PREVIEW / etf_5min / 2017-05-09
file: by_date/etf_5min/2017/2017-05-09.parquet size: 1.2 MB rows: 54,489
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 |
|---|---|---|---|---|---|---|---|
| 2017-05-09 04:20:00 | SPY | ETF | 239.7 | 239.7 | 239.7 | 239.7 | 290.0 |
| 2017-05-09 05:00:00 | SPY | ETF | 239.75 | 239.78 | 239.75 | 239.78 | 1000.0 |
| 2017-05-09 05:05:00 | SPY | ETF | 239.74 | 239.74 | 239.74 | 239.74 | 200.0 |
| 2017-05-09 05:15:00 | SPY | ETF | 239.78 | 239.78 | 239.78 | 239.78 | 200.0 |
| 2017-05-09 05:20:00 | SPY | ETF | 239.78 | 239.78 | 239.78 | 239.78 | 2300.0 |
| 2017-05-09 05:30:00 | SPY | ETF | 239.8 | 239.81 | 239.8 | 239.81 | 800.0 |
| 2017-05-09 05:35:00 | SPY | ETF | 239.78 | 239.78 | 239.76 | 239.78 | 3100.0 |
| 2017-05-09 05:40:00 | SPY | ETF | 239.79 | 239.79 | 239.79 | 239.79 | 400.0 |
| 2017-05-09 05:45:00 | SPY | ETF | 239.8 | 239.8 | 239.8 | 239.8 | 100.0 |
| 2017-05-09 05:55:00 | SPY | ETF | 239.84 | 239.84 | 239.84 | 239.84 | 100.0 |
| 2017-05-09 06:00:00 | SPY | ETF | 239.84 | 239.88 | 239.84 | 239.88 | 13200.0 |
| 2017-05-09 06:05:00 | SPY | ETF | 239.84 | 239.84 | 239.82 | 239.82 | 1400.0 |
| 2017-05-09 06:10:00 | SPY | ETF | 239.77 | 239.77 | 239.77 | 239.77 | 100.0 |
| 2017-05-09 06:25:00 | SPY | ETF | 239.73 | 239.73 | 239.71 | 239.71 | 300.0 |
| 2017-05-09 06:35:00 | SPY | ETF | 239.73 | 239.73 | 239.73 | 239.73 | 2800.0 |
| 2017-05-09 06:40:00 | SPY | ETF | 239.83 | 239.83 | 239.82 | 239.83 | 10900.0 |
| 2017-05-09 06:45:00 | SPY | ETF | 239.86 | 239.88 | 239.86 | 239.87 | 2700.0 |
| 2017-05-09 06:50:00 | SPY | ETF | 239.88 | 239.91 | 239.88 | 239.91 | 2500.0 |
| 2017-05-09 06:55:00 | SPY | ETF | 239.91 | 239.93 | 239.91 | 239.93 | 6000.0 |
| 2017-05-09 07:00:00 | SPY | ETF | 239.88 | 239.89 | 239.87 | 239.89 | 1125.0 |
| 2017-05-09 07:05:00 | SPY | ETF | 239.89 | 239.92 | 239.89 | 239.9 | 950.0 |
| 2017-05-09 07:10:00 | SPY | ETF | 239.94 | 239.94 | 239.93 | 239.93 | 2400.0 |
| 2017-05-09 07:15:00 | SPY | ETF | 239.94 | 239.95 | 239.87 | 239.87 | 21500.0 |
| 2017-05-09 07:25:00 | SPY | ETF | 239.87 | 239.92 | 239.87 | 239.92 | 2000.0 |
| 2017-05-09 07:30:00 | SPY | ETF | 239.95 | 239.96 | 239.92 | 239.92 | 7423.0 |
| 2017-05-09 07:35:00 | SPY | ETF | 239.92 | 239.92 | 239.92 | 239.92 | 1200.0 |
| 2017-05-09 07:40:00 | SPY | ETF | 239.9 | 239.9 | 239.89 | 239.89 | 400.0 |
| 2017-05-09 07:45:00 | SPY | ETF | 239.89 | 239.89 | 239.88 | 239.89 | 750.0 |
| 2017-05-09 07:50:00 | SPY | ETF | 239.87 | 239.88 | 239.84 | 239.87 | 5038.0 |
| 2017-05-09 07:55:00 | SPY | ETF | 239.85 | 239.92 | 239.85 | 239.92 | 5657.0 |
| 2017-05-09 08:00:00 | SPY | ETF | 239.89 | 239.98 | 239.87 | 239.97 | 13980.0 |
| 2017-05-09 08:05:00 | SPY | ETF | 239.97 | 239.97 | 239.94 | 239.97 | 12925.0 |
| 2017-05-09 08:10:00 | SPY | ETF | 239.93 | 239.96 | 239.93 | 239.96 | 4900.0 |
| 2017-05-09 08:15:00 | SPY | ETF | 239.96 | 239.97 | 239.94 | 239.97 | 14238.0 |
| 2017-05-09 08:20:00 | SPY | ETF | 239.96 | 240.02 | 239.95 | 240.01 | 68150.0 |
| 2017-05-09 08:25:00 | SPY | ETF | 240.0 | 240.03 | 240.0 | 240.03 | 13719.0 |
| 2017-05-09 08:30:00 | SPY | ETF | 240.02 | 240.02 | 239.99 | 239.99 | 6868.0 |
| 2017-05-09 08:35:00 | SPY | ETF | 240.0 | 240.02 | 240.0 | 240.01 | 10605.0 |
| 2017-05-09 08:40:00 | SPY | ETF | 240.0 | 240.08 | 240.0 | 240.03 | 13929.0 |
| 2017-05-09 08:45:00 | SPY | ETF | 240.04 | 240.06 | 239.98 | 239.98 | 8753.0 |
| 2017-05-09 08:50:00 | SPY | ETF | 239.98 | 239.99 | 239.98 | 239.98 | 7981.0 |
| 2017-05-09 08:55:00 | SPY | ETF | 239.97 | 239.97 | 239.94 | 239.96 | 8742.0 |
| 2017-05-09 09:00:00 | SPY | ETF | 239.94 | 239.96 | 239.89 | 239.94 | 40430.0 |
| 2017-05-09 09:05:00 | SPY | ETF | 239.92 | 239.94 | 239.88 | 239.88 | 7447.0 |
| 2017-05-09 09:10:00 | SPY | ETF | 239.87 | 239.95 | 239.86 | 239.95 | 18782.0 |
| 2017-05-09 09:15:00 | SPY | ETF | 239.94 | 239.98 | 239.94 | 239.96 | 32722.0 |
| 2017-05-09 09:20:00 | SPY | ETF | 239.97 | 239.99 | 239.96 | 239.96 | 29649.0 |
| 2017-05-09 09:25:00 | SPY | ETF | 239.96 | 239.97 | 239.92 | 239.94 | 50107.0 |
| 2017-05-09 09:30:00 | SPY | ETF | 239.96 | 240.06 | 239.86 | 240.01 | 1774539.0 |
| 2017-05-09 09:35:00 | SPY | ETF | 240.0 | 240.05 | 239.84 | 239.89 | 775152.0 |
> showing 50 of 54,489 rows — these rows as CSV