 07:55:00 | SPY | ETF | 217.44 | 217.53 | 217.4 | 217.53 | 469166.0 |
| 2016-09-09 08:00:00 | SPY | ETF | 217.52 | 217.75 | 217.39 | 217.5 | 111299.0 |
| 2016-09-09 08:05:00 | SPY | ETF | 218.359 | 218.359 | 217.42 | 217.42 | 110322.0 |
| 2016-09-09 08:10:00 | SPY | ETF | 217.42 | 217.42 | 217.35 | 217.41 | 126728.0 |
| 2016-09-09 08:15:00 | SPY | ETF | 217.42 | 217.42 | 217.21 | 217.21 | 227232.0 |
| 2016-09-09 08:20:00 | SPY | ETF | 217.22 | 217.22 | 217.0 | 217.14 | 275575.0 |
| 2016-09-09 08:25:00 | SPY | ETF | 217.14 | 217.26 | 217.13 | 217.24 | 105750.0 |
| 2016-09-09 08:30:00 | SPY | ETF | 217.24 | 217.24 | 217.04 | 217.15 | 244002.0 |
> showing 50 of 55,318 rows — these rows as CSV