PREVIEW / etf_5min / 2017-09-21
file: by_date/etf_5min/2017/2017-09-21.parquet size: 1.2 MB rows: 51,258
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 |
|---|---|---|---|---|---|---|---|
| 2017-09-21 04:00:00 | SPY | ETF | 249.87 | 249.87 | 249.75 | 249.75 | 2100.0 |
| 2017-09-21 04:05:00 | SPY | ETF | 249.8 | 249.8 | 249.77 | 249.77 | 800.0 |
| 2017-09-21 04:10:00 | SPY | ETF | 249.78 | 249.78 | 249.78 | 249.78 | 3000.0 |
| 2017-09-21 04:15:00 | SPY | ETF | 249.81 | 249.81 | 249.75 | 249.75 | 780.0 |
| 2017-09-21 04:25:00 | SPY | ETF | 249.8 | 249.8 | 249.78 | 249.78 | 1300.0 |
| 2017-09-21 04:35:00 | SPY | ETF | 249.83 | 249.83 | 249.8 | 249.8 | 500.0 |
| 2017-09-21 04:55:00 | SPY | ETF | 249.88 | 249.88 | 249.88 | 249.88 | 500.0 |
| 2017-09-21 05:10:00 | SPY | ETF | 249.85 | 249.85 | 249.85 | 249.85 | 400.0 |
| 2017-09-21 05:15:00 | SPY | ETF | 249.86 | 249.86 | 249.85 | 249.85 | 405.0 |
| 2017-09-21 05:20:00 | SPY | ETF | 249.85 | 249.85 | 249.83 | 249.83 | 500.0 |
| 2017-09-21 05:40:00 | SPY | ETF | 249.9 | 249.9 | 249.9 | 249.9 | 100.0 |
| 2017-09-21 05:50:00 | SPY | ETF | 249.85 | 249.85 | 249.85 | 249.85 | 105.0 |
| 2017-09-21 05:55:00 | SPY | ETF | 249.9 | 249.9 | 249.9 | 249.9 | 500.0 |
| 2017-09-21 06:40:00 | SPY | ETF | 249.9 | 249.9 | 249.9 | 249.9 | 1380.0 |
| 2017-09-21 06:50:00 | SPY | ETF | 249.92 | 249.92 | 249.92 | 249.92 | 600.0 |
| 2017-09-21 07:05:00 | SPY | ETF | 249.95 | 249.95 | 249.95 | 249.95 | 286.0 |
| 2017-09-21 07:15:00 | SPY | ETF | 249.94 | 249.94 | 249.91 | 249.92 | 800.0 |
| 2017-09-21 07:20:00 | SPY | ETF | 249.95 | 249.95 | 249.95 | 249.95 | 316.0 |
| 2017-09-21 07:25:00 | SPY | ETF | 249.97 | 249.97 | 249.92 | 249.97 | 5191.0 |
| 2017-09-21 07:30:00 | SPY | ETF | 249.91 | 249.91 | 249.91 | 249.91 | 906.0 |
| 2017-09-21 07:35:00 | SPY | ETF | 249.92 | 249.95 | 249.92 | 249.95 | 1400.0 |
| 2017-09-21 07:40:00 | SPY | ETF | 249.93 | 249.93 | 249.91 | 249.91 | 1257.0 |
| 2017-09-21 07:45:00 | SPY | ETF | 249.91 | 249.91 | 249.91 | 249.91 | 100.0 |
| 2017-09-21 07:50:00 | SPY | ETF | 249.89 | 249.91 | 249.89 | 249.91 | 3505.0 |
| 2017-09-21 08:00:00 | SPY | ETF | 249.95 | 249.95 | 249.91 | 249.93 | 12525.0 |
| 2017-09-21 08:05:00 | SPY | ETF | 249.92 | 249.93 | 249.9 | 249.9 | 8144.0 |
| 2017-09-21 08:10:00 | SPY | ETF | 249.9 | 249.91 | 249.89 | 249.9 | 12800.0 |
| 2017-09-21 08:15:00 | SPY | ETF | 249.89 | 249.92 | 249.89 | 249.89 | 17866.0 |
| 2017-09-21 08:25:00 | SPY | ETF | 249.92 | 249.92 | 249.9 | 249.9 | 1600.0 |
| 2017-09-21 08:30:00 | SPY | ETF | 249.92 | 249.92 | 249.89 | 249.91 | 3900.0 |
| 2017-09-21 08:35:00 | SPY | ETF | 249.88 | 249.88 | 249.855 | 249.88 | 7832.0 |
| 2017-09-21 08:40:00 | SPY | ETF | 249.88 | 249.88 | 249.85 | 249.85 | 6114.0 |
| 2017-09-21 08:45:00 | SPY | ETF | 249.86 | 249.9 | 249.86 | 249.9 | 7020.0 |
| 2017-09-21 08:50:00 | SPY | ETF | 249.95 | 250.01 | 249.95 | 250.01 | 36854.0 |
| 2017-09-21 08:55:00 | SPY | ETF | 250.0 | 250.0 | 249.94 | 249.99 | 10442.0 |
| 2017-09-21 09:00:00 | SPY | ETF | 249.98 | 249.98 | 249.95 | 249.97 | 24299.0 |
| 2017-09-21 09:05:00 | SPY | ETF | 249.95 | 249.99 | 249.95 | 249.99 | 8665.0 |
| 2017-09-21 09:10:00 | SPY | ETF | 249.98 | 250.0 | 249.98 | 250.0 | 8167.0 |
| 2017-09-21 09:15:00 | SPY | ETF | 249.98 | 249.99 | 249.94 | 249.95 | 23131.0 |
| 2017-09-21 09:20:00 | SPY | ETF | 249.94 | 249.94 | 249.92 | 249.94 | 4702.0 |
| 2017-09-21 09:25:00 | SPY | ETF | 249.94 | 249.94 | 249.89 | 249.89 | 51984.0 |
| 2017-09-21 09:30:00 | SPY | ETF | 249.88 | 249.97 | 249.8 | 249.94 | 1080200.0 |
| 2017-09-21 09:35:00 | SPY | ETF | 249.94 | 249.98 | 249.6 | 249.6735 | 861477.0 |
| 2017-09-21 09:40:00 | SPY | ETF | 249.67 | 249.74 | 249.62 | 249.63 | 843961.0 |
| 2017-09-21 09:45:00 | SPY | ETF | 249.63 | 249.7 | 249.41 | 249.48 | 995752.0 |
| 2017-09-21 09:50:00 | SPY | ETF | 249.47 | 249.51 | 249.27 | 249.31 | 1742897.0 |
| 2017-09-21 09:55:00 | SPY | ETF | 249.3 | 249.43 | 249.19 | 249.39 | 598221.0 |
| 2017-09-21 10:00:00 | SPY | ETF | 249.395 | 249.5 | 249.3535 | 249.48 | 478538.0 |
| 2017-09-21 10:05:00 | SPY | ETF | 249.47 | 249.49 | 249.33 | 249.39 | 1194466.0 |
| 2017-09-21 10:10:00 | SPY | ETF | 249.38 | 249.46 | 249.37 | 249.45 | 1868223.0 |
> showing 50 of 51,258 rows — these rows as CSV