PREVIEW / etf_5min / 2020-12-11
file: by_date/etf_5min/2020/2020-12-11.parquet size: 1.7 MB rows: 76,920
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 |
|---|---|---|---|---|---|---|---|
| 2020-12-11 04:00:00 | SPY | ETF | 364.75 | 365.11 | 364.67 | 365.1 | 24805.0 |
| 2020-12-11 04:05:00 | SPY | ETF | 365.15 | 365.3 | 365.15 | 365.23 | 1937.0 |
| 2020-12-11 04:10:00 | SPY | ETF | 365.05 | 365.12 | 364.96 | 365.12 | 6885.0 |
| 2020-12-11 04:15:00 | SPY | ETF | 365.02 | 365.27 | 364.98 | 365.27 | 5331.0 |
| 2020-12-11 04:20:00 | SPY | ETF | 365.35 | 365.36 | 365.11 | 365.11 | 2153.0 |
| 2020-12-11 04:25:00 | SPY | ETF | 365.23 | 365.27 | 365.08 | 365.1 | 3573.0 |
| 2020-12-11 04:30:00 | SPY | ETF | 365.17 | 365.2 | 365.16 | 365.18 | 1052.0 |
| 2020-12-11 04:35:00 | SPY | ETF | 365.11 | 365.2 | 365.11 | 365.2 | 4700.0 |
| 2020-12-11 04:40:00 | SPY | ETF | 365.22 | 365.22 | 365.21 | 365.21 | 200.0 |
| 2020-12-11 04:45:00 | SPY | ETF | 365.29 | 365.29 | 365.26 | 365.26 | 560.0 |
| 2020-12-11 04:50:00 | SPY | ETF | 364.8 | 364.8 | 364.73 | 364.73 | 3375.0 |
| 2020-12-11 04:55:00 | SPY | ETF | 364.76 | 364.76 | 364.5 | 364.61 | 5324.0 |
| 2020-12-11 05:00:00 | SPY | ETF | 364.5 | 364.61 | 364.35 | 364.61 | 8776.0 |
| 2020-12-11 05:05:00 | SPY | ETF | 364.71 | 364.87 | 364.71 | 364.87 | 8955.0 |
| 2020-12-11 05:10:00 | SPY | ETF | 364.93 | 364.93 | 364.61 | 364.61 | 8976.0 |
| 2020-12-11 05:15:00 | SPY | ETF | 364.69 | 364.85 | 364.69 | 364.85 | 11946.0 |
| 2020-12-11 05:20:00 | SPY | ETF | 364.82 | 364.94 | 364.82 | 364.94 | 2052.0 |
| 2020-12-11 05:25:00 | SPY | ETF | 365.04 | 365.04 | 364.96 | 365.02 | 1243.0 |
| 2020-12-11 05:30:00 | SPY | ETF | 364.96 | 365.04 | 364.91 | 364.91 | 1233.0 |
| 2020-12-11 05:35:00 | SPY | ETF | 364.88 | 364.88 | 364.41 | 364.41 | 5324.0 |
| 2020-12-11 05:40:00 | SPY | ETF | 364.41 | 364.41 | 364.16 | 364.39 | 6097.0 |
| 2020-12-11 05:45:00 | SPY | ETF | 364.26 | 364.36 | 364.11 | 364.34 | 1742.0 |
| 2020-12-11 05:50:00 | SPY | ETF | 364.4 | 364.53 | 364.4 | 364.49 | 2625.0 |
| 2020-12-11 05:55:00 | SPY | ETF | 364.18 | 364.18 | 363.41 | 363.5 | 12797.0 |
| 2020-12-11 06:00:00 | SPY | ETF | 363.41 | 363.82 | 363.35 | 363.72 | 48299.0 |
| 2020-12-11 06:05:00 | SPY | ETF | 363.75 | 363.75 | 363.2 | 363.45 | 3904.0 |
| 2020-12-11 06:10:00 | SPY | ETF | 363.51 | 363.57 | 363.27 | 363.45 | 15891.0 |
| 2020-12-11 06:15:00 | SPY | ETF | 363.43 | 363.49 | 363.32 | 363.49 | 3360.0 |
| 2020-12-11 06:20:00 | SPY | ETF | 363.45 | 363.49 | 363.13 | 363.49 | 27253.0 |
| 2020-12-11 06:25:00 | SPY | ETF | 363.32 | 363.32 | 362.86 | 363.05 | 8367.0 |
| 2020-12-11 06:30:00 | SPY | ETF | 363.05 | 363.55 | 363.05 | 363.55 | 6532.0 |
| 2020-12-11 06:35:00 | SPY | ETF | 363.54 | 363.75 | 363.4 | 363.75 | 6731.0 |
| 2020-12-11 06:40:00 | SPY | ETF | 363.65 | 363.7 | 363.55 | 363.65 | 13289.0 |
| 2020-12-11 06:45:00 | SPY | ETF | 363.6 | 363.7 | 363.53 | 363.64 | 3033.0 |
| 2020-12-11 06:50:00 | SPY | ETF | 363.6 | 363.85 | 363.55 | 363.58 | 12673.0 |
| 2020-12-11 06:55:00 | SPY | ETF | 363.77 | 363.9 | 363.77 | 363.86 | 5050.0 |
| 2020-12-11 07:00:00 | SPY | ETF | 363.86 | 364.04 | 363.83 | 364.03 | 51500.0 |
| 2020-12-11 07:05:00 | SPY | ETF | 364.03 | 364.09 | 363.94 | 363.95 | 20831.0 |
| 2020-12-11 07:10:00 | SPY | ETF | 363.99 | 364.05 | 363.99 | 364.0 | 7216.0 |
| 2020-12-11 07:15:00 | SPY | ETF | 364.05 | 364.31 | 364.05 | 364.27 | 10754.0 |
| 2020-12-11 07:20:00 | SPY | ETF | 364.24 | 364.26 | 364.18 | 364.26 | 1654.0 |
| 2020-12-11 07:25:00 | SPY | ETF | 364.2 | 364.28 | 364.1 | 364.17 | 4363.0 |
| 2020-12-11 07:30:00 | SPY | ETF | 364.16 | 364.16 | 363.99 | 364.1 | 17568.0 |
| 2020-12-11 07:35:00 | SPY | ETF | 364.17 | 364.22 | 364.02 | 364.17 | 14332.0 |
| 2020-12-11 07:40:00 | SPY | ETF | 364.22 | 364.26 | 364.03 | 364.1 | 3369.0 |
| 2020-12-11 07:45:00 | SPY | ETF | 364.12 | 364.22 | 364.06 | 364.16 | 12205.0 |
| 2020-12-11 07:50:00 | SPY | ETF | 364.15 | 364.4 | 364.15 | 364.29 | 13951.0 |
| 2020-12-11 07:55:00 | SPY | ETF | 364.31 | 364.43 | 364.29 | 364.4 | 48981.0 |
| 2020-12-11 08:00:00 | SPY | ETF | 364.36 | 367.02 | 363.4204 | 364.35 | 75743.0 |
| 2020-12-11 08:05:00 | SPY | ETF | 364.37 | 364.37 | 364.16 | 364.35 | 14312.0 |
> showing 50 of 76,920 rows — these rows as CSV