PREVIEW / etf_5min / 2009-03-27

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-03-27.parquet
  size:    655 KB
  rows:    28,591

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
2009-03-27 04:00:00	SPY	ETF	82.64	82.64	82.64	82.64	100.0
2009-03-27 04:30:00	SPY	ETF	82.77	82.77	82.77	82.77	100.0
2009-03-27 04:35:00	SPY	ETF	82.7	82.7	82.7	82.7	100.0
2009-03-27 04:50:00	SPY	ETF	82.82	82.82	82.82	82.82	400.0
2009-03-27 05:05:00	SPY	ETF	82.8	82.8	82.8	82.8	100.0
2009-03-27 05:20:00	SPY	ETF	82.89	82.89	82.89	82.89	3000.0
2009-03-27 05:25:00	SPY	ETF	82.66	82.66	82.66	82.66	1277.0
2009-03-27 05:30:00	SPY	ETF	82.66	82.66	82.66	82.66	2000.0
2009-03-27 05:35:00	SPY	ETF	82.63	82.63	82.55	82.55	200.0
2009-03-27 05:45:00	SPY	ETF	82.51	82.51	82.51	82.51	2010.0
2009-03-27 06:05:00	SPY	ETF	82.62	82.62	82.62	82.62	6350.0
2009-03-27 06:10:00	SPY	ETF	82.52	82.52	82.44	82.44	8601.0
2009-03-27 06:15:00	SPY	ETF	82.42	82.42	82.41	82.41	1200.0
2009-03-27 06:20:00	SPY	ETF	82.39	82.4	82.33	82.33	20100.0
2009-03-27 06:25:00	SPY	ETF	82.36	82.36	82.36	82.36	100.0
2009-03-27 06:30:00	SPY	ETF	82.32	82.45	82.32	82.45	34500.0
2009-03-27 06:35:00	SPY	ETF	82.45	82.45	82.4	82.4	19100.0
2009-03-27 06:40:00	SPY	ETF	82.45	82.45	82.38	82.38	2122.0
2009-03-27 06:45:00	SPY	ETF	82.4	82.4	82.38	82.38	3800.0
2009-03-27 06:50:00	SPY	ETF	82.4	82.43	82.33	82.36	60100.0
2009-03-27 06:55:00	SPY	ETF	82.32	82.35	82.32	82.35	4400.0
2009-03-27 07:00:00	SPY	ETF	82.4	82.46	82.38	82.4	7300.0
2009-03-27 07:05:00	SPY	ETF	82.42	82.48	82.42	82.48	7500.0
2009-03-27 07:10:00	SPY	ETF	82.46	82.47	82.36	82.4	5100.0
2009-03-27 07:15:00	SPY	ETF	82.43	82.55	82.43	82.54	109881.0
2009-03-27 07:20:00	SPY	ETF	82.52	82.6	82.46	82.6	16629.0
2009-03-27 07:25:00	SPY	ETF	82.58	82.61	82.55	82.55	14000.0
2009-03-27 07:30:00	SPY	ETF	82.6	82.61	82.55	82.57	34673.0
2009-03-27 07:35:00	SPY	ETF	82.58	82.67	82.58	82.64	37400.0
2009-03-27 07:40:00	SPY	ETF	82.64	82.64	82.6	82.64	104805.0
2009-03-27 07:45:00	SPY	ETF	82.62	82.62	82.49	82.54	28636.0
2009-03-27 07:50:00	SPY	ETF	82.53	82.59	82.48	82.48	42096.0
2009-03-27 07:55:00	SPY	ETF	82.48	82.48	82.22	82.22	320247.0
2009-03-27 08:00:00	SPY	ETF	82.23	82.41	81.96	82.1	1117657.0
2009-03-27 08:05:00	SPY	ETF	82.09	82.19	82.02	82.12	177061.0
2009-03-27 08:10:00	SPY	ETF	82.14	82.18	82.04	82.16	1260986.0
2009-03-27 08:15:00	SPY	ETF	82.16	83.11	82.14	82.19	209837.0
2009-03-27 08:20:00	SPY	ETF	82.19	82.2	82.15	82.16	175015.0
2009-03-27 08:25:00	SPY	ETF	82.15	82.16	82.08	82.12	101649.0
2009-03-27 08:30:00	SPY	ETF	82.12	82.29	82.01	82.27	242024.0
2009-03-27 08:35:00	SPY	ETF	82.27	82.32	82.22	82.28	172207.0
2009-03-27 08:40:00	SPY	ETF	82.28	82.38	82.25	82.36	123251.0
2009-03-27 08:45:00	SPY	ETF	82.37	82.42	82.31	82.33	127808.0
2009-03-27 08:50:00	SPY	ETF	82.33	82.33	82.23	82.24	78779.0
2009-03-27 08:55:00	SPY	ETF	82.24	82.34	82.18	82.19	339098.0
2009-03-27 09:00:00	SPY	ETF	82.2	82.25	82.07	82.17	542685.0
2009-03-27 09:05:00	SPY	ETF	82.18	82.19	81.99	82.0	466179.0
2009-03-27 09:10:00	SPY	ETF	82.01	82.7	81.9	81.95	493408.0
2009-03-27 09:15:00	SPY	ETF	81.94	82.04	81.85	82.03	535534.0
2009-03-27 09:20:00	SPY	ETF	82.03	82.09	82.0	82.03	298594.0

> showing 50 of 28,591 rows — these rows as CSV

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