PREVIEW / etf_5min / 2009-06-08

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-06-08.parquet
  size:    688 KB
  rows:    29,627

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
2009-06-08 04:15:00	SPY	ETF	93.58	93.58	93.49	93.49	2000.0
2009-06-08 04:20:00	SPY	ETF	93.5	93.55	93.5	93.55	3700.0
2009-06-08 04:25:00	SPY	ETF	93.55	93.61	93.55	93.61	5500.0
2009-06-08 04:30:00	SPY	ETF	93.68	93.68	93.68	93.68	400.0
2009-06-08 04:40:00	SPY	ETF	93.63	93.63	93.63	93.63	5000.0
2009-06-08 04:55:00	SPY	ETF	93.55	93.55	93.55	93.55	5000.0
2009-06-08 05:05:00	SPY	ETF	93.6	93.6	93.6	93.6	1000.0
2009-06-08 05:35:00	SPY	ETF	93.68	93.68	93.6	93.6	600.0
2009-06-08 05:40:00	SPY	ETF	93.57	93.58	93.57	93.58	200.0
2009-06-08 05:45:00	SPY	ETF	93.53	93.53	93.53	93.53	200.0
2009-06-08 05:50:00	SPY	ETF	93.47	93.47	93.37	93.37	500.0
2009-06-08 05:55:00	SPY	ETF	93.35	93.37	93.35	93.37	5200.0
2009-06-08 06:00:00	SPY	ETF	93.45	93.45	93.45	93.45	10000.0
2009-06-08 06:05:00	SPY	ETF	93.4	93.4	93.39	93.39	1200.0
2009-06-08 06:10:00	SPY	ETF	93.46	93.5	93.46	93.5	400.0
2009-06-08 06:20:00	SPY	ETF	93.6	93.65	93.6	93.6	4100.0
2009-06-08 06:35:00	SPY	ETF	93.6	93.6	93.6	93.6	600.0
2009-06-08 06:45:00	SPY	ETF	93.7	93.7	93.7	93.7	100.0
2009-06-08 06:50:00	SPY	ETF	93.6	93.6	93.6	93.6	1200.0
2009-06-08 07:00:00	SPY	ETF	93.65	93.65	93.58	93.58	16972.0
2009-06-08 07:05:00	SPY	ETF	93.58	93.6	93.58	93.6	17400.0
2009-06-08 07:10:00	SPY	ETF	93.6	93.62	93.51	93.51	3052.0
2009-06-08 07:15:00	SPY	ETF	93.56	93.63	93.53	93.56	14879.0
2009-06-08 07:20:00	SPY	ETF	93.56	93.69	93.51	93.68	50860.0
2009-06-08 07:25:00	SPY	ETF	93.66	93.79	93.66	93.7	78200.0
2009-06-08 07:30:00	SPY	ETF	93.75	93.76	93.7	93.71	74979.0
2009-06-08 07:35:00	SPY	ETF	93.72	93.76	93.67	93.7	274143.0
2009-06-08 07:40:00	SPY	ETF	93.67	93.72	93.56	93.57	170795.0
2009-06-08 07:45:00	SPY	ETF	93.55	93.61	93.52	93.61	41663.0
2009-06-08 07:50:00	SPY	ETF	93.59	93.66	93.58	93.63	50704.0
2009-06-08 07:55:00	SPY	ETF	93.63	93.69	93.57	93.66	164335.0
2009-06-08 08:00:00	SPY	ETF	93.66	93.69	93.63	93.69	93670.0
2009-06-08 08:05:00	SPY	ETF	93.68	93.71	93.67	93.71	30722.0
2009-06-08 08:10:00	SPY	ETF	93.71	93.72	93.67	93.67	72027.0
2009-06-08 08:15:00	SPY	ETF	93.68	93.68	93.57	93.6	197705.0
2009-06-08 08:20:00	SPY	ETF	93.6	93.62	93.53	93.56	107999.0
2009-06-08 08:25:00	SPY	ETF	93.56	93.58	93.51	93.54	334291.0
2009-06-08 08:30:00	SPY	ETF	93.54	93.58	93.54	93.56	58971.0
2009-06-08 08:35:00	SPY	ETF	93.57	93.58	93.54	93.56	99324.0
2009-06-08 08:40:00	SPY	ETF	93.54	93.59	93.54	93.55	115588.0
2009-06-08 08:45:00	SPY	ETF	93.56	93.71	93.53	93.7	133314.0
2009-06-08 08:50:00	SPY	ETF	93.7	93.71	93.65	93.67	199123.0
2009-06-08 08:55:00	SPY	ETF	93.67	93.72	93.64	93.64	274437.0
2009-06-08 09:00:00	SPY	ETF	93.64	93.65	93.6	93.62	127574.0
2009-06-08 09:05:00	SPY	ETF	93.63	93.66	93.62	93.65	52602.0
2009-06-08 09:10:00	SPY	ETF	93.65	94.03	93.65	93.86	377785.0
2009-06-08 09:15:00	SPY	ETF	93.87	93.88	93.83	93.85	123023.0
2009-06-08 09:20:00	SPY	ETF	93.85	93.9	93.84	93.85	176800.0
2009-06-08 09:25:00	SPY	ETF	93.84	93.85	93.8	93.85	251929.0
2009-06-08 09:30:00	SPY	ETF	93.84	93.99	93.77	93.85	4095491.0

> showing 50 of 29,627 rows — these rows as CSV

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