PREVIEW / etf_5min / 2017-11-15
file: by_date/etf_5min/2017/2017-11-15.parquet size: 1.3 MB rows: 55,180
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 |
|---|---|---|---|---|---|---|---|
| 2017-11-15 04:00:00 | SPY | ETF | 256.78 | 256.78 | 256.7 | 256.7 | 900.0 |
| 2017-11-15 04:05:00 | SPY | ETF | 256.7 | 256.72 | 256.7 | 256.72 | 1103.0 |
| 2017-11-15 04:10:00 | SPY | ETF | 256.75 | 256.75 | 256.71 | 256.71 | 900.0 |
| 2017-11-15 04:15:00 | SPY | ETF | 256.83 | 256.85 | 256.83 | 256.85 | 650.0 |
| 2017-11-15 04:20:00 | SPY | ETF | 256.83 | 256.83 | 256.83 | 256.83 | 800.0 |
| 2017-11-15 04:25:00 | SPY | ETF | 256.83 | 256.83 | 256.8 | 256.8 | 6404.0 |
| 2017-11-15 04:30:00 | SPY | ETF | 256.77 | 256.77 | 256.75 | 256.75 | 2200.0 |
| 2017-11-15 04:35:00 | SPY | ETF | 256.75 | 256.75 | 256.58 | 256.58 | 2095.0 |
| 2017-11-15 04:40:00 | SPY | ETF | 256.54 | 256.54 | 256.54 | 256.54 | 159.0 |
| 2017-11-15 04:45:00 | SPY | ETF | 256.5 | 256.54 | 256.47 | 256.49 | 4496.0 |
| 2017-11-15 04:50:00 | SPY | ETF | 256.64 | 256.64 | 256.6 | 256.6 | 300.0 |
| 2017-11-15 04:55:00 | SPY | ETF | 256.7 | 256.7 | 256.7 | 256.7 | 2001.0 |
| 2017-11-15 05:05:00 | SPY | ETF | 256.71 | 256.71 | 256.71 | 256.71 | 400.0 |
| 2017-11-15 05:15:00 | SPY | ETF | 256.7 | 256.7 | 256.7 | 256.7 | 3999.0 |
| 2017-11-15 05:20:00 | SPY | ETF | 256.38 | 256.38 | 256.38 | 256.38 | 103.0 |
| 2017-11-15 05:25:00 | SPY | ETF | 256.38 | 256.38 | 256.3 | 256.3 | 4055.0 |
| 2017-11-15 05:30:00 | SPY | ETF | 256.3 | 256.4 | 256.3 | 256.4 | 3306.0 |
| 2017-11-15 05:35:00 | SPY | ETF | 256.37 | 256.38 | 256.37 | 256.38 | 7500.0 |
| 2017-11-15 05:40:00 | SPY | ETF | 256.42 | 256.42 | 256.4 | 256.4 | 5542.0 |
| 2017-11-15 05:50:00 | SPY | ETF | 256.38 | 256.42 | 256.38 | 256.42 | 2104.0 |
| 2017-11-15 06:00:00 | SPY | ETF | 256.45 | 256.45 | 256.41 | 256.43 | 1100.0 |
| 2017-11-15 06:05:00 | SPY | ETF | 256.41 | 256.42 | 256.41 | 256.42 | 500.0 |
| 2017-11-15 06:10:00 | SPY | ETF | 256.5 | 256.5 | 256.45 | 256.45 | 3603.0 |
| 2017-11-15 06:15:00 | SPY | ETF | 256.49 | 256.49 | 256.49 | 256.49 | 1232.0 |
| 2017-11-15 06:20:00 | SPY | ETF | 256.46 | 256.46 | 256.46 | 256.46 | 813.0 |
| 2017-11-15 06:25:00 | SPY | ETF | 256.4 | 256.46 | 256.4 | 256.45 | 50601.0 |
| 2017-11-15 06:30:00 | SPY | ETF | 256.44 | 256.5 | 256.44 | 256.5 | 408.0 |
| 2017-11-15 06:35:00 | SPY | ETF | 256.56 | 256.57 | 256.56 | 256.56 | 1702.0 |
| 2017-11-15 06:40:00 | SPY | ETF | 256.61 | 256.62 | 256.57 | 256.57 | 3102.0 |
| 2017-11-15 06:45:00 | SPY | ETF | 256.58 | 256.58 | 256.52 | 256.52 | 4504.0 |
| 2017-11-15 06:50:00 | SPY | ETF | 256.52 | 256.52 | 256.46 | 256.5 | 35047.0 |
| 2017-11-15 06:55:00 | SPY | ETF | 256.51 | 256.52 | 256.51 | 256.52 | 501.0 |
| 2017-11-15 07:00:00 | SPY | ETF | 256.55 | 256.6 | 256.55 | 256.57 | 21943.0 |
| 2017-11-15 07:05:00 | SPY | ETF | 256.58 | 256.6 | 256.55 | 256.6 | 9321.0 |
| 2017-11-15 07:10:00 | SPY | ETF | 256.59 | 256.62 | 256.58 | 256.58 | 67839.0 |
| 2017-11-15 07:15:00 | SPY | ETF | 256.58 | 256.59 | 256.55 | 256.59 | 1579.0 |
| 2017-11-15 07:20:00 | SPY | ETF | 256.55 | 256.74 | 256.55 | 256.7 | 18255.0 |
| 2017-11-15 07:25:00 | SPY | ETF | 256.72 | 256.84 | 256.72 | 256.84 | 20699.0 |
| 2017-11-15 07:30:00 | SPY | ETF | 256.82 | 256.82 | 256.72 | 256.76 | 36554.0 |
| 2017-11-15 07:35:00 | SPY | ETF | 256.78 | 256.8 | 256.72 | 256.72 | 2269.0 |
| 2017-11-15 07:40:00 | SPY | ETF | 256.78 | 256.78 | 256.72 | 256.72 | 9480.0 |
| 2017-11-15 07:45:00 | SPY | ETF | 256.73 | 256.78 | 256.72 | 256.73 | 7212.0 |
| 2017-11-15 07:50:00 | SPY | ETF | 256.73 | 256.84 | 256.73 | 256.83 | 15869.0 |
| 2017-11-15 07:55:00 | SPY | ETF | 256.83 | 256.83 | 256.78 | 256.78 | 11627.0 |
| 2017-11-15 08:00:00 | SPY | ETF | 256.81 | 257.171 | 256.75 | 256.82 | 54253.0 |
| 2017-11-15 08:05:00 | SPY | ETF | 256.83 | 256.85 | 256.8 | 256.8 | 14979.0 |
| 2017-11-15 08:10:00 | SPY | ETF | 256.8 | 256.86 | 256.8 | 256.85 | 10781.0 |
| 2017-11-15 08:15:00 | SPY | ETF | 256.84 | 256.86 | 256.8 | 256.81 | 43013.0 |
| 2017-11-15 08:20:00 | SPY | ETF | 256.84 | 256.93 | 256.84 | 256.86 | 32722.0 |
| 2017-11-15 08:25:00 | SPY | ETF | 256.86 | 257.03 | 256.86 | 256.99 | 60742.0 |
> showing 50 of 55,180 rows — these rows as CSV