PREVIEW / etf_5min / 2016-10-28
file: by_date/etf_5min/2016/2016-10-28.parquet size: 1.2 MB rows: 49,624
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 |
|---|---|---|---|---|---|---|---|
| 2016-10-28 04:00:00 | SPY | ETF | 212.51 | 212.56 | 212.4 | 212.4 | 34502.0 |
| 2016-10-28 04:05:00 | SPY | ETF | 212.36 | 212.38 | 212.32 | 212.38 | 22800.0 |
| 2016-10-28 04:10:00 | SPY | ETF | 212.36 | 212.36 | 212.31 | 212.31 | 17930.0 |
| 2016-10-28 04:15:00 | SPY | ETF | 212.32 | 212.36 | 212.32 | 212.36 | 2156.0 |
| 2016-10-28 04:20:00 | SPY | ETF | 212.35 | 212.35 | 212.27 | 212.27 | 1203.0 |
| 2016-10-28 04:25:00 | SPY | ETF | 212.23 | 212.23 | 212.2 | 212.2 | 21013.0 |
| 2016-10-28 04:30:00 | SPY | ETF | 212.18 | 212.18 | 212.15 | 212.15 | 203.0 |
| 2016-10-28 04:35:00 | SPY | ETF | 212.1 | 212.19 | 212.06 | 212.19 | 2673.0 |
| 2016-10-28 04:40:00 | SPY | ETF | 212.21 | 212.21 | 212.14 | 212.14 | 1601.0 |
| 2016-10-28 04:45:00 | SPY | ETF | 212.25 | 212.46 | 212.25 | 212.46 | 1756.0 |
| 2016-10-28 04:50:00 | SPY | ETF | 212.47 | 212.49 | 212.44 | 212.48 | 1890.0 |
| 2016-10-28 04:55:00 | SPY | ETF | 212.52 | 212.58 | 212.52 | 212.58 | 3130.0 |
| 2016-10-28 05:00:00 | SPY | ETF | 212.61 | 212.65 | 212.61 | 212.65 | 1656.0 |
| 2016-10-28 05:05:00 | SPY | ETF | 212.59 | 212.72 | 212.59 | 212.69 | 2469.0 |
| 2016-10-28 05:10:00 | SPY | ETF | 212.73 | 212.79 | 212.73 | 212.79 | 1107.0 |
| 2016-10-28 05:15:00 | SPY | ETF | 212.79 | 212.83 | 212.79 | 212.81 | 1503.0 |
| 2016-10-28 05:20:00 | SPY | ETF | 212.84 | 212.84 | 212.84 | 212.84 | 200.0 |
| 2016-10-28 05:25:00 | SPY | ETF | 212.76 | 212.89 | 212.76 | 212.89 | 3413.0 |
| 2016-10-28 05:30:00 | SPY | ETF | 212.89 | 212.89 | 212.86 | 212.89 | 884.0 |
| 2016-10-28 05:40:00 | SPY | ETF | 212.83 | 212.83 | 212.83 | 212.83 | 300.0 |
| 2016-10-28 05:45:00 | SPY | ETF | 212.84 | 212.84 | 212.84 | 212.84 | 100.0 |
| 2016-10-28 05:50:00 | SPY | ETF | 212.88 | 212.88 | 212.81 | 212.81 | 2532.0 |
| 2016-10-28 05:55:00 | SPY | ETF | 212.8 | 212.83 | 212.79 | 212.83 | 1895.0 |
| 2016-10-28 06:05:00 | SPY | ETF | 212.86 | 212.86 | 212.86 | 212.86 | 100.0 |
| 2016-10-28 06:10:00 | SPY | ETF | 212.83 | 212.84 | 212.83 | 212.83 | 9900.0 |
| 2016-10-28 06:15:00 | SPY | ETF | 212.86 | 212.86 | 212.86 | 212.86 | 11000.0 |
| 2016-10-28 06:20:00 | SPY | ETF | 212.82 | 212.82 | 212.82 | 212.82 | 194.0 |
| 2016-10-28 06:25:00 | SPY | ETF | 212.88 | 212.96 | 212.88 | 212.96 | 4003.0 |
| 2016-10-28 06:30:00 | SPY | ETF | 213.0 | 213.07 | 213.0 | 213.05 | 1125.0 |
| 2016-10-28 06:35:00 | SPY | ETF | 213.02 | 213.08 | 213.02 | 213.07 | 6900.0 |
| 2016-10-28 06:40:00 | SPY | ETF | 213.0 | 213.0 | 213.0 | 213.0 | 3500.0 |
| 2016-10-28 06:45:00 | SPY | ETF | 213.01 | 213.13 | 213.01 | 213.13 | 11054.0 |
| 2016-10-28 06:50:00 | SPY | ETF | 213.14 | 213.14 | 213.07 | 213.1 | 1607.0 |
| 2016-10-28 07:00:00 | SPY | ETF | 213.14 | 213.19 | 213.13 | 213.17 | 1008.0 |
| 2016-10-28 07:05:00 | SPY | ETF | 213.22 | 213.24 | 213.17 | 213.21 | 6911.0 |
| 2016-10-28 07:10:00 | SPY | ETF | 213.19 | 213.21 | 213.19 | 213.2 | 23600.0 |
| 2016-10-28 07:15:00 | SPY | ETF | 213.19 | 213.22 | 213.17 | 213.17 | 20558.0 |
| 2016-10-28 07:20:00 | SPY | ETF | 213.17 | 213.18 | 213.17 | 213.17 | 7442.0 |
| 2016-10-28 07:25:00 | SPY | ETF | 213.17 | 213.2 | 213.17 | 213.18 | 551.0 |
| 2016-10-28 07:30:00 | SPY | ETF | 213.18 | 213.18 | 213.09 | 213.09 | 2575.0 |
| 2016-10-28 07:35:00 | SPY | ETF | 213.09 | 213.11 | 213.09 | 213.1 | 7033.0 |
| 2016-10-28 07:40:00 | SPY | ETF | 213.08 | 213.08 | 213.08 | 213.08 | 511.0 |
| 2016-10-28 07:45:00 | SPY | ETF | 213.07 | 213.12 | 213.07 | 213.12 | 2500.0 |
| 2016-10-28 07:50:00 | SPY | ETF | 213.12 | 213.15 | 213.12 | 213.15 | 12850.0 |
| 2016-10-28 07:55:00 | SPY | ETF | 213.15 | 213.22 | 213.15 | 213.2 | 113998.0 |
| 2016-10-28 08:00:00 | SPY | ETF | 213.17 | 213.19 | 213.12 | 213.17 | 13683.0 |
| 2016-10-28 08:05:00 | SPY | ETF | 213.15 | 213.17 | 213.1 | 213.1 | 69008.0 |
| 2016-10-28 08:10:00 | SPY | ETF | 213.12 | 213.12 | 213.09 | 213.12 | 2614.0 |
| 2016-10-28 08:15:00 | SPY | ETF | 213.15 | 213.15 | 213.11 | 213.13 | 15032.0 |
| 2016-10-28 08:20:00 | SPY | ETF | 213.13 | 213.13 | 213.03 | 213.05 | 30296.0 |
> showing 50 of 49,624 rows — these rows as CSV