PREVIEW / etf_5min / 2016-10-12
file: by_date/etf_5min/2016/2016-10-12.parquet size: 1.1 MB rows: 49,204
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 |
|---|---|---|---|---|---|---|---|
| 2016-10-12 04:00:00 | SPY | ETF | 213.67 | 213.67 | 213.55 | 213.55 | 18010.0 |
| 2016-10-12 04:05:00 | SPY | ETF | 213.5 | 213.59 | 213.5 | 213.59 | 11200.0 |
| 2016-10-12 04:10:00 | SPY | ETF | 213.48 | 213.54 | 213.43 | 213.43 | 14673.0 |
| 2016-10-12 04:15:00 | SPY | ETF | 213.5 | 213.5 | 213.49 | 213.49 | 705.0 |
| 2016-10-12 04:20:00 | SPY | ETF | 213.69 | 213.69 | 213.69 | 213.69 | 2704.0 |
| 2016-10-12 04:30:00 | SPY | ETF | 213.71 | 213.71 | 213.58 | 213.58 | 1258.0 |
| 2016-10-12 04:35:00 | SPY | ETF | 213.56 | 213.56 | 213.53 | 213.53 | 1702.0 |
| 2016-10-12 04:40:00 | SPY | ETF | 213.57 | 213.57 | 213.53 | 213.56 | 1113.0 |
| 2016-10-12 04:45:00 | SPY | ETF | 213.64 | 213.64 | 213.64 | 213.64 | 1001.0 |
| 2016-10-12 05:05:00 | SPY | ETF | 213.71 | 213.71 | 213.71 | 213.71 | 1000.0 |
| 2016-10-12 05:10:00 | SPY | ETF | 213.66 | 213.66 | 213.66 | 213.66 | 100.0 |
| 2016-10-12 05:20:00 | SPY | ETF | 213.66 | 213.66 | 213.66 | 213.66 | 220.0 |
| 2016-10-12 05:25:00 | SPY | ETF | 213.69 | 213.69 | 213.69 | 213.69 | 404.0 |
| 2016-10-12 05:30:00 | SPY | ETF | 213.66 | 213.66 | 213.66 | 213.66 | 504.0 |
| 2016-10-12 05:45:00 | SPY | ETF | 213.64 | 213.64 | 213.61 | 213.61 | 1501.0 |
| 2016-10-12 05:55:00 | SPY | ETF | 213.51 | 213.54 | 213.51 | 213.54 | 3535.0 |
| 2016-10-12 06:00:00 | SPY | ETF | 213.52 | 213.52 | 213.51 | 213.52 | 5334.0 |
| 2016-10-12 06:05:00 | SPY | ETF | 213.57 | 213.57 | 213.49 | 213.49 | 11706.0 |
| 2016-10-12 06:10:00 | SPY | ETF | 213.51 | 213.51 | 213.51 | 213.51 | 100.0 |
| 2016-10-12 06:15:00 | SPY | ETF | 213.53 | 213.53 | 213.53 | 213.53 | 1000.0 |
| 2016-10-12 06:20:00 | SPY | ETF | 213.59 | 213.59 | 213.52 | 213.52 | 10245.0 |
| 2016-10-12 06:30:00 | SPY | ETF | 213.54 | 213.54 | 213.52 | 213.52 | 902.0 |
| 2016-10-12 06:35:00 | SPY | ETF | 213.55 | 213.55 | 213.55 | 213.55 | 499.0 |
| 2016-10-12 06:40:00 | SPY | ETF | 213.54 | 213.54 | 213.54 | 213.54 | 326.0 |
| 2016-10-12 06:45:00 | SPY | ETF | 213.53 | 213.53 | 213.53 | 213.53 | 504.0 |
| 2016-10-12 06:50:00 | SPY | ETF | 213.67 | 213.7 | 213.67 | 213.7 | 21086.0 |
| 2016-10-12 06:55:00 | SPY | ETF | 213.63 | 213.63 | 213.63 | 213.63 | 305.0 |
| 2016-10-12 07:00:00 | SPY | ETF | 213.7 | 213.72 | 213.66 | 213.66 | 3607.0 |
| 2016-10-12 07:05:00 | SPY | ETF | 213.72 | 213.74 | 213.72 | 213.72 | 4375.0 |
| 2016-10-12 07:10:00 | SPY | ETF | 213.78 | 213.78 | 213.67 | 213.68 | 2732.0 |
| 2016-10-12 07:15:00 | SPY | ETF | 213.77 | 213.79 | 213.76 | 213.77 | 3438.0 |
| 2016-10-12 07:20:00 | SPY | ETF | 213.76 | 213.8 | 213.76 | 213.79 | 4928.0 |
| 2016-10-12 07:25:00 | SPY | ETF | 213.78 | 213.78 | 213.74 | 213.76 | 18248.0 |
| 2016-10-12 07:30:00 | SPY | ETF | 213.79 | 213.79 | 213.71 | 213.71 | 2130.0 |
| 2016-10-12 07:35:00 | SPY | ETF | 213.71 | 213.71 | 213.67 | 213.68 | 1337.0 |
| 2016-10-12 07:40:00 | SPY | ETF | 213.67 | 213.7 | 213.67 | 213.7 | 548.0 |
| 2016-10-12 07:45:00 | SPY | ETF | 213.72 | 213.73 | 213.7 | 213.7 | 6084.0 |
| 2016-10-12 07:50:00 | SPY | ETF | 213.71 | 213.71 | 213.56 | 213.59 | 25897.0 |
| 2016-10-12 07:55:00 | SPY | ETF | 213.59 | 213.6 | 213.48 | 213.5 | 9726.0 |
| 2016-10-12 08:00:00 | SPY | ETF | 213.57 | 213.79 | 213.5 | 213.58 | 50680.0 |
| 2016-10-12 08:05:00 | SPY | ETF | 213.59 | 213.6 | 213.51 | 213.54 | 65189.0 |
| 2016-10-12 08:10:00 | SPY | ETF | 213.52 | 213.52 | 213.39 | 213.41 | 69702.0 |
| 2016-10-12 08:15:00 | SPY | ETF | 213.4 | 213.41 | 213.31 | 213.32 | 153338.0 |
| 2016-10-12 08:20:00 | SPY | ETF | 213.31 | 213.4 | 213.31 | 213.4 | 28229.0 |
| 2016-10-12 08:25:00 | SPY | ETF | 213.4 | 213.4 | 213.23 | 213.27 | 27307.0 |
| 2016-10-12 08:30:00 | SPY | ETF | 213.26 | 213.3 | 213.13 | 213.3 | 106074.0 |
| 2016-10-12 08:35:00 | SPY | ETF | 213.31 | 213.4 | 213.25 | 213.26 | 197948.0 |
| 2016-10-12 08:40:00 | SPY | ETF | 213.22 | 213.41 | 213.19 | 213.38 | 38638.0 |
| 2016-10-12 08:45:00 | SPY | ETF | 213.37 | 213.47 | 213.31 | 213.47 | 37401.0 |
| 2016-10-12 08:50:00 | SPY | ETF | 213.46 | 213.46 | 213.43 | 213.46 | 34281.0 |
> showing 50 of 49,204 rows — these rows as CSV