PREVIEW / etf_5min / 2016-10-20
file: by_date/etf_5min/2016/2016-10-20.parquet size: 1.1 MB rows: 47,496
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 |
|---|---|---|---|---|---|---|---|
| 2016-10-20 04:00:00 | SPY | ETF | 214.33 | 214.34 | 214.33 | 214.34 | 1402.0 |
| 2016-10-20 04:05:00 | SPY | ETF | 214.38 | 214.38 | 214.38 | 214.38 | 300.0 |
| 2016-10-20 04:20:00 | SPY | ETF | 214.37 | 214.37 | 214.37 | 214.37 | 600.0 |
| 2016-10-20 04:40:00 | SPY | ETF | 214.38 | 214.39 | 214.38 | 214.39 | 4001.0 |
| 2016-10-20 04:45:00 | SPY | ETF | 214.29 | 214.29 | 214.29 | 214.29 | 500.0 |
| 2016-10-20 04:50:00 | SPY | ETF | 214.29 | 214.29 | 214.29 | 214.29 | 3300.0 |
| 2016-10-20 05:05:00 | SPY | ETF | 214.28 | 214.28 | 214.28 | 214.28 | 188.0 |
| 2016-10-20 05:20:00 | SPY | ETF | 214.44 | 214.44 | 214.4 | 214.4 | 2200.0 |
| 2016-10-20 05:35:00 | SPY | ETF | 214.39 | 214.39 | 214.39 | 214.39 | 188.0 |
| 2016-10-20 05:40:00 | SPY | ETF | 214.36 | 214.36 | 214.36 | 214.36 | 199.0 |
| 2016-10-20 05:45:00 | SPY | ETF | 214.4 | 214.4 | 214.35 | 214.35 | 1001.0 |
| 2016-10-20 05:50:00 | SPY | ETF | 214.4 | 214.4 | 214.4 | 214.4 | 202.0 |
| 2016-10-20 05:55:00 | SPY | ETF | 214.41 | 214.41 | 214.41 | 214.41 | 1001.0 |
| 2016-10-20 06:05:00 | SPY | ETF | 214.46 | 214.46 | 214.46 | 214.46 | 1000.0 |
| 2016-10-20 06:15:00 | SPY | ETF | 214.48 | 214.51 | 214.48 | 214.51 | 405.0 |
| 2016-10-20 06:25:00 | SPY | ETF | 214.49 | 214.49 | 214.49 | 214.49 | 199.0 |
| 2016-10-20 06:40:00 | SPY | ETF | 214.46 | 214.46 | 214.44 | 214.44 | 3900.0 |
| 2016-10-20 06:45:00 | SPY | ETF | 214.44 | 214.45 | 214.44 | 214.45 | 20000.0 |
| 2016-10-20 06:55:00 | SPY | ETF | 214.43 | 214.46 | 214.43 | 214.46 | 400.0 |
| 2016-10-20 07:00:00 | SPY | ETF | 214.46 | 214.46 | 214.46 | 214.46 | 1501.0 |
| 2016-10-20 07:05:00 | SPY | ETF | 214.46 | 214.47 | 214.46 | 214.46 | 16800.0 |
| 2016-10-20 07:10:00 | SPY | ETF | 214.43 | 214.43 | 214.41 | 214.41 | 800.0 |
| 2016-10-20 07:20:00 | SPY | ETF | 214.44 | 214.44 | 214.43 | 214.43 | 506.0 |
| 2016-10-20 07:25:00 | SPY | ETF | 214.45 | 214.45 | 214.45 | 214.45 | 2500.0 |
| 2016-10-20 07:30:00 | SPY | ETF | 214.44 | 214.44 | 214.41 | 214.41 | 1801.0 |
| 2016-10-20 07:35:00 | SPY | ETF | 214.42 | 214.45 | 214.4 | 214.45 | 219701.0 |
| 2016-10-20 07:40:00 | SPY | ETF | 214.43 | 214.43 | 214.4 | 214.42 | 2901.0 |
| 2016-10-20 07:45:00 | SPY | ETF | 214.43 | 214.43 | 214.28 | 214.32 | 16735.0 |
| 2016-10-20 07:50:00 | SPY | ETF | 214.34 | 214.38 | 214.33 | 214.35 | 2605.0 |
| 2016-10-20 07:55:00 | SPY | ETF | 214.37 | 214.41 | 214.37 | 214.38 | 29330.0 |
| 2016-10-20 08:00:00 | SPY | ETF | 214.38 | 214.611 | 214.35 | 214.611 | 49859.0 |
| 2016-10-20 08:05:00 | SPY | ETF | 214.37 | 214.37 | 214.32 | 214.32 | 23105.0 |
| 2016-10-20 08:10:00 | SPY | ETF | 214.32 | 214.32 | 214.26 | 214.27 | 41646.0 |
| 2016-10-20 08:15:00 | SPY | ETF | 214.25 | 214.25 | 214.21 | 214.21 | 30050.0 |
| 2016-10-20 08:20:00 | SPY | ETF | 214.2 | 214.2 | 214.12 | 214.12 | 19807.0 |
| 2016-10-20 08:25:00 | SPY | ETF | 214.12 | 214.12 | 214.03 | 214.07 | 42834.0 |
| 2016-10-20 08:30:00 | SPY | ETF | 214.09 | 214.13 | 213.91 | 213.96 | 216232.0 |
| 2016-10-20 08:35:00 | SPY | ETF | 213.96 | 213.97 | 213.78 | 213.88 | 103772.0 |
| 2016-10-20 08:40:00 | SPY | ETF | 213.89 | 213.95 | 213.74 | 213.77 | 121808.0 |
| 2016-10-20 08:45:00 | SPY | ETF | 213.78 | 213.82 | 213.62 | 213.77 | 397442.0 |
| 2016-10-20 08:50:00 | SPY | ETF | 213.75 | 213.94 | 213.71 | 213.86 | 99902.0 |
| 2016-10-20 08:55:00 | SPY | ETF | 213.88 | 213.96 | 213.85 | 213.96 | 36914.0 |
| 2016-10-20 09:00:00 | SPY | ETF | 213.95 | 214.05 | 213.91 | 213.91 | 145864.0 |
| 2016-10-20 09:05:00 | SPY | ETF | 213.93 | 213.96 | 213.83 | 213.95 | 46434.0 |
| 2016-10-20 09:10:00 | SPY | ETF | 213.95 | 213.95 | 213.85 | 213.85 | 15879.0 |
| 2016-10-20 09:15:00 | SPY | ETF | 213.87 | 213.94 | 213.85 | 213.93 | 35213.0 |
| 2016-10-20 09:20:00 | SPY | ETF | 213.93 | 213.96 | 213.88 | 213.89 | 43214.0 |
| 2016-10-20 09:25:00 | SPY | ETF | 213.9 | 213.91 | 213.82 | 213.88 | 53660.0 |
| 2016-10-20 09:30:00 | SPY | ETF | 213.87 | 214.0 | 213.68 | 213.97 | 2078449.0 |
| 2016-10-20 09:35:00 | SPY | ETF | 213.9789 | 214.12 | 213.53 | 213.56 | 2364773.0 |
> showing 50 of 47,496 rows — these rows as CSV