PREVIEW / etf_5min / 2020-12-29
file: by_date/etf_5min/2020/2020-12-29.parquet size: 1.7 MB rows: 80,642
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 |
|---|---|---|---|---|---|---|---|
| 2020-12-29 04:00:00 | SPY | ETF | 373.86 | 373.95 | 373.79 | 373.95 | 5403.0 |
| 2020-12-29 04:05:00 | SPY | ETF | 374.0 | 374.03 | 373.98 | 374.01 | 1522.0 |
| 2020-12-29 04:10:00 | SPY | ETF | 373.97 | 373.97 | 373.97 | 373.97 | 201.0 |
| 2020-12-29 04:15:00 | SPY | ETF | 373.95 | 373.95 | 373.95 | 373.95 | 500.0 |
| 2020-12-29 04:20:00 | SPY | ETF | 373.93 | 373.94 | 373.93 | 373.94 | 2010.0 |
| 2020-12-29 04:25:00 | SPY | ETF | 373.91 | 373.91 | 373.91 | 373.91 | 410.0 |
| 2020-12-29 04:30:00 | SPY | ETF | 373.95 | 373.96 | 373.91 | 373.92 | 5200.0 |
| 2020-12-29 04:35:00 | SPY | ETF | 373.95 | 373.95 | 373.92 | 373.92 | 724.0 |
| 2020-12-29 04:40:00 | SPY | ETF | 373.93 | 373.93 | 373.93 | 373.93 | 300.0 |
| 2020-12-29 05:00:00 | SPY | ETF | 373.86 | 373.86 | 373.86 | 373.86 | 219.0 |
| 2020-12-29 05:05:00 | SPY | ETF | 373.86 | 373.86 | 373.86 | 373.86 | 1007.0 |
| 2020-12-29 05:45:00 | SPY | ETF | 373.9 | 373.9 | 373.9 | 373.9 | 500.0 |
| 2020-12-29 05:50:00 | SPY | ETF | 373.87 | 373.91 | 373.87 | 373.91 | 302.0 |
| 2020-12-29 05:55:00 | SPY | ETF | 373.95 | 373.95 | 373.95 | 373.95 | 305.0 |
| 2020-12-29 06:00:00 | SPY | ETF | 373.91 | 373.91 | 373.9 | 373.9 | 1016.0 |
| 2020-12-29 06:10:00 | SPY | ETF | 373.8 | 373.82 | 373.8 | 373.8 | 3181.0 |
| 2020-12-29 06:15:00 | SPY | ETF | 373.83 | 373.83 | 373.83 | 373.83 | 300.0 |
| 2020-12-29 06:20:00 | SPY | ETF | 373.8 | 373.8 | 373.66 | 373.66 | 1808.0 |
| 2020-12-29 06:25:00 | SPY | ETF | 373.66 | 373.72 | 373.66 | 373.72 | 3411.0 |
| 2020-12-29 06:35:00 | SPY | ETF | 373.74 | 373.75 | 373.73 | 373.73 | 1043.0 |
| 2020-12-29 06:40:00 | SPY | ETF | 373.67 | 373.67 | 373.67 | 373.67 | 2470.0 |
| 2020-12-29 06:45:00 | SPY | ETF | 373.69 | 373.69 | 373.67 | 373.67 | 1340.0 |
| 2020-12-29 06:50:00 | SPY | ETF | 373.67 | 373.69 | 373.67 | 373.69 | 2620.0 |
| 2020-12-29 06:55:00 | SPY | ETF | 373.72 | 373.72 | 373.7 | 373.71 | 420.0 |
| 2020-12-29 07:00:00 | SPY | ETF | 373.79 | 373.87 | 373.79 | 373.82 | 5982.0 |
| 2020-12-29 07:05:00 | SPY | ETF | 373.84 | 373.85 | 373.81 | 373.85 | 2571.0 |
| 2020-12-29 07:10:00 | SPY | ETF | 373.87 | 373.9 | 373.87 | 373.88 | 1938.0 |
| 2020-12-29 07:15:00 | SPY | ETF | 373.86 | 373.86 | 373.86 | 373.86 | 533.0 |
| 2020-12-29 07:25:00 | SPY | ETF | 373.85 | 373.86 | 373.85 | 373.85 | 1165.0 |
| 2020-12-29 07:30:00 | SPY | ETF | 373.89 | 373.89 | 373.87 | 373.87 | 742.0 |
| 2020-12-29 07:35:00 | SPY | ETF | 373.86 | 373.86 | 373.86 | 373.86 | 410.0 |
| 2020-12-29 07:40:00 | SPY | ETF | 373.85 | 373.85 | 373.7 | 373.7 | 5700.0 |
| 2020-12-29 07:45:00 | SPY | ETF | 373.67 | 373.73 | 373.67 | 373.7 | 4935.0 |
| 2020-12-29 07:50:00 | SPY | ETF | 373.73 | 373.73 | 373.61 | 373.62 | 4668.0 |
| 2020-12-29 07:55:00 | SPY | ETF | 373.69 | 373.69 | 373.67 | 373.69 | 2627.0 |
| 2020-12-29 08:00:00 | SPY | ETF | 373.85 | 374.07 | 373.61 | 373.69 | 25934.0 |
| 2020-12-29 08:05:00 | SPY | ETF | 373.7 | 373.72 | 373.63 | 373.64 | 15530.0 |
| 2020-12-29 08:10:00 | SPY | ETF | 373.63 | 373.63 | 373.6 | 373.63 | 5325.0 |
| 2020-12-29 08:15:00 | SPY | ETF | 373.64 | 373.67 | 373.61 | 373.67 | 4961.0 |
| 2020-12-29 08:20:00 | SPY | ETF | 373.67 | 373.67 | 373.45 | 373.5 | 6622.0 |
| 2020-12-29 08:25:00 | SPY | ETF | 373.5 | 373.52 | 373.48 | 373.49 | 5604.0 |
| 2020-12-29 08:30:00 | SPY | ETF | 373.49 | 373.4902 | 373.46 | 373.49 | 4304.0 |
| 2020-12-29 08:35:00 | SPY | ETF | 373.49 | 373.5 | 373.4 | 373.49 | 11994.0 |
| 2020-12-29 08:40:00 | SPY | ETF | 373.48 | 373.51 | 373.44 | 373.47 | 5748.0 |
| 2020-12-29 08:45:00 | SPY | ETF | 373.46 | 373.5 | 373.45 | 373.49 | 50213.0 |
| 2020-12-29 08:50:00 | SPY | ETF | 373.5398 | 373.6 | 373.53 | 373.6 | 5318.0 |
| 2020-12-29 08:55:00 | SPY | ETF | 373.63 | 373.64 | 373.59 | 373.64 | 4126.0 |
| 2020-12-29 09:00:00 | SPY | ETF | 373.641 | 373.7 | 373.64 | 373.68 | 24435.0 |
| 2020-12-29 09:05:00 | SPY | ETF | 373.67 | 373.76 | 373.66 | 373.7 | 41866.0 |
| 2020-12-29 09:10:00 | SPY | ETF | 373.72 | 373.79 | 373.68 | 373.68 | 27355.0 |
> showing 50 of 80,642 rows — these rows as CSV