PREVIEW / etf_5min / 2017-12-26
file: by_date/etf_5min/2017/2017-12-26.parquet size: 1.2 MB rows: 52,599
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 |
|---|---|---|---|---|---|---|---|
| 2017-12-26 04:45:00 | SPY | ETF | 267.26 | 267.26 | 267.26 | 267.26 | 261.0 |
| 2017-12-26 05:05:00 | SPY | ETF | 267.29 | 267.29 | 267.29 | 267.29 | 107.0 |
| 2017-12-26 05:10:00 | SPY | ETF | 267.29 | 267.29 | 267.29 | 267.29 | 200.0 |
| 2017-12-26 05:55:00 | SPY | ETF | 267.26 | 267.26 | 267.26 | 267.26 | 739.0 |
| 2017-12-26 06:00:00 | SPY | ETF | 267.25 | 267.25 | 267.25 | 267.25 | 300.0 |
| 2017-12-26 06:20:00 | SPY | ETF | 267.2 | 267.2 | 267.2 | 267.2 | 100.0 |
| 2017-12-26 06:35:00 | SPY | ETF | 267.2 | 267.25 | 267.2 | 267.25 | 3100.0 |
| 2017-12-26 06:40:00 | SPY | ETF | 267.2 | 267.2 | 267.2 | 267.2 | 3190.0 |
| 2017-12-26 06:45:00 | SPY | ETF | 267.11 | 267.12 | 267.11 | 267.11 | 2000.0 |
| 2017-12-26 06:50:00 | SPY | ETF | 267.1 | 267.1 | 267.1 | 267.1 | 600.0 |
| 2017-12-26 07:00:00 | SPY | ETF | 267.09 | 267.11 | 267.01 | 267.01 | 6831.0 |
| 2017-12-26 07:05:00 | SPY | ETF | 267.03 | 267.03 | 267.03 | 267.03 | 453.0 |
| 2017-12-26 07:15:00 | SPY | ETF | 267.02 | 267.02 | 267.02 | 267.02 | 3547.0 |
| 2017-12-26 07:20:00 | SPY | ETF | 267.04 | 267.04 | 267.04 | 267.04 | 300.0 |
| 2017-12-26 07:25:00 | SPY | ETF | 267.03 | 267.03 | 267.0 | 267.02 | 2400.0 |
| 2017-12-26 07:30:00 | SPY | ETF | 267.0 | 267.01 | 267.0 | 267.0 | 6004.0 |
| 2017-12-26 07:35:00 | SPY | ETF | 266.95 | 266.98 | 266.95 | 266.98 | 2100.0 |
| 2017-12-26 07:40:00 | SPY | ETF | 266.98 | 267.0 | 266.96 | 266.96 | 699.0 |
| 2017-12-26 07:45:00 | SPY | ETF | 266.94 | 266.96 | 266.94 | 266.96 | 200.0 |
| 2017-12-26 07:55:00 | SPY | ETF | 266.98 | 266.98 | 266.98 | 266.98 | 300.0 |
| 2017-12-26 08:00:00 | SPY | ETF | 267.02 | 267.03 | 267.0 | 267.0 | 2380.0 |
| 2017-12-26 08:05:00 | SPY | ETF | 267.0 | 267.02 | 266.99 | 267.0 | 267079.0 |
| 2017-12-26 08:10:00 | SPY | ETF | 266.98 | 266.98 | 266.95 | 266.95 | 44067.0 |
| 2017-12-26 08:15:00 | SPY | ETF | 266.95 | 266.98 | 266.91 | 266.91 | 23234.0 |
| 2017-12-26 08:20:00 | SPY | ETF | 266.91 | 266.91 | 266.85 | 266.88 | 21600.0 |
| 2017-12-26 08:25:00 | SPY | ETF | 266.91 | 266.93 | 266.88 | 266.93 | 2700.0 |
| 2017-12-26 08:30:00 | SPY | ETF | 266.95 | 266.96 | 266.9 | 266.95 | 25050.0 |
| 2017-12-26 08:35:00 | SPY | ETF | 266.95 | 266.98 | 266.95 | 266.97 | 8971.0 |
| 2017-12-26 08:40:00 | SPY | ETF | 266.96 | 267.02 | 266.91 | 266.97 | 16445.0 |
| 2017-12-26 08:45:00 | SPY | ETF | 266.97 | 267.05 | 266.97 | 267.05 | 86362.0 |
| 2017-12-26 08:50:00 | SPY | ETF | 267.07 | 267.14 | 267.03 | 267.05 | 84462.0 |
| 2017-12-26 08:55:00 | SPY | ETF | 267.03 | 267.05 | 267.03 | 267.03 | 1000.0 |
| 2017-12-26 09:00:00 | SPY | ETF | 267.03 | 267.04 | 267.03 | 267.04 | 2312.0 |
| 2017-12-26 09:05:00 | SPY | ETF | 267.04 | 267.04 | 267.04 | 267.04 | 9202.0 |
| 2017-12-26 09:10:00 | SPY | ETF | 267.04 | 267.05 | 267.01 | 267.01 | 4460.0 |
| 2017-12-26 09:15:00 | SPY | ETF | 267.0 | 267.01 | 267.0 | 267.01 | 7073.0 |
| 2017-12-26 09:20:00 | SPY | ETF | 267.02 | 267.02 | 266.9 | 266.95 | 24005.0 |
| 2017-12-26 09:25:00 | SPY | ETF | 266.96 | 267.05 | 266.96 | 267.05 | 43578.0 |
| 2017-12-26 09:30:00 | SPY | ETF | 267.05 | 267.32 | 266.97 | 267.18 | 1416848.0 |
| 2017-12-26 09:35:00 | SPY | ETF | 267.18 | 267.35 | 267.15 | 267.25 | 767588.0 |
| 2017-12-26 09:40:00 | SPY | ETF | 267.26 | 267.3 | 267.2 | 267.27 | 613445.0 |
| 2017-12-26 09:45:00 | SPY | ETF | 267.26 | 267.29 | 267.12 | 267.16 | 426472.0 |
| 2017-12-26 09:50:00 | SPY | ETF | 267.165 | 267.2201 | 267.08 | 267.15 | 375910.0 |
| 2017-12-26 09:55:00 | SPY | ETF | 267.155 | 267.24 | 267.13 | 267.21 | 317900.0 |
| 2017-12-26 10:00:00 | SPY | ETF | 267.22 | 267.25 | 267.12 | 267.18 | 325612.0 |
| 2017-12-26 10:05:00 | SPY | ETF | 267.175 | 267.3 | 267.17 | 267.28 | 370263.0 |
| 2017-12-26 10:10:00 | SPY | ETF | 267.27 | 267.32 | 267.22 | 267.22 | 426719.0 |
| 2017-12-26 10:15:00 | SPY | ETF | 267.22 | 267.31 | 267.19 | 267.3 | 499817.0 |
| 2017-12-26 10:20:00 | SPY | ETF | 267.3 | 267.34 | 267.27 | 267.27 | 274968.0 |
| 2017-12-26 10:25:00 | SPY | ETF | 267.27 | 267.37 | 267.26 | 267.29 | 321550.0 |
> showing 50 of 52,599 rows — these rows as CSV