PREVIEW / etf_5min / 2016-11-10
file: by_date/etf_5min/2016/2016-11-10.parquet size: 1.4 MB rows: 60,911
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-10 04:00:00 | SPY | ETF | 218.02 | 218.1 | 217.89 | 217.89 | 5301.0 |
| 2016-11-10 04:05:00 | SPY | ETF | 218.02 | 218.08 | 218.0 | 218.0 | 7428.0 |
| 2016-11-10 04:10:00 | SPY | ETF | 217.97 | 217.99 | 217.68 | 217.68 | 8610.0 |
| 2016-11-10 04:15:00 | SPY | ETF | 217.67 | 217.78 | 217.67 | 217.76 | 3757.0 |
| 2016-11-10 04:20:00 | SPY | ETF | 217.77 | 217.77 | 217.69 | 217.69 | 2984.0 |
| 2016-11-10 04:25:00 | SPY | ETF | 217.64 | 217.64 | 217.64 | 217.64 | 605.0 |
| 2016-11-10 04:30:00 | SPY | ETF | 217.6 | 217.79 | 217.58 | 217.79 | 5022.0 |
| 2016-11-10 04:35:00 | SPY | ETF | 217.77 | 217.77 | 217.77 | 217.77 | 101.0 |
| 2016-11-10 04:40:00 | SPY | ETF | 217.69 | 217.78 | 217.69 | 217.77 | 1474.0 |
| 2016-11-10 04:45:00 | SPY | ETF | 217.76 | 217.81 | 217.75 | 217.78 | 6663.0 |
| 2016-11-10 04:50:00 | SPY | ETF | 217.81 | 217.91 | 217.81 | 217.87 | 7063.0 |
| 2016-11-10 04:55:00 | SPY | ETF | 217.77 | 217.88 | 217.77 | 217.88 | 2225.0 |
| 2016-11-10 05:00:00 | SPY | ETF | 217.9 | 218.0 | 217.9 | 217.97 | 6189.0 |
| 2016-11-10 05:05:00 | SPY | ETF | 217.95 | 218.0 | 217.95 | 217.95 | 2854.0 |
| 2016-11-10 05:10:00 | SPY | ETF | 217.95 | 217.99 | 217.95 | 217.99 | 1675.0 |
| 2016-11-10 05:15:00 | SPY | ETF | 218.0 | 218.17 | 217.99 | 218.17 | 58459.0 |
| 2016-11-10 05:20:00 | SPY | ETF | 218.17 | 218.37 | 218.14 | 218.37 | 63310.0 |
| 2016-11-10 05:25:00 | SPY | ETF | 218.31 | 218.32 | 218.19 | 218.19 | 16718.0 |
| 2016-11-10 05:30:00 | SPY | ETF | 218.2 | 218.25 | 218.2 | 218.21 | 14094.0 |
| 2016-11-10 05:35:00 | SPY | ETF | 218.3 | 218.32 | 218.27 | 218.3 | 3428.0 |
| 2016-11-10 05:40:00 | SPY | ETF | 218.26 | 218.3 | 218.21 | 218.21 | 10104.0 |
| 2016-11-10 05:45:00 | SPY | ETF | 218.2 | 218.2 | 218.12 | 218.15 | 16576.0 |
| 2016-11-10 05:50:00 | SPY | ETF | 218.13 | 218.15 | 218.07 | 218.07 | 13241.0 |
| 2016-11-10 05:55:00 | SPY | ETF | 218.08 | 218.16 | 218.07 | 218.08 | 7906.0 |
| 2016-11-10 06:00:00 | SPY | ETF | 218.1 | 218.1 | 217.95 | 217.95 | 4820.0 |
| 2016-11-10 06:05:00 | SPY | ETF | 217.94 | 218.08 | 217.93 | 218.08 | 15315.0 |
| 2016-11-10 06:10:00 | SPY | ETF | 217.94 | 218.01 | 217.92 | 217.98 | 17960.0 |
| 2016-11-10 06:15:00 | SPY | ETF | 217.95 | 218.0 | 217.95 | 218.0 | 11207.0 |
| 2016-11-10 06:20:00 | SPY | ETF | 217.95 | 217.95 | 217.93 | 217.95 | 8316.0 |
| 2016-11-10 06:25:00 | SPY | ETF | 217.92 | 217.92 | 217.9 | 217.9 | 11508.0 |
| 2016-11-10 06:30:00 | SPY | ETF | 217.9 | 217.9 | 217.83 | 217.88 | 22333.0 |
| 2016-11-10 06:35:00 | SPY | ETF | 217.84 | 217.88 | 217.8 | 217.82 | 12146.0 |
| 2016-11-10 06:40:00 | SPY | ETF | 217.81 | 217.81 | 217.75 | 217.78 | 38581.0 |
| 2016-11-10 06:45:00 | SPY | ETF | 217.78 | 217.8 | 217.71 | 217.71 | 81581.0 |
| 2016-11-10 06:50:00 | SPY | ETF | 217.72 | 217.84 | 217.7 | 217.8 | 2996.0 |
| 2016-11-10 06:55:00 | SPY | ETF | 217.81 | 217.93 | 217.76 | 217.93 | 17678.0 |
| 2016-11-10 07:00:00 | SPY | ETF | 217.95 | 217.97 | 217.55 | 217.59 | 27703.0 |
| 2016-11-10 07:05:00 | SPY | ETF | 217.6 | 217.75 | 217.57 | 217.73 | 38679.0 |
| 2016-11-10 07:10:00 | SPY | ETF | 217.76 | 218.0 | 217.76 | 217.87 | 65017.0 |
| 2016-11-10 07:15:00 | SPY | ETF | 217.85 | 217.91 | 217.79 | 217.91 | 43211.0 |
| 2016-11-10 07:20:00 | SPY | ETF | 217.93 | 217.94 | 217.65 | 217.65 | 44111.0 |
| 2016-11-10 07:25:00 | SPY | ETF | 217.7 | 217.74 | 217.38 | 217.39 | 55185.0 |
| 2016-11-10 07:30:00 | SPY | ETF | 217.38 | 217.38 | 217.14 | 217.16 | 107631.0 |
| 2016-11-10 07:35:00 | SPY | ETF | 217.2 | 217.27 | 216.98 | 217.27 | 128522.0 |
| 2016-11-10 07:40:00 | SPY | ETF | 217.27 | 217.45 | 217.2 | 217.44 | 167707.0 |
| 2016-11-10 07:45:00 | SPY | ETF | 217.42 | 217.44 | 217.38 | 217.43 | 110429.0 |
| 2016-11-10 07:50:00 | SPY | ETF | 217.43 | 217.49 | 217.3 | 217.46 | 106900.0 |
| 2016-11-10 07:55:00 | SPY | ETF | 217.44 | 217.61 | 217.39 | 217.59 | 113227.0 |
| 2016-11-10 08:00:00 | SPY | ETF | 217.59 | 217.95 | 217.05 | 217.47 | 819934.0 |
| 2016-11-10 08:05:00 | SPY | ETF | 217.41 | 217.51 | 217.41 | 217.44 | 246754.0 |
> showing 50 of 60,911 rows — these rows as CSV