PREVIEW / etf_5min / 2021-10-21
file: by_date/etf_5min/2021/2021-10-21.parquet size: 1.8 MB rows: 82,413
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 |
|---|---|---|---|---|---|---|---|
| 2021-10-21 04:00:00 | SPY | ETF | 451.33 | 451.38 | 451.11 | 451.11 | 6552.0 |
| 2021-10-21 04:05:00 | SPY | ETF | 451.11 | 451.14 | 450.94 | 450.94 | 5188.0 |
| 2021-10-21 04:10:00 | SPY | ETF | 451.14 | 451.16 | 451.13 | 451.14 | 2400.0 |
| 2021-10-21 04:15:00 | SPY | ETF | 451.14 | 451.21 | 451.14 | 451.17 | 5750.0 |
| 2021-10-21 04:20:00 | SPY | ETF | 451.17 | 451.17 | 451.04 | 451.04 | 3868.0 |
| 2021-10-21 04:25:00 | SPY | ETF | 450.99 | 451.01 | 450.95 | 450.95 | 5150.0 |
| 2021-10-21 04:30:00 | SPY | ETF | 451.01 | 451.01 | 451.01 | 451.01 | 220.0 |
| 2021-10-21 04:35:00 | SPY | ETF | 451.04 | 451.04 | 451.04 | 451.04 | 200.0 |
| 2021-10-21 04:45:00 | SPY | ETF | 451.06 | 451.06 | 451.06 | 451.06 | 100.0 |
| 2021-10-21 04:50:00 | SPY | ETF | 451.04 | 451.04 | 451.04 | 451.04 | 100.0 |
| 2021-10-21 04:55:00 | SPY | ETF | 451.09 | 451.09 | 451.09 | 451.09 | 1000.0 |
| 2021-10-21 05:00:00 | SPY | ETF | 451.18 | 451.21 | 451.18 | 451.21 | 300.0 |
| 2021-10-21 05:05:00 | SPY | ETF | 451.23 | 451.23 | 451.23 | 451.23 | 100.0 |
| 2021-10-21 05:10:00 | SPY | ETF | 451.09 | 451.1 | 451.09 | 451.1 | 599.0 |
| 2021-10-21 05:15:00 | SPY | ETF | 451.09 | 451.09 | 451.09 | 451.09 | 120.0 |
| 2021-10-21 05:20:00 | SPY | ETF | 451.09 | 451.14 | 451.09 | 451.12 | 924.0 |
| 2021-10-21 05:25:00 | SPY | ETF | 451.14 | 451.17 | 451.14 | 451.17 | 3800.0 |
| 2021-10-21 05:30:00 | SPY | ETF | 451.2 | 451.2 | 451.14 | 451.15 | 1992.0 |
| 2021-10-21 05:35:00 | SPY | ETF | 451.21 | 451.29 | 451.21 | 451.28 | 1321.0 |
| 2021-10-21 05:40:00 | SPY | ETF | 451.31 | 451.31 | 451.31 | 451.31 | 200.0 |
| 2021-10-21 05:45:00 | SPY | ETF | 451.36 | 451.36 | 451.28 | 451.28 | 700.0 |
| 2021-10-21 05:50:00 | SPY | ETF | 451.41 | 451.41 | 451.41 | 451.41 | 100.0 |
| 2021-10-21 05:55:00 | SPY | ETF | 451.41 | 451.41 | 451.41 | 451.41 | 100.0 |
| 2021-10-21 06:00:00 | SPY | ETF | 451.42 | 451.42 | 451.4 | 451.42 | 1100.0 |
| 2021-10-21 06:05:00 | SPY | ETF | 451.44 | 451.44 | 451.24 | 451.3 | 3465.0 |
| 2021-10-21 06:10:00 | SPY | ETF | 451.29 | 451.31 | 451.2 | 451.3 | 1297.0 |
| 2021-10-21 06:20:00 | SPY | ETF | 451.18 | 451.18 | 451.15 | 451.15 | 925.0 |
| 2021-10-21 06:25:00 | SPY | ETF | 451.15 | 451.19 | 451.08 | 451.11 | 749.0 |
| 2021-10-21 06:30:00 | SPY | ETF | 451.12 | 451.12 | 451.12 | 451.12 | 250.0 |
| 2021-10-21 06:35:00 | SPY | ETF | 451.25 | 451.25 | 451.25 | 451.25 | 154.0 |
| 2021-10-21 06:40:00 | SPY | ETF | 451.28 | 451.28 | 451.22 | 451.23 | 1200.0 |
| 2021-10-21 06:45:00 | SPY | ETF | 451.23 | 451.29 | 451.2 | 451.22 | 4525.0 |
| 2021-10-21 06:50:00 | SPY | ETF | 451.17 | 451.18 | 451.0 | 451.0 | 5000.0 |
| 2021-10-21 06:55:00 | SPY | ETF | 451.0 | 451.02 | 450.97 | 450.97 | 11203.0 |
| 2021-10-21 07:00:00 | SPY | ETF | 451.07 | 451.12 | 451.06 | 451.12 | 2936.0 |
| 2021-10-21 07:05:00 | SPY | ETF | 451.07 | 451.17 | 451.07 | 451.15 | 1370.0 |
| 2021-10-21 07:10:00 | SPY | ETF | 451.15 | 451.17 | 451.09 | 451.17 | 3787.0 |
| 2021-10-21 07:15:00 | SPY | ETF | 451.13 | 451.29 | 451.13 | 451.27 | 7363.0 |
| 2021-10-21 07:20:00 | SPY | ETF | 451.27 | 451.37 | 451.26 | 451.34 | 7300.0 |
| 2021-10-21 07:25:00 | SPY | ETF | 451.26 | 451.26 | 451.08 | 451.14 | 10228.0 |
| 2021-10-21 07:30:00 | SPY | ETF | 451.17 | 451.24 | 451.12 | 451.19 | 10110.0 |
| 2021-10-21 07:35:00 | SPY | ETF | 451.17 | 451.22 | 451.17 | 451.18 | 8380.0 |
| 2021-10-21 07:40:00 | SPY | ETF | 451.2 | 451.23 | 451.1 | 451.1 | 10997.0 |
| 2021-10-21 07:45:00 | SPY | ETF | 451.1 | 451.14 | 451.09 | 451.12 | 5597.0 |
| 2021-10-21 07:50:00 | SPY | ETF | 451.11 | 451.15 | 451.05 | 451.11 | 3025.0 |
| 2021-10-21 07:55:00 | SPY | ETF | 451.08 | 451.08 | 450.9 | 450.94 | 26892.0 |
| 2021-10-21 08:00:00 | SPY | ETF | 451.0846 | 452.749 | 450.8 | 450.96 | 37344.0 |
| 2021-10-21 08:05:00 | SPY | ETF | 451.02 | 451.15 | 451.02 | 451.13 | 10075.0 |
| 2021-10-21 08:10:00 | SPY | ETF | 451.12 | 451.12 | 451.07 | 451.09 | 4700.0 |
| 2021-10-21 08:15:00 | SPY | ETF | 451.1 | 451.1 | 450.94 | 451.03 | 36067.0 |
> showing 50 of 82,413 rows — these rows as CSV