PREVIEW / etf_5min / 2019-11-27
file: by_date/etf_5min/2019/2019-11-27.parquet size: 1.4 MB rows: 60,847
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 |
|---|---|---|---|---|---|---|---|
| 2019-11-27 04:00:00 | SPY | ETF | 314.89 | 314.91 | 314.85 | 314.91 | 971.0 |
| 2019-11-27 04:05:00 | SPY | ETF | 314.91 | 314.94 | 314.9 | 314.94 | 2360.0 |
| 2019-11-27 04:10:00 | SPY | ETF | 314.92 | 315.0 | 314.92 | 315.0 | 820.0 |
| 2019-11-27 04:15:00 | SPY | ETF | 314.99 | 315.07 | 314.99 | 315.04 | 2354.0 |
| 2019-11-27 04:20:00 | SPY | ETF | 315.02 | 315.02 | 315.0 | 315.0 | 700.0 |
| 2019-11-27 04:25:00 | SPY | ETF | 315.09 | 315.09 | 315.08 | 315.08 | 400.0 |
| 2019-11-27 04:30:00 | SPY | ETF | 315.05 | 315.05 | 315.05 | 315.05 | 300.0 |
| 2019-11-27 04:35:00 | SPY | ETF | 315.0 | 315.02 | 315.0 | 315.02 | 1400.0 |
| 2019-11-27 04:40:00 | SPY | ETF | 314.97 | 314.97 | 314.95 | 314.95 | 1800.0 |
| 2019-11-27 04:45:00 | SPY | ETF | 315.0 | 315.03 | 315.0 | 315.03 | 500.0 |
| 2019-11-27 04:50:00 | SPY | ETF | 315.04 | 315.04 | 315.02 | 315.02 | 440.0 |
| 2019-11-27 05:00:00 | SPY | ETF | 315.05 | 315.07 | 315.05 | 315.05 | 700.0 |
| 2019-11-27 05:05:00 | SPY | ETF | 315.1 | 315.1 | 315.1 | 315.1 | 801.0 |
| 2019-11-27 05:10:00 | SPY | ETF | 315.1 | 315.13 | 315.07 | 315.07 | 1520.0 |
| 2019-11-27 05:15:00 | SPY | ETF | 315.07 | 315.1 | 315.07 | 315.1 | 300.0 |
| 2019-11-27 05:20:00 | SPY | ETF | 315.07 | 315.07 | 315.0 | 315.0 | 500.0 |
| 2019-11-27 05:25:00 | SPY | ETF | 315.05 | 315.05 | 315.0 | 315.02 | 3400.0 |
| 2019-11-27 05:30:00 | SPY | ETF | 315.0 | 315.05 | 315.0 | 315.05 | 430.0 |
| 2019-11-27 05:35:00 | SPY | ETF | 315.1 | 315.1 | 315.08 | 315.08 | 3205.0 |
| 2019-11-27 05:40:00 | SPY | ETF | 315.07 | 315.08 | 315.07 | 315.08 | 2400.0 |
| 2019-11-27 05:45:00 | SPY | ETF | 315.05 | 315.08 | 315.04 | 315.08 | 700.0 |
| 2019-11-27 05:50:00 | SPY | ETF | 315.07 | 315.07 | 315.07 | 315.07 | 300.0 |
| 2019-11-27 05:55:00 | SPY | ETF | 315.05 | 315.05 | 315.05 | 315.05 | 500.0 |
| 2019-11-27 06:00:00 | SPY | ETF | 315.05 | 315.05 | 314.97 | 315.02 | 2790.0 |
| 2019-11-27 06:05:00 | SPY | ETF | 314.95 | 315.0 | 314.95 | 314.98 | 4253.0 |
| 2019-11-27 06:10:00 | SPY | ETF | 314.98 | 314.98 | 314.95 | 314.95 | 5596.0 |
| 2019-11-27 06:15:00 | SPY | ETF | 314.93 | 314.93 | 314.9 | 314.9 | 1700.0 |
| 2019-11-27 06:25:00 | SPY | ETF | 314.93 | 314.93 | 314.93 | 314.93 | 600.0 |
| 2019-11-27 06:30:00 | SPY | ETF | 314.88 | 314.93 | 314.88 | 314.88 | 1050.0 |
| 2019-11-27 06:35:00 | SPY | ETF | 314.88 | 314.93 | 314.88 | 314.93 | 500.0 |
| 2019-11-27 06:40:00 | SPY | ETF | 314.88 | 314.9 | 314.88 | 314.9 | 2500.0 |
| 2019-11-27 06:45:00 | SPY | ETF | 314.9 | 314.9 | 314.86 | 314.86 | 400.0 |
| 2019-11-27 06:50:00 | SPY | ETF | 314.88 | 314.88 | 314.84 | 314.84 | 814.0 |
| 2019-11-27 06:55:00 | SPY | ETF | 314.82 | 314.83 | 314.78 | 314.78 | 975.0 |
| 2019-11-27 07:00:00 | SPY | ETF | 314.78 | 314.87 | 314.76 | 314.83 | 13886.0 |
| 2019-11-27 07:10:00 | SPY | ETF | 314.82 | 314.85 | 314.82 | 314.85 | 3080.0 |
| 2019-11-27 07:15:00 | SPY | ETF | 314.87 | 314.9 | 314.84 | 314.88 | 4610.0 |
| 2019-11-27 07:20:00 | SPY | ETF | 314.87 | 314.87 | 314.84 | 314.84 | 810.0 |
| 2019-11-27 07:25:00 | SPY | ETF | 314.85 | 314.87 | 314.83 | 314.83 | 700.0 |
| 2019-11-27 07:30:00 | SPY | ETF | 314.81 | 314.84 | 314.81 | 314.84 | 5072.0 |
| 2019-11-27 07:35:00 | SPY | ETF | 314.84 | 314.84 | 314.78 | 314.8 | 2369.0 |
| 2019-11-27 07:40:00 | SPY | ETF | 314.77 | 314.8 | 314.77 | 314.79 | 1628.0 |
| 2019-11-27 07:45:00 | SPY | ETF | 314.79 | 314.82 | 314.78 | 314.82 | 4078.0 |
| 2019-11-27 07:50:00 | SPY | ETF | 314.78 | 314.85 | 314.75 | 314.81 | 15476.0 |
| 2019-11-27 07:55:00 | SPY | ETF | 314.81 | 314.88 | 314.81 | 314.88 | 16850.0 |
| 2019-11-27 08:00:00 | SPY | ETF | 314.8 | 314.89 | 314.63 | 314.83 | 11090.0 |
| 2019-11-27 08:05:00 | SPY | ETF | 314.83 | 314.87 | 314.82 | 314.84 | 12716.0 |
| 2019-11-27 08:10:00 | SPY | ETF | 315.0 | 315.0 | 314.82 | 314.86 | 29953.0 |
| 2019-11-27 08:15:00 | SPY | ETF | 314.86 | 314.86 | 314.82 | 314.85 | 5401.0 |
| 2019-11-27 08:20:00 | SPY | ETF | 314.81 | 314.84 | 314.79 | 314.82 | 9811.0 |
> showing 50 of 60,847 rows — these rows as CSV