PREVIEW / etf_5min / 2019-12-20
file: by_date/etf_5min/2019/2019-12-20.parquet size: 1.5 MB rows: 64,537
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 |
|---|---|---|---|---|---|---|---|
| 2019-12-20 04:00:00 | SPY | ETF | 319.7 | 319.7 | 319.41 | 319.44 | 9387.0 |
| 2019-12-20 04:20:00 | SPY | ETF | 319.45 | 319.45 | 319.45 | 319.45 | 2000.0 |
| 2019-12-20 04:25:00 | SPY | ETF | 319.42 | 319.42 | 319.41 | 319.41 | 803.0 |
| 2019-12-20 04:30:00 | SPY | ETF | 319.41 | 319.44 | 319.41 | 319.44 | 800.0 |
| 2019-12-20 04:35:00 | SPY | ETF | 319.41 | 319.41 | 319.38 | 319.38 | 553.0 |
| 2019-12-20 04:40:00 | SPY | ETF | 319.4 | 319.41 | 319.39 | 319.41 | 1620.0 |
| 2019-12-20 04:45:00 | SPY | ETF | 319.41 | 319.41 | 319.41 | 319.41 | 800.0 |
| 2019-12-20 04:50:00 | SPY | ETF | 319.36 | 319.36 | 319.33 | 319.33 | 4906.0 |
| 2019-12-20 04:55:00 | SPY | ETF | 319.36 | 319.36 | 319.36 | 319.36 | 200.0 |
| 2019-12-20 05:00:00 | SPY | ETF | 319.35 | 319.36 | 319.35 | 319.36 | 650.0 |
| 2019-12-20 05:10:00 | SPY | ETF | 319.4 | 319.4 | 319.4 | 319.4 | 100.0 |
| 2019-12-20 05:15:00 | SPY | ETF | 319.4 | 319.4 | 319.36 | 319.39 | 3410.0 |
| 2019-12-20 05:20:00 | SPY | ETF | 319.4 | 319.41 | 319.4 | 319.41 | 1600.0 |
| 2019-12-20 05:30:00 | SPY | ETF | 319.34 | 319.34 | 319.34 | 319.34 | 603.0 |
| 2019-12-20 05:40:00 | SPY | ETF | 319.37 | 319.4 | 319.35 | 319.35 | 1200.0 |
| 2019-12-20 05:45:00 | SPY | ETF | 319.35 | 319.36 | 319.35 | 319.36 | 706.0 |
| 2019-12-20 05:50:00 | SPY | ETF | 319.49 | 319.57 | 319.49 | 319.57 | 939.0 |
| 2019-12-20 05:55:00 | SPY | ETF | 319.53 | 319.57 | 319.48 | 319.57 | 14603.0 |
| 2019-12-20 06:00:00 | SPY | ETF | 319.57 | 319.62 | 319.57 | 319.62 | 1706.0 |
| 2019-12-20 06:05:00 | SPY | ETF | 319.64 | 319.64 | 319.61 | 319.61 | 800.0 |
| 2019-12-20 06:10:00 | SPY | ETF | 319.7 | 319.7 | 319.7 | 319.7 | 255.0 |
| 2019-12-20 06:15:00 | SPY | ETF | 319.64 | 319.64 | 319.64 | 319.64 | 305.0 |
| 2019-12-20 06:20:00 | SPY | ETF | 319.64 | 319.65 | 319.6 | 319.6 | 5803.0 |
| 2019-12-20 06:25:00 | SPY | ETF | 319.59 | 319.59 | 319.59 | 319.59 | 103.0 |
| 2019-12-20 06:30:00 | SPY | ETF | 319.57 | 319.57 | 319.57 | 319.57 | 600.0 |
| 2019-12-20 06:35:00 | SPY | ETF | 319.57 | 319.57 | 319.53 | 319.53 | 2300.0 |
| 2019-12-20 06:40:00 | SPY | ETF | 319.57 | 319.59 | 319.57 | 319.58 | 6306.0 |
| 2019-12-20 06:45:00 | SPY | ETF | 319.57 | 319.6 | 319.57 | 319.6 | 8196.0 |
| 2019-12-20 06:50:00 | SPY | ETF | 319.6 | 319.6 | 319.6 | 319.6 | 2019.0 |
| 2019-12-20 06:55:00 | SPY | ETF | 319.58 | 319.59 | 319.58 | 319.58 | 5200.0 |
| 2019-12-20 07:00:00 | SPY | ETF | 319.6 | 319.61 | 319.53 | 319.58 | 11199.0 |
| 2019-12-20 07:05:00 | SPY | ETF | 319.57 | 319.57 | 319.49 | 319.54 | 16152.0 |
| 2019-12-20 07:10:00 | SPY | ETF | 319.56 | 319.57 | 319.55 | 319.55 | 2175.0 |
| 2019-12-20 07:15:00 | SPY | ETF | 319.56 | 319.56 | 319.52 | 319.52 | 1431.0 |
| 2019-12-20 07:20:00 | SPY | ETF | 319.53 | 319.53 | 319.46 | 319.47 | 12631.0 |
| 2019-12-20 07:25:00 | SPY | ETF | 319.46 | 319.5 | 319.46 | 319.49 | 6535.0 |
| 2019-12-20 07:30:00 | SPY | ETF | 319.46 | 319.53 | 319.46 | 319.52 | 6370.0 |
| 2019-12-20 07:35:00 | SPY | ETF | 319.51 | 319.52 | 319.5 | 319.5 | 4929.0 |
| 2019-12-20 07:40:00 | SPY | ETF | 319.49 | 319.56 | 319.49 | 319.56 | 2530.0 |
| 2019-12-20 07:45:00 | SPY | ETF | 319.58 | 319.62 | 319.55 | 319.62 | 17257.0 |
| 2019-12-20 07:50:00 | SPY | ETF | 319.62 | 319.65 | 319.62 | 319.63 | 3469.0 |
| 2019-12-20 07:55:00 | SPY | ETF | 319.73 | 319.75 | 319.7 | 319.72 | 9156.0 |
| 2019-12-20 08:00:00 | SPY | ETF | 319.6201 | 319.78 | 319.38 | 319.77 | 38610.0 |
| 2019-12-20 08:05:00 | SPY | ETF | 319.76 | 319.79 | 319.75 | 319.78 | 14602.0 |
| 2019-12-20 08:10:00 | SPY | ETF | 319.74 | 319.83 | 319.71 | 319.83 | 30623.0 |
| 2019-12-20 08:15:00 | SPY | ETF | 319.8 | 319.829 | 319.78 | 319.78 | 8568.0 |
| 2019-12-20 08:20:00 | SPY | ETF | 319.78 | 319.79 | 319.72 | 319.7799 | 19818.0 |
| 2019-12-20 08:25:00 | SPY | ETF | 319.78 | 319.81 | 319.77 | 319.8 | 10546.0 |
| 2019-12-20 08:30:00 | SPY | ETF | 319.79 | 319.89 | 319.75 | 319.8 | 42102.0 |
| 2019-12-20 08:35:00 | SPY | ETF | 319.82 | 319.88 | 319.8 | 319.85 | 13642.0 |
> showing 50 of 64,537 rows — these rows as CSV