PREVIEW / etf_5min / 2016-10-17
file: by_date/etf_5min/2016/2016-10-17.parquet size: 1.1 MB rows: 47,940
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 |
|---|---|---|---|---|---|---|---|
| 2016-10-17 04:00:00 | SPY | ETF | 212.75 | 212.75 | 212.63 | 212.63 | 1033.0 |
| 2016-10-17 04:05:00 | SPY | ETF | 212.54 | 212.54 | 212.54 | 212.54 | 218.0 |
| 2016-10-17 04:10:00 | SPY | ETF | 212.49 | 212.49 | 212.46 | 212.46 | 706.0 |
| 2016-10-17 04:15:00 | SPY | ETF | 212.44 | 212.44 | 212.44 | 212.44 | 250.0 |
| 2016-10-17 04:20:00 | SPY | ETF | 212.46 | 212.46 | 212.46 | 212.46 | 100.0 |
| 2016-10-17 04:40:00 | SPY | ETF | 212.59 | 212.59 | 212.59 | 212.59 | 500.0 |
| 2016-10-17 05:05:00 | SPY | ETF | 212.5 | 212.5 | 212.5 | 212.5 | 300.0 |
| 2016-10-17 05:20:00 | SPY | ETF | 212.23 | 212.23 | 212.23 | 212.23 | 150.0 |
| 2016-10-17 05:35:00 | SPY | ETF | 212.35 | 212.42 | 212.35 | 212.35 | 1473.0 |
| 2016-10-17 05:40:00 | SPY | ETF | 212.35 | 212.35 | 212.35 | 212.35 | 803.0 |
| 2016-10-17 05:50:00 | SPY | ETF | 212.35 | 212.35 | 212.35 | 212.35 | 1050.0 |
| 2016-10-17 06:00:00 | SPY | ETF | 212.4 | 212.4 | 212.4 | 212.4 | 203.0 |
| 2016-10-17 06:05:00 | SPY | ETF | 212.4 | 212.4 | 212.4 | 212.4 | 253.0 |
| 2016-10-17 06:20:00 | SPY | ETF | 212.4 | 212.4 | 212.4 | 212.4 | 404.0 |
| 2016-10-17 06:35:00 | SPY | ETF | 212.65 | 212.65 | 212.65 | 212.65 | 1000.0 |
| 2016-10-17 06:45:00 | SPY | ETF | 212.57 | 212.57 | 212.55 | 212.57 | 801.0 |
| 2016-10-17 06:55:00 | SPY | ETF | 212.57 | 212.57 | 212.57 | 212.57 | 303.0 |
| 2016-10-17 07:05:00 | SPY | ETF | 212.68 | 212.7 | 212.6 | 212.6 | 3000.0 |
| 2016-10-17 07:10:00 | SPY | ETF | 212.58 | 212.58 | 212.56 | 212.56 | 12503.0 |
| 2016-10-17 07:15:00 | SPY | ETF | 212.7 | 212.84 | 212.7 | 212.84 | 1772.0 |
| 2016-10-17 07:20:00 | SPY | ETF | 212.79 | 212.94 | 212.79 | 212.92 | 67908.0 |
| 2016-10-17 07:25:00 | SPY | ETF | 212.92 | 212.92 | 212.91 | 212.91 | 1035.0 |
| 2016-10-17 07:30:00 | SPY | ETF | 212.9 | 212.98 | 212.9 | 212.92 | 16328.0 |
| 2016-10-17 07:35:00 | SPY | ETF | 212.9 | 212.9 | 212.84 | 212.84 | 15620.0 |
| 2016-10-17 07:40:00 | SPY | ETF | 212.84 | 212.84 | 212.8 | 212.81 | 8803.0 |
| 2016-10-17 07:45:00 | SPY | ETF | 212.8 | 212.8 | 212.75 | 212.79 | 2376.0 |
| 2016-10-17 07:50:00 | SPY | ETF | 212.85 | 212.87 | 212.8 | 212.8 | 58670.0 |
| 2016-10-17 07:55:00 | SPY | ETF | 212.84 | 212.89 | 212.82 | 212.89 | 6130.0 |
| 2016-10-17 08:00:00 | SPY | ETF | 212.7 | 213.0 | 212.431 | 212.431 | 78359.0 |
| 2016-10-17 08:05:00 | SPY | ETF | 212.95 | 212.99 | 212.93 | 212.99 | 153338.0 |
| 2016-10-17 08:10:00 | SPY | ETF | 212.99 | 213.03 | 212.92 | 213.02 | 36116.0 |
| 2016-10-17 08:15:00 | SPY | ETF | 213.01 | 213.02 | 212.99 | 213.0 | 4451.0 |
| 2016-10-17 08:20:00 | SPY | ETF | 212.99 | 213.0 | 212.97 | 212.97 | 9590.0 |
| 2016-10-17 08:25:00 | SPY | ETF | 212.95 | 212.96 | 212.9 | 212.91 | 119554.0 |
| 2016-10-17 08:30:00 | SPY | ETF | 212.91 | 212.91 | 212.85 | 212.87 | 28834.0 |
| 2016-10-17 08:35:00 | SPY | ETF | 212.86 | 212.88 | 212.8 | 212.83 | 16661.0 |
| 2016-10-17 08:40:00 | SPY | ETF | 212.83 | 212.85 | 212.76 | 212.76 | 53141.0 |
| 2016-10-17 08:45:00 | SPY | ETF | 212.75 | 212.9 | 212.72 | 212.9 | 129903.0 |
| 2016-10-17 08:50:00 | SPY | ETF | 212.86 | 213.06 | 212.86 | 213.06 | 81140.0 |
| 2016-10-17 08:55:00 | SPY | ETF | 213.06 | 213.09 | 213.01 | 213.04 | 24453.0 |
| 2016-10-17 09:00:00 | SPY | ETF | 213.04 | 213.14 | 213.04 | 213.04 | 233610.0 |
| 2016-10-17 09:05:00 | SPY | ETF | 213.04 | 213.06 | 212.96 | 212.98 | 40088.0 |
| 2016-10-17 09:10:00 | SPY | ETF | 212.96 | 213.03 | 212.95 | 212.98 | 50115.0 |
| 2016-10-17 09:15:00 | SPY | ETF | 212.97 | 213.0 | 212.89 | 212.98 | 113748.0 |
| 2016-10-17 09:20:00 | SPY | ETF | 212.96 | 213.04 | 212.93 | 212.98 | 72224.0 |
| 2016-10-17 09:25:00 | SPY | ETF | 212.99 | 213.09 | 212.95 | 213.09 | 33270.0 |
| 2016-10-17 09:30:00 | SPY | ETF | 213.09 | 213.39 | 213.03 | 213.15 | 2053652.0 |
| 2016-10-17 09:35:00 | SPY | ETF | 213.16 | 213.25 | 212.75 | 212.8 | 1515884.0 |
| 2016-10-17 09:40:00 | SPY | ETF | 212.8 | 212.8889 | 212.7 | 212.74 | 1053495.0 |
| 2016-10-17 09:45:00 | SPY | ETF | 212.74 | 212.83 | 212.64 | 212.83 | 755041.0 |
> showing 50 of 47,940 rows — these rows as CSV