PREVIEW / etf_5min / 2017-08-24
file: by_date/etf_5min/2017/2017-08-24.parquet size: 1.2 MB rows: 50,781
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 |
|---|---|---|---|---|---|---|---|
| 2017-08-24 04:00:00 | SPY | ETF | 244.25 | 244.38 | 244.25 | 244.31 | 4415.0 |
| 2017-08-24 04:05:00 | SPY | ETF | 244.3 | 244.32 | 244.3 | 244.32 | 500.0 |
| 2017-08-24 04:10:00 | SPY | ETF | 244.31 | 244.35 | 244.3 | 244.35 | 5615.0 |
| 2017-08-24 04:15:00 | SPY | ETF | 244.37 | 244.42 | 244.37 | 244.4 | 6405.0 |
| 2017-08-24 04:20:00 | SPY | ETF | 244.42 | 244.45 | 244.42 | 244.45 | 2335.0 |
| 2017-08-24 04:25:00 | SPY | ETF | 244.47 | 244.47 | 244.47 | 244.47 | 7300.0 |
| 2017-08-24 04:30:00 | SPY | ETF | 244.48 | 244.52 | 244.48 | 244.52 | 2520.0 |
| 2017-08-24 04:35:00 | SPY | ETF | 244.45 | 244.55 | 244.45 | 244.55 | 4810.0 |
| 2017-08-24 04:40:00 | SPY | ETF | 244.58 | 244.7 | 244.58 | 244.67 | 6051.0 |
| 2017-08-24 04:45:00 | SPY | ETF | 244.65 | 244.65 | 244.65 | 244.65 | 300.0 |
| 2017-08-24 04:55:00 | SPY | ETF | 244.63 | 244.63 | 244.63 | 244.63 | 2000.0 |
| 2017-08-24 05:00:00 | SPY | ETF | 244.58 | 244.63 | 244.57 | 244.63 | 2303.0 |
| 2017-08-24 05:10:00 | SPY | ETF | 244.57 | 244.57 | 244.57 | 244.57 | 413.0 |
| 2017-08-24 05:15:00 | SPY | ETF | 244.6 | 244.6 | 244.6 | 244.6 | 100.0 |
| 2017-08-24 05:20:00 | SPY | ETF | 244.63 | 244.63 | 244.63 | 244.63 | 360.0 |
| 2017-08-24 05:25:00 | SPY | ETF | 244.63 | 244.63 | 244.63 | 244.63 | 150.0 |
| 2017-08-24 05:30:00 | SPY | ETF | 244.6 | 244.6 | 244.57 | 244.57 | 1300.0 |
| 2017-08-24 05:35:00 | SPY | ETF | 244.62 | 244.62 | 244.62 | 244.62 | 1000.0 |
| 2017-08-24 05:40:00 | SPY | ETF | 244.58 | 244.58 | 244.58 | 244.58 | 1302.0 |
| 2017-08-24 05:45:00 | SPY | ETF | 244.58 | 244.58 | 244.58 | 244.58 | 1401.0 |
| 2017-08-24 05:50:00 | SPY | ETF | 244.67 | 244.67 | 244.67 | 244.67 | 1502.0 |
| 2017-08-24 05:55:00 | SPY | ETF | 244.7 | 244.7 | 244.7 | 244.7 | 1500.0 |
| 2017-08-24 06:00:00 | SPY | ETF | 244.71 | 244.72 | 244.7 | 244.7 | 4402.0 |
| 2017-08-24 06:05:00 | SPY | ETF | 244.71 | 244.79 | 244.71 | 244.79 | 15306.0 |
| 2017-08-24 06:10:00 | SPY | ETF | 244.75 | 244.78 | 244.73 | 244.73 | 1603.0 |
| 2017-08-24 06:15:00 | SPY | ETF | 244.71 | 244.71 | 244.71 | 244.71 | 455.0 |
| 2017-08-24 06:20:00 | SPY | ETF | 244.68 | 244.68 | 244.68 | 244.68 | 2202.0 |
| 2017-08-24 06:25:00 | SPY | ETF | 244.7 | 244.7 | 244.7 | 244.7 | 100.0 |
| 2017-08-24 06:30:00 | SPY | ETF | 244.73 | 244.73 | 244.73 | 244.73 | 102.0 |
| 2017-08-24 06:40:00 | SPY | ETF | 244.71 | 244.71 | 244.71 | 244.71 | 200.0 |
| 2017-08-24 06:45:00 | SPY | ETF | 244.68 | 244.68 | 244.67 | 244.67 | 4121.0 |
| 2017-08-24 06:50:00 | SPY | ETF | 244.66 | 244.66 | 244.62 | 244.62 | 1195.0 |
| 2017-08-24 06:55:00 | SPY | ETF | 244.66 | 244.67 | 244.66 | 244.67 | 1000.0 |
| 2017-08-24 07:00:00 | SPY | ETF | 244.65 | 244.68 | 244.58 | 244.6 | 229725.0 |
| 2017-08-24 07:05:00 | SPY | ETF | 244.6 | 244.64 | 244.6 | 244.6 | 57683.0 |
| 2017-08-24 07:10:00 | SPY | ETF | 244.59 | 244.63 | 244.57 | 244.61 | 22559.0 |
| 2017-08-24 07:15:00 | SPY | ETF | 244.62 | 244.75 | 244.62 | 244.75 | 69496.0 |
| 2017-08-24 07:20:00 | SPY | ETF | 244.76 | 244.86 | 244.76 | 244.85 | 40093.0 |
| 2017-08-24 07:25:00 | SPY | ETF | 244.86 | 244.91 | 244.85 | 244.9 | 29253.0 |
| 2017-08-24 07:30:00 | SPY | ETF | 244.9 | 244.92 | 244.88 | 244.91 | 16211.0 |
| 2017-08-24 07:35:00 | SPY | ETF | 244.91 | 244.94 | 244.88 | 244.88 | 26672.0 |
| 2017-08-24 07:40:00 | SPY | ETF | 244.88 | 244.9 | 244.87 | 244.88 | 2860.0 |
| 2017-08-24 07:45:00 | SPY | ETF | 244.86 | 244.88 | 244.86 | 244.87 | 2829.0 |
| 2017-08-24 07:50:00 | SPY | ETF | 244.89 | 244.9 | 244.88 | 244.88 | 1501.0 |
| 2017-08-24 07:55:00 | SPY | ETF | 244.88 | 244.88 | 244.85 | 244.87 | 5670.0 |
| 2017-08-24 08:00:00 | SPY | ETF | 244.85 | 244.9 | 244.6 | 244.89 | 24471.0 |
| 2017-08-24 08:05:00 | SPY | ETF | 244.89 | 244.92 | 244.83 | 244.86 | 27023.0 |
| 2017-08-24 08:10:00 | SPY | ETF | 244.81 | 244.86 | 244.81 | 244.86 | 6381.0 |
| 2017-08-24 08:15:00 | SPY | ETF | 244.85 | 244.88 | 244.85 | 244.88 | 4160.0 |
| 2017-08-24 08:20:00 | SPY | ETF | 244.88 | 245.01 | 244.88 | 245.01 | 61160.0 |
> showing 50 of 50,781 rows — these rows as CSV