PREVIEW / etf_5min / 2009-08-20

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-08-20.parquet
  size:    676 KB
  rows:    28,384

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
2009-08-20 04:05:00	SPY	ETF	100.67	100.67	100.67	100.67	200.0
2009-08-20 04:15:00	SPY	ETF	100.67	100.7	100.67	100.7	1400.0
2009-08-20 04:30:00	SPY	ETF	100.76	100.76	100.72	100.72	275.0
2009-08-20 04:55:00	SPY	ETF	100.77	100.77	100.76	100.76	700.0
2009-08-20 05:10:00	SPY	ETF	100.71	100.71	100.68	100.68	1600.0
2009-08-20 05:15:00	SPY	ETF	100.67	100.67	100.67	100.67	500.0
2009-08-20 05:35:00	SPY	ETF	100.67	100.67	100.67	100.67	600.0
2009-08-20 05:45:00	SPY	ETF	100.65	100.65	100.65	100.65	100.0
2009-08-20 06:00:00	SPY	ETF	100.63	100.63	100.63	100.63	500.0
2009-08-20 06:05:00	SPY	ETF	100.55	100.55	100.46	100.46	1100.0
2009-08-20 06:10:00	SPY	ETF	100.45	100.5	100.45	100.5	1000.0
2009-08-20 06:15:00	SPY	ETF	100.49	100.49	100.49	100.49	200.0
2009-08-20 06:20:00	SPY	ETF	100.55	100.55	100.55	100.55	500.0
2009-08-20 06:25:00	SPY	ETF	100.55	100.58	100.55	100.58	30000.0
2009-08-20 06:40:00	SPY	ETF	100.49	100.49	100.49	100.49	25800.0
2009-08-20 06:45:00	SPY	ETF	100.47	100.5	100.47	100.5	2500.0
2009-08-20 06:50:00	SPY	ETF	100.52	100.52	100.52	100.52	200.0
2009-08-20 06:55:00	SPY	ETF	100.53	100.55	100.53	100.54	15600.0
2009-08-20 07:00:00	SPY	ETF	100.56	100.57	100.46	100.46	30150.0
2009-08-20 07:05:00	SPY	ETF	100.42	100.42	100.38	100.4	33350.0
2009-08-20 07:10:00	SPY	ETF	100.38	100.38	100.28	100.28	80375.0
2009-08-20 07:15:00	SPY	ETF	100.34	100.38	100.33	100.35	199900.0
2009-08-20 07:20:00	SPY	ETF	100.36	100.39	100.36	100.37	22700.0
2009-08-20 07:25:00	SPY	ETF	100.37	100.43	100.37	100.4	7500.0
2009-08-20 07:30:00	SPY	ETF	100.42	100.47	100.41	100.47	14500.0
2009-08-20 07:35:00	SPY	ETF	100.42	100.42	100.38	100.42	16450.0
2009-08-20 07:40:00	SPY	ETF	100.42	100.46	100.4	100.44	237332.0
2009-08-20 07:45:00	SPY	ETF	100.44	100.52	100.44	100.5	41300.0
2009-08-20 07:50:00	SPY	ETF	100.5	100.5	100.46	100.47	47999.0
2009-08-20 07:55:00	SPY	ETF	100.47	100.59	100.45	100.59	46776.0
2009-08-20 08:00:00	SPY	ETF	100.57	100.62	100.15	100.54	1074093.0
2009-08-20 08:05:00	SPY	ETF	100.54	100.64	100.54	100.61	123377.0
2009-08-20 08:10:00	SPY	ETF	100.61	100.66	100.61	100.64	68496.0
2009-08-20 08:15:00	SPY	ETF	100.63	100.65	100.61	100.64	209280.0
2009-08-20 08:20:00	SPY	ETF	100.63	100.63	100.56	100.58	103912.0
2009-08-20 08:25:00	SPY	ETF	100.59	100.75	100.52	100.6	270655.0
2009-08-20 08:30:00	SPY	ETF	100.6	100.62	100.14	100.17	3479922.0
2009-08-20 08:35:00	SPY	ETF	100.17	100.28	100.14	100.14	900454.0
2009-08-20 08:40:00	SPY	ETF	100.13	100.21	100.07	100.15	386326.0
2009-08-20 08:45:00	SPY	ETF	100.15	100.16	100.05	100.14	502957.0
2009-08-20 08:50:00	SPY	ETF	100.14	100.19	100.07	100.15	807321.0
2009-08-20 08:55:00	SPY	ETF	100.15	100.25	100.12	100.14	247903.0
2009-08-20 09:00:00	SPY	ETF	100.14	100.14	99.91	99.92	700361.0
2009-08-20 09:05:00	SPY	ETF	99.92	99.98	99.89	99.97	372782.0
2009-08-20 09:10:00	SPY	ETF	99.97	100.07	99.96	100.02	409589.0
2009-08-20 09:15:00	SPY	ETF	100.03	100.03	100.01	100.02	288100.0
2009-08-20 09:20:00	SPY	ETF	100.02	100.05	99.99	100.0	207634.0
2009-08-20 09:25:00	SPY	ETF	100.0	100.12	100.0	100.09	565428.0
2009-08-20 09:30:00	SPY	ETF	100.09	100.2	99.87	100.102	4877274.0
2009-08-20 09:35:00	SPY	ETF	100.11	100.34	100.11	100.32	5205587.0

> showing 50 of 28,384 rows — these rows as CSV

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