PREVIEW / etf_5min / 2016-10-31
file: by_date/etf_5min/2016/2016-10-31.parquet size: 1.1 MB rows: 48,996
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 |
|---|---|---|---|---|---|---|---|
| 2016-10-31 04:00:00 | SPY | ETF | 212.88 | 212.88 | 212.88 | 212.88 | 100.0 |
| 2016-10-31 04:05:00 | SPY | ETF | 213.0 | 213.24 | 213.0 | 213.24 | 1100.0 |
| 2016-10-31 04:10:00 | SPY | ETF | 213.24 | 213.24 | 213.24 | 213.24 | 1743.0 |
| 2016-10-31 04:35:00 | SPY | ETF | 213.15 | 213.15 | 213.14 | 213.14 | 1200.0 |
| 2016-10-31 04:50:00 | SPY | ETF | 213.07 | 213.07 | 213.07 | 213.07 | 100.0 |
| 2016-10-31 04:55:00 | SPY | ETF | 213.0 | 213.0 | 213.0 | 213.0 | 4326.0 |
| 2016-10-31 05:00:00 | SPY | ETF | 213.1 | 213.1 | 213.1 | 213.1 | 100.0 |
| 2016-10-31 05:15:00 | SPY | ETF | 212.9 | 213.0 | 212.88 | 212.88 | 5169.0 |
| 2016-10-31 05:20:00 | SPY | ETF | 212.9 | 213.0 | 212.9 | 212.9 | 3310.0 |
| 2016-10-31 05:25:00 | SPY | ETF | 212.9 | 212.92 | 212.9 | 212.92 | 4461.0 |
| 2016-10-31 05:45:00 | SPY | ETF | 213.0 | 213.0 | 213.0 | 213.0 | 4000.0 |
| 2016-10-31 06:00:00 | SPY | ETF | 213.0 | 213.0 | 213.0 | 213.0 | 100.0 |
| 2016-10-31 06:10:00 | SPY | ETF | 213.12 | 213.18 | 213.04 | 213.04 | 1303.0 |
| 2016-10-31 06:15:00 | SPY | ETF | 213.08 | 213.1 | 213.08 | 213.1 | 1300.0 |
| 2016-10-31 06:20:00 | SPY | ETF | 213.18 | 213.18 | 213.18 | 213.18 | 1000.0 |
| 2016-10-31 06:25:00 | SPY | ETF | 213.1 | 213.1 | 213.1 | 213.1 | 100.0 |
| 2016-10-31 06:40:00 | SPY | ETF | 213.04 | 213.04 | 213.04 | 213.04 | 100.0 |
| 2016-10-31 06:50:00 | SPY | ETF | 212.98 | 212.98 | 212.95 | 212.95 | 1100.0 |
| 2016-10-31 06:55:00 | SPY | ETF | 212.88 | 212.88 | 212.88 | 212.88 | 553.0 |
| 2016-10-31 07:00:00 | SPY | ETF | 212.9 | 212.9 | 212.85 | 212.88 | 7201.0 |
| 2016-10-31 07:05:00 | SPY | ETF | 212.9 | 212.94 | 212.87 | 212.94 | 1155.0 |
| 2016-10-31 07:10:00 | SPY | ETF | 212.9 | 212.93 | 212.9 | 212.93 | 900.0 |
| 2016-10-31 07:20:00 | SPY | ETF | 213.0 | 213.0 | 213.0 | 213.0 | 101.0 |
| 2016-10-31 07:25:00 | SPY | ETF | 212.96 | 212.96 | 212.94 | 212.94 | 1700.0 |
| 2016-10-31 07:30:00 | SPY | ETF | 212.96 | 212.98 | 212.96 | 212.96 | 1100.0 |
| 2016-10-31 07:35:00 | SPY | ETF | 212.96 | 213.02 | 212.96 | 213.02 | 6238.0 |
| 2016-10-31 07:40:00 | SPY | ETF | 213.07 | 213.08 | 213.01 | 213.01 | 31551.0 |
| 2016-10-31 07:45:00 | SPY | ETF | 213.04 | 213.1 | 213.04 | 213.1 | 1652.0 |
| 2016-10-31 07:50:00 | SPY | ETF | 213.09 | 213.1 | 213.09 | 213.1 | 7480.0 |
| 2016-10-31 07:55:00 | SPY | ETF | 213.11 | 213.11 | 213.11 | 213.11 | 600.0 |
| 2016-10-31 08:00:00 | SPY | ETF | 213.07 | 213.13 | 212.84 | 213.08 | 117784.0 |
| 2016-10-31 08:05:00 | SPY | ETF | 213.308 | 213.308 | 213.02 | 213.09 | 63676.0 |
| 2016-10-31 08:10:00 | SPY | ETF | 213.1 | 213.11 | 213.04 | 213.04 | 7196.0 |
| 2016-10-31 08:15:00 | SPY | ETF | 213.05 | 213.06 | 213.0 | 213.0 | 23247.0 |
| 2016-10-31 08:20:00 | SPY | ETF | 213.03 | 213.07 | 213.02 | 213.04 | 31703.0 |
| 2016-10-31 08:25:00 | SPY | ETF | 213.02 | 213.02 | 212.96 | 213.0 | 41231.0 |
| 2016-10-31 08:30:00 | SPY | ETF | 213.05 | 213.11 | 213.0 | 213.06 | 23986.0 |
| 2016-10-31 08:35:00 | SPY | ETF | 213.02 | 213.24 | 212.99 | 213.23 | 38130.0 |
| 2016-10-31 08:40:00 | SPY | ETF | 213.22 | 213.3 | 213.22 | 213.27 | 134765.0 |
| 2016-10-31 08:45:00 | SPY | ETF | 213.28 | 213.3 | 213.17 | 213.17 | 148430.0 |
| 2016-10-31 08:50:00 | SPY | ETF | 213.17 | 213.17 | 213.13 | 213.14 | 36934.0 |
| 2016-10-31 08:55:00 | SPY | ETF | 213.14 | 213.18 | 213.13 | 213.14 | 29869.0 |
| 2016-10-31 09:00:00 | SPY | ETF | 213.14 | 213.14 | 213.11 | 213.14 | 73418.0 |
| 2016-10-31 09:05:00 | SPY | ETF | 213.16 | 213.17 | 213.04 | 213.05 | 45400.0 |
| 2016-10-31 09:10:00 | SPY | ETF | 213.04 | 213.06 | 212.98 | 213.02 | 117623.0 |
| 2016-10-31 09:15:00 | SPY | ETF | 213.0 | 213.04 | 212.96 | 212.97 | 20652.0 |
| 2016-10-31 09:20:00 | SPY | ETF | 212.97 | 212.99 | 212.93 | 212.96 | 66264.0 |
| 2016-10-31 09:25:00 | SPY | ETF | 212.98 | 212.99 | 212.91 | 212.95 | 132820.0 |
| 2016-10-31 09:30:00 | SPY | ETF | 212.93 | 213.0 | 212.72 | 212.825 | 1977230.0 |
| 2016-10-31 09:35:00 | SPY | ETF | 212.82 | 212.979 | 212.75 | 212.895 | 1286300.0 |
> showing 50 of 48,996 rows — these rows as CSV