PREVIEW / etf_5min / 2020-11-17
file: by_date/etf_5min/2020/2020-11-17.parquet size: 1.7 MB rows: 77,641
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 |
|---|---|---|---|---|---|---|---|
| 2020-11-17 04:00:00 | SPY | ETF | 361.05 | 361.21 | 361.0 | 361.16 | 8652.0 |
| 2020-11-17 04:05:00 | SPY | ETF | 361.14 | 361.14 | 360.96 | 360.98 | 9326.0 |
| 2020-11-17 04:10:00 | SPY | ETF | 360.99 | 361.2 | 360.96 | 361.2 | 4923.0 |
| 2020-11-17 04:15:00 | SPY | ETF | 361.12 | 361.15 | 361.12 | 361.15 | 400.0 |
| 2020-11-17 04:20:00 | SPY | ETF | 361.22 | 361.27 | 361.17 | 361.17 | 3300.0 |
| 2020-11-17 04:25:00 | SPY | ETF | 361.18 | 361.18 | 361.18 | 361.18 | 250.0 |
| 2020-11-17 04:30:00 | SPY | ETF | 361.2 | 361.2 | 361.03 | 361.03 | 635.0 |
| 2020-11-17 04:35:00 | SPY | ETF | 361.1 | 361.1 | 361.1 | 361.1 | 200.0 |
| 2020-11-17 04:40:00 | SPY | ETF | 361.2 | 361.2 | 361.02 | 361.09 | 3111.0 |
| 2020-11-17 04:45:00 | SPY | ETF | 361.05 | 361.05 | 361.0 | 361.0 | 463.0 |
| 2020-11-17 04:50:00 | SPY | ETF | 360.97 | 360.97 | 360.97 | 360.97 | 250.0 |
| 2020-11-17 04:55:00 | SPY | ETF | 360.95 | 361.07 | 360.92 | 361.05 | 1371.0 |
| 2020-11-17 05:00:00 | SPY | ETF | 360.95 | 360.98 | 360.85 | 360.85 | 2100.0 |
| 2020-11-17 05:05:00 | SPY | ETF | 360.8 | 360.8 | 360.65 | 360.65 | 1856.0 |
| 2020-11-17 05:10:00 | SPY | ETF | 360.75 | 360.77 | 360.75 | 360.75 | 2042.0 |
| 2020-11-17 05:15:00 | SPY | ETF | 360.68 | 360.68 | 360.68 | 360.68 | 100.0 |
| 2020-11-17 05:20:00 | SPY | ETF | 360.87 | 360.88 | 360.83 | 360.87 | 1565.0 |
| 2020-11-17 05:25:00 | SPY | ETF | 360.85 | 360.85 | 360.66 | 360.66 | 891.0 |
| 2020-11-17 05:30:00 | SPY | ETF | 360.7 | 360.76 | 360.7 | 360.76 | 300.0 |
| 2020-11-17 05:35:00 | SPY | ETF | 360.78 | 360.78 | 360.78 | 360.78 | 100.0 |
| 2020-11-17 05:40:00 | SPY | ETF | 360.77 | 360.83 | 360.77 | 360.83 | 1331.0 |
| 2020-11-17 05:45:00 | SPY | ETF | 360.88 | 360.88 | 360.88 | 360.88 | 500.0 |
| 2020-11-17 05:50:00 | SPY | ETF | 360.95 | 360.95 | 360.69 | 360.69 | 823.0 |
| 2020-11-17 05:55:00 | SPY | ETF | 360.57 | 360.75 | 360.56 | 360.75 | 3220.0 |
| 2020-11-17 06:00:00 | SPY | ETF | 360.55 | 360.6 | 360.55 | 360.6 | 445.0 |
| 2020-11-17 06:05:00 | SPY | ETF | 360.68 | 360.77 | 360.58 | 360.58 | 502.0 |
| 2020-11-17 06:10:00 | SPY | ETF | 360.55 | 360.55 | 360.19 | 360.19 | 4994.0 |
| 2020-11-17 06:15:00 | SPY | ETF | 360.28 | 360.38 | 360.11 | 360.11 | 4718.0 |
| 2020-11-17 06:20:00 | SPY | ETF | 360.28 | 360.28 | 360.17 | 360.21 | 1890.0 |
| 2020-11-17 06:25:00 | SPY | ETF | 360.3 | 360.38 | 360.29 | 360.37 | 10844.0 |
| 2020-11-17 06:30:00 | SPY | ETF | 360.45 | 360.6 | 360.45 | 360.6 | 3469.0 |
| 2020-11-17 06:35:00 | SPY | ETF | 360.6 | 360.6 | 360.4 | 360.4 | 4162.0 |
| 2020-11-17 06:40:00 | SPY | ETF | 360.53 | 360.53 | 360.51 | 360.53 | 4192.0 |
| 2020-11-17 06:45:00 | SPY | ETF | 360.55 | 360.65 | 360.53 | 360.61 | 10642.0 |
| 2020-11-17 06:50:00 | SPY | ETF | 360.6 | 360.62 | 360.54 | 360.56 | 9304.0 |
| 2020-11-17 06:55:00 | SPY | ETF | 360.56 | 360.61 | 360.45 | 360.45 | 8329.0 |
| 2020-11-17 07:00:00 | SPY | ETF | 360.45 | 360.64 | 360.36 | 360.58 | 36663.0 |
| 2020-11-17 07:05:00 | SPY | ETF | 360.59 | 360.6 | 360.46 | 360.47 | 13073.0 |
| 2020-11-17 07:10:00 | SPY | ETF | 360.47 | 360.78 | 360.27 | 360.73 | 25160.0 |
| 2020-11-17 07:15:00 | SPY | ETF | 360.75 | 360.8 | 360.7 | 360.75 | 19723.0 |
| 2020-11-17 07:20:00 | SPY | ETF | 360.72 | 360.77 | 360.7 | 360.75 | 4595.0 |
| 2020-11-17 07:25:00 | SPY | ETF | 360.8 | 360.8 | 360.55 | 360.67 | 23773.0 |
| 2020-11-17 07:30:00 | SPY | ETF | 360.75 | 360.75 | 360.26 | 360.26 | 19278.0 |
| 2020-11-17 07:35:00 | SPY | ETF | 360.27 | 360.38 | 359.85 | 360.07 | 76168.0 |
| 2020-11-17 07:40:00 | SPY | ETF | 360.05 | 360.36 | 360.05 | 360.36 | 50532.0 |
| 2020-11-17 07:45:00 | SPY | ETF | 360.34 | 360.44 | 360.25 | 360.27 | 21332.0 |
| 2020-11-17 07:50:00 | SPY | ETF | 360.26 | 360.26 | 360.0 | 360.0 | 25232.0 |
| 2020-11-17 07:55:00 | SPY | ETF | 359.98 | 360.21 | 359.97 | 360.03 | 19856.0 |
| 2020-11-17 08:00:00 | SPY | ETF | 360.03 | 361.5 | 359.97 | 360.23 | 48055.0 |
| 2020-11-17 08:05:00 | SPY | ETF | 360.2 | 360.27 | 360.0 | 360.05 | 32268.0 |
> showing 50 of 77,641 rows — these rows as CSV