PREVIEW / etf_5min / 2018-01-16
file: by_date/etf_5min/2018/2018-01-16.parquet size: 1.6 MB rows: 67,994
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 |
|---|---|---|---|---|---|---|---|
| 2018-01-16 04:00:00 | SPY | ETF | 279.0 | 279.17 | 279.0 | 279.13 | 2339.0 |
| 2018-01-16 04:05:00 | SPY | ETF | 279.17 | 279.18 | 279.17 | 279.18 | 2693.0 |
| 2018-01-16 04:10:00 | SPY | ETF | 279.18 | 279.21 | 279.18 | 279.2 | 1600.0 |
| 2018-01-16 04:15:00 | SPY | ETF | 279.19 | 279.19 | 279.19 | 279.19 | 300.0 |
| 2018-01-16 04:20:00 | SPY | ETF | 279.32 | 279.32 | 279.32 | 279.32 | 1000.0 |
| 2018-01-16 04:30:00 | SPY | ETF | 279.34 | 279.34 | 279.34 | 279.34 | 300.0 |
| 2018-01-16 04:35:00 | SPY | ETF | 279.4 | 279.42 | 279.4 | 279.42 | 415.0 |
| 2018-01-16 04:40:00 | SPY | ETF | 279.5 | 279.5 | 279.47 | 279.49 | 13500.0 |
| 2018-01-16 04:45:00 | SPY | ETF | 279.46 | 279.49 | 279.46 | 279.49 | 1600.0 |
| 2018-01-16 05:00:00 | SPY | ETF | 279.44 | 279.54 | 279.44 | 279.54 | 1100.0 |
| 2018-01-16 05:05:00 | SPY | ETF | 279.52 | 279.52 | 279.49 | 279.49 | 200.0 |
| 2018-01-16 05:10:00 | SPY | ETF | 279.47 | 279.47 | 279.47 | 279.47 | 800.0 |
| 2018-01-16 05:15:00 | SPY | ETF | 279.47 | 279.47 | 279.47 | 279.47 | 1100.0 |
| 2018-01-16 05:20:00 | SPY | ETF | 279.47 | 279.5 | 279.47 | 279.5 | 18300.0 |
| 2018-01-16 05:25:00 | SPY | ETF | 279.52 | 279.53 | 279.52 | 279.53 | 2900.0 |
| 2018-01-16 05:30:00 | SPY | ETF | 279.54 | 279.54 | 279.54 | 279.54 | 200.0 |
| 2018-01-16 05:35:00 | SPY | ETF | 279.54 | 279.54 | 279.52 | 279.52 | 10091.0 |
| 2018-01-16 05:40:00 | SPY | ETF | 279.53 | 279.56 | 279.53 | 279.54 | 2700.0 |
| 2018-01-16 05:50:00 | SPY | ETF | 279.59 | 279.59 | 279.57 | 279.57 | 500.0 |
| 2018-01-16 05:55:00 | SPY | ETF | 279.59 | 279.59 | 279.59 | 279.59 | 5000.0 |
| 2018-01-16 06:00:00 | SPY | ETF | 279.59 | 279.62 | 279.59 | 279.62 | 615.0 |
| 2018-01-16 06:05:00 | SPY | ETF | 279.65 | 279.65 | 279.48 | 279.48 | 8100.0 |
| 2018-01-16 06:10:00 | SPY | ETF | 279.51 | 279.52 | 279.49 | 279.49 | 2260.0 |
| 2018-01-16 06:15:00 | SPY | ETF | 279.51 | 279.52 | 279.49 | 279.49 | 2705.0 |
| 2018-01-16 06:20:00 | SPY | ETF | 279.47 | 279.47 | 279.41 | 279.41 | 2200.0 |
| 2018-01-16 06:25:00 | SPY | ETF | 279.45 | 279.48 | 279.45 | 279.48 | 505.0 |
| 2018-01-16 06:30:00 | SPY | ETF | 279.49 | 279.5 | 279.42 | 279.42 | 2100.0 |
| 2018-01-16 06:35:00 | SPY | ETF | 279.41 | 279.41 | 279.41 | 279.41 | 475.0 |
| 2018-01-16 06:40:00 | SPY | ETF | 279.41 | 279.44 | 279.41 | 279.44 | 700.0 |
| 2018-01-16 06:45:00 | SPY | ETF | 279.43 | 279.45 | 279.42 | 279.44 | 10150.0 |
| 2018-01-16 06:50:00 | SPY | ETF | 279.46 | 279.46 | 279.45 | 279.45 | 400.0 |
| 2018-01-16 06:55:00 | SPY | ETF | 279.41 | 279.45 | 279.4 | 279.4 | 2150.0 |
| 2018-01-16 07:00:00 | SPY | ETF | 279.34 | 279.37 | 279.26 | 279.29 | 56388.0 |
| 2018-01-16 07:05:00 | SPY | ETF | 279.23 | 279.25 | 279.2 | 279.21 | 6249.0 |
| 2018-01-16 07:10:00 | SPY | ETF | 279.23 | 279.24 | 279.21 | 279.24 | 3819.0 |
| 2018-01-16 07:15:00 | SPY | ETF | 279.18 | 279.24 | 279.16 | 279.16 | 18900.0 |
| 2018-01-16 07:20:00 | SPY | ETF | 279.18 | 279.21 | 279.15 | 279.18 | 5109.0 |
| 2018-01-16 07:25:00 | SPY | ETF | 279.18 | 279.21 | 279.18 | 279.18 | 9469.0 |
| 2018-01-16 07:30:00 | SPY | ETF | 279.18 | 279.2 | 279.17 | 279.17 | 58407.0 |
| 2018-01-16 07:35:00 | SPY | ETF | 279.16 | 279.25 | 279.16 | 279.25 | 21518.0 |
| 2018-01-16 07:40:00 | SPY | ETF | 279.24 | 279.28 | 279.24 | 279.28 | 11100.0 |
| 2018-01-16 07:45:00 | SPY | ETF | 279.28 | 279.31 | 279.25 | 279.29 | 34542.0 |
| 2018-01-16 07:50:00 | SPY | ETF | 279.29 | 279.32 | 279.28 | 279.32 | 39873.0 |
| 2018-01-16 07:55:00 | SPY | ETF | 279.34 | 279.35 | 279.3 | 279.3 | 47975.0 |
| 2018-01-16 08:00:00 | SPY | ETF | 279.31 | 279.34 | 279.15 | 279.3 | 57055.0 |
| 2018-01-16 08:05:00 | SPY | ETF | 279.3 | 279.32 | 279.25 | 279.25 | 58380.0 |
| 2018-01-16 08:10:00 | SPY | ETF | 279.24 | 279.3 | 279.21 | 279.3 | 54659.0 |
| 2018-01-16 08:15:00 | SPY | ETF | 279.3 | 279.38 | 279.29 | 279.37 | 63021.0 |
| 2018-01-16 08:20:00 | SPY | ETF | 279.37 | 279.42 | 279.36 | 279.4 | 12586.0 |
| 2018-01-16 08:25:00 | SPY | ETF | 279.4 | 279.42 | 279.33 | 279.36 | 37522.0 |
> showing 50 of 67,994 rows — these rows as CSV