PREVIEW / etf_5min / 2016-12-05
file: by_date/etf_5min/2016/2016-12-05.parquet size: 1.3 MB rows: 56,969
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 |
|---|---|---|---|---|---|---|---|
| 2016-12-05 04:00:00 | SPY | ETF | 220.54 | 221.0 | 220.04 | 220.95 | 13164.0 |
| 2016-12-05 04:05:00 | SPY | ETF | 220.78 | 220.78 | 220.73 | 220.73 | 395.0 |
| 2016-12-05 04:15:00 | SPY | ETF | 220.62 | 220.62 | 220.58 | 220.58 | 1425.0 |
| 2016-12-05 04:20:00 | SPY | ETF | 220.66 | 220.67 | 220.65 | 220.65 | 2000.0 |
| 2016-12-05 04:30:00 | SPY | ETF | 220.7 | 220.7 | 220.7 | 220.7 | 1700.0 |
| 2016-12-05 04:45:00 | SPY | ETF | 220.79 | 220.79 | 220.72 | 220.72 | 3779.0 |
| 2016-12-05 05:00:00 | SPY | ETF | 220.7 | 220.7 | 220.7 | 220.7 | 299.0 |
| 2016-12-05 05:10:00 | SPY | ETF | 220.65 | 220.66 | 220.65 | 220.66 | 500.0 |
| 2016-12-05 05:20:00 | SPY | ETF | 220.66 | 220.66 | 220.66 | 220.66 | 236.0 |
| 2016-12-05 05:30:00 | SPY | ETF | 220.59 | 220.59 | 220.51 | 220.52 | 4917.0 |
| 2016-12-05 05:35:00 | SPY | ETF | 220.45 | 220.51 | 220.45 | 220.51 | 3700.0 |
| 2016-12-05 05:40:00 | SPY | ETF | 220.48 | 220.52 | 220.48 | 220.52 | 450.0 |
| 2016-12-05 05:45:00 | SPY | ETF | 220.51 | 220.51 | 220.51 | 220.51 | 1500.0 |
| 2016-12-05 06:05:00 | SPY | ETF | 220.6 | 220.6 | 220.58 | 220.58 | 389.0 |
| 2016-12-05 06:10:00 | SPY | ETF | 220.56 | 220.56 | 220.56 | 220.56 | 1251.0 |
| 2016-12-05 06:15:00 | SPY | ETF | 220.7 | 220.7 | 220.63 | 220.63 | 4059.0 |
| 2016-12-05 06:20:00 | SPY | ETF | 220.66 | 220.66 | 220.66 | 220.66 | 250.0 |
| 2016-12-05 06:25:00 | SPY | ETF | 220.71 | 220.71 | 220.71 | 220.71 | 493.0 |
| 2016-12-05 06:30:00 | SPY | ETF | 220.66 | 220.66 | 220.66 | 220.66 | 1000.0 |
| 2016-12-05 06:35:00 | SPY | ETF | 220.72 | 220.75 | 220.68 | 220.68 | 3802.0 |
| 2016-12-05 06:40:00 | SPY | ETF | 220.68 | 220.68 | 220.68 | 220.68 | 100.0 |
| 2016-12-05 06:45:00 | SPY | ETF | 220.7 | 220.7 | 220.7 | 220.7 | 1555.0 |
| 2016-12-05 06:50:00 | SPY | ETF | 220.76 | 220.76 | 220.71 | 220.71 | 677.0 |
| 2016-12-05 06:55:00 | SPY | ETF | 220.7 | 220.72 | 220.7 | 220.7 | 35003.0 |
| 2016-12-05 07:00:00 | SPY | ETF | 220.72 | 220.75 | 220.69 | 220.75 | 40280.0 |
| 2016-12-05 07:05:00 | SPY | ETF | 220.75 | 220.76 | 220.72 | 220.75 | 66606.0 |
| 2016-12-05 07:10:00 | SPY | ETF | 220.73 | 220.73 | 220.67 | 220.67 | 10766.0 |
| 2016-12-05 07:15:00 | SPY | ETF | 220.69 | 220.7 | 220.69 | 220.69 | 1963.0 |
| 2016-12-05 07:20:00 | SPY | ETF | 220.72 | 220.73 | 220.69 | 220.69 | 5650.0 |
| 2016-12-05 07:25:00 | SPY | ETF | 220.67 | 220.67 | 220.58 | 220.58 | 4607.0 |
| 2016-12-05 07:30:00 | SPY | ETF | 220.5 | 220.51 | 220.46 | 220.48 | 10867.0 |
| 2016-12-05 07:35:00 | SPY | ETF | 220.47 | 220.53 | 220.44 | 220.53 | 3203.0 |
| 2016-12-05 07:45:00 | SPY | ETF | 220.48 | 220.52 | 220.47 | 220.5 | 20752.0 |
| 2016-12-05 07:50:00 | SPY | ETF | 220.49 | 220.52 | 220.49 | 220.52 | 16378.0 |
| 2016-12-05 07:55:00 | SPY | ETF | 220.54 | 220.58 | 220.53 | 220.57 | 27800.0 |
| 2016-12-05 08:00:00 | SPY | ETF | 220.53 | 220.75 | 220.48 | 220.57 | 30390.0 |
| 2016-12-05 08:05:00 | SPY | ETF | 220.57 | 220.59 | 220.55 | 220.55 | 4233.0 |
| 2016-12-05 08:10:00 | SPY | ETF | 220.55 | 220.56 | 220.54 | 220.56 | 4300.0 |
| 2016-12-05 08:15:00 | SPY | ETF | 220.52 | 220.54 | 220.49 | 220.54 | 20059.0 |
| 2016-12-05 08:20:00 | SPY | ETF | 220.52 | 220.52 | 220.44 | 220.44 | 10713.0 |
| 2016-12-05 08:25:00 | SPY | ETF | 220.44 | 220.44 | 220.37 | 220.44 | 5328.0 |
| 2016-12-05 08:30:00 | SPY | ETF | 220.44 | 220.49 | 220.39 | 220.39 | 24203.0 |
| 2016-12-05 08:35:00 | SPY | ETF | 220.4 | 220.41 | 220.38 | 220.39 | 31411.0 |
| 2016-12-05 08:40:00 | SPY | ETF | 220.4 | 220.49 | 220.4 | 220.48 | 10287.0 |
| 2016-12-05 08:45:00 | SPY | ETF | 220.5 | 220.63 | 220.5 | 220.61 | 54224.0 |
| 2016-12-05 08:50:00 | SPY | ETF | 220.61 | 220.61 | 220.52 | 220.54 | 20470.0 |
| 2016-12-05 08:55:00 | SPY | ETF | 220.57 | 220.57 | 220.54 | 220.55 | 5741.0 |
| 2016-12-05 09:00:00 | SPY | ETF | 220.55 | 220.55 | 220.51 | 220.54 | 7920.0 |
| 2016-12-05 09:05:00 | SPY | ETF | 220.53 | 220.56 | 220.51 | 220.56 | 9657.0 |
| 2016-12-05 09:10:00 | SPY | ETF | 220.57 | 220.62 | 220.57 | 220.59 | 34211.0 |
> showing 50 of 56,969 rows — these rows as CSV