PREVIEW / etf_5min / 2017-01-26
file: by_date/etf_5min/2017/2017-01-26.parquet size: 1.3 MB rows: 56,501
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 |
|---|---|---|---|---|---|---|---|
| 2017-01-26 04:00:00 | SPY | ETF | 229.71 | 229.76 | 229.7 | 229.7 | 1213.0 |
| 2017-01-26 04:05:00 | SPY | ETF | 229.71 | 229.76 | 229.7 | 229.7 | 2700.0 |
| 2017-01-26 04:10:00 | SPY | ETF | 229.75 | 229.77 | 229.73 | 229.73 | 2400.0 |
| 2017-01-26 04:15:00 | SPY | ETF | 229.76 | 229.76 | 229.69 | 229.69 | 600.0 |
| 2017-01-26 04:35:00 | SPY | ETF | 229.73 | 229.73 | 229.73 | 229.73 | 100.0 |
| 2017-01-26 04:50:00 | SPY | ETF | 229.73 | 229.78 | 229.73 | 229.78 | 1186.0 |
| 2017-01-26 05:10:00 | SPY | ETF | 229.74 | 229.74 | 229.72 | 229.72 | 500.0 |
| 2017-01-26 05:15:00 | SPY | ETF | 229.72 | 229.72 | 229.72 | 229.72 | 700.0 |
| 2017-01-26 05:20:00 | SPY | ETF | 229.67 | 229.67 | 229.67 | 229.67 | 3600.0 |
| 2017-01-26 05:45:00 | SPY | ETF | 229.66 | 229.66 | 229.64 | 229.64 | 500.0 |
| 2017-01-26 05:55:00 | SPY | ETF | 229.69 | 229.69 | 229.69 | 229.69 | 500.0 |
| 2017-01-26 06:00:00 | SPY | ETF | 229.68 | 229.68 | 229.68 | 229.68 | 100.0 |
| 2017-01-26 06:05:00 | SPY | ETF | 229.68 | 229.68 | 229.65 | 229.65 | 1250.0 |
| 2017-01-26 06:25:00 | SPY | ETF | 229.58 | 229.58 | 229.55 | 229.55 | 401.0 |
| 2017-01-26 06:30:00 | SPY | ETF | 229.58 | 229.58 | 229.58 | 229.58 | 100.0 |
| 2017-01-26 06:50:00 | SPY | ETF | 229.57 | 229.57 | 229.57 | 229.57 | 401.0 |
| 2017-01-26 06:55:00 | SPY | ETF | 229.51 | 229.55 | 229.47 | 229.55 | 2405.0 |
| 2017-01-26 07:00:00 | SPY | ETF | 229.6 | 229.6 | 229.52 | 229.52 | 4001.0 |
| 2017-01-26 07:05:00 | SPY | ETF | 229.52 | 229.55 | 229.52 | 229.55 | 1806.0 |
| 2017-01-26 07:10:00 | SPY | ETF | 229.53 | 229.55 | 229.53 | 229.55 | 5799.0 |
| 2017-01-26 07:15:00 | SPY | ETF | 229.59 | 229.59 | 229.59 | 229.59 | 301.0 |
| 2017-01-26 07:20:00 | SPY | ETF | 229.57 | 229.57 | 229.57 | 229.57 | 7701.0 |
| 2017-01-26 07:25:00 | SPY | ETF | 229.58 | 229.58 | 229.57 | 229.57 | 4802.0 |
| 2017-01-26 07:30:00 | SPY | ETF | 229.57 | 229.57 | 229.51 | 229.51 | 6152.0 |
| 2017-01-26 07:35:00 | SPY | ETF | 229.54 | 229.59 | 229.54 | 229.59 | 2803.0 |
| 2017-01-26 07:40:00 | SPY | ETF | 229.57 | 229.57 | 229.56 | 229.56 | 31354.0 |
| 2017-01-26 07:45:00 | SPY | ETF | 229.58 | 229.58 | 229.51 | 229.51 | 11253.0 |
| 2017-01-26 07:50:00 | SPY | ETF | 229.51 | 229.52 | 229.47 | 229.47 | 7101.0 |
| 2017-01-26 07:55:00 | SPY | ETF | 229.52 | 229.52 | 229.43 | 229.44 | 43856.0 |
| 2017-01-26 08:00:00 | SPY | ETF | 229.52 | 229.58 | 229.37 | 229.4 | 77575.0 |
| 2017-01-26 08:05:00 | SPY | ETF | 229.4 | 229.44 | 229.4 | 229.44 | 16113.0 |
| 2017-01-26 08:10:00 | SPY | ETF | 229.42 | 229.42 | 229.32 | 229.34 | 26055.0 |
| 2017-01-26 08:15:00 | SPY | ETF | 229.4 | 229.4 | 229.38 | 229.38 | 111763.0 |
| 2017-01-26 08:20:00 | SPY | ETF | 229.39 | 229.39 | 229.37 | 229.39 | 18873.0 |
| 2017-01-26 08:25:00 | SPY | ETF | 229.38 | 229.39 | 229.37 | 229.37 | 3765.0 |
| 2017-01-26 08:30:00 | SPY | ETF | 229.39 | 229.41 | 229.37 | 229.41 | 7959.0 |
| 2017-01-26 08:35:00 | SPY | ETF | 229.39 | 229.47 | 229.39 | 229.46 | 13903.0 |
| 2017-01-26 08:40:00 | SPY | ETF | 229.45 | 229.48 | 229.45 | 229.48 | 21063.0 |
| 2017-01-26 08:45:00 | SPY | ETF | 229.49 | 229.51 | 229.49 | 229.5 | 39905.0 |
| 2017-01-26 08:50:00 | SPY | ETF | 229.51 | 229.55 | 229.5 | 229.52 | 80992.0 |
| 2017-01-26 08:55:00 | SPY | ETF | 229.54 | 229.57 | 229.5 | 229.52 | 39377.0 |
| 2017-01-26 09:00:00 | SPY | ETF | 229.5 | 229.54 | 229.5 | 229.51 | 11925.0 |
| 2017-01-26 09:05:00 | SPY | ETF | 229.52 | 229.57 | 229.51 | 229.52 | 19394.0 |
| 2017-01-26 09:10:00 | SPY | ETF | 229.52 | 229.52 | 229.41 | 229.44 | 54435.0 |
| 2017-01-26 09:15:00 | SPY | ETF | 229.43 | 229.47 | 229.41 | 229.47 | 116281.0 |
| 2017-01-26 09:20:00 | SPY | ETF | 229.47 | 229.47 | 229.34 | 229.36 | 27119.0 |
| 2017-01-26 09:25:00 | SPY | ETF | 229.37 | 229.4 | 229.34 | 229.39 | 96927.0 |
| 2017-01-26 09:30:00 | SPY | ETF | 229.4 | 229.66 | 229.38 | 229.63 | 1747680.0 |
| 2017-01-26 09:35:00 | SPY | ETF | 229.64 | 229.6454 | 229.46 | 229.48 | 735207.0 |
| 2017-01-26 09:40:00 | SPY | ETF | 229.47 | 229.48 | 229.28 | 229.36 | 732241.0 |
> showing 50 of 56,501 rows — these rows as CSV