PREVIEW / etf_5min / 2016-09-14
file: by_date/etf_5min/2016/2016-09-14.parquet size: 1.1 MB rows: 49,111
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 |
|---|---|---|---|---|---|---|---|
| 2016-09-14 04:00:00 | SPY | ETF | 213.67 | 213.67 | 213.55 | 213.55 | 3702.0 |
| 2016-09-14 04:05:00 | SPY | ETF | 213.6 | 213.6 | 213.6 | 213.6 | 400.0 |
| 2016-09-14 04:15:00 | SPY | ETF | 213.67 | 213.88 | 213.67 | 213.88 | 21713.0 |
| 2016-09-14 04:20:00 | SPY | ETF | 213.8 | 213.95 | 213.8 | 213.95 | 1804.0 |
| 2016-09-14 04:25:00 | SPY | ETF | 213.98 | 214.0 | 213.97 | 214.0 | 2214.0 |
| 2016-09-14 04:30:00 | SPY | ETF | 213.95 | 214.0 | 213.95 | 213.98 | 2844.0 |
| 2016-09-14 04:35:00 | SPY | ETF | 214.07 | 214.19 | 214.05 | 214.19 | 10015.0 |
| 2016-09-14 04:40:00 | SPY | ETF | 214.13 | 214.13 | 214.0 | 214.0 | 1835.0 |
| 2016-09-14 04:50:00 | SPY | ETF | 214.08 | 214.08 | 214.0 | 214.0 | 2910.0 |
| 2016-09-14 04:55:00 | SPY | ETF | 214.0 | 214.03 | 214.0 | 214.03 | 1207.0 |
| 2016-09-14 05:00:00 | SPY | ETF | 213.95 | 213.95 | 213.77 | 213.77 | 4724.0 |
| 2016-09-14 05:05:00 | SPY | ETF | 213.77 | 213.79 | 213.5 | 213.55 | 19584.0 |
| 2016-09-14 05:10:00 | SPY | ETF | 213.55 | 213.67 | 213.53 | 213.67 | 4162.0 |
| 2016-09-14 05:15:00 | SPY | ETF | 213.6 | 213.6 | 213.55 | 213.57 | 1009.0 |
| 2016-09-14 05:20:00 | SPY | ETF | 213.62 | 213.62 | 213.62 | 213.62 | 101.0 |
| 2016-09-14 05:25:00 | SPY | ETF | 213.65 | 213.65 | 213.65 | 213.65 | 1400.0 |
| 2016-09-14 05:35:00 | SPY | ETF | 213.62 | 213.67 | 213.62 | 213.67 | 3330.0 |
| 2016-09-14 05:40:00 | SPY | ETF | 213.68 | 213.74 | 213.68 | 213.74 | 1403.0 |
| 2016-09-14 05:45:00 | SPY | ETF | 213.7 | 213.7 | 213.7 | 213.7 | 302.0 |
| 2016-09-14 05:50:00 | SPY | ETF | 213.69 | 213.7 | 213.69 | 213.7 | 3562.0 |
| 2016-09-14 05:55:00 | SPY | ETF | 213.77 | 213.78 | 213.76 | 213.76 | 4531.0 |
| 2016-09-14 06:00:00 | SPY | ETF | 213.73 | 213.73 | 213.73 | 213.73 | 500.0 |
| 2016-09-14 06:05:00 | SPY | ETF | 213.68 | 213.68 | 213.68 | 213.68 | 30703.0 |
| 2016-09-14 06:10:00 | SPY | ETF | 213.68 | 213.68 | 213.65 | 213.65 | 403.0 |
| 2016-09-14 06:15:00 | SPY | ETF | 213.67 | 213.71 | 213.67 | 213.68 | 11002.0 |
| 2016-09-14 06:20:00 | SPY | ETF | 213.7 | 213.7 | 213.7 | 213.7 | 2000.0 |
| 2016-09-14 06:25:00 | SPY | ETF | 213.71 | 213.78 | 213.71 | 213.78 | 5342.0 |
| 2016-09-14 06:30:00 | SPY | ETF | 213.77 | 213.78 | 213.77 | 213.78 | 5500.0 |
| 2016-09-14 06:35:00 | SPY | ETF | 213.72 | 213.72 | 213.72 | 213.72 | 300.0 |
| 2016-09-14 06:45:00 | SPY | ETF | 213.73 | 213.73 | 213.73 | 213.73 | 2000.0 |
| 2016-09-14 06:50:00 | SPY | ETF | 213.7 | 213.7 | 213.68 | 213.68 | 5501.0 |
| 2016-09-14 06:55:00 | SPY | ETF | 213.66 | 213.66 | 213.6 | 213.6 | 6650.0 |
| 2016-09-14 07:00:00 | SPY | ETF | 213.62 | 213.71 | 213.62 | 213.65 | 3345.0 |
| 2016-09-14 07:05:00 | SPY | ETF | 213.67 | 213.71 | 213.67 | 213.7 | 3301.0 |
| 2016-09-14 07:10:00 | SPY | ETF | 213.7 | 213.83 | 213.7 | 213.83 | 32465.0 |
| 2016-09-14 07:15:00 | SPY | ETF | 213.83 | 213.93 | 213.83 | 213.87 | 63576.0 |
| 2016-09-14 07:20:00 | SPY | ETF | 213.9 | 214.04 | 213.9 | 214.04 | 33266.0 |
| 2016-09-14 07:25:00 | SPY | ETF | 214.03 | 214.07 | 214.0 | 214.0 | 52206.0 |
| 2016-09-14 07:30:00 | SPY | ETF | 214.01 | 214.01 | 214.0 | 214.0 | 475.0 |
| 2016-09-14 07:35:00 | SPY | ETF | 214.0 | 214.01 | 213.92 | 213.93 | 14161.0 |
| 2016-09-14 07:40:00 | SPY | ETF | 213.94 | 213.94 | 213.93 | 213.94 | 10150.0 |
| 2016-09-14 07:45:00 | SPY | ETF | 213.94 | 213.94 | 213.88 | 213.93 | 17623.0 |
| 2016-09-14 07:50:00 | SPY | ETF | 213.93 | 213.94 | 213.84 | 213.86 | 6250.0 |
| 2016-09-14 07:55:00 | SPY | ETF | 213.86 | 213.9 | 213.86 | 213.87 | 33560.0 |
| 2016-09-14 08:00:00 | SPY | ETF | 213.89 | 214.03 | 213.66 | 213.66 | 37359.0 |
| 2016-09-14 08:05:00 | SPY | ETF | 213.89 | 213.89 | 213.76 | 213.79 | 34055.0 |
| 2016-09-14 08:10:00 | SPY | ETF | 213.79 | 213.8 | 213.75 | 213.75 | 23698.0 |
| 2016-09-14 08:15:00 | SPY | ETF | 213.75 | 213.77 | 213.73 | 213.77 | 35843.0 |
| 2016-09-14 08:20:00 | SPY | ETF | 213.76 | 213.86 | 213.71 | 213.85 | 38867.0 |
| 2016-09-14 08:25:00 | SPY | ETF | 213.85 | 213.9 | 213.83 | 213.88 | 50822.0 |
> showing 50 of 49,111 rows — these rows as CSV