PREVIEW / etf_5min / 2009-03-02

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-03-02.parquet
  size:    745 KB
  rows:    31,808

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
2009-03-02 04:05:00	SPY	ETF	72.5	72.5	72.5	72.5	200.0
2009-03-02 04:10:00	SPY	ETF	72.65	72.65	72.65	72.65	100.0
2009-03-02 04:15:00	SPY	ETF	72.7	72.7	72.52	72.52	1600.0
2009-03-02 04:20:00	SPY	ETF	72.5	72.53	72.5	72.53	300.0
2009-03-02 04:25:00	SPY	ETF	72.45	72.45	72.39	72.45	521.0
2009-03-02 04:30:00	SPY	ETF	72.57	72.57	72.57	72.57	200.0
2009-03-02 04:40:00	SPY	ETF	72.68	72.68	72.68	72.68	100.0
2009-03-02 04:50:00	SPY	ETF	72.8	72.8	72.8	72.8	1500.0
2009-03-02 05:00:00	SPY	ETF	72.78	72.78	72.78	72.78	100.0
2009-03-02 05:05:00	SPY	ETF	72.65	72.65	72.65	72.65	200.0
2009-03-02 05:10:00	SPY	ETF	72.5	72.5	72.47	72.5	500.0
2009-03-02 05:20:00	SPY	ETF	72.53	72.53	72.53	72.53	100.0
2009-03-02 05:30:00	SPY	ETF	72.6	72.6	72.6	72.6	1000.0
2009-03-02 05:40:00	SPY	ETF	72.45	72.45	72.33	72.35	400.0
2009-03-02 05:45:00	SPY	ETF	72.43	72.43	72.38	72.38	200.0
2009-03-02 05:50:00	SPY	ETF	72.38	72.4	72.38	72.4	600.0
2009-03-02 06:05:00	SPY	ETF	72.36	72.43	72.36	72.43	600.0
2009-03-02 06:10:00	SPY	ETF	72.45	72.45	72.15	72.15	13900.0
2009-03-02 06:20:00	SPY	ETF	72.1	72.1	72.0	72.07	5600.0
2009-03-02 06:25:00	SPY	ETF	72.15	72.15	72.15	72.15	5000.0
2009-03-02 06:30:00	SPY	ETF	72.15	72.15	72.15	72.15	600.0
2009-03-02 06:35:00	SPY	ETF	72.02	72.02	72.01	72.01	600.0
2009-03-02 06:40:00	SPY	ETF	71.92	71.92	71.92	71.92	2000.0
2009-03-02 06:45:00	SPY	ETF	71.9	71.9	71.62	71.62	48200.0
2009-03-02 06:50:00	SPY	ETF	71.8	71.87	71.8	71.87	15800.0
2009-03-02 06:55:00	SPY	ETF	71.99	72.1	71.99	72.1	11800.0
2009-03-02 07:00:00	SPY	ETF	72.12	72.12	71.9	71.97	48323.0
2009-03-02 07:05:00	SPY	ETF	71.97	72.08	71.95	72.05	25600.0
2009-03-02 07:10:00	SPY	ETF	72.03	72.12	71.97	72.1	36705.0
2009-03-02 07:15:00	SPY	ETF	72.15	72.18	72.05	72.08	203329.0
2009-03-02 07:20:00	SPY	ETF	72.1	72.11	72.02	72.05	22200.0
2009-03-02 07:25:00	SPY	ETF	72.05	72.13	72.05	72.05	108994.0
2009-03-02 07:30:00	SPY	ETF	72.05	72.08	72.0	72.0	121242.0
2009-03-02 07:35:00	SPY	ETF	72.0	72.06	71.89	72.06	189734.0
2009-03-02 07:40:00	SPY	ETF	72.05	72.12	72.05	72.11	106600.0
2009-03-02 07:45:00	SPY	ETF	72.13	72.33	72.13	72.24	125169.0
2009-03-02 07:50:00	SPY	ETF	72.3	72.31	72.27	72.29	86250.0
2009-03-02 07:55:00	SPY	ETF	72.28	72.3	72.24	72.29	124860.0
2009-03-02 08:00:00	SPY	ETF	72.28	72.39	72.05	72.32	456785.0
2009-03-02 08:05:00	SPY	ETF	72.34	72.34	72.23	72.27	582660.0
2009-03-02 08:10:00	SPY	ETF	72.27	72.35	72.23	72.3	400871.0
2009-03-02 08:15:00	SPY	ETF	72.31	72.35	72.27	72.3	448451.0
2009-03-02 08:20:00	SPY	ETF	72.31	72.31	72.15	72.18	581857.0
2009-03-02 08:25:00	SPY	ETF	72.18	72.3	72.17	72.25	787857.0
2009-03-02 08:30:00	SPY	ETF	72.29	72.4	72.21	72.29	401204.0
2009-03-02 08:35:00	SPY	ETF	72.27	72.62	72.04	72.46	1356267.0
2009-03-02 08:40:00	SPY	ETF	72.46	72.48	72.34	72.48	1071038.0
2009-03-02 08:45:00	SPY	ETF	72.5	72.72	72.49	72.7	821092.0
2009-03-02 08:50:00	SPY	ETF	72.71	72.71	72.46	72.46	2092597.0
2009-03-02 08:55:00	SPY	ETF	72.46	73.4	72.35	72.36	825539.0

> showing 50 of 31,808 rows — these rows as CSV

> unlock the full archive -- $79 one-time