PREVIEW / etf_5min / 2019-09-16
file: by_date/etf_5min/2019/2019-09-16.parquet size: 1.4 MB rows: 62,406
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 |
|---|---|---|---|---|---|---|---|
| 2019-09-16 04:00:00 | SPY | ETF | 299.69 | 299.78 | 299.58 | 299.78 | 3502.0 |
| 2019-09-16 04:05:00 | SPY | ETF | 299.91 | 299.98 | 299.91 | 299.98 | 593.0 |
| 2019-09-16 04:10:00 | SPY | ETF | 299.94 | 299.94 | 299.94 | 299.94 | 500.0 |
| 2019-09-16 04:15:00 | SPY | ETF | 299.79 | 299.88 | 299.79 | 299.86 | 1446.0 |
| 2019-09-16 04:20:00 | SPY | ETF | 299.81 | 299.86 | 299.8 | 299.86 | 6360.0 |
| 2019-09-16 04:35:00 | SPY | ETF | 299.9 | 299.9 | 299.9 | 299.9 | 430.0 |
| 2019-09-16 04:40:00 | SPY | ETF | 299.81 | 299.81 | 299.81 | 299.81 | 200.0 |
| 2019-09-16 04:55:00 | SPY | ETF | 299.71 | 299.71 | 299.7 | 299.7 | 5500.0 |
| 2019-09-16 05:00:00 | SPY | ETF | 299.58 | 299.59 | 299.3 | 299.57 | 6589.0 |
| 2019-09-16 05:05:00 | SPY | ETF | 299.64 | 299.69 | 299.63 | 299.69 | 4010.0 |
| 2019-09-16 05:10:00 | SPY | ETF | 299.6 | 299.63 | 299.58 | 299.63 | 10600.0 |
| 2019-09-16 05:15:00 | SPY | ETF | 299.64 | 299.64 | 299.63 | 299.63 | 2800.0 |
| 2019-09-16 05:20:00 | SPY | ETF | 299.6 | 299.6 | 299.6 | 299.6 | 2700.0 |
| 2019-09-16 05:25:00 | SPY | ETF | 299.76 | 299.76 | 299.76 | 299.76 | 100.0 |
| 2019-09-16 05:30:00 | SPY | ETF | 299.83 | 299.83 | 299.83 | 299.83 | 100.0 |
| 2019-09-16 05:35:00 | SPY | ETF | 299.56 | 299.63 | 299.44 | 299.63 | 4226.0 |
| 2019-09-16 05:45:00 | SPY | ETF | 299.44 | 299.54 | 299.44 | 299.49 | 2705.0 |
| 2019-09-16 05:50:00 | SPY | ETF | 299.6 | 299.69 | 299.6 | 299.68 | 702.0 |
| 2019-09-16 05:55:00 | SPY | ETF | 299.73 | 299.73 | 299.62 | 299.62 | 3660.0 |
| 2019-09-16 06:00:00 | SPY | ETF | 299.72 | 299.72 | 299.69 | 299.69 | 260.0 |
| 2019-09-16 06:05:00 | SPY | ETF | 299.71 | 299.86 | 299.71 | 299.86 | 2100.0 |
| 2019-09-16 06:15:00 | SPY | ETF | 299.72 | 299.72 | 299.72 | 299.72 | 100.0 |
| 2019-09-16 06:20:00 | SPY | ETF | 299.73 | 299.73 | 299.73 | 299.73 | 100.0 |
| 2019-09-16 06:25:00 | SPY | ETF | 299.7 | 299.7 | 299.68 | 299.68 | 200.0 |
| 2019-09-16 06:30:00 | SPY | ETF | 299.65 | 299.65 | 299.53 | 299.53 | 3410.0 |
| 2019-09-16 06:35:00 | SPY | ETF | 299.6 | 299.76 | 299.6 | 299.76 | 6900.0 |
| 2019-09-16 06:40:00 | SPY | ETF | 299.78 | 299.83 | 299.75 | 299.75 | 50701.0 |
| 2019-09-16 06:45:00 | SPY | ETF | 299.78 | 299.81 | 299.72 | 299.72 | 3500.0 |
| 2019-09-16 06:55:00 | SPY | ETF | 299.79 | 299.79 | 299.79 | 299.79 | 5000.0 |
| 2019-09-16 07:00:00 | SPY | ETF | 299.8 | 299.8 | 299.7 | 299.7 | 5155.0 |
| 2019-09-16 07:05:00 | SPY | ETF | 299.77 | 299.8 | 299.76 | 299.8 | 14938.0 |
| 2019-09-16 07:10:00 | SPY | ETF | 299.82 | 299.91 | 299.69 | 299.77 | 81988.0 |
| 2019-09-16 07:15:00 | SPY | ETF | 299.8 | 299.8 | 299.54 | 299.59 | 97407.0 |
| 2019-09-16 07:20:00 | SPY | ETF | 299.6 | 299.6 | 299.57 | 299.57 | 6150.0 |
| 2019-09-16 07:25:00 | SPY | ETF | 299.57 | 299.77 | 299.57 | 299.77 | 3864.0 |
| 2019-09-16 07:30:00 | SPY | ETF | 299.77 | 299.86 | 299.74 | 299.86 | 14929.0 |
| 2019-09-16 07:35:00 | SPY | ETF | 299.87 | 299.87 | 299.77 | 299.77 | 825.0 |
| 2019-09-16 07:40:00 | SPY | ETF | 299.79 | 299.81 | 299.78 | 299.8 | 52236.0 |
| 2019-09-16 07:45:00 | SPY | ETF | 299.78 | 299.88 | 299.78 | 299.88 | 3814.0 |
| 2019-09-16 07:50:00 | SPY | ETF | 299.92 | 299.93 | 299.87 | 299.89 | 57113.0 |
| 2019-09-16 07:55:00 | SPY | ETF | 299.87 | 300.07 | 299.87 | 300.0 | 71710.0 |
| 2019-09-16 08:00:00 | SPY | ETF | 299.84 | 300.04 | 299.0 | 300.0 | 53043.0 |
| 2019-09-16 08:05:00 | SPY | ETF | 300.0 | 300.18 | 299.9903 | 300.18 | 163383.0 |
| 2019-09-16 08:10:00 | SPY | ETF | 300.15 | 300.22 | 300.13 | 300.18 | 51705.0 |
| 2019-09-16 08:15:00 | SPY | ETF | 300.18 | 300.19 | 300.11 | 300.14 | 36350.0 |
| 2019-09-16 08:20:00 | SPY | ETF | 300.14 | 300.15 | 300.09 | 300.09 | 22057.0 |
| 2019-09-16 08:25:00 | SPY | ETF | 300.07 | 300.1 | 300.03 | 300.03 | 7804.0 |
| 2019-09-16 08:30:00 | SPY | ETF | 300.03 | 300.07 | 299.96 | 300.01 | 13272.0 |
| 2019-09-16 08:35:00 | SPY | ETF | 300.01 | 300.03 | 300.01 | 300.03 | 9263.0 |
| 2019-09-16 08:40:00 | SPY | ETF | 300.05 | 300.1 | 300.0 | 300.01 | 46995.0 |
> showing 50 of 62,406 rows — these rows as CSV