PREVIEW / etf_5min / 2017-11-20
file: by_date/etf_5min/2017/2017-11-20.parquet size: 1.2 MB rows: 55,002
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 |
|---|---|---|---|---|---|---|---|
| 2017-11-20 04:00:00 | SPY | ETF | 257.55 | 257.55 | 257.4 | 257.43 | 1435.0 |
| 2017-11-20 04:05:00 | SPY | ETF | 257.43 | 257.43 | 257.4 | 257.4 | 816.0 |
| 2017-11-20 04:10:00 | SPY | ETF | 257.44 | 257.44 | 257.44 | 257.44 | 800.0 |
| 2017-11-20 04:20:00 | SPY | ETF | 257.43 | 257.43 | 257.43 | 257.43 | 100.0 |
| 2017-11-20 04:25:00 | SPY | ETF | 257.43 | 257.43 | 257.41 | 257.41 | 300.0 |
| 2017-11-20 05:00:00 | SPY | ETF | 257.41 | 257.41 | 257.41 | 257.41 | 300.0 |
| 2017-11-20 05:35:00 | SPY | ETF | 257.6 | 257.6 | 257.6 | 257.6 | 400.0 |
| 2017-11-20 06:10:00 | SPY | ETF | 257.64 | 257.64 | 257.64 | 257.64 | 200.0 |
| 2017-11-20 06:15:00 | SPY | ETF | 257.65 | 257.7 | 257.65 | 257.7 | 1103.0 |
| 2017-11-20 06:20:00 | SPY | ETF | 257.58 | 257.58 | 257.58 | 257.58 | 3506.0 |
| 2017-11-20 06:25:00 | SPY | ETF | 257.64 | 257.64 | 257.58 | 257.58 | 2302.0 |
| 2017-11-20 06:30:00 | SPY | ETF | 257.6 | 257.6 | 257.59 | 257.59 | 1151.0 |
| 2017-11-20 06:35:00 | SPY | ETF | 257.66 | 257.75 | 257.66 | 257.75 | 1715.0 |
| 2017-11-20 06:40:00 | SPY | ETF | 257.75 | 257.82 | 257.75 | 257.76 | 1306.0 |
| 2017-11-20 06:45:00 | SPY | ETF | 257.74 | 257.74 | 257.7 | 257.73 | 1703.0 |
| 2017-11-20 06:50:00 | SPY | ETF | 257.72 | 257.72 | 257.68 | 257.71 | 28944.0 |
| 2017-11-20 06:55:00 | SPY | ETF | 257.69 | 257.71 | 257.68 | 257.71 | 10701.0 |
| 2017-11-20 07:00:00 | SPY | ETF | 257.74 | 257.76 | 257.74 | 257.75 | 2638.0 |
| 2017-11-20 07:05:00 | SPY | ETF | 257.75 | 257.77 | 257.71 | 257.71 | 1302.0 |
| 2017-11-20 07:10:00 | SPY | ETF | 257.7 | 257.71 | 257.67 | 257.71 | 59982.0 |
| 2017-11-20 07:15:00 | SPY | ETF | 257.72 | 257.72 | 257.69 | 257.69 | 201.0 |
| 2017-11-20 07:20:00 | SPY | ETF | 257.69 | 257.7 | 257.63 | 257.66 | 84555.0 |
| 2017-11-20 07:25:00 | SPY | ETF | 257.67 | 257.68 | 257.64 | 257.68 | 16109.0 |
| 2017-11-20 07:30:00 | SPY | ETF | 257.69 | 257.76 | 257.68 | 257.75 | 27035.0 |
| 2017-11-20 07:35:00 | SPY | ETF | 257.76 | 257.77 | 257.76 | 257.76 | 5985.0 |
| 2017-11-20 07:40:00 | SPY | ETF | 257.77 | 257.77 | 257.68 | 257.68 | 12595.0 |
| 2017-11-20 07:45:00 | SPY | ETF | 257.7 | 257.7 | 257.66 | 257.69 | 1823.0 |
| 2017-11-20 07:50:00 | SPY | ETF | 257.66 | 257.68 | 257.66 | 257.68 | 4127.0 |
| 2017-11-20 07:55:00 | SPY | ETF | 257.66 | 257.67 | 257.64 | 257.65 | 1857.0 |
| 2017-11-20 08:00:00 | SPY | ETF | 257.71 | 257.78 | 257.62 | 257.64 | 32063.0 |
| 2017-11-20 08:05:00 | SPY | ETF | 257.64 | 257.69 | 257.64 | 257.66 | 9657.0 |
| 2017-11-20 08:10:00 | SPY | ETF | 257.71 | 257.74 | 257.71 | 257.71 | 8379.0 |
| 2017-11-20 08:15:00 | SPY | ETF | 257.72 | 257.84 | 257.72 | 257.82 | 46352.0 |
| 2017-11-20 08:20:00 | SPY | ETF | 257.8 | 257.82 | 257.79 | 257.8 | 8457.0 |
| 2017-11-20 08:25:00 | SPY | ETF | 257.8 | 257.85 | 257.8 | 257.83 | 27118.0 |
| 2017-11-20 08:30:00 | SPY | ETF | 257.84 | 257.88 | 257.81 | 257.88 | 12870.0 |
| 2017-11-20 08:35:00 | SPY | ETF | 257.88 | 258.0 | 257.88 | 258.0 | 66807.0 |
| 2017-11-20 08:40:00 | SPY | ETF | 257.99 | 258.01 | 257.94 | 257.94 | 12828.0 |
| 2017-11-20 08:45:00 | SPY | ETF | 257.96 | 258.03 | 257.96 | 258.01 | 35457.0 |
| 2017-11-20 08:50:00 | SPY | ETF | 258.0 | 258.03 | 257.99 | 258.02 | 16611.0 |
| 2017-11-20 08:55:00 | SPY | ETF | 258.01 | 258.01 | 257.99 | 257.99 | 28830.0 |
| 2017-11-20 09:00:00 | SPY | ETF | 257.99 | 258.08 | 257.99 | 258.08 | 24754.0 |
| 2017-11-20 09:05:00 | SPY | ETF | 258.07 | 258.08 | 258.06 | 258.08 | 16515.0 |
| 2017-11-20 09:10:00 | SPY | ETF | 258.07 | 258.07 | 258.04 | 258.06 | 15216.0 |
| 2017-11-20 09:15:00 | SPY | ETF | 258.05 | 258.08 | 258.05 | 258.05 | 33266.0 |
| 2017-11-20 09:20:00 | SPY | ETF | 258.05 | 258.12 | 258.04 | 258.12 | 238772.0 |
| 2017-11-20 09:25:00 | SPY | ETF | 258.12 | 258.14 | 258.1 | 258.14 | 188907.0 |
| 2017-11-20 09:30:00 | SPY | ETF | 258.14 | 258.15 | 257.86 | 258.07 | 1447373.0 |
| 2017-11-20 09:35:00 | SPY | ETF | 258.065 | 258.15 | 258.01 | 258.12 | 677398.0 |
| 2017-11-20 09:40:00 | SPY | ETF | 258.12 | 258.19 | 257.96 | 258.0 | 1107088.0 |
> showing 50 of 55,002 rows — these rows as CSV