PREVIEW / etf_5min / 2017-10-26
file: by_date/etf_5min/2017/2017-10-26.parquet size: 1.3 MB rows: 55,508
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 |
|---|---|---|---|---|---|---|---|
| 2017-10-26 04:00:00 | SPY | ETF | 255.65 | 255.65 | 255.65 | 255.65 | 300.0 |
| 2017-10-26 04:20:00 | SPY | ETF | 255.61 | 255.61 | 255.61 | 255.61 | 300.0 |
| 2017-10-26 04:40:00 | SPY | ETF | 255.61 | 255.61 | 255.61 | 255.61 | 1000.0 |
| 2017-10-26 04:50:00 | SPY | ETF | 255.56 | 255.56 | 255.53 | 255.53 | 2700.0 |
| 2017-10-26 04:55:00 | SPY | ETF | 255.52 | 255.52 | 255.5 | 255.5 | 300.0 |
| 2017-10-26 05:00:00 | SPY | ETF | 255.5 | 255.5 | 255.5 | 255.5 | 100.0 |
| 2017-10-26 05:25:00 | SPY | ETF | 255.5 | 255.5 | 255.5 | 255.5 | 500.0 |
| 2017-10-26 05:30:00 | SPY | ETF | 255.5 | 255.5 | 255.5 | 255.5 | 5100.0 |
| 2017-10-26 05:40:00 | SPY | ETF | 255.5 | 255.5 | 255.48 | 255.48 | 35000.0 |
| 2017-10-26 05:50:00 | SPY | ETF | 255.53 | 255.53 | 255.53 | 255.53 | 100.0 |
| 2017-10-26 06:00:00 | SPY | ETF | 255.61 | 255.62 | 255.61 | 255.62 | 1000.0 |
| 2017-10-26 06:05:00 | SPY | ETF | 255.62 | 255.62 | 255.62 | 255.62 | 200.0 |
| 2017-10-26 06:20:00 | SPY | ETF | 255.72 | 255.72 | 255.72 | 255.72 | 3000.0 |
| 2017-10-26 06:25:00 | SPY | ETF | 255.75 | 255.75 | 255.71 | 255.75 | 5500.0 |
| 2017-10-26 06:35:00 | SPY | ETF | 255.74 | 255.74 | 255.72 | 255.73 | 17000.0 |
| 2017-10-26 06:45:00 | SPY | ETF | 255.78 | 255.78 | 255.78 | 255.78 | 100.0 |
| 2017-10-26 06:50:00 | SPY | ETF | 255.82 | 255.82 | 255.81 | 255.82 | 1600.0 |
| 2017-10-26 06:55:00 | SPY | ETF | 255.87 | 255.88 | 255.87 | 255.87 | 3200.0 |
| 2017-10-26 07:00:00 | SPY | ETF | 255.85 | 255.85 | 255.83 | 255.85 | 1700.0 |
| 2017-10-26 07:05:00 | SPY | ETF | 255.85 | 255.89 | 255.85 | 255.89 | 11350.0 |
| 2017-10-26 07:10:00 | SPY | ETF | 255.9 | 255.98 | 255.89 | 255.98 | 12605.0 |
| 2017-10-26 07:15:00 | SPY | ETF | 255.97 | 255.97 | 255.91 | 255.91 | 9414.0 |
| 2017-10-26 07:20:00 | SPY | ETF | 255.93 | 255.96 | 255.93 | 255.96 | 9050.0 |
| 2017-10-26 07:25:00 | SPY | ETF | 255.98 | 256.06 | 255.98 | 256.03 | 47838.0 |
| 2017-10-26 07:30:00 | SPY | ETF | 256.0 | 256.01 | 255.97 | 256.0 | 13970.0 |
| 2017-10-26 07:35:00 | SPY | ETF | 256.0 | 256.0 | 255.97 | 256.0 | 3519.0 |
| 2017-10-26 07:40:00 | SPY | ETF | 256.02 | 256.05 | 256.01 | 256.05 | 7858.0 |
| 2017-10-26 07:45:00 | SPY | ETF | 256.05 | 256.14 | 256.02 | 256.12 | 21430.0 |
| 2017-10-26 07:50:00 | SPY | ETF | 256.1 | 256.1 | 255.98 | 256.03 | 80712.0 |
| 2017-10-26 07:55:00 | SPY | ETF | 256.02 | 256.05 | 256.0 | 256.0 | 14367.0 |
| 2017-10-26 08:00:00 | SPY | ETF | 256.0 | 256.12 | 255.6 | 256.02 | 136523.0 |
| 2017-10-26 08:05:00 | SPY | ETF | 256.01 | 256.08 | 255.9 | 255.97 | 53820.0 |
| 2017-10-26 08:10:00 | SPY | ETF | 255.97 | 256.02 | 255.97 | 256.02 | 11358.0 |
| 2017-10-26 08:15:00 | SPY | ETF | 256.03 | 256.05 | 255.99 | 256.04 | 44115.0 |
| 2017-10-26 08:20:00 | SPY | ETF | 256.04 | 256.05 | 255.95 | 255.96 | 20414.0 |
| 2017-10-26 08:25:00 | SPY | ETF | 255.95 | 255.99 | 255.91 | 255.98 | 30634.0 |
| 2017-10-26 08:30:00 | SPY | ETF | 255.98 | 256.06 | 255.98 | 256.06 | 31232.0 |
| 2017-10-26 08:35:00 | SPY | ETF | 256.04 | 256.04 | 255.9 | 255.9 | 16453.0 |
| 2017-10-26 08:40:00 | SPY | ETF | 255.94 | 255.97 | 255.92 | 255.97 | 8900.0 |
| 2017-10-26 08:45:00 | SPY | ETF | 255.96 | 255.99 | 255.96 | 255.99 | 63263.0 |
| 2017-10-26 08:50:00 | SPY | ETF | 256.0 | 256.0 | 255.86 | 255.86 | 120146.0 |
| 2017-10-26 08:55:00 | SPY | ETF | 255.86 | 255.92 | 255.86 | 255.92 | 41390.0 |
| 2017-10-26 09:00:00 | SPY | ETF | 255.87 | 255.95 | 255.87 | 255.93 | 33493.0 |
| 2017-10-26 09:05:00 | SPY | ETF | 255.93 | 255.95 | 255.91 | 255.94 | 52280.0 |
| 2017-10-26 09:10:00 | SPY | ETF | 255.95 | 255.98 | 255.95 | 255.97 | 21740.0 |
| 2017-10-26 09:15:00 | SPY | ETF | 255.97 | 255.97 | 255.88 | 255.88 | 19733.0 |
| 2017-10-26 09:20:00 | SPY | ETF | 255.88 | 255.95 | 255.82 | 255.93 | 101437.0 |
| 2017-10-26 09:25:00 | SPY | ETF | 255.95 | 256.03 | 255.94 | 255.99 | 187638.0 |
| 2017-10-26 09:30:00 | SPY | ETF | 255.99 | 256.09 | 255.84 | 256.06 | 1893419.0 |
| 2017-10-26 09:35:00 | SPY | ETF | 256.07 | 256.09 | 255.87 | 255.8861 | 746304.0 |
> showing 50 of 55,508 rows — these rows as CSV