PREVIEW / etf_5min / 2017-12-22
file: by_date/etf_5min/2017/2017-12-22.parquet size: 1.2 MB rows: 53,702
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 |
|---|---|---|---|---|---|---|---|
| 2017-12-22 04:00:00 | SPY | ETF | 267.8 | 267.86 | 267.8 | 267.86 | 883.0 |
| 2017-12-22 04:10:00 | SPY | ETF | 267.85 | 267.86 | 267.85 | 267.85 | 1400.0 |
| 2017-12-22 04:15:00 | SPY | ETF | 267.87 | 267.87 | 267.87 | 267.87 | 1200.0 |
| 2017-12-22 04:35:00 | SPY | ETF | 267.9 | 267.91 | 267.9 | 267.91 | 350.0 |
| 2017-12-22 04:40:00 | SPY | ETF | 267.89 | 267.89 | 267.89 | 267.89 | 100.0 |
| 2017-12-22 04:45:00 | SPY | ETF | 267.84 | 267.84 | 267.84 | 267.84 | 200.0 |
| 2017-12-22 04:55:00 | SPY | ETF | 267.8 | 267.8 | 267.8 | 267.8 | 200.0 |
| 2017-12-22 05:00:00 | SPY | ETF | 267.84 | 267.84 | 267.84 | 267.84 | 400.0 |
| 2017-12-22 05:05:00 | SPY | ETF | 267.84 | 267.84 | 267.84 | 267.84 | 400.0 |
| 2017-12-22 05:35:00 | SPY | ETF | 267.84 | 267.84 | 267.84 | 267.84 | 200.0 |
| 2017-12-22 05:55:00 | SPY | ETF | 267.74 | 267.74 | 267.74 | 267.74 | 600.0 |
| 2017-12-22 06:05:00 | SPY | ETF | 267.74 | 267.74 | 267.74 | 267.74 | 300.0 |
| 2017-12-22 06:10:00 | SPY | ETF | 267.74 | 267.74 | 267.74 | 267.74 | 4400.0 |
| 2017-12-22 06:35:00 | SPY | ETF | 267.78 | 267.78 | 267.78 | 267.78 | 100.0 |
| 2017-12-22 06:50:00 | SPY | ETF | 267.85 | 267.85 | 267.85 | 267.85 | 100.0 |
| 2017-12-22 06:55:00 | SPY | ETF | 267.8 | 267.8 | 267.77 | 267.77 | 14100.0 |
| 2017-12-22 07:00:00 | SPY | ETF | 267.82 | 267.85 | 267.8 | 267.85 | 3090.0 |
| 2017-12-22 07:05:00 | SPY | ETF | 267.83 | 267.83 | 267.83 | 267.83 | 2000.0 |
| 2017-12-22 07:15:00 | SPY | ETF | 267.78 | 267.78 | 267.76 | 267.76 | 3400.0 |
| 2017-12-22 07:20:00 | SPY | ETF | 267.76 | 267.76 | 267.75 | 267.75 | 5100.0 |
| 2017-12-22 07:25:00 | SPY | ETF | 267.74 | 267.74 | 267.65 | 267.65 | 6667.0 |
| 2017-12-22 07:30:00 | SPY | ETF | 267.7 | 267.71 | 267.67 | 267.67 | 3300.0 |
| 2017-12-22 07:40:00 | SPY | ETF | 267.77 | 267.77 | 267.77 | 267.77 | 1000.0 |
| 2017-12-22 07:45:00 | SPY | ETF | 267.67 | 267.71 | 267.67 | 267.71 | 2000.0 |
| 2017-12-22 07:55:00 | SPY | ETF | 267.68 | 267.68 | 267.64 | 267.64 | 1360.0 |
| 2017-12-22 08:00:00 | SPY | ETF | 267.84 | 267.84 | 267.64 | 267.64 | 4651.0 |
| 2017-12-22 08:05:00 | SPY | ETF | 267.64 | 267.67 | 267.64 | 267.67 | 200.0 |
| 2017-12-22 08:10:00 | SPY | ETF | 267.67 | 267.67 | 267.58 | 267.58 | 3591.0 |
| 2017-12-22 08:15:00 | SPY | ETF | 267.56 | 267.61 | 267.55 | 267.6 | 5749.0 |
| 2017-12-22 08:20:00 | SPY | ETF | 267.6 | 267.62 | 267.56 | 267.62 | 5992.0 |
| 2017-12-22 08:25:00 | SPY | ETF | 267.62 | 267.62 | 267.58 | 267.58 | 4483.0 |
| 2017-12-22 08:30:00 | SPY | ETF | 267.58 | 267.65 | 267.58 | 267.62 | 7409.0 |
| 2017-12-22 08:35:00 | SPY | ETF | 267.65 | 267.69 | 267.65 | 267.67 | 2848.0 |
| 2017-12-22 08:40:00 | SPY | ETF | 267.69 | 267.74 | 267.69 | 267.71 | 6840.0 |
| 2017-12-22 08:45:00 | SPY | ETF | 267.74 | 267.74 | 267.65 | 267.65 | 3606.0 |
| 2017-12-22 08:50:00 | SPY | ETF | 267.6 | 267.61 | 267.6 | 267.61 | 3403.0 |
| 2017-12-22 08:55:00 | SPY | ETF | 267.58 | 267.59 | 267.56 | 267.56 | 1815.0 |
| 2017-12-22 09:00:00 | SPY | ETF | 267.56 | 267.6 | 267.54 | 267.6 | 6529.0 |
| 2017-12-22 09:05:00 | SPY | ETF | 267.58 | 267.61 | 267.58 | 267.6 | 2559.0 |
| 2017-12-22 09:10:00 | SPY | ETF | 267.61 | 267.65 | 267.58 | 267.63 | 5987.0 |
| 2017-12-22 09:15:00 | SPY | ETF | 267.65 | 267.68 | 267.64 | 267.64 | 4645.0 |
| 2017-12-22 09:20:00 | SPY | ETF | 267.6 | 267.64 | 267.59 | 267.63 | 28993.0 |
| 2017-12-22 09:25:00 | SPY | ETF | 267.64 | 267.64 | 267.57 | 267.59 | 122379.0 |
| 2017-12-22 09:30:00 | SPY | ETF | 267.6 | 267.63 | 267.4905 | 267.55 | 1940099.0 |
| 2017-12-22 09:35:00 | SPY | ETF | 267.55 | 267.635 | 267.22 | 267.35 | 1069346.0 |
| 2017-12-22 09:40:00 | SPY | ETF | 267.35 | 267.54 | 267.32 | 267.51 | 614062.0 |
| 2017-12-22 09:45:00 | SPY | ETF | 267.5 | 267.505 | 267.39 | 267.46 | 344932.0 |
| 2017-12-22 09:50:00 | SPY | ETF | 267.45 | 267.56 | 267.34 | 267.54 | 440085.0 |
| 2017-12-22 09:55:00 | SPY | ETF | 267.55 | 267.62 | 267.48 | 267.6 | 517095.0 |
| 2017-12-22 10:00:00 | SPY | ETF | 267.61 | 267.615 | 267.49 | 267.55 | 742103.0 |
> showing 50 of 53,702 rows — these rows as CSV