PREVIEW / etf_5min / 2016-11-16
file: by_date/etf_5min/2016/2016-11-16.parquet size: 1.2 MB rows: 53,984
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-16 04:00:00 | SPY | ETF | 218.27 | 218.27 | 218.05 | 218.2 | 1650.0 |
| 2016-11-16 04:05:00 | SPY | ETF | 218.18 | 218.22 | 218.18 | 218.2 | 3897.0 |
| 2016-11-16 04:10:00 | SPY | ETF | 218.22 | 218.22 | 218.15 | 218.15 | 521.0 |
| 2016-11-16 04:15:00 | SPY | ETF | 218.06 | 218.06 | 217.98 | 218.03 | 6674.0 |
| 2016-11-16 04:20:00 | SPY | ETF | 218.16 | 218.16 | 218.16 | 218.16 | 101.0 |
| 2016-11-16 04:25:00 | SPY | ETF | 218.2 | 218.22 | 218.2 | 218.22 | 1800.0 |
| 2016-11-16 04:30:00 | SPY | ETF | 218.2 | 218.28 | 218.2 | 218.25 | 3111.0 |
| 2016-11-16 04:35:00 | SPY | ETF | 218.25 | 218.25 | 218.25 | 218.25 | 401.0 |
| 2016-11-16 04:40:00 | SPY | ETF | 218.22 | 218.22 | 218.22 | 218.22 | 300.0 |
| 2016-11-16 04:45:00 | SPY | ETF | 218.15 | 218.15 | 218.15 | 218.15 | 200.0 |
| 2016-11-16 04:50:00 | SPY | ETF | 218.12 | 218.12 | 218.03 | 218.03 | 807.0 |
| 2016-11-16 04:55:00 | SPY | ETF | 218.07 | 218.07 | 218.07 | 218.07 | 200.0 |
| 2016-11-16 05:00:00 | SPY | ETF | 218.01 | 218.01 | 218.01 | 218.01 | 2000.0 |
| 2016-11-16 05:05:00 | SPY | ETF | 218.03 | 218.07 | 218.0 | 218.02 | 2830.0 |
| 2016-11-16 05:10:00 | SPY | ETF | 218.05 | 218.1 | 218.05 | 218.1 | 3102.0 |
| 2016-11-16 05:20:00 | SPY | ETF | 218.16 | 218.16 | 218.16 | 218.16 | 202.0 |
| 2016-11-16 05:30:00 | SPY | ETF | 218.19 | 218.2 | 218.19 | 218.2 | 3219.0 |
| 2016-11-16 05:35:00 | SPY | ETF | 218.11 | 218.11 | 218.08 | 218.08 | 707.0 |
| 2016-11-16 05:45:00 | SPY | ETF | 218.14 | 218.14 | 218.12 | 218.12 | 2002.0 |
| 2016-11-16 05:50:00 | SPY | ETF | 218.19 | 218.19 | 218.19 | 218.19 | 305.0 |
| 2016-11-16 05:55:00 | SPY | ETF | 218.2 | 218.2 | 218.2 | 218.2 | 500.0 |
| 2016-11-16 06:00:00 | SPY | ETF | 218.18 | 218.18 | 218.15 | 218.16 | 2303.0 |
| 2016-11-16 06:05:00 | SPY | ETF | 218.12 | 218.12 | 218.09 | 218.11 | 918.0 |
| 2016-11-16 06:10:00 | SPY | ETF | 218.06 | 218.07 | 218.04 | 218.04 | 1472.0 |
| 2016-11-16 06:15:00 | SPY | ETF | 218.07 | 218.07 | 218.07 | 218.07 | 200.0 |
| 2016-11-16 06:20:00 | SPY | ETF | 218.07 | 218.09 | 218.07 | 218.09 | 602.0 |
| 2016-11-16 06:25:00 | SPY | ETF | 218.09 | 218.1 | 218.06 | 218.09 | 10318.0 |
| 2016-11-16 06:30:00 | SPY | ETF | 218.11 | 218.12 | 218.06 | 218.06 | 2202.0 |
| 2016-11-16 06:35:00 | SPY | ETF | 218.05 | 218.05 | 217.94 | 217.95 | 1908.0 |
| 2016-11-16 06:40:00 | SPY | ETF | 217.95 | 217.95 | 217.95 | 217.95 | 350.0 |
| 2016-11-16 06:45:00 | SPY | ETF | 217.92 | 218.0 | 217.92 | 218.0 | 1604.0 |
| 2016-11-16 06:50:00 | SPY | ETF | 217.94 | 217.94 | 217.94 | 217.94 | 3500.0 |
| 2016-11-16 06:55:00 | SPY | ETF | 217.94 | 217.94 | 217.76 | 217.82 | 20059.0 |
| 2016-11-16 07:00:00 | SPY | ETF | 217.85 | 217.85 | 217.77 | 217.8 | 38483.0 |
| 2016-11-16 07:05:00 | SPY | ETF | 217.8 | 217.8 | 217.69 | 217.7 | 130107.0 |
| 2016-11-16 07:10:00 | SPY | ETF | 217.75 | 217.75 | 217.67 | 217.67 | 122491.0 |
| 2016-11-16 07:15:00 | SPY | ETF | 217.67 | 217.71 | 217.66 | 217.66 | 60083.0 |
| 2016-11-16 07:20:00 | SPY | ETF | 217.68 | 217.69 | 217.58 | 217.68 | 8623.0 |
| 2016-11-16 07:25:00 | SPY | ETF | 217.71 | 217.71 | 217.67 | 217.7 | 24337.0 |
| 2016-11-16 07:30:00 | SPY | ETF | 217.7 | 217.75 | 217.67 | 217.73 | 30927.0 |
| 2016-11-16 07:35:00 | SPY | ETF | 217.72 | 217.72 | 217.6 | 217.61 | 10749.0 |
| 2016-11-16 07:40:00 | SPY | ETF | 217.61 | 217.61 | 217.43 | 217.58 | 143655.0 |
| 2016-11-16 07:45:00 | SPY | ETF | 217.57 | 217.73 | 217.55 | 217.69 | 8773.0 |
| 2016-11-16 07:50:00 | SPY | ETF | 217.69 | 217.73 | 217.68 | 217.73 | 65917.0 |
| 2016-11-16 07:55:00 | SPY | ETF | 217.71 | 217.73 | 217.67 | 217.73 | 70914.0 |
| 2016-11-16 08:00:00 | SPY | ETF | 217.73 | 217.82 | 217.57 | 217.57 | 110642.0 |
| 2016-11-16 08:05:00 | SPY | ETF | 217.58 | 217.72 | 217.58 | 217.72 | 1858.0 |
| 2016-11-16 08:10:00 | SPY | ETF | 217.7 | 217.71 | 217.61 | 217.62 | 10961.0 |
| 2016-11-16 08:15:00 | SPY | ETF | 217.65 | 217.68 | 217.58 | 217.59 | 22346.0 |
| 2016-11-16 08:20:00 | SPY | ETF | 217.6 | 217.6 | 217.5 | 217.58 | 214528.0 |
> showing 50 of 53,984 rows — these rows as CSV