PREVIEW / etf_5min / 2017-10-16
file: by_date/etf_5min/2017/2017-10-16.parquet size: 1.2 MB rows: 53,183
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 |
|---|---|---|---|---|---|---|---|
| 2017-10-16 04:00:00 | SPY | ETF | 255.05 | 255.05 | 255.05 | 255.05 | 700.0 |
| 2017-10-16 04:05:00 | SPY | ETF | 255.08 | 255.08 | 255.08 | 255.08 | 1000.0 |
| 2017-10-16 04:10:00 | SPY | ETF | 255.05 | 255.05 | 255.05 | 255.05 | 1500.0 |
| 2017-10-16 04:40:00 | SPY | ETF | 255.09 | 255.1 | 255.09 | 255.1 | 3500.0 |
| 2017-10-16 04:45:00 | SPY | ETF | 255.05 | 255.05 | 255.05 | 255.05 | 100.0 |
| 2017-10-16 04:55:00 | SPY | ETF | 255.05 | 255.05 | 255.05 | 255.05 | 100.0 |
| 2017-10-16 05:15:00 | SPY | ETF | 255.08 | 255.08 | 255.08 | 255.08 | 530.0 |
| 2017-10-16 05:50:00 | SPY | ETF | 255.08 | 255.1 | 255.08 | 255.1 | 2366.0 |
| 2017-10-16 05:55:00 | SPY | ETF | 255.08 | 255.14 | 255.08 | 255.14 | 2434.0 |
| 2017-10-16 06:00:00 | SPY | ETF | 255.12 | 255.12 | 255.12 | 255.12 | 100.0 |
| 2017-10-16 06:10:00 | SPY | ETF | 255.11 | 255.11 | 255.11 | 255.11 | 1000.0 |
| 2017-10-16 06:25:00 | SPY | ETF | 255.14 | 255.14 | 255.14 | 255.14 | 2000.0 |
| 2017-10-16 06:30:00 | SPY | ETF | 255.14 | 255.15 | 255.14 | 255.15 | 7000.0 |
| 2017-10-16 07:00:00 | SPY | ETF | 255.1 | 255.1 | 255.05 | 255.05 | 7827.0 |
| 2017-10-16 07:15:00 | SPY | ETF | 255.03 | 255.03 | 255.03 | 255.03 | 3032.0 |
| 2017-10-16 07:20:00 | SPY | ETF | 254.99 | 254.99 | 254.99 | 254.99 | 332.0 |
| 2017-10-16 07:25:00 | SPY | ETF | 255.01 | 255.01 | 254.99 | 254.99 | 730.0 |
| 2017-10-16 07:30:00 | SPY | ETF | 255.02 | 255.02 | 255.02 | 255.02 | 6538.0 |
| 2017-10-16 07:35:00 | SPY | ETF | 255.02 | 255.05 | 255.02 | 255.05 | 1979.0 |
| 2017-10-16 07:40:00 | SPY | ETF | 255.06 | 255.08 | 255.06 | 255.08 | 1100.0 |
| 2017-10-16 07:50:00 | SPY | ETF | 255.09 | 255.12 | 255.09 | 255.1 | 12811.0 |
| 2017-10-16 07:55:00 | SPY | ETF | 255.1 | 255.12 | 255.04 | 255.05 | 177844.0 |
| 2017-10-16 08:00:00 | SPY | ETF | 255.05 | 255.13 | 255.02 | 255.13 | 816615.0 |
| 2017-10-16 08:05:00 | SPY | ETF | 255.13 | 255.13 | 255.12 | 255.12 | 18498.0 |
| 2017-10-16 08:10:00 | SPY | ETF | 255.14 | 255.26 | 255.14 | 255.15 | 16550.0 |
| 2017-10-16 08:15:00 | SPY | ETF | 255.14 | 255.21 | 255.14 | 255.21 | 35703.0 |
| 2017-10-16 08:20:00 | SPY | ETF | 255.21 | 255.21 | 255.19 | 255.19 | 5430.0 |
| 2017-10-16 08:25:00 | SPY | ETF | 255.19 | 255.2 | 255.19 | 255.2 | 5150.0 |
| 2017-10-16 08:30:00 | SPY | ETF | 255.21 | 255.22 | 255.19 | 255.2 | 3486.0 |
| 2017-10-16 08:35:00 | SPY | ETF | 255.22 | 255.22 | 255.21 | 255.21 | 600.0 |
| 2017-10-16 08:40:00 | SPY | ETF | 255.22 | 255.22 | 254.95 | 255.2 | 5666.0 |
| 2017-10-16 08:45:00 | SPY | ETF | 255.19 | 255.2 | 255.18 | 255.19 | 2428.0 |
| 2017-10-16 08:50:00 | SPY | ETF | 255.19 | 255.22 | 255.16 | 255.22 | 15529.0 |
| 2017-10-16 08:55:00 | SPY | ETF | 255.23 | 255.23 | 255.18 | 255.18 | 18197.0 |
| 2017-10-16 09:00:00 | SPY | ETF | 255.16 | 255.17 | 255.11 | 255.17 | 4448.0 |
| 2017-10-16 09:05:00 | SPY | ETF | 255.17 | 255.21 | 255.15 | 255.18 | 8238.0 |
| 2017-10-16 09:10:00 | SPY | ETF | 255.19 | 255.2 | 255.18 | 255.19 | 6450.0 |
| 2017-10-16 09:15:00 | SPY | ETF | 255.19 | 255.22 | 255.19 | 255.22 | 113388.0 |
| 2017-10-16 09:20:00 | SPY | ETF | 255.22 | 255.28 | 255.22 | 255.25 | 26632.0 |
| 2017-10-16 09:25:00 | SPY | ETF | 255.255 | 255.26 | 255.19 | 255.22 | 33228.0 |
| 2017-10-16 09:30:00 | SPY | ETF | 255.21 | 255.4 | 255.2 | 255.35 | 1438651.0 |
| 2017-10-16 09:35:00 | SPY | ETF | 255.35 | 255.39 | 255.28 | 255.28 | 556514.0 |
| 2017-10-16 09:40:00 | SPY | ETF | 255.29 | 255.44 | 255.28 | 255.42 | 418472.0 |
| 2017-10-16 09:45:00 | SPY | ETF | 255.42 | 255.51 | 255.38 | 255.42 | 960909.0 |
| 2017-10-16 09:50:00 | SPY | ETF | 255.41 | 255.46 | 255.38 | 255.4 | 405465.0 |
| 2017-10-16 09:55:00 | SPY | ETF | 255.395 | 255.4 | 255.36 | 255.37 | 268157.0 |
| 2017-10-16 10:00:00 | SPY | ETF | 255.37 | 255.4 | 255.36 | 255.4 | 311310.0 |
| 2017-10-16 10:05:00 | SPY | ETF | 255.395 | 255.42 | 255.26 | 255.26 | 650508.0 |
| 2017-10-16 10:10:00 | SPY | ETF | 255.27 | 255.32 | 255.23 | 255.3 | 346891.0 |
| 2017-10-16 10:15:00 | SPY | ETF | 255.3 | 255.315 | 255.13 | 255.16 | 570800.0 |
> showing 50 of 53,183 rows — these rows as CSV