PREVIEW / etf_5min / 2017-12-15
file: by_date/etf_5min/2017/2017-12-15.parquet size: 1.3 MB rows: 56,887
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 |
|---|---|---|---|---|---|---|---|
| 2017-12-15 04:00:00 | SPY | ETF | 264.95 | 264.95 | 264.74 | 264.82 | 1795.0 |
| 2017-12-15 04:05:00 | SPY | ETF | 264.79 | 264.84 | 264.79 | 264.84 | 410.0 |
| 2017-12-15 04:10:00 | SPY | ETF | 264.87 | 264.87 | 264.81 | 264.85 | 1750.0 |
| 2017-12-15 04:15:00 | SPY | ETF | 264.82 | 264.88 | 264.82 | 264.88 | 3900.0 |
| 2017-12-15 04:30:00 | SPY | ETF | 264.73 | 264.73 | 264.73 | 264.73 | 378.0 |
| 2017-12-15 04:35:00 | SPY | ETF | 264.73 | 264.74 | 264.73 | 264.74 | 3503.0 |
| 2017-12-15 04:40:00 | SPY | ETF | 264.78 | 264.78 | 264.78 | 264.78 | 901.0 |
| 2017-12-15 04:45:00 | SPY | ETF | 264.75 | 264.75 | 264.75 | 264.75 | 1491.0 |
| 2017-12-15 04:50:00 | SPY | ETF | 264.68 | 264.68 | 264.68 | 264.68 | 222.0 |
| 2017-12-15 04:55:00 | SPY | ETF | 264.71 | 264.71 | 264.71 | 264.71 | 104.0 |
| 2017-12-15 05:20:00 | SPY | ETF | 264.74 | 264.76 | 264.7 | 264.76 | 6110.0 |
| 2017-12-15 05:25:00 | SPY | ETF | 264.8 | 264.8 | 264.8 | 264.8 | 1000.0 |
| 2017-12-15 05:30:00 | SPY | ETF | 264.64 | 264.64 | 264.64 | 264.64 | 202.0 |
| 2017-12-15 05:35:00 | SPY | ETF | 264.69 | 264.69 | 264.64 | 264.64 | 1305.0 |
| 2017-12-15 05:40:00 | SPY | ETF | 264.64 | 264.66 | 264.64 | 264.66 | 2600.0 |
| 2017-12-15 05:45:00 | SPY | ETF | 264.64 | 264.66 | 264.64 | 264.66 | 1500.0 |
| 2017-12-15 05:50:00 | SPY | ETF | 264.66 | 264.74 | 264.66 | 264.71 | 6152.0 |
| 2017-12-15 05:55:00 | SPY | ETF | 264.76 | 264.76 | 264.76 | 264.76 | 8691.0 |
| 2017-12-15 06:00:00 | SPY | ETF | 264.74 | 264.76 | 264.74 | 264.76 | 501.0 |
| 2017-12-15 06:10:00 | SPY | ETF | 264.75 | 264.84 | 264.75 | 264.84 | 704.0 |
| 2017-12-15 06:20:00 | SPY | ETF | 264.8 | 264.8 | 264.78 | 264.78 | 1203.0 |
| 2017-12-15 06:25:00 | SPY | ETF | 264.72 | 264.76 | 264.72 | 264.76 | 373.0 |
| 2017-12-15 06:35:00 | SPY | ETF | 264.7 | 264.79 | 264.7 | 264.76 | 2839.0 |
| 2017-12-15 06:40:00 | SPY | ETF | 264.74 | 264.74 | 264.74 | 264.74 | 359.0 |
| 2017-12-15 06:45:00 | SPY | ETF | 264.76 | 264.82 | 264.76 | 264.82 | 2317.0 |
| 2017-12-15 06:50:00 | SPY | ETF | 264.79 | 264.79 | 264.79 | 264.79 | 202.0 |
| 2017-12-15 07:00:00 | SPY | ETF | 264.85 | 264.85 | 264.8 | 264.82 | 9069.0 |
| 2017-12-15 07:05:00 | SPY | ETF | 264.79 | 264.87 | 264.79 | 264.87 | 1839.0 |
| 2017-12-15 07:10:00 | SPY | ETF | 264.84 | 264.84 | 264.8 | 264.83 | 11304.0 |
| 2017-12-15 07:15:00 | SPY | ETF | 264.83 | 264.86 | 264.83 | 264.84 | 5959.0 |
| 2017-12-15 07:20:00 | SPY | ETF | 264.86 | 264.9 | 264.86 | 264.89 | 4623.0 |
| 2017-12-15 07:25:00 | SPY | ETF | 264.91 | 264.95 | 264.91 | 264.95 | 105521.0 |
| 2017-12-15 07:30:00 | SPY | ETF | 264.92 | 264.98 | 264.91 | 264.94 | 14231.0 |
| 2017-12-15 07:35:00 | SPY | ETF | 264.93 | 264.99 | 264.93 | 264.99 | 4515.0 |
| 2017-12-15 07:40:00 | SPY | ETF | 264.98 | 265.02 | 264.98 | 265.01 | 5185.0 |
| 2017-12-15 07:45:00 | SPY | ETF | 265.02 | 265.12 | 265.02 | 265.06 | 232610.0 |
| 2017-12-15 07:50:00 | SPY | ETF | 265.1 | 265.11 | 265.08 | 265.08 | 4569.0 |
| 2017-12-15 07:55:00 | SPY | ETF | 265.05 | 265.09 | 265.03 | 265.03 | 14429.0 |
| 2017-12-15 08:00:00 | SPY | ETF | 264.94 | 265.09 | 264.85 | 265.03 | 26450.0 |
| 2017-12-15 08:05:00 | SPY | ETF | 265.07 | 265.09 | 265.0 | 265.06 | 10002.0 |
| 2017-12-15 08:10:00 | SPY | ETF | 265.07 | 265.11 | 265.07 | 265.1 | 9755.0 |
| 2017-12-15 08:15:00 | SPY | ETF | 265.11 | 265.23 | 265.11 | 265.21 | 27296.0 |
| 2017-12-15 08:20:00 | SPY | ETF | 265.21 | 265.3 | 265.21 | 265.29 | 62696.0 |
| 2017-12-15 08:25:00 | SPY | ETF | 265.25 | 265.25 | 265.2 | 265.2 | 17580.0 |
| 2017-12-15 08:30:00 | SPY | ETF | 265.2 | 265.21 | 265.15 | 265.19 | 24083.0 |
| 2017-12-15 08:35:00 | SPY | ETF | 265.17 | 265.66 | 265.17 | 265.18 | 419485.0 |
| 2017-12-15 08:40:00 | SPY | ETF | 265.17 | 265.17 | 265.1 | 265.12 | 35768.0 |
| 2017-12-15 08:45:00 | SPY | ETF | 265.11 | 265.18 | 265.07 | 265.18 | 17558.0 |
| 2017-12-15 08:50:00 | SPY | ETF | 265.17 | 265.23 | 265.17 | 265.18 | 25666.0 |
| 2017-12-15 08:55:00 | SPY | ETF | 265.19 | 265.19 | 265.12 | 265.12 | 17481.0 |
> showing 50 of 56,887 rows — these rows as CSV