PREVIEW / etf_5min / 2017-10-10
file: by_date/etf_5min/2017/2017-10-10.parquet size: 1.2 MB rows: 52,464
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 |
|---|---|---|---|---|---|---|---|
| 2017-10-10 04:10:00 | SPY | ETF | 254.25 | 254.25 | 254.25 | 254.25 | 100.0 |
| 2017-10-10 04:15:00 | SPY | ETF | 254.22 | 254.22 | 254.22 | 254.22 | 100.0 |
| 2017-10-10 04:20:00 | SPY | ETF | 254.16 | 254.17 | 254.15 | 254.17 | 500.0 |
| 2017-10-10 04:25:00 | SPY | ETF | 254.19 | 254.19 | 254.17 | 254.17 | 200.0 |
| 2017-10-10 04:55:00 | SPY | ETF | 254.23 | 254.23 | 254.23 | 254.23 | 106.0 |
| 2017-10-10 05:15:00 | SPY | ETF | 254.22 | 254.22 | 254.22 | 254.22 | 500.0 |
| 2017-10-10 05:35:00 | SPY | ETF | 254.27 | 254.42 | 254.27 | 254.42 | 2163.0 |
| 2017-10-10 06:05:00 | SPY | ETF | 254.39 | 254.44 | 254.39 | 254.44 | 18915.0 |
| 2017-10-10 06:10:00 | SPY | ETF | 254.44 | 254.46 | 254.44 | 254.46 | 5370.0 |
| 2017-10-10 06:15:00 | SPY | ETF | 254.48 | 254.48 | 254.46 | 254.46 | 200.0 |
| 2017-10-10 06:25:00 | SPY | ETF | 254.47 | 254.47 | 254.47 | 254.47 | 800.0 |
| 2017-10-10 06:30:00 | SPY | ETF | 254.46 | 254.5 | 254.46 | 254.5 | 2352.0 |
| 2017-10-10 06:40:00 | SPY | ETF | 254.46 | 254.46 | 254.46 | 254.46 | 100.0 |
| 2017-10-10 06:50:00 | SPY | ETF | 254.48 | 254.48 | 254.48 | 254.48 | 600.0 |
| 2017-10-10 06:55:00 | SPY | ETF | 254.45 | 254.45 | 254.45 | 254.45 | 2000.0 |
| 2017-10-10 07:00:00 | SPY | ETF | 254.46 | 254.48 | 254.46 | 254.48 | 4887.0 |
| 2017-10-10 07:05:00 | SPY | ETF | 254.47 | 254.47 | 254.47 | 254.47 | 4802.0 |
| 2017-10-10 07:10:00 | SPY | ETF | 254.47 | 254.47 | 254.46 | 254.46 | 900.0 |
| 2017-10-10 07:15:00 | SPY | ETF | 254.45 | 254.45 | 254.43 | 254.43 | 2940.0 |
| 2017-10-10 07:20:00 | SPY | ETF | 254.43 | 254.43 | 254.41 | 254.41 | 4412.0 |
| 2017-10-10 07:25:00 | SPY | ETF | 254.41 | 254.41 | 254.36 | 254.36 | 302.0 |
| 2017-10-10 07:30:00 | SPY | ETF | 254.38 | 254.42 | 254.38 | 254.42 | 7704.0 |
| 2017-10-10 07:35:00 | SPY | ETF | 254.42 | 254.42 | 254.42 | 254.42 | 600.0 |
| 2017-10-10 07:40:00 | SPY | ETF | 254.44 | 254.47 | 254.44 | 254.47 | 3371.0 |
| 2017-10-10 07:50:00 | SPY | ETF | 254.47 | 254.47 | 254.45 | 254.45 | 10000.0 |
| 2017-10-10 07:55:00 | SPY | ETF | 254.47 | 254.48 | 254.45 | 254.48 | 25811.0 |
| 2017-10-10 08:00:00 | SPY | ETF | 254.45 | 254.5 | 254.45 | 254.5 | 11422.0 |
| 2017-10-10 08:05:00 | SPY | ETF | 254.5 | 254.53 | 254.5 | 254.53 | 5200.0 |
| 2017-10-10 08:10:00 | SPY | ETF | 254.52 | 254.52 | 254.45 | 254.45 | 18296.0 |
| 2017-10-10 08:15:00 | SPY | ETF | 254.45 | 254.46 | 254.45 | 254.45 | 2000.0 |
| 2017-10-10 08:20:00 | SPY | ETF | 254.47 | 254.47 | 254.47 | 254.47 | 601.0 |
| 2017-10-10 08:25:00 | SPY | ETF | 254.48 | 254.54 | 254.48 | 254.54 | 5529.0 |
| 2017-10-10 08:30:00 | SPY | ETF | 254.52 | 254.53 | 254.5 | 254.5 | 2496.0 |
| 2017-10-10 08:35:00 | SPY | ETF | 254.48 | 254.51 | 254.47 | 254.5 | 4227.0 |
| 2017-10-10 08:40:00 | SPY | ETF | 254.53 | 254.54 | 254.52 | 254.52 | 2045.0 |
| 2017-10-10 08:45:00 | SPY | ETF | 254.53 | 254.56 | 254.53 | 254.54 | 38574.0 |
| 2017-10-10 08:50:00 | SPY | ETF | 254.53 | 254.57 | 254.53 | 254.57 | 20815.0 |
| 2017-10-10 08:55:00 | SPY | ETF | 254.57 | 254.59 | 254.57 | 254.58 | 34428.0 |
| 2017-10-10 09:00:00 | SPY | ETF | 254.58 | 254.63 | 254.58 | 254.58 | 62034.0 |
| 2017-10-10 09:05:00 | SPY | ETF | 254.59 | 254.59 | 254.55 | 254.57 | 22945.0 |
| 2017-10-10 09:10:00 | SPY | ETF | 254.58 | 254.58 | 254.56 | 254.56 | 2875.0 |
| 2017-10-10 09:15:00 | SPY | ETF | 254.57 | 254.57 | 254.55 | 254.56 | 11433.0 |
| 2017-10-10 09:20:00 | SPY | ETF | 254.56 | 254.62 | 254.55 | 254.61 | 26832.0 |
| 2017-10-10 09:25:00 | SPY | ETF | 254.61 | 254.63 | 254.595 | 254.61 | 39004.0 |
| 2017-10-10 09:30:00 | SPY | ETF | 254.6 | 254.62 | 254.52 | 254.59 | 1017947.0 |
| 2017-10-10 09:35:00 | SPY | ETF | 254.59 | 254.84 | 254.59 | 254.83 | 900043.0 |
| 2017-10-10 09:40:00 | SPY | ETF | 254.83 | 255.05 | 254.83 | 254.9489 | 2151295.0 |
| 2017-10-10 09:45:00 | SPY | ETF | 254.95 | 254.98 | 254.84 | 254.855 | 840575.0 |
| 2017-10-10 09:50:00 | SPY | ETF | 254.85 | 254.87 | 254.62 | 254.69 | 733267.0 |
| 2017-10-10 09:55:00 | SPY | ETF | 254.69 | 254.75 | 254.675 | 254.73 | 326067.0 |
> showing 50 of 52,464 rows — these rows as CSV