PREVIEW / etf_5min / 2016-11-29
file: by_date/etf_5min/2016/2016-11-29.parquet size: 1.3 MB rows: 54,903
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 |
|---|---|---|---|---|---|---|---|
| 2016-11-29 04:00:00 | SPY | ETF | 220.84 | 220.91 | 220.84 | 220.91 | 1116.0 |
| 2016-11-29 04:05:00 | SPY | ETF | 220.88 | 220.88 | 220.88 | 220.88 | 100.0 |
| 2016-11-29 04:10:00 | SPY | ETF | 220.85 | 220.85 | 220.85 | 220.85 | 100.0 |
| 2016-11-29 04:15:00 | SPY | ETF | 220.84 | 220.87 | 220.84 | 220.87 | 1810.0 |
| 2016-11-29 04:20:00 | SPY | ETF | 220.89 | 221.05 | 220.89 | 221.04 | 9620.0 |
| 2016-11-29 04:30:00 | SPY | ETF | 221.1 | 221.1 | 221.1 | 221.1 | 400.0 |
| 2016-11-29 04:35:00 | SPY | ETF | 221.07 | 221.07 | 221.07 | 221.07 | 500.0 |
| 2016-11-29 04:45:00 | SPY | ETF | 220.97 | 220.97 | 220.97 | 220.97 | 400.0 |
| 2016-11-29 04:55:00 | SPY | ETF | 220.97 | 220.97 | 220.97 | 220.97 | 1109.0 |
| 2016-11-29 05:00:00 | SPY | ETF | 221.0 | 221.0 | 221.0 | 221.0 | 300.0 |
| 2016-11-29 05:15:00 | SPY | ETF | 220.91 | 220.91 | 220.9 | 220.9 | 300.0 |
| 2016-11-29 05:25:00 | SPY | ETF | 220.8 | 220.8 | 220.8 | 220.8 | 400.0 |
| 2016-11-29 05:30:00 | SPY | ETF | 220.8 | 220.82 | 220.79 | 220.82 | 4200.0 |
| 2016-11-29 05:35:00 | SPY | ETF | 220.83 | 220.83 | 220.83 | 220.83 | 500.0 |
| 2016-11-29 06:00:00 | SPY | ETF | 220.83 | 220.9 | 220.83 | 220.89 | 2105.0 |
| 2016-11-29 06:35:00 | SPY | ETF | 220.98 | 220.98 | 220.92 | 220.92 | 3500.0 |
| 2016-11-29 06:55:00 | SPY | ETF | 220.89 | 220.89 | 220.89 | 220.89 | 199.0 |
| 2016-11-29 07:00:00 | SPY | ETF | 220.89 | 220.89 | 220.89 | 220.89 | 10000.0 |
| 2016-11-29 07:05:00 | SPY | ETF | 220.92 | 220.92 | 220.89 | 220.89 | 10600.0 |
| 2016-11-29 07:10:00 | SPY | ETF | 220.86 | 220.92 | 220.86 | 220.89 | 5502.0 |
| 2016-11-29 07:15:00 | SPY | ETF | 220.89 | 221.04 | 220.89 | 220.99 | 10377.0 |
| 2016-11-29 07:20:00 | SPY | ETF | 221.0 | 221.05 | 220.99 | 221.05 | 8214.0 |
| 2016-11-29 07:25:00 | SPY | ETF | 221.04 | 221.05 | 221.04 | 221.04 | 28224.0 |
| 2016-11-29 07:30:00 | SPY | ETF | 221.04 | 221.04 | 220.97 | 220.99 | 57839.0 |
| 2016-11-29 07:35:00 | SPY | ETF | 220.97 | 220.98 | 220.89 | 220.89 | 11603.0 |
| 2016-11-29 07:40:00 | SPY | ETF | 220.93 | 220.93 | 220.9 | 220.91 | 12800.0 |
| 2016-11-29 07:45:00 | SPY | ETF | 220.9 | 220.9 | 220.82 | 220.82 | 48976.0 |
| 2016-11-29 07:50:00 | SPY | ETF | 220.82 | 220.84 | 220.82 | 220.84 | 37429.0 |
| 2016-11-29 07:55:00 | SPY | ETF | 220.86 | 220.88 | 220.85 | 220.85 | 14500.0 |
| 2016-11-29 08:00:00 | SPY | ETF | 220.83 | 221.0 | 220.81 | 220.81 | 1355698.0 |
| 2016-11-29 08:05:00 | SPY | ETF | 220.84 | 220.85 | 220.81 | 220.84 | 38641.0 |
| 2016-11-29 08:10:00 | SPY | ETF | 220.83 | 220.83 | 220.72 | 220.72 | 14946.0 |
| 2016-11-29 08:15:00 | SPY | ETF | 220.73 | 220.78 | 220.71 | 220.78 | 4402.0 |
| 2016-11-29 08:20:00 | SPY | ETF | 220.76 | 220.89 | 220.76 | 220.85 | 22246.0 |
| 2016-11-29 08:25:00 | SPY | ETF | 220.87 | 220.88 | 220.84 | 220.85 | 23739.0 |
| 2016-11-29 08:30:00 | SPY | ETF | 220.86 | 220.94 | 220.68 | 220.7 | 93345.0 |
| 2016-11-29 08:35:00 | SPY | ETF | 220.69 | 220.77 | 220.68 | 220.7 | 75552.0 |
| 2016-11-29 08:40:00 | SPY | ETF | 220.68 | 220.68 | 220.58 | 220.62 | 69472.0 |
| 2016-11-29 08:45:00 | SPY | ETF | 220.62 | 220.79 | 220.61 | 220.77 | 22518.0 |
| 2016-11-29 08:50:00 | SPY | ETF | 220.77 | 220.79 | 220.56 | 220.65 | 66244.0 |
| 2016-11-29 08:55:00 | SPY | ETF | 220.62 | 220.67 | 220.59 | 220.64 | 64267.0 |
| 2016-11-29 09:00:00 | SPY | ETF | 220.6 | 220.65 | 220.58 | 220.65 | 34299.0 |
| 2016-11-29 09:05:00 | SPY | ETF | 220.65 | 220.66 | 220.52 | 220.57 | 52310.0 |
| 2016-11-29 09:10:00 | SPY | ETF | 220.57 | 220.6 | 220.53 | 220.6 | 15433.0 |
| 2016-11-29 09:15:00 | SPY | ETF | 220.57 | 220.6 | 220.44 | 220.48 | 99591.0 |
| 2016-11-29 09:20:00 | SPY | ETF | 220.46 | 220.46 | 220.36 | 220.43 | 222497.0 |
| 2016-11-29 09:25:00 | SPY | ETF | 220.43 | 220.53 | 220.41 | 220.53 | 97667.0 |
| 2016-11-29 09:30:00 | SPY | ETF | 220.52 | 220.69 | 220.41 | 220.64 | 1946583.0 |
| 2016-11-29 09:35:00 | SPY | ETF | 220.64 | 220.78 | 220.58 | 220.741 | 1064330.0 |
| 2016-11-29 09:40:00 | SPY | ETF | 220.74 | 220.74 | 220.53 | 220.55 | 1098804.0 |
> showing 50 of 54,903 rows — these rows as CSV