PREVIEW / etf_5min / 2016-09-12
file: by_date/etf_5min/2016/2016-09-12.parquet size: 1.3 MB rows: 53,629
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 |
|---|---|---|---|---|---|---|---|
| 2016-09-12 04:00:00 | SPY | ETF | 211.7 | 211.7 | 211.57 | 211.6 | 10349.0 |
| 2016-09-12 04:05:00 | SPY | ETF | 211.64 | 211.66 | 211.64 | 211.66 | 3241.0 |
| 2016-09-12 04:10:00 | SPY | ETF | 211.57 | 211.61 | 211.57 | 211.61 | 17300.0 |
| 2016-09-12 04:15:00 | SPY | ETF | 211.62 | 211.76 | 211.61 | 211.61 | 4344.0 |
| 2016-09-12 04:25:00 | SPY | ETF | 211.65 | 211.65 | 211.52 | 211.52 | 983.0 |
| 2016-09-12 04:30:00 | SPY | ETF | 211.5 | 211.54 | 211.4 | 211.4 | 18018.0 |
| 2016-09-12 04:35:00 | SPY | ETF | 211.37 | 211.4 | 211.3 | 211.39 | 24324.0 |
| 2016-09-12 04:40:00 | SPY | ETF | 211.38 | 211.43 | 211.36 | 211.43 | 2618.0 |
| 2016-09-12 04:45:00 | SPY | ETF | 211.48 | 211.61 | 211.48 | 211.61 | 14167.0 |
| 2016-09-12 04:50:00 | SPY | ETF | 211.61 | 211.61 | 211.55 | 211.57 | 7692.0 |
| 2016-09-12 04:55:00 | SPY | ETF | 211.51 | 211.59 | 211.47 | 211.59 | 10713.0 |
| 2016-09-12 05:00:00 | SPY | ETF | 211.59 | 211.66 | 211.59 | 211.65 | 1207.0 |
| 2016-09-12 05:05:00 | SPY | ETF | 211.71 | 211.74 | 211.68 | 211.71 | 13204.0 |
| 2016-09-12 05:10:00 | SPY | ETF | 211.69 | 211.83 | 211.69 | 211.83 | 1770.0 |
| 2016-09-12 05:15:00 | SPY | ETF | 211.79 | 211.79 | 211.69 | 211.69 | 6537.0 |
| 2016-09-12 05:20:00 | SPY | ETF | 211.75 | 211.81 | 211.75 | 211.77 | 894.0 |
| 2016-09-12 05:25:00 | SPY | ETF | 211.77 | 211.77 | 211.76 | 211.76 | 3200.0 |
| 2016-09-12 05:30:00 | SPY | ETF | 211.72 | 211.79 | 211.72 | 211.74 | 6456.0 |
| 2016-09-12 05:35:00 | SPY | ETF | 211.78 | 211.83 | 211.78 | 211.81 | 2601.0 |
| 2016-09-12 05:40:00 | SPY | ETF | 211.79 | 211.79 | 211.74 | 211.74 | 2209.0 |
| 2016-09-12 05:45:00 | SPY | ETF | 211.74 | 211.74 | 211.68 | 211.74 | 4040.0 |
| 2016-09-12 05:50:00 | SPY | ETF | 211.71 | 211.71 | 211.45 | 211.46 | 10413.0 |
| 2016-09-12 05:55:00 | SPY | ETF | 211.51 | 211.52 | 211.45 | 211.49 | 2234.0 |
| 2016-09-12 06:00:00 | SPY | ETF | 211.52 | 211.52 | 211.44 | 211.49 | 4102.0 |
| 2016-09-12 06:05:00 | SPY | ETF | 211.44 | 211.44 | 211.36 | 211.36 | 4305.0 |
| 2016-09-12 06:10:00 | SPY | ETF | 211.45 | 211.49 | 211.43 | 211.49 | 2907.0 |
| 2016-09-12 06:15:00 | SPY | ETF | 211.47 | 211.49 | 211.43 | 211.43 | 854.0 |
| 2016-09-12 06:20:00 | SPY | ETF | 211.44 | 211.44 | 211.36 | 211.39 | 7791.0 |
| 2016-09-12 06:25:00 | SPY | ETF | 211.46 | 211.54 | 211.46 | 211.54 | 12824.0 |
| 2016-09-12 06:30:00 | SPY | ETF | 211.44 | 211.44 | 211.39 | 211.42 | 8504.0 |
| 2016-09-12 06:35:00 | SPY | ETF | 211.41 | 211.5 | 211.4 | 211.4 | 5674.0 |
| 2016-09-12 06:40:00 | SPY | ETF | 211.44 | 211.53 | 211.44 | 211.48 | 7918.0 |
| 2016-09-12 06:45:00 | SPY | ETF | 211.49 | 211.59 | 211.49 | 211.58 | 9423.0 |
| 2016-09-12 06:50:00 | SPY | ETF | 211.6 | 211.64 | 211.57 | 211.64 | 9621.0 |
| 2016-09-12 06:55:00 | SPY | ETF | 211.62 | 211.62 | 211.59 | 211.6 | 4159.0 |
| 2016-09-12 07:00:00 | SPY | ETF | 211.6 | 211.64 | 211.55 | 211.63 | 116642.0 |
| 2016-09-12 07:05:00 | SPY | ETF | 211.63 | 211.72 | 211.62 | 211.7 | 48255.0 |
| 2016-09-12 07:10:00 | SPY | ETF | 211.7 | 211.71 | 211.6 | 211.62 | 64558.0 |
| 2016-09-12 07:15:00 | SPY | ETF | 211.62 | 211.67 | 211.57 | 211.57 | 131343.0 |
| 2016-09-12 07:20:00 | SPY | ETF | 211.57 | 211.6 | 211.41 | 211.45 | 63425.0 |
| 2016-09-12 07:25:00 | SPY | ETF | 211.47 | 211.55 | 211.47 | 211.54 | 41704.0 |
| 2016-09-12 07:30:00 | SPY | ETF | 211.51 | 211.6 | 211.51 | 211.56 | 67811.0 |
| 2016-09-12 07:35:00 | SPY | ETF | 211.57 | 211.57 | 211.53 | 211.55 | 28686.0 |
| 2016-09-12 07:40:00 | SPY | ETF | 211.56 | 211.59 | 211.49 | 211.56 | 147479.0 |
| 2016-09-12 07:45:00 | SPY | ETF | 211.58 | 211.71 | 211.57 | 211.7 | 137695.0 |
| 2016-09-12 07:50:00 | SPY | ETF | 211.7 | 211.86 | 211.69 | 211.85 | 145914.0 |
| 2016-09-12 07:55:00 | SPY | ETF | 211.85 | 212.21 | 211.84 | 212.11 | 239424.0 |
| 2016-09-12 08:00:00 | SPY | ETF | 212.11 | 212.309 | 211.45 | 211.729 | 331553.0 |
| 2016-09-12 08:05:00 | SPY | ETF | 212.21 | 212.21 | 212.0 | 212.13 | 83919.0 |
| 2016-09-12 08:10:00 | SPY | ETF | 212.13 | 212.23 | 212.12 | 212.23 | 55128.0 |
> showing 50 of 53,629 rows — these rows as CSV