PREVIEW / etf_5min / 2017-10-13
file: by_date/etf_5min/2017/2017-10-13.parquet size: 1.2 MB rows: 52,082
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 |
|---|---|---|---|---|---|---|---|
| 2017-10-13 04:00:00 | SPY | ETF | 254.65 | 254.65 | 254.62 | 254.62 | 8300.0 |
| 2017-10-13 04:05:00 | SPY | ETF | 254.65 | 254.65 | 254.65 | 254.65 | 700.0 |
| 2017-10-13 04:10:00 | SPY | ETF | 254.62 | 254.62 | 254.6 | 254.6 | 1100.0 |
| 2017-10-13 04:20:00 | SPY | ETF | 254.58 | 254.58 | 254.58 | 254.58 | 1500.0 |
| 2017-10-13 04:25:00 | SPY | ETF | 254.58 | 254.6 | 254.58 | 254.6 | 600.0 |
| 2017-10-13 04:40:00 | SPY | ETF | 254.63 | 254.63 | 254.63 | 254.63 | 200.0 |
| 2017-10-13 04:50:00 | SPY | ETF | 254.63 | 254.63 | 254.63 | 254.63 | 1803.0 |
| 2017-10-13 05:00:00 | SPY | ETF | 254.67 | 254.67 | 254.67 | 254.67 | 2200.0 |
| 2017-10-13 05:20:00 | SPY | ETF | 254.71 | 254.71 | 254.71 | 254.71 | 100.0 |
| 2017-10-13 05:40:00 | SPY | ETF | 254.75 | 254.75 | 254.75 | 254.75 | 100.0 |
| 2017-10-13 05:50:00 | SPY | ETF | 254.77 | 254.77 | 254.77 | 254.77 | 101.0 |
| 2017-10-13 05:55:00 | SPY | ETF | 254.79 | 254.8 | 254.79 | 254.8 | 602.0 |
| 2017-10-13 06:25:00 | SPY | ETF | 254.8 | 254.8 | 254.8 | 254.8 | 300.0 |
| 2017-10-13 06:30:00 | SPY | ETF | 254.8 | 254.83 | 254.8 | 254.83 | 1800.0 |
| 2017-10-13 06:50:00 | SPY | ETF | 254.82 | 254.85 | 254.82 | 254.85 | 2300.0 |
| 2017-10-13 06:55:00 | SPY | ETF | 254.87 | 254.87 | 254.87 | 254.87 | 300.0 |
| 2017-10-13 07:00:00 | SPY | ETF | 254.87 | 254.91 | 254.87 | 254.91 | 12773.0 |
| 2017-10-13 07:05:00 | SPY | ETF | 254.87 | 254.88 | 254.86 | 254.86 | 65167.0 |
| 2017-10-13 07:10:00 | SPY | ETF | 254.86 | 254.87 | 254.84 | 254.86 | 25320.0 |
| 2017-10-13 07:15:00 | SPY | ETF | 254.85 | 254.86 | 254.81 | 254.81 | 13610.0 |
| 2017-10-13 07:20:00 | SPY | ETF | 254.82 | 254.86 | 254.82 | 254.83 | 3501.0 |
| 2017-10-13 07:30:00 | SPY | ETF | 254.87 | 254.87 | 254.87 | 254.87 | 3287.0 |
| 2017-10-13 07:35:00 | SPY | ETF | 254.87 | 254.91 | 254.87 | 254.9 | 6532.0 |
| 2017-10-13 07:40:00 | SPY | ETF | 254.91 | 254.99 | 254.9 | 254.97 | 22233.0 |
| 2017-10-13 07:45:00 | SPY | ETF | 254.98 | 255.04 | 254.98 | 255.03 | 25038.0 |
| 2017-10-13 07:50:00 | SPY | ETF | 255.01 | 255.02 | 254.97 | 254.99 | 18528.0 |
| 2017-10-13 07:55:00 | SPY | ETF | 255.0 | 255.0 | 254.97 | 254.97 | 950.0 |
| 2017-10-13 08:00:00 | SPY | ETF | 255.0 | 255.02 | 254.98 | 254.99 | 21474.0 |
| 2017-10-13 08:05:00 | SPY | ETF | 255.0 | 255.01 | 255.0 | 255.0 | 5977.0 |
| 2017-10-13 08:10:00 | SPY | ETF | 254.99 | 254.99 | 254.97 | 254.97 | 61140.0 |
| 2017-10-13 08:15:00 | SPY | ETF | 254.98 | 255.0 | 254.98 | 254.99 | 49447.0 |
| 2017-10-13 08:20:00 | SPY | ETF | 254.98 | 254.98 | 254.96 | 254.96 | 601.0 |
| 2017-10-13 08:25:00 | SPY | ETF | 254.99 | 255.0 | 254.98 | 255.0 | 96524.0 |
| 2017-10-13 08:30:00 | SPY | ETF | 254.99 | 255.1 | 254.97 | 255.09 | 159697.0 |
| 2017-10-13 08:35:00 | SPY | ETF | 255.09 | 255.26 | 255.06 | 255.17 | 429152.0 |
| 2017-10-13 08:40:00 | SPY | ETF | 255.17 | 255.18 | 255.12 | 255.13 | 21566.0 |
| 2017-10-13 08:45:00 | SPY | ETF | 255.13 | 255.2 | 255.12 | 255.2 | 47948.0 |
| 2017-10-13 08:50:00 | SPY | ETF | 255.19 | 255.2 | 255.13 | 255.14 | 83781.0 |
| 2017-10-13 08:55:00 | SPY | ETF | 255.15 | 255.15 | 255.12 | 255.13 | 3421.0 |
| 2017-10-13 09:00:00 | SPY | ETF | 255.13 | 255.15 | 255.08 | 255.09 | 35768.0 |
| 2017-10-13 09:05:00 | SPY | ETF | 255.1 | 255.11 | 255.05 | 255.08 | 39553.0 |
| 2017-10-13 09:10:00 | SPY | ETF | 255.1 | 255.12 | 255.09 | 255.12 | 30521.0 |
| 2017-10-13 09:15:00 | SPY | ETF | 255.12 | 255.14 | 255.08 | 255.08 | 14211.0 |
| 2017-10-13 09:20:00 | SPY | ETF | 255.08 | 255.12 | 255.08 | 255.12 | 38607.0 |
| 2017-10-13 09:25:00 | SPY | ETF | 255.12 | 255.15 | 255.12 | 255.145 | 56352.0 |
| 2017-10-13 09:30:00 | SPY | ETF | 255.14 | 255.15 | 254.88 | 254.9 | 1540913.0 |
| 2017-10-13 09:35:00 | SPY | ETF | 254.91 | 254.97 | 254.85 | 254.92 | 824404.0 |
| 2017-10-13 09:40:00 | SPY | ETF | 254.9238 | 254.925 | 254.805 | 254.84 | 530618.0 |
| 2017-10-13 09:45:00 | SPY | ETF | 254.83 | 254.91 | 254.76 | 254.865 | 397152.0 |
| 2017-10-13 09:50:00 | SPY | ETF | 254.87 | 254.94 | 254.83 | 254.91 | 326583.0 |
> showing 50 of 52,082 rows — these rows as CSV