PREVIEW / etf_5min / 2009-04-03

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-04-03.parquet
  size:    676 KB
  rows:    29,202

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
2009-04-03 04:15:00	SPY	ETF	83.48	83.48	83.48	83.48	100.0
2009-04-03 04:20:00	SPY	ETF	83.64	83.64	83.64	83.64	400.0
2009-04-03 04:25:00	SPY	ETF	83.7	83.7	83.7	83.7	2000.0
2009-04-03 04:45:00	SPY	ETF	83.72	83.81	83.72	83.81	1150.0
2009-04-03 04:50:00	SPY	ETF	83.96	83.96	83.96	83.96	5000.0
2009-04-03 05:00:00	SPY	ETF	84.0	84.11	84.0	84.11	500.0
2009-04-03 05:05:00	SPY	ETF	84.08	84.08	84.08	84.08	500.0
2009-04-03 05:10:00	SPY	ETF	84.11	84.11	84.11	84.11	200.0
2009-04-03 05:15:00	SPY	ETF	84.17	84.2	84.17	84.2	700.0
2009-04-03 05:25:00	SPY	ETF	84.17	84.17	84.14	84.14	5000.0
2009-04-03 05:30:00	SPY	ETF	84.12	84.12	84.07	84.09	1100.0
2009-04-03 05:35:00	SPY	ETF	83.99	84.02	83.99	84.02	400.0
2009-04-03 05:40:00	SPY	ETF	84.02	84.02	84.02	84.02	200.0
2009-04-03 05:45:00	SPY	ETF	84.2	84.2	84.2	84.2	300.0
2009-04-03 05:50:00	SPY	ETF	84.16	84.16	84.1	84.1	500.0
2009-04-03 05:55:00	SPY	ETF	84.08	84.08	84.08	84.08	100.0
2009-04-03 06:00:00	SPY	ETF	84.23	84.23	84.23	84.23	2500.0
2009-04-03 06:05:00	SPY	ETF	83.97	83.97	83.92	83.92	5500.0
2009-04-03 06:10:00	SPY	ETF	84.0	84.0	84.0	84.0	150.0
2009-04-03 06:15:00	SPY	ETF	83.9	83.94	83.9	83.94	5200.0
2009-04-03 06:20:00	SPY	ETF	84.07	84.07	84.07	84.07	1800.0
2009-04-03 06:25:00	SPY	ETF	84.06	84.06	84.06	84.06	200.0
2009-04-03 06:40:00	SPY	ETF	84.19	84.19	84.19	84.19	200.0
2009-04-03 06:45:00	SPY	ETF	84.24	84.3	84.14	84.2	4400.0
2009-04-03 06:50:00	SPY	ETF	84.15	84.17	84.15	84.17	1900.0
2009-04-03 06:55:00	SPY	ETF	84.17	84.2	84.17	84.2	500.0
2009-04-03 07:00:00	SPY	ETF	84.2	84.2	83.98	83.98	4900.0
2009-04-03 07:05:00	SPY	ETF	83.98	83.99	83.95	83.97	4300.0
2009-04-03 07:10:00	SPY	ETF	84.0	84.01	83.97	84.0	57000.0
2009-04-03 07:15:00	SPY	ETF	84.0	84.01	84.0	84.0	31100.0
2009-04-03 07:20:00	SPY	ETF	84.02	84.15	84.02	84.09	20975.0
2009-04-03 07:25:00	SPY	ETF	84.1	84.16	84.09	84.09	21120.0
2009-04-03 07:30:00	SPY	ETF	84.1	84.23	84.1	84.22	9340.0
2009-04-03 07:35:00	SPY	ETF	84.23	84.23	84.14	84.15	32600.0
2009-04-03 07:40:00	SPY	ETF	84.14	84.21	84.1	84.16	61800.0
2009-04-03 07:45:00	SPY	ETF	84.2	84.27	84.16	84.16	32328.0
2009-04-03 07:50:00	SPY	ETF	84.16	84.16	84.11	84.12	11852.0
2009-04-03 07:55:00	SPY	ETF	84.12	84.23	84.12	84.21	140416.0
2009-04-03 08:00:00	SPY	ETF	84.21	84.21	84.09	84.17	215216.0
2009-04-03 08:05:00	SPY	ETF	84.16	84.27	84.16	84.2	176767.0
2009-04-03 08:10:00	SPY	ETF	84.22	84.23	84.11	84.17	110833.0
2009-04-03 08:15:00	SPY	ETF	84.18	84.18	83.53	84.03	85751.0
2009-04-03 08:20:00	SPY	ETF	84.05	84.14	84.04	84.14	117893.0
2009-04-03 08:25:00	SPY	ETF	84.15	84.55	84.15	84.54	698609.0
2009-04-03 08:30:00	SPY	ETF	84.55	84.83	84.15	84.65	3637300.0
2009-04-03 08:35:00	SPY	ETF	84.65	84.69	84.3	84.36	989695.0
2009-04-03 08:40:00	SPY	ETF	84.35	84.35	84.05	84.09	606944.0
2009-04-03 08:45:00	SPY	ETF	84.1	84.15	83.62	83.64	1068036.0
2009-04-03 08:50:00	SPY	ETF	83.64	83.8	83.48	83.53	2156370.0
2009-04-03 08:55:00	SPY	ETF	83.51	83.69	83.49	83.61	520468.0

> showing 50 of 29,202 rows — these rows as CSV

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