PREVIEW / etf_5min / 2017-10-20
file: by_date/etf_5min/2017/2017-10-20.parquet size: 1.2 MB rows: 53,800
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 |
|---|---|---|---|---|---|---|---|
| 2017-10-20 04:00:00 | SPY | ETF | 256.44 | 256.54 | 256.44 | 256.53 | 12825.0 |
| 2017-10-20 04:05:00 | SPY | ETF | 256.54 | 256.54 | 256.51 | 256.51 | 1300.0 |
| 2017-10-20 04:10:00 | SPY | ETF | 256.51 | 256.51 | 256.4 | 256.4 | 600.0 |
| 2017-10-20 04:15:00 | SPY | ETF | 256.4 | 256.4 | 256.4 | 256.4 | 500.0 |
| 2017-10-20 04:20:00 | SPY | ETF | 256.38 | 256.38 | 256.35 | 256.35 | 272.0 |
| 2017-10-20 04:25:00 | SPY | ETF | 256.3 | 256.3 | 256.3 | 256.3 | 200.0 |
| 2017-10-20 05:00:00 | SPY | ETF | 256.23 | 256.26 | 256.23 | 256.26 | 3300.0 |
| 2017-10-20 05:10:00 | SPY | ETF | 256.28 | 256.28 | 256.28 | 256.28 | 9005.0 |
| 2017-10-20 05:20:00 | SPY | ETF | 256.31 | 256.31 | 256.31 | 256.31 | 1000.0 |
| 2017-10-20 05:25:00 | SPY | ETF | 256.28 | 256.28 | 256.28 | 256.28 | 1400.0 |
| 2017-10-20 05:45:00 | SPY | ETF | 256.38 | 256.41 | 256.37 | 256.41 | 900.0 |
| 2017-10-20 05:50:00 | SPY | ETF | 256.43 | 256.43 | 256.43 | 256.43 | 3100.0 |
| 2017-10-20 06:00:00 | SPY | ETF | 256.45 | 256.45 | 256.45 | 256.45 | 300.0 |
| 2017-10-20 06:05:00 | SPY | ETF | 256.38 | 256.38 | 256.35 | 256.35 | 900.0 |
| 2017-10-20 06:10:00 | SPY | ETF | 256.34 | 256.35 | 256.34 | 256.35 | 14200.0 |
| 2017-10-20 06:20:00 | SPY | ETF | 256.41 | 256.41 | 256.41 | 256.41 | 30000.0 |
| 2017-10-20 06:25:00 | SPY | ETF | 256.39 | 256.44 | 256.39 | 256.44 | 205.0 |
| 2017-10-20 06:30:00 | SPY | ETF | 256.39 | 256.39 | 256.39 | 256.39 | 8600.0 |
| 2017-10-20 06:35:00 | SPY | ETF | 256.39 | 256.46 | 256.38 | 256.46 | 4600.0 |
| 2017-10-20 06:40:00 | SPY | ETF | 256.44 | 256.44 | 256.4 | 256.4 | 679.0 |
| 2017-10-20 06:45:00 | SPY | ETF | 256.4 | 256.4 | 256.4 | 256.4 | 4000.0 |
| 2017-10-20 06:50:00 | SPY | ETF | 256.45 | 256.47 | 256.45 | 256.47 | 450.0 |
| 2017-10-20 06:55:00 | SPY | ETF | 256.45 | 256.45 | 256.45 | 256.45 | 250.0 |
| 2017-10-20 07:00:00 | SPY | ETF | 256.4 | 256.4 | 256.34 | 256.37 | 3046.0 |
| 2017-10-20 07:05:00 | SPY | ETF | 256.39 | 256.4 | 256.39 | 256.4 | 1900.0 |
| 2017-10-20 07:10:00 | SPY | ETF | 256.4 | 256.46 | 256.4 | 256.43 | 2400.0 |
| 2017-10-20 07:15:00 | SPY | ETF | 256.42 | 256.44 | 256.4 | 256.4 | 101940.0 |
| 2017-10-20 07:20:00 | SPY | ETF | 256.41 | 256.41 | 256.39 | 256.41 | 9744.0 |
| 2017-10-20 07:25:00 | SPY | ETF | 256.41 | 256.41 | 256.4 | 256.4 | 1125.0 |
| 2017-10-20 07:30:00 | SPY | ETF | 256.41 | 256.41 | 256.4 | 256.4 | 1968.0 |
| 2017-10-20 07:35:00 | SPY | ETF | 256.42 | 256.46 | 256.42 | 256.46 | 12780.0 |
| 2017-10-20 07:40:00 | SPY | ETF | 256.45 | 256.48 | 256.45 | 256.48 | 7578.0 |
| 2017-10-20 07:45:00 | SPY | ETF | 256.5 | 256.51 | 256.48 | 256.48 | 27238.0 |
| 2017-10-20 07:50:00 | SPY | ETF | 256.47 | 256.49 | 256.47 | 256.49 | 46600.0 |
| 2017-10-20 07:55:00 | SPY | ETF | 256.49 | 256.49 | 256.45 | 256.45 | 7017.0 |
| 2017-10-20 08:00:00 | SPY | ETF | 256.39 | 256.48 | 256.39 | 256.4 | 15256.0 |
| 2017-10-20 08:05:00 | SPY | ETF | 256.4 | 256.41 | 256.34 | 256.34 | 49852.0 |
| 2017-10-20 08:10:00 | SPY | ETF | 256.36 | 256.39 | 256.34 | 256.37 | 15790.0 |
| 2017-10-20 08:15:00 | SPY | ETF | 256.37 | 256.42 | 256.37 | 256.39 | 6266.0 |
| 2017-10-20 08:20:00 | SPY | ETF | 256.4 | 256.4 | 256.39 | 256.39 | 825.0 |
| 2017-10-20 08:25:00 | SPY | ETF | 256.39 | 256.39 | 256.38 | 256.38 | 3323.0 |
| 2017-10-20 08:30:00 | SPY | ETF | 256.36 | 256.41 | 256.36 | 256.38 | 6932.0 |
| 2017-10-20 08:35:00 | SPY | ETF | 256.36 | 256.4 | 256.36 | 256.4 | 11663.0 |
| 2017-10-20 08:40:00 | SPY | ETF | 256.4 | 256.49 | 256.4 | 256.46 | 44587.0 |
| 2017-10-20 08:45:00 | SPY | ETF | 256.47 | 256.48 | 256.45 | 256.45 | 10998.0 |
| 2017-10-20 08:50:00 | SPY | ETF | 256.45 | 256.48 | 256.43 | 256.48 | 33103.0 |
| 2017-10-20 08:55:00 | SPY | ETF | 256.46 | 256.47 | 256.44 | 256.44 | 24606.0 |
| 2017-10-20 09:00:00 | SPY | ETF | 256.47 | 256.53 | 256.47 | 256.53 | 34203.0 |
| 2017-10-20 09:05:00 | SPY | ETF | 256.52 | 256.6 | 256.52 | 256.6 | 50236.0 |
| 2017-10-20 09:10:00 | SPY | ETF | 256.61 | 256.62 | 256.58 | 256.6 | 232161.0 |
> showing 50 of 53,800 rows — these rows as CSV