PREVIEW / etf_5min / 2020-07-31
file: by_date/etf_5min/2020/2020-07-31.parquet size: 1.6 MB rows: 75,218
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 |
|---|---|---|---|---|---|---|---|
| 2020-07-31 04:00:00 | SPY | ETF | 325.69 | 325.69 | 325.45 | 325.58 | 11829.0 |
| 2020-07-31 04:05:00 | SPY | ETF | 325.55 | 325.69 | 325.52 | 325.69 | 3799.0 |
| 2020-07-31 04:10:00 | SPY | ETF | 325.68 | 325.74 | 325.64 | 325.74 | 3831.0 |
| 2020-07-31 04:15:00 | SPY | ETF | 325.71 | 325.75 | 325.67 | 325.75 | 855.0 |
| 2020-07-31 04:20:00 | SPY | ETF | 325.84 | 325.89 | 325.74 | 325.84 | 3623.0 |
| 2020-07-31 04:25:00 | SPY | ETF | 325.91 | 325.97 | 325.77 | 325.77 | 1527.0 |
| 2020-07-31 04:30:00 | SPY | ETF | 325.72 | 325.82 | 325.72 | 325.79 | 1470.0 |
| 2020-07-31 04:35:00 | SPY | ETF | 325.88 | 326.42 | 325.88 | 326.42 | 2754.0 |
| 2020-07-31 04:40:00 | SPY | ETF | 326.2 | 326.2 | 326.2 | 326.2 | 579.0 |
| 2020-07-31 04:45:00 | SPY | ETF | 326.08 | 326.12 | 325.95 | 325.95 | 2637.0 |
| 2020-07-31 04:50:00 | SPY | ETF | 325.93 | 325.93 | 325.93 | 325.93 | 200.0 |
| 2020-07-31 04:55:00 | SPY | ETF | 325.87 | 326.0 | 325.87 | 325.95 | 2600.0 |
| 2020-07-31 05:00:00 | SPY | ETF | 325.7 | 325.77 | 325.62 | 325.62 | 1961.0 |
| 2020-07-31 05:05:00 | SPY | ETF | 325.77 | 326.02 | 325.77 | 325.99 | 1570.0 |
| 2020-07-31 05:10:00 | SPY | ETF | 325.91 | 326.06 | 325.89 | 326.05 | 2895.0 |
| 2020-07-31 05:15:00 | SPY | ETF | 325.98 | 325.98 | 325.85 | 325.85 | 432.0 |
| 2020-07-31 05:20:00 | SPY | ETF | 325.88 | 325.91 | 325.88 | 325.9 | 820.0 |
| 2020-07-31 05:25:00 | SPY | ETF | 325.9 | 325.9 | 325.8 | 325.87 | 926.0 |
| 2020-07-31 05:30:00 | SPY | ETF | 325.77 | 325.77 | 325.68 | 325.68 | 600.0 |
| 2020-07-31 05:35:00 | SPY | ETF | 325.76 | 325.77 | 325.75 | 325.75 | 2600.0 |
| 2020-07-31 05:40:00 | SPY | ETF | 325.7 | 325.7 | 325.7 | 325.7 | 119.0 |
| 2020-07-31 05:45:00 | SPY | ETF | 325.8 | 325.82 | 325.8 | 325.82 | 809.0 |
| 2020-07-31 05:50:00 | SPY | ETF | 325.65 | 325.65 | 325.52 | 325.52 | 2891.0 |
| 2020-07-31 05:55:00 | SPY | ETF | 325.41 | 325.41 | 325.35 | 325.35 | 1504.0 |
| 2020-07-31 06:00:00 | SPY | ETF | 325.51 | 325.51 | 325.4 | 325.45 | 2965.0 |
| 2020-07-31 06:05:00 | SPY | ETF | 325.55 | 325.6 | 325.53 | 325.6 | 800.0 |
| 2020-07-31 06:10:00 | SPY | ETF | 325.61 | 325.62 | 325.4 | 325.45 | 35544.0 |
| 2020-07-31 06:15:00 | SPY | ETF | 325.42 | 325.45 | 325.13 | 325.3 | 7774.0 |
| 2020-07-31 06:20:00 | SPY | ETF | 325.33 | 325.44 | 325.33 | 325.44 | 1282.0 |
| 2020-07-31 06:25:00 | SPY | ETF | 325.47 | 325.53 | 325.42 | 325.45 | 4269.0 |
| 2020-07-31 06:30:00 | SPY | ETF | 325.56 | 325.57 | 325.56 | 325.57 | 2374.0 |
| 2020-07-31 06:35:00 | SPY | ETF | 325.59 | 325.59 | 325.36 | 325.36 | 2247.0 |
| 2020-07-31 06:40:00 | SPY | ETF | 325.51 | 325.51 | 325.5 | 325.51 | 600.0 |
| 2020-07-31 06:45:00 | SPY | ETF | 325.51 | 325.53 | 325.51 | 325.53 | 1000.0 |
| 2020-07-31 06:50:00 | SPY | ETF | 325.55 | 325.57 | 325.55 | 325.57 | 2630.0 |
| 2020-07-31 06:55:00 | SPY | ETF | 325.5 | 325.67 | 325.5 | 325.67 | 2483.0 |
| 2020-07-31 07:00:00 | SPY | ETF | 325.38 | 325.52 | 325.25 | 325.47 | 25042.0 |
| 2020-07-31 07:05:00 | SPY | ETF | 325.49 | 325.56 | 325.42 | 325.55 | 8270.0 |
| 2020-07-31 07:10:00 | SPY | ETF | 325.51 | 325.74 | 325.5 | 325.71 | 2639.0 |
| 2020-07-31 07:15:00 | SPY | ETF | 325.73 | 325.96 | 325.7 | 325.86 | 32020.0 |
| 2020-07-31 07:20:00 | SPY | ETF | 325.89 | 326.04 | 325.89 | 326.0 | 9786.0 |
| 2020-07-31 07:25:00 | SPY | ETF | 325.99 | 325.99 | 325.81 | 325.81 | 5629.0 |
| 2020-07-31 07:30:00 | SPY | ETF | 325.81 | 325.9 | 325.74 | 325.84 | 17890.0 |
| 2020-07-31 07:35:00 | SPY | ETF | 325.86 | 325.86 | 325.78 | 325.83 | 10480.0 |
| 2020-07-31 07:40:00 | SPY | ETF | 325.91 | 325.98 | 325.7 | 325.71 | 16290.0 |
| 2020-07-31 07:45:00 | SPY | ETF | 325.76 | 325.86 | 325.76 | 325.76 | 3935.0 |
| 2020-07-31 07:50:00 | SPY | ETF | 325.75 | 325.88 | 325.75 | 325.8 | 2156.0 |
| 2020-07-31 07:55:00 | SPY | ETF | 325.87 | 326.0 | 325.87 | 325.99 | 20786.0 |
| 2020-07-31 08:00:00 | SPY | ETF | 325.7201 | 326.04 | 325.0 | 325.94 | 150982.0 |
| 2020-07-31 08:05:00 | SPY | ETF | 325.93 | 326.01 | 325.75 | 325.75 | 100021.0 |
> showing 50 of 75,218 rows — these rows as CSV