PREVIEW / etf_5min / 2017-11-22
file: by_date/etf_5min/2017/2017-11-22.parquet size: 1.2 MB rows: 53,312
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 |
|---|---|---|---|---|---|---|---|
| 2017-11-22 04:00:00 | SPY | ETF | 259.86 | 259.88 | 259.86 | 259.88 | 1100.0 |
| 2017-11-22 04:45:00 | SPY | ETF | 259.9 | 259.9 | 259.9 | 259.9 | 200.0 |
| 2017-11-22 04:50:00 | SPY | ETF | 259.9 | 259.9 | 259.9 | 259.9 | 100.0 |
| 2017-11-22 04:55:00 | SPY | ETF | 259.92 | 259.92 | 259.92 | 259.92 | 300.0 |
| 2017-11-22 05:00:00 | SPY | ETF | 259.92 | 259.95 | 259.92 | 259.95 | 5300.0 |
| 2017-11-22 05:25:00 | SPY | ETF | 259.95 | 259.95 | 259.95 | 259.95 | 100.0 |
| 2017-11-22 06:15:00 | SPY | ETF | 259.92 | 259.92 | 259.92 | 259.92 | 100.0 |
| 2017-11-22 06:20:00 | SPY | ETF | 259.9 | 259.93 | 259.9 | 259.93 | 700.0 |
| 2017-11-22 06:45:00 | SPY | ETF | 259.88 | 259.94 | 259.88 | 259.94 | 407.0 |
| 2017-11-22 06:50:00 | SPY | ETF | 259.95 | 259.95 | 259.92 | 259.92 | 1850.0 |
| 2017-11-22 06:55:00 | SPY | ETF | 259.9 | 259.93 | 259.9 | 259.93 | 500.0 |
| 2017-11-22 07:00:00 | SPY | ETF | 259.97 | 260.03 | 259.97 | 260.01 | 19729.0 |
| 2017-11-22 07:05:00 | SPY | ETF | 260.0 | 260.03 | 260.0 | 260.01 | 11256.0 |
| 2017-11-22 07:10:00 | SPY | ETF | 260.07 | 260.1 | 260.04 | 260.04 | 7410.0 |
| 2017-11-22 07:15:00 | SPY | ETF | 260.07 | 260.07 | 260.06 | 260.06 | 217.0 |
| 2017-11-22 07:20:00 | SPY | ETF | 260.07 | 260.12 | 260.07 | 260.09 | 49800.0 |
| 2017-11-22 07:25:00 | SPY | ETF | 260.09 | 260.13 | 260.08 | 260.13 | 13781.0 |
| 2017-11-22 07:30:00 | SPY | ETF | 260.08 | 260.11 | 260.07 | 260.11 | 2550.0 |
| 2017-11-22 07:35:00 | SPY | ETF | 260.09 | 260.11 | 260.09 | 260.11 | 16099.0 |
| 2017-11-22 07:40:00 | SPY | ETF | 260.11 | 260.12 | 260.11 | 260.12 | 6737.0 |
| 2017-11-22 07:45:00 | SPY | ETF | 260.13 | 260.16 | 260.12 | 260.16 | 39194.0 |
| 2017-11-22 07:50:00 | SPY | ETF | 260.14 | 260.17 | 260.14 | 260.17 | 12554.0 |
| 2017-11-22 07:55:00 | SPY | ETF | 260.17 | 260.19 | 260.16 | 260.19 | 8856.0 |
| 2017-11-22 08:00:00 | SPY | ETF | 259.99 | 260.18 | 259.99 | 260.15 | 86885.0 |
| 2017-11-22 08:05:00 | SPY | ETF | 260.15 | 260.17 | 260.1 | 260.14 | 75793.0 |
| 2017-11-22 08:10:00 | SPY | ETF | 260.14 | 260.14 | 260.1 | 260.1 | 11104.0 |
| 2017-11-22 08:15:00 | SPY | ETF | 260.11 | 260.13 | 260.11 | 260.13 | 3419.0 |
| 2017-11-22 08:20:00 | SPY | ETF | 260.11 | 260.11 | 260.07 | 260.1 | 20002.0 |
| 2017-11-22 08:25:00 | SPY | ETF | 260.09 | 260.09 | 260.06 | 260.07 | 5880.0 |
| 2017-11-22 08:30:00 | SPY | ETF | 260.07 | 260.07 | 260.03 | 260.04 | 49591.0 |
| 2017-11-22 08:35:00 | SPY | ETF | 260.07 | 260.07 | 260.04 | 260.04 | 66151.0 |
| 2017-11-22 08:40:00 | SPY | ETF | 260.02 | 260.04 | 260.01 | 260.03 | 15692.0 |
| 2017-11-22 08:45:00 | SPY | ETF | 260.03 | 260.03 | 259.96 | 259.96 | 89628.0 |
| 2017-11-22 08:50:00 | SPY | ETF | 259.96 | 259.96 | 259.93 | 259.95 | 27099.0 |
| 2017-11-22 08:55:00 | SPY | ETF | 259.96 | 259.99 | 259.95 | 259.99 | 45801.0 |
| 2017-11-22 09:00:00 | SPY | ETF | 259.99 | 260.0 | 259.95 | 260.0 | 35175.0 |
| 2017-11-22 09:05:00 | SPY | ETF | 260.0 | 260.01 | 259.95 | 260.01 | 89671.0 |
| 2017-11-22 09:10:00 | SPY | ETF | 260.03 | 260.05 | 260.02 | 260.05 | 17225.0 |
| 2017-11-22 09:15:00 | SPY | ETF | 260.06 | 260.09 | 260.05 | 260.09 | 43830.0 |
| 2017-11-22 09:20:00 | SPY | ETF | 260.09 | 260.09 | 260.06 | 260.07 | 5536.0 |
| 2017-11-22 09:25:00 | SPY | ETF | 260.06 | 260.08 | 260.03 | 260.05 | 39263.0 |
| 2017-11-22 09:30:00 | SPY | ETF | 260.0 | 260.15 | 259.98 | 260.13 | 1429741.0 |
| 2017-11-22 09:35:00 | SPY | ETF | 260.13 | 260.14 | 259.94 | 259.9551 | 730616.0 |
| 2017-11-22 09:40:00 | SPY | ETF | 259.96 | 260.0 | 259.9 | 259.96 | 634058.0 |
| 2017-11-22 09:45:00 | SPY | ETF | 259.97 | 260.05 | 259.96 | 260.0099 | 360092.0 |
| 2017-11-22 09:50:00 | SPY | ETF | 260.005 | 260.05 | 259.91 | 260.0 | 389317.0 |
| 2017-11-22 09:55:00 | SPY | ETF | 260.0 | 260.02 | 259.95 | 259.98 | 337996.0 |
| 2017-11-22 10:00:00 | SPY | ETF | 259.98 | 260.04 | 259.93 | 259.96 | 861582.0 |
| 2017-11-22 10:05:00 | SPY | ETF | 259.96 | 260.03 | 259.95 | 260.0 | 271400.0 |
| 2017-11-22 10:10:00 | SPY | ETF | 260.01 | 260.01 | 259.82 | 259.95 | 577809.0 |
> showing 50 of 53,312 rows — these rows as CSV