PREVIEW / etf_5min / 2009-05-20

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-05-20.parquet
  size:    729 KB
  rows:    30,661

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
2009-05-20 04:15:00	SPY	ETF	91.67	91.67	91.66	91.66	5700.0
2009-05-20 04:20:00	SPY	ETF	91.64	91.64	91.64	91.64	100.0
2009-05-20 04:30:00	SPY	ETF	91.57	91.57	91.57	91.57	250.0
2009-05-20 04:55:00	SPY	ETF	91.67	91.67	91.59	91.65	5900.0
2009-05-20 05:15:00	SPY	ETF	91.5	91.5	91.5	91.5	100.0
2009-05-20 05:25:00	SPY	ETF	91.39	91.42	91.39	91.39	1340.0
2009-05-20 05:30:00	SPY	ETF	91.5	91.52	91.5	91.52	1300.0
2009-05-20 05:40:00	SPY	ETF	91.6	91.6	91.56	91.56	4100.0
2009-05-20 05:45:00	SPY	ETF	91.45	91.45	91.45	91.45	100.0
2009-05-20 05:55:00	SPY	ETF	91.36	91.36	91.33	91.36	1200.0
2009-05-20 06:00:00	SPY	ETF	91.38	91.38	91.38	91.38	4700.0
2009-05-20 06:15:00	SPY	ETF	91.34	91.34	91.34	91.34	100.0
2009-05-20 06:20:00	SPY	ETF	91.22	91.22	91.2	91.2	1600.0
2009-05-20 06:25:00	SPY	ETF	91.25	91.25	91.25	91.25	100.0
2009-05-20 06:30:00	SPY	ETF	91.25	91.25	91.25	91.25	900.0
2009-05-20 06:35:00	SPY	ETF	91.37	91.37	91.37	91.37	1000.0
2009-05-20 06:45:00	SPY	ETF	91.54	91.6	91.54	91.6	1400.0
2009-05-20 06:50:00	SPY	ETF	91.57	91.57	91.55	91.55	5100.0
2009-05-20 06:55:00	SPY	ETF	91.44	91.5	91.44	91.5	11000.0
2009-05-20 07:00:00	SPY	ETF	91.52	91.53	91.35	91.39	46720.0
2009-05-20 07:05:00	SPY	ETF	91.44	91.5	91.38	91.38	32100.0
2009-05-20 07:10:00	SPY	ETF	91.4	91.4	91.37	91.37	15775.0
2009-05-20 07:15:00	SPY	ETF	91.37	91.37	91.3	91.36	24350.0
2009-05-20 07:20:00	SPY	ETF	91.37	91.37	91.33	91.33	1200.0
2009-05-20 07:25:00	SPY	ETF	91.39	91.4	91.38	91.4	34900.0
2009-05-20 07:30:00	SPY	ETF	91.37	91.58	91.37	91.58	137867.0
2009-05-20 07:35:00	SPY	ETF	91.55	91.72	91.55	91.72	113690.0
2009-05-20 07:40:00	SPY	ETF	91.7	91.7	91.58	91.65	58800.0
2009-05-20 07:45:00	SPY	ETF	91.6	91.6	91.56	91.6	12000.0
2009-05-20 07:50:00	SPY	ETF	91.63	91.75	91.63	91.75	106635.0
2009-05-20 07:55:00	SPY	ETF	91.75	91.75	91.57	91.59	197575.0
2009-05-20 08:00:00	SPY	ETF	91.59	91.65	90.6	91.63	416847.0
2009-05-20 08:05:00	SPY	ETF	91.62	91.69	91.59	91.64	55479.0
2009-05-20 08:10:00	SPY	ETF	91.66	91.81	91.65	91.8	405693.0
2009-05-20 08:15:00	SPY	ETF	91.8	91.8	91.73	91.74	377060.0
2009-05-20 08:20:00	SPY	ETF	91.74	91.75	91.69	91.7	61085.0
2009-05-20 08:25:00	SPY	ETF	91.71	91.73	91.54	91.67	117067.0
2009-05-20 08:30:00	SPY	ETF	91.67	91.75	91.67	91.69	72495.0
2009-05-20 08:35:00	SPY	ETF	91.7	91.78	91.7	91.75	110479.0
2009-05-20 08:40:00	SPY	ETF	91.75	91.76	91.72	91.76	36653.0
2009-05-20 08:45:00	SPY	ETF	91.76	91.78	91.73	91.73	187824.0
2009-05-20 08:50:00	SPY	ETF	91.75	91.82	91.74	91.81	318368.0
2009-05-20 08:55:00	SPY	ETF	91.8	91.82	91.77	91.78	222340.0
2009-05-20 09:00:00	SPY	ETF	91.79	91.79	91.71	91.74	59023.0
2009-05-20 09:05:00	SPY	ETF	91.74	91.85	91.73	91.85	208991.0
2009-05-20 09:10:00	SPY	ETF	91.85	91.88	91.12	91.85	137458.0
2009-05-20 09:15:00	SPY	ETF	91.86	91.9	91.84	91.9	116086.0
2009-05-20 09:20:00	SPY	ETF	91.9	91.92	91.89	91.89	148766.0
2009-05-20 09:25:00	SPY	ETF	91.89	91.96	91.87	91.95	565480.0
2009-05-20 09:30:00	SPY	ETF	91.95	92.23	91.87	92.08	7158325.0

> showing 50 of 30,661 rows — these rows as CSV

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