PREVIEW / etf_5min / 2009-01-29

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-01-29.parquet
  size:    637 KB
  rows:    27,180

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
2009-01-29 04:05:00	SPY	ETF	86.6	86.6	86.6	86.6	3000.0
2009-01-29 04:15:00	SPY	ETF	86.42	86.43	86.33	86.35	9600.0
2009-01-29 04:20:00	SPY	ETF	86.33	86.33	86.3	86.3	600.0
2009-01-29 04:25:00	SPY	ETF	86.25	86.25	86.08	86.15	1750.0
2009-01-29 04:30:00	SPY	ETF	86.14	86.14	86.14	86.14	750.0
2009-01-29 04:35:00	SPY	ETF	86.1	86.15	86.1	86.15	700.0
2009-01-29 04:40:00	SPY	ETF	86.15	86.15	86.15	86.15	100.0
2009-01-29 04:45:00	SPY	ETF	86.2	86.23	86.15	86.2	2500.0
2009-01-29 04:50:00	SPY	ETF	86.23	86.23	86.2	86.2	600.0
2009-01-29 04:55:00	SPY	ETF	86.3	86.3	86.25	86.25	200.0
2009-01-29 05:00:00	SPY	ETF	86.53	86.53	86.53	86.53	100.0
2009-01-29 05:05:00	SPY	ETF	86.58	86.58	86.51	86.51	600.0
2009-01-29 05:10:00	SPY	ETF	86.56	86.56	86.56	86.56	100.0
2009-01-29 05:20:00	SPY	ETF	86.45	86.46	86.45	86.46	1100.0
2009-01-29 05:25:00	SPY	ETF	86.45	86.45	86.45	86.45	400.0
2009-01-29 05:30:00	SPY	ETF	86.45	86.45	86.45	86.45	100.0
2009-01-29 05:35:00	SPY	ETF	86.53	86.53	86.53	86.53	100.0
2009-01-29 05:45:00	SPY	ETF	86.57	86.57	86.57	86.57	100.0
2009-01-29 06:00:00	SPY	ETF	86.67	86.68	86.67	86.68	10000.0
2009-01-29 06:05:00	SPY	ETF	86.45	86.53	86.45	86.53	600.0
2009-01-29 06:10:00	SPY	ETF	86.43	86.51	86.4	86.51	2300.0
2009-01-29 06:15:00	SPY	ETF	86.55	86.55	86.55	86.55	7500.0
2009-01-29 06:20:00	SPY	ETF	86.43	86.43	86.43	86.43	100.0
2009-01-29 06:25:00	SPY	ETF	86.39	86.45	86.39	86.45	1600.0
2009-01-29 06:30:00	SPY	ETF	86.47	86.5	86.44	86.44	2000.0
2009-01-29 06:35:00	SPY	ETF	86.43	86.46	86.31	86.31	27700.0
2009-01-29 06:40:00	SPY	ETF	86.41	86.41	86.41	86.41	500.0
2009-01-29 06:45:00	SPY	ETF	86.48	86.5	86.48	86.5	1100.0
2009-01-29 06:55:00	SPY	ETF	86.51	86.56	86.51	86.52	9100.0
2009-01-29 07:00:00	SPY	ETF	86.7	86.9	86.7	86.79	105752.0
2009-01-29 07:05:00	SPY	ETF	86.8	86.85	86.74	86.85	42697.0
2009-01-29 07:10:00	SPY	ETF	86.85	86.89	86.77	86.83	32292.0
2009-01-29 07:15:00	SPY	ETF	86.82	86.86	86.77	86.77	4900.0
2009-01-29 07:20:00	SPY	ETF	86.76	86.87	86.73	86.87	7076.0
2009-01-29 07:25:00	SPY	ETF	86.85	86.9	86.81	86.84	57344.0
2009-01-29 07:30:00	SPY	ETF	86.82	87.03	86.78	86.95	175138.0
2009-01-29 07:35:00	SPY	ETF	86.99	87.0	86.85	86.91	94494.0
2009-01-29 07:40:00	SPY	ETF	86.91	86.91	86.83	86.84	18816.0
2009-01-29 07:45:00	SPY	ETF	86.83	86.84	86.62	86.69	110261.0
2009-01-29 07:50:00	SPY	ETF	86.7	86.7	86.64	86.64	72388.0
2009-01-29 07:55:00	SPY	ETF	86.64	86.68	86.63	86.63	44610.0
2009-01-29 08:00:00	SPY	ETF	86.64	86.7	86.62	86.66	427447.0
2009-01-29 08:05:00	SPY	ETF	86.66	86.68	86.55	86.55	248768.0
2009-01-29 08:10:00	SPY	ETF	86.54	86.55	86.45	86.48	112691.0
2009-01-29 08:15:00	SPY	ETF	86.47	86.54	86.45	86.5	305717.0
2009-01-29 08:20:00	SPY	ETF	86.5	86.59	86.5	86.58	140682.0
2009-01-29 08:25:00	SPY	ETF	86.58	86.62	86.4	86.49	304274.0
2009-01-29 08:30:00	SPY	ETF	86.49	86.54	86.26	86.49	1691686.0
2009-01-29 08:35:00	SPY	ETF	86.48	86.53	86.43	86.51	262297.0
2009-01-29 08:40:00	SPY	ETF	86.5	86.63	86.47	86.56	319366.0

> showing 50 of 27,180 rows — these rows as CSV

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