PREVIEW / etf_5min / 2020-10-27
file: by_date/etf_5min/2020/2020-10-27.parquet size: 1.6 MB rows: 71,785
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 |
|---|---|---|---|---|---|---|---|
| 2020-10-27 04:00:00 | SPY | ETF | 340.42 | 340.42 | 340.11 | 340.11 | 5826.0 |
| 2020-10-27 04:05:00 | SPY | ETF | 340.07 | 340.19 | 339.86 | 339.86 | 19652.0 |
| 2020-10-27 04:10:00 | SPY | ETF | 339.77 | 339.77 | 339.25 | 339.25 | 18502.0 |
| 2020-10-27 04:15:00 | SPY | ETF | 339.42 | 339.69 | 339.42 | 339.67 | 5986.0 |
| 2020-10-27 04:20:00 | SPY | ETF | 339.71 | 339.71 | 339.57 | 339.7 | 5660.0 |
| 2020-10-27 04:25:00 | SPY | ETF | 339.67 | 339.67 | 339.57 | 339.58 | 6500.0 |
| 2020-10-27 04:30:00 | SPY | ETF | 339.57 | 339.88 | 339.56 | 339.71 | 7436.0 |
| 2020-10-27 04:35:00 | SPY | ETF | 339.64 | 339.66 | 339.54 | 339.6 | 4501.0 |
| 2020-10-27 04:40:00 | SPY | ETF | 339.57 | 339.85 | 339.56 | 339.8 | 6151.0 |
| 2020-10-27 04:45:00 | SPY | ETF | 339.8 | 340.15 | 339.73 | 340.05 | 6437.0 |
| 2020-10-27 04:50:00 | SPY | ETF | 340.08 | 340.19 | 340.04 | 340.04 | 5886.0 |
| 2020-10-27 04:55:00 | SPY | ETF | 340.02 | 340.03 | 339.94 | 340.03 | 5070.0 |
| 2020-10-27 05:00:00 | SPY | ETF | 339.89 | 339.89 | 339.88 | 339.88 | 2202.0 |
| 2020-10-27 05:05:00 | SPY | ETF | 339.57 | 339.57 | 339.46 | 339.49 | 5340.0 |
| 2020-10-27 05:10:00 | SPY | ETF | 339.44 | 339.49 | 339.36 | 339.36 | 4301.0 |
| 2020-10-27 05:15:00 | SPY | ETF | 339.35 | 339.53 | 339.34 | 339.5 | 2720.0 |
| 2020-10-27 05:25:00 | SPY | ETF | 339.82 | 339.91 | 339.82 | 339.86 | 5429.0 |
| 2020-10-27 05:35:00 | SPY | ETF | 340.0 | 340.0 | 339.82 | 339.94 | 959.0 |
| 2020-10-27 05:40:00 | SPY | ETF | 339.78 | 339.78 | 339.7 | 339.75 | 1220.0 |
| 2020-10-27 05:45:00 | SPY | ETF | 339.78 | 339.8 | 339.75 | 339.75 | 2700.0 |
| 2020-10-27 05:50:00 | SPY | ETF | 339.87 | 339.87 | 339.85 | 339.85 | 842.0 |
| 2020-10-27 05:55:00 | SPY | ETF | 339.79 | 339.87 | 339.72 | 339.87 | 2067.0 |
| 2020-10-27 06:00:00 | SPY | ETF | 340.06 | 340.07 | 340.04 | 340.07 | 4059.0 |
| 2020-10-27 06:05:00 | SPY | ETF | 340.11 | 340.11 | 340.1 | 340.1 | 702.0 |
| 2020-10-27 06:10:00 | SPY | ETF | 340.12 | 340.16 | 340.11 | 340.16 | 1017.0 |
| 2020-10-27 06:15:00 | SPY | ETF | 340.13 | 340.22 | 340.13 | 340.22 | 901.0 |
| 2020-10-27 06:20:00 | SPY | ETF | 340.17 | 340.26 | 340.17 | 340.25 | 2915.0 |
| 2020-10-27 06:25:00 | SPY | ETF | 340.25 | 340.25 | 340.22 | 340.22 | 270.0 |
| 2020-10-27 06:30:00 | SPY | ETF | 340.29 | 340.55 | 340.28 | 340.48 | 8353.0 |
| 2020-10-27 06:35:00 | SPY | ETF | 340.37 | 340.37 | 340.37 | 340.37 | 100.0 |
| 2020-10-27 06:40:00 | SPY | ETF | 340.61 | 341.0 | 340.6 | 341.0 | 8886.0 |
| 2020-10-27 06:45:00 | SPY | ETF | 340.92 | 340.94 | 340.52 | 340.52 | 25445.0 |
| 2020-10-27 06:50:00 | SPY | ETF | 340.52 | 340.75 | 340.5 | 340.75 | 26440.0 |
| 2020-10-27 06:55:00 | SPY | ETF | 340.69 | 341.05 | 340.69 | 340.82 | 12781.0 |
| 2020-10-27 07:00:00 | SPY | ETF | 340.79 | 341.0 | 340.78 | 340.79 | 17909.0 |
| 2020-10-27 07:05:00 | SPY | ETF | 340.77 | 340.83 | 340.63 | 340.8 | 6849.0 |
| 2020-10-27 07:10:00 | SPY | ETF | 340.8 | 340.83 | 340.8 | 340.83 | 1261.0 |
| 2020-10-27 07:15:00 | SPY | ETF | 340.86 | 340.91 | 340.82 | 340.89 | 5110.0 |
| 2020-10-27 07:20:00 | SPY | ETF | 340.88 | 341.0 | 340.72 | 340.8 | 61776.0 |
| 2020-10-27 07:25:00 | SPY | ETF | 340.73 | 340.88 | 340.56 | 340.88 | 88076.0 |
| 2020-10-27 07:30:00 | SPY | ETF | 340.86 | 340.97 | 340.77 | 340.95 | 22862.0 |
| 2020-10-27 07:35:00 | SPY | ETF | 340.97 | 340.99 | 340.88 | 340.88 | 15486.0 |
| 2020-10-27 07:40:00 | SPY | ETF | 340.9 | 340.95 | 340.89 | 340.93 | 27323.0 |
| 2020-10-27 07:45:00 | SPY | ETF | 340.96 | 340.991 | 340.89 | 340.93 | 3753.0 |
| 2020-10-27 07:50:00 | SPY | ETF | 340.93 | 340.96 | 340.92 | 340.92 | 5525.0 |
| 2020-10-27 07:55:00 | SPY | ETF | 340.96 | 341.01 | 340.94 | 341.01 | 10977.0 |
| 2020-10-27 08:00:00 | SPY | ETF | 341.0 | 341.01 | 340.15 | 340.95 | 37449.0 |
| 2020-10-27 08:05:00 | SPY | ETF | 340.92 | 340.98 | 340.86 | 340.89 | 11992.0 |
| 2020-10-27 08:10:00 | SPY | ETF | 340.96 | 340.96 | 340.68 | 340.79 | 54890.0 |
| 2020-10-27 08:15:00 | SPY | ETF | 340.78 | 340.81 | 340.65 | 340.74 | 143425.0 |
> showing 50 of 71,785 rows — these rows as CSV