PREVIEW / etf_5min / 2016-11-28
file: by_date/etf_5min/2016/2016-11-28.parquet size: 1.3 MB rows: 54,478
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-28 04:00:00 | SPY | ETF | 220.76 | 220.95 | 220.76 | 220.77 | 1752.0 |
| 2016-11-28 04:05:00 | SPY | ETF | 220.8 | 220.8 | 220.8 | 220.8 | 100.0 |
| 2016-11-28 04:10:00 | SPY | ETF | 220.83 | 220.83 | 220.78 | 220.8 | 3433.0 |
| 2016-11-28 04:15:00 | SPY | ETF | 220.83 | 220.83 | 220.83 | 220.83 | 105.0 |
| 2016-11-28 04:20:00 | SPY | ETF | 220.78 | 220.82 | 220.72 | 220.75 | 15735.0 |
| 2016-11-28 04:25:00 | SPY | ETF | 220.78 | 220.78 | 220.74 | 220.74 | 8403.0 |
| 2016-11-28 04:30:00 | SPY | ETF | 220.82 | 220.82 | 220.82 | 220.82 | 402.0 |
| 2016-11-28 04:40:00 | SPY | ETF | 220.81 | 220.81 | 220.81 | 220.81 | 100.0 |
| 2016-11-28 04:45:00 | SPY | ETF | 220.81 | 220.81 | 220.81 | 220.81 | 215.0 |
| 2016-11-28 04:55:00 | SPY | ETF | 220.84 | 220.84 | 220.82 | 220.82 | 600.0 |
| 2016-11-28 05:05:00 | SPY | ETF | 221.12 | 221.17 | 221.1 | 221.17 | 2008.0 |
| 2016-11-28 05:15:00 | SPY | ETF | 221.1 | 221.1 | 221.07 | 221.09 | 603.0 |
| 2016-11-28 05:20:00 | SPY | ETF | 221.09 | 221.09 | 221.08 | 221.08 | 500.0 |
| 2016-11-28 05:25:00 | SPY | ETF | 221.12 | 221.12 | 221.12 | 221.12 | 1006.0 |
| 2016-11-28 05:30:00 | SPY | ETF | 221.12 | 221.12 | 221.12 | 221.12 | 2508.0 |
| 2016-11-28 05:35:00 | SPY | ETF | 221.12 | 221.12 | 221.04 | 221.04 | 7215.0 |
| 2016-11-28 05:40:00 | SPY | ETF | 221.04 | 221.04 | 221.0 | 221.0 | 5202.0 |
| 2016-11-28 05:45:00 | SPY | ETF | 221.06 | 221.06 | 221.06 | 221.06 | 200.0 |
| 2016-11-28 05:50:00 | SPY | ETF | 221.05 | 221.05 | 221.02 | 221.02 | 1300.0 |
| 2016-11-28 05:55:00 | SPY | ETF | 221.03 | 221.03 | 220.97 | 220.97 | 605.0 |
| 2016-11-28 06:00:00 | SPY | ETF | 221.03 | 221.06 | 221.02 | 221.05 | 1403.0 |
| 2016-11-28 06:05:00 | SPY | ETF | 221.05 | 221.05 | 221.02 | 221.05 | 11100.0 |
| 2016-11-28 06:10:00 | SPY | ETF | 221.04 | 221.04 | 220.9 | 220.9 | 7106.0 |
| 2016-11-28 06:15:00 | SPY | ETF | 220.92 | 220.93 | 220.9 | 220.9 | 2702.0 |
| 2016-11-28 06:20:00 | SPY | ETF | 220.95 | 220.95 | 220.92 | 220.95 | 1701.0 |
| 2016-11-28 06:25:00 | SPY | ETF | 220.9 | 220.9 | 220.89 | 220.9 | 3900.0 |
| 2016-11-28 06:30:00 | SPY | ETF | 220.87 | 220.96 | 220.87 | 220.92 | 13328.0 |
| 2016-11-28 06:35:00 | SPY | ETF | 220.92 | 220.96 | 220.91 | 220.96 | 6649.0 |
| 2016-11-28 06:40:00 | SPY | ETF | 220.92 | 220.97 | 220.92 | 220.94 | 8102.0 |
| 2016-11-28 06:45:00 | SPY | ETF | 220.89 | 220.93 | 220.89 | 220.93 | 18150.0 |
| 2016-11-28 06:50:00 | SPY | ETF | 220.9 | 220.9 | 220.84 | 220.87 | 2103.0 |
| 2016-11-28 06:55:00 | SPY | ETF | 220.88 | 220.99 | 220.84 | 220.99 | 8208.0 |
| 2016-11-28 07:00:00 | SPY | ETF | 220.97 | 221.0 | 220.97 | 220.98 | 28271.0 |
| 2016-11-28 07:05:00 | SPY | ETF | 220.95 | 220.98 | 220.92 | 220.98 | 13653.0 |
| 2016-11-28 07:10:00 | SPY | ETF | 221.01 | 221.01 | 220.94 | 220.94 | 9327.0 |
| 2016-11-28 07:15:00 | SPY | ETF | 220.96 | 220.98 | 220.93 | 220.94 | 52103.0 |
| 2016-11-28 07:20:00 | SPY | ETF | 220.97 | 220.99 | 220.95 | 220.99 | 6513.0 |
| 2016-11-28 07:25:00 | SPY | ETF | 220.98 | 221.06 | 220.98 | 221.04 | 25432.0 |
| 2016-11-28 07:30:00 | SPY | ETF | 221.04 | 221.09 | 221.04 | 221.08 | 11407.0 |
| 2016-11-28 07:35:00 | SPY | ETF | 221.07 | 221.07 | 220.96 | 220.98 | 5457.0 |
| 2016-11-28 07:40:00 | SPY | ETF | 221.11 | 221.24 | 221.1 | 221.24 | 25325.0 |
| 2016-11-28 07:45:00 | SPY | ETF | 221.23 | 221.23 | 221.13 | 221.13 | 37707.0 |
| 2016-11-28 07:50:00 | SPY | ETF | 221.15 | 221.22 | 221.15 | 221.22 | 14153.0 |
| 2016-11-28 07:55:00 | SPY | ETF | 221.25 | 221.26 | 221.2 | 221.2 | 21327.0 |
| 2016-11-28 08:00:00 | SPY | ETF | 221.19 | 221.24 | 220.97 | 221.19 | 59834.0 |
| 2016-11-28 08:05:00 | SPY | ETF | 220.61 | 221.19 | 220.61 | 221.14 | 160344.0 |
| 2016-11-28 08:10:00 | SPY | ETF | 221.13 | 221.16 | 221.08 | 221.13 | 33413.0 |
| 2016-11-28 08:15:00 | SPY | ETF | 221.15 | 221.15 | 221.1 | 221.12 | 7190.0 |
| 2016-11-28 08:20:00 | SPY | ETF | 221.11 | 221.11 | 221.03 | 221.04 | 18009.0 |
| 2016-11-28 08:25:00 | SPY | ETF | 221.03 | 221.08 | 221.03 | 221.07 | 18185.0 |
> showing 50 of 54,478 rows — these rows as CSV