PREVIEW / etf_5min / 2009-04-20

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-04-20.parquet
  size:    701 KB
  rows:    30,210

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
2009-04-20 04:10:00	SPY	ETF	86.42	86.42	86.42	86.42	4000.0
2009-04-20 04:15:00	SPY	ETF	86.46	86.46	86.42	86.42	2062.0
2009-04-20 04:20:00	SPY	ETF	86.41	86.41	86.38	86.38	1800.0
2009-04-20 04:30:00	SPY	ETF	86.33	86.36	86.3	86.36	2800.0
2009-04-20 04:35:00	SPY	ETF	86.4	86.4	86.34	86.34	2290.0
2009-04-20 04:40:00	SPY	ETF	86.34	86.34	86.25	86.25	2454.0
2009-04-20 04:45:00	SPY	ETF	86.22	86.25	86.22	86.25	346.0
2009-04-20 04:55:00	SPY	ETF	86.29	86.29	86.29	86.29	200.0
2009-04-20 05:00:00	SPY	ETF	86.28	86.28	86.2	86.22	904.0
2009-04-20 05:05:00	SPY	ETF	86.2	86.2	86.2	86.2	4900.0
2009-04-20 05:10:00	SPY	ETF	86.11	86.11	86.11	86.11	300.0
2009-04-20 05:15:00	SPY	ETF	86.09	86.09	86.01	86.04	817.0
2009-04-20 05:20:00	SPY	ETF	86.0	86.0	85.97	85.97	6700.0
2009-04-20 05:25:00	SPY	ETF	86.02	86.02	86.0	86.01	500.0
2009-04-20 05:30:00	SPY	ETF	85.97	85.99	85.97	85.99	400.0
2009-04-20 05:35:00	SPY	ETF	86.02	86.03	86.02	86.03	15000.0
2009-04-20 05:40:00	SPY	ETF	86.03	86.03	85.99	86.03	15300.0
2009-04-20 05:45:00	SPY	ETF	85.91	85.91	85.88	85.88	10400.0
2009-04-20 05:50:00	SPY	ETF	85.92	85.92	85.92	85.92	400.0
2009-04-20 06:00:00	SPY	ETF	85.86	85.9	85.86	85.9	5200.0
2009-04-20 06:05:00	SPY	ETF	85.87	86.05	85.87	86.05	14237.0
2009-04-20 06:10:00	SPY	ETF	86.03	86.06	86.03	86.06	2500.0
2009-04-20 06:15:00	SPY	ETF	86.07	86.08	86.07	86.07	4300.0
2009-04-20 06:20:00	SPY	ETF	86.14	86.16	86.14	86.15	3600.0
2009-04-20 06:25:00	SPY	ETF	86.15	86.15	86.04	86.09	10100.0
2009-04-20 06:30:00	SPY	ETF	86.17	86.17	86.05	86.05	3050.0
2009-04-20 06:35:00	SPY	ETF	86.07	86.07	86.07	86.07	70000.0
2009-04-20 06:40:00	SPY	ETF	86.07	86.07	85.95	85.99	34208.0
2009-04-20 06:45:00	SPY	ETF	86.0	86.03	86.0	86.03	2649.0
2009-04-20 06:50:00	SPY	ETF	86.08	86.12	86.08	86.12	3000.0
2009-04-20 06:55:00	SPY	ETF	86.12	86.12	86.09	86.09	15000.0
2009-04-20 07:00:00	SPY	ETF	86.17	86.25	86.1	86.17	303055.0
2009-04-20 07:05:00	SPY	ETF	86.2	86.2	86.06	86.06	50302.0
2009-04-20 07:10:00	SPY	ETF	86.06	86.06	85.81	85.81	56447.0
2009-04-20 07:15:00	SPY	ETF	85.83	85.96	85.83	85.95	239683.0
2009-04-20 07:20:00	SPY	ETF	85.95	86.1	85.86	86.08	78850.0
2009-04-20 07:25:00	SPY	ETF	86.07	86.08	85.89	85.89	54294.0
2009-04-20 07:30:00	SPY	ETF	85.92	86.17	85.89	86.02	250082.0
2009-04-20 07:35:00	SPY	ETF	86.01	86.01	85.87	85.9	111037.0
2009-04-20 07:40:00	SPY	ETF	85.89	85.96	85.88	85.93	136105.0
2009-04-20 07:45:00	SPY	ETF	85.93	86.03	85.93	86.01	25360.0
2009-04-20 07:50:00	SPY	ETF	86.01	86.01	85.85	85.85	82254.0
2009-04-20 07:55:00	SPY	ETF	85.85	85.85	85.71	85.75	114588.0
2009-04-20 08:00:00	SPY	ETF	85.75	85.85	85.75	85.83	149794.0
2009-04-20 08:05:00	SPY	ETF	85.83	85.9	85.77	85.87	321894.0
2009-04-20 08:10:00	SPY	ETF	85.87	85.87	85.74	85.74	196550.0
2009-04-20 08:15:00	SPY	ETF	85.74	85.74	85.48	85.49	680680.0
2009-04-20 08:20:00	SPY	ETF	85.5	85.54	85.45	85.51	555776.0
2009-04-20 08:25:00	SPY	ETF	85.51	85.51	85.36	85.43	386958.0
2009-04-20 08:30:00	SPY	ETF	85.44	86.09	85.44	85.53	747405.0

> showing 50 of 30,210 rows — these rows as CSV

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