PREVIEW / etf_5min / 2017-05-16
file: by_date/etf_5min/2017/2017-05-16.parquet size: 1.2 MB rows: 54,371
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 |
|---|---|---|---|---|---|---|---|
| 2017-05-16 04:00:00 | SPY | ETF | 240.15 | 240.15 | 240.08 | 240.11 | 3800.0 |
| 2017-05-16 04:05:00 | SPY | ETF | 240.1 | 240.12 | 240.05 | 240.05 | 5284.0 |
| 2017-05-16 04:10:00 | SPY | ETF | 240.02 | 240.02 | 240.02 | 240.02 | 100.0 |
| 2017-05-16 04:25:00 | SPY | ETF | 240.01 | 240.04 | 240.01 | 240.04 | 600.0 |
| 2017-05-16 04:35:00 | SPY | ETF | 240.0 | 240.0 | 239.98 | 239.98 | 4100.0 |
| 2017-05-16 04:45:00 | SPY | ETF | 239.98 | 239.98 | 239.98 | 239.98 | 500.0 |
| 2017-05-16 05:05:00 | SPY | ETF | 239.98 | 239.98 | 239.98 | 239.98 | 500.0 |
| 2017-05-16 05:10:00 | SPY | ETF | 240.0 | 240.0 | 240.0 | 240.0 | 100.0 |
| 2017-05-16 05:15:00 | SPY | ETF | 239.99 | 239.99 | 239.99 | 239.99 | 1500.0 |
| 2017-05-16 05:20:00 | SPY | ETF | 239.97 | 239.99 | 239.96 | 239.96 | 1500.0 |
| 2017-05-16 05:30:00 | SPY | ETF | 240.0 | 240.0 | 240.0 | 240.0 | 100.0 |
| 2017-05-16 05:40:00 | SPY | ETF | 240.04 | 240.04 | 240.04 | 240.04 | 3000.0 |
| 2017-05-16 05:45:00 | SPY | ETF | 240.07 | 240.07 | 240.07 | 240.07 | 200.0 |
| 2017-05-16 05:50:00 | SPY | ETF | 240.0 | 240.0 | 240.0 | 240.0 | 4900.0 |
| 2017-05-16 05:55:00 | SPY | ETF | 240.0 | 240.0 | 240.0 | 240.0 | 500.0 |
| 2017-05-16 06:00:00 | SPY | ETF | 240.04 | 240.04 | 240.04 | 240.04 | 290.0 |
| 2017-05-16 06:10:00 | SPY | ETF | 240.09 | 240.09 | 240.09 | 240.09 | 100.0 |
| 2017-05-16 06:15:00 | SPY | ETF | 240.06 | 240.09 | 240.06 | 240.09 | 3380.0 |
| 2017-05-16 06:20:00 | SPY | ETF | 240.14 | 240.14 | 240.14 | 240.14 | 3000.0 |
| 2017-05-16 06:25:00 | SPY | ETF | 240.15 | 240.15 | 240.1 | 240.1 | 24700.0 |
| 2017-05-16 06:30:00 | SPY | ETF | 240.1 | 240.1 | 240.1 | 240.1 | 7000.0 |
| 2017-05-16 06:40:00 | SPY | ETF | 240.07 | 240.07 | 240.07 | 240.07 | 100.0 |
| 2017-05-16 06:55:00 | SPY | ETF | 240.19 | 240.23 | 240.19 | 240.23 | 8350.0 |
| 2017-05-16 07:00:00 | SPY | ETF | 240.19 | 240.19 | 240.16 | 240.19 | 16100.0 |
| 2017-05-16 07:05:00 | SPY | ETF | 240.2 | 240.25 | 240.2 | 240.25 | 24010.0 |
| 2017-05-16 07:10:00 | SPY | ETF | 240.25 | 240.3 | 240.25 | 240.3 | 37590.0 |
| 2017-05-16 07:15:00 | SPY | ETF | 240.25 | 240.26 | 240.25 | 240.26 | 62800.0 |
| 2017-05-16 07:20:00 | SPY | ETF | 240.28 | 240.28 | 240.22 | 240.25 | 22500.0 |
| 2017-05-16 07:25:00 | SPY | ETF | 240.26 | 240.28 | 240.26 | 240.28 | 6300.0 |
| 2017-05-16 07:30:00 | SPY | ETF | 240.27 | 240.31 | 240.25 | 240.27 | 11630.0 |
| 2017-05-16 07:35:00 | SPY | ETF | 240.27 | 240.37 | 240.27 | 240.37 | 24910.0 |
| 2017-05-16 07:40:00 | SPY | ETF | 240.37 | 240.38 | 240.32 | 240.37 | 25230.0 |
| 2017-05-16 07:45:00 | SPY | ETF | 240.33 | 240.37 | 240.32 | 240.35 | 22500.0 |
| 2017-05-16 07:50:00 | SPY | ETF | 240.36 | 240.43 | 240.36 | 240.4 | 22709.0 |
| 2017-05-16 07:55:00 | SPY | ETF | 240.39 | 240.44 | 240.36 | 240.36 | 24340.0 |
| 2017-05-16 08:00:00 | SPY | ETF | 240.32 | 240.39 | 240.19 | 240.32 | 57583.0 |
| 2017-05-16 08:05:00 | SPY | ETF | 240.32 | 240.33 | 240.31 | 240.31 | 9457.0 |
| 2017-05-16 08:10:00 | SPY | ETF | 240.31 | 240.31 | 240.25 | 240.25 | 37098.0 |
| 2017-05-16 08:15:00 | SPY | ETF | 240.25 | 240.27 | 240.21 | 240.22 | 43520.0 |
| 2017-05-16 08:20:00 | SPY | ETF | 240.26 | 240.31 | 240.26 | 240.31 | 6555.0 |
| 2017-05-16 08:25:00 | SPY | ETF | 240.3 | 240.32 | 240.26 | 240.3 | 9500.0 |
| 2017-05-16 08:30:00 | SPY | ETF | 240.29 | 240.36 | 240.26 | 240.32 | 38233.0 |
| 2017-05-16 08:35:00 | SPY | ETF | 240.31 | 240.34 | 240.31 | 240.32 | 4060.0 |
| 2017-05-16 08:40:00 | SPY | ETF | 240.31 | 240.61 | 240.31 | 240.56 | 139226.0 |
| 2017-05-16 08:45:00 | SPY | ETF | 240.56 | 240.57 | 240.49 | 240.49 | 84143.0 |
| 2017-05-16 08:50:00 | SPY | ETF | 240.48 | 240.51 | 240.48 | 240.49 | 33200.0 |
| 2017-05-16 08:55:00 | SPY | ETF | 240.48 | 240.5 | 240.43 | 240.49 | 42568.0 |
| 2017-05-16 09:00:00 | SPY | ETF | 240.49 | 240.55 | 240.45 | 240.53 | 31029.0 |
| 2017-05-16 09:05:00 | SPY | ETF | 240.52 | 240.55 | 240.52 | 240.55 | 65512.0 |
| 2017-05-16 09:10:00 | SPY | ETF | 240.55 | 240.56 | 240.5 | 240.52 | 84365.0 |
> showing 50 of 54,371 rows — these rows as CSV