PREVIEW / etf_5min / 2020-03-16
file: by_date/etf_5min/2020/2020-03-16.parquet size: 2.1 MB rows: 90,873
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 |
|---|---|---|---|---|---|---|---|
| 2020-03-16 04:00:00 | SPY | ETF | 253.2 | 262.75 | 249.17 | 251.11 | 64974.0 |
| 2020-03-16 04:05:00 | SPY | ETF | 251.0 | 254.68 | 251.0 | 253.71 | 68712.0 |
| 2020-03-16 04:10:00 | SPY | ETF | 253.86 | 254.15 | 252.1 | 252.64 | 49496.0 |
| 2020-03-16 04:15:00 | SPY | ETF | 252.57 | 253.99 | 251.3 | 252.91 | 53853.0 |
| 2020-03-16 04:20:00 | SPY | ETF | 252.65 | 252.65 | 250.64 | 250.64 | 46911.0 |
| 2020-03-16 04:25:00 | SPY | ETF | 251.03 | 251.15 | 248.51 | 249.0 | 51249.0 |
| 2020-03-16 04:30:00 | SPY | ETF | 248.86 | 248.96 | 246.26 | 246.96 | 61729.0 |
| 2020-03-16 04:35:00 | SPY | ETF | 246.22 | 246.96 | 244.21 | 245.82 | 54908.0 |
| 2020-03-16 04:40:00 | SPY | ETF | 245.85 | 246.0 | 245.01 | 245.21 | 18064.0 |
| 2020-03-16 04:45:00 | SPY | ETF | 245.35 | 246.57 | 245.01 | 245.1 | 60496.0 |
| 2020-03-16 04:50:00 | SPY | ETF | 245.26 | 245.47 | 244.0 | 245.39 | 30138.0 |
| 2020-03-16 04:55:00 | SPY | ETF | 245.47 | 246.53 | 245.2 | 246.23 | 36822.0 |
| 2020-03-16 05:00:00 | SPY | ETF | 246.2 | 246.2 | 245.3 | 245.5 | 53004.0 |
| 2020-03-16 05:05:00 | SPY | ETF | 245.64 | 245.75 | 244.4 | 244.5 | 52794.0 |
| 2020-03-16 05:10:00 | SPY | ETF | 244.79 | 245.35 | 244.56 | 245.2 | 59173.0 |
| 2020-03-16 05:15:00 | SPY | ETF | 245.09 | 245.09 | 244.59 | 245.05 | 24355.0 |
| 2020-03-16 05:20:00 | SPY | ETF | 245.39 | 245.97 | 244.5 | 244.7 | 31161.0 |
| 2020-03-16 05:25:00 | SPY | ETF | 244.8 | 245.19 | 244.3 | 244.47 | 60992.0 |
| 2020-03-16 05:30:00 | SPY | ETF | 244.45 | 244.82 | 244.22 | 244.78 | 16061.0 |
| 2020-03-16 05:35:00 | SPY | ETF | 244.6 | 245.35 | 244.35 | 244.35 | 35660.0 |
| 2020-03-16 05:40:00 | SPY | ETF | 244.5 | 244.7 | 244.45 | 244.6 | 47667.0 |
| 2020-03-16 05:45:00 | SPY | ETF | 244.87 | 246.29 | 244.87 | 246.01 | 38879.0 |
| 2020-03-16 05:50:00 | SPY | ETF | 246.11 | 246.11 | 245.0 | 245.3 | 21127.0 |
| 2020-03-16 05:55:00 | SPY | ETF | 245.78 | 245.78 | 245.03 | 245.27 | 12665.0 |
| 2020-03-16 06:00:00 | SPY | ETF | 245.2 | 245.52 | 245.02 | 245.48 | 17449.0 |
| 2020-03-16 06:05:00 | SPY | ETF | 245.48 | 245.51 | 244.85 | 245.03 | 31702.0 |
| 2020-03-16 06:10:00 | SPY | ETF | 244.99 | 245.0 | 244.2 | 244.5 | 31918.0 |
| 2020-03-16 06:15:00 | SPY | ETF | 244.5 | 244.5 | 243.51 | 244.19 | 49768.0 |
| 2020-03-16 06:20:00 | SPY | ETF | 244.19 | 244.2 | 243.21 | 243.43 | 54050.0 |
| 2020-03-16 06:25:00 | SPY | ETF | 243.2 | 243.5 | 243.0 | 243.43 | 25898.0 |
| 2020-03-16 06:30:00 | SPY | ETF | 243.43 | 243.87 | 243.12 | 243.72 | 57824.0 |
| 2020-03-16 06:35:00 | SPY | ETF | 243.75 | 243.93 | 243.19 | 243.49 | 51117.0 |
| 2020-03-16 06:40:00 | SPY | ETF | 243.49 | 243.84 | 243.32 | 243.55 | 45790.0 |
| 2020-03-16 06:45:00 | SPY | ETF | 243.49 | 243.78 | 243.12 | 243.54 | 38636.0 |
| 2020-03-16 06:50:00 | SPY | ETF | 243.56 | 243.6 | 243.25 | 243.3 | 38440.0 |
| 2020-03-16 06:55:00 | SPY | ETF | 243.3 | 243.35 | 242.8 | 243.35 | 23624.0 |
| 2020-03-16 07:00:00 | SPY | ETF | 243.35 | 244.47 | 243.1 | 243.48 | 333343.0 |
| 2020-03-16 07:05:00 | SPY | ETF | 243.48 | 244.4 | 243.38 | 243.8 | 196552.0 |
| 2020-03-16 07:10:00 | SPY | ETF | 243.8 | 244.0 | 243.6 | 243.6 | 128297.0 |
| 2020-03-16 07:15:00 | SPY | ETF | 243.6 | 243.75 | 243.4 | 243.46 | 142674.0 |
| 2020-03-16 07:20:00 | SPY | ETF | 243.46 | 243.85 | 243.46 | 243.7 | 106357.0 |
| 2020-03-16 07:25:00 | SPY | ETF | 243.7 | 243.8 | 243.51 | 243.51 | 76391.0 |
| 2020-03-16 07:30:00 | SPY | ETF | 243.56 | 243.65 | 243.35 | 243.43 | 175981.0 |
| 2020-03-16 07:35:00 | SPY | ETF | 243.45 | 244.05 | 243.2 | 243.21 | 202236.0 |
| 2020-03-16 07:40:00 | SPY | ETF | 243.21 | 243.25 | 241.94 | 242.25 | 252808.0 |
| 2020-03-16 07:45:00 | SPY | ETF | 242.25 | 242.96 | 242.24 | 242.36 | 121907.0 |
| 2020-03-16 07:50:00 | SPY | ETF | 242.41 | 242.97 | 242.4 | 242.9 | 251284.0 |
| 2020-03-16 07:55:00 | SPY | ETF | 242.97 | 243.13 | 242.92 | 243.1 | 298104.0 |
| 2020-03-16 08:00:00 | SPY | ETF | 243.1 | 260.0158 | 241.86 | 260.0158 | 811594.0 |
| 2020-03-16 08:05:00 | SPY | ETF | 244.2 | 251.13 | 240.88 | 243.5 | 800478.0 |
> showing 50 of 90,873 rows — these rows as CSV