PREVIEW / etf_5min / 2009-09-02

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-09-02.parquet
  size:    682 KB
  rows:    29,725

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
2009-09-02 04:10:00	SPY	ETF	99.91	99.91	99.91	99.91	5000.0
2009-09-02 04:15:00	SPY	ETF	99.88	99.88	99.83	99.87	2100.0
2009-09-02 04:20:00	SPY	ETF	99.9	99.9	99.89	99.89	1000.0
2009-09-02 04:30:00	SPY	ETF	99.89	99.89	99.89	99.89	200.0
2009-09-02 04:35:00	SPY	ETF	99.93	99.93	99.93	99.93	250.0
2009-09-02 05:05:00	SPY	ETF	100.1	100.1	100.1	100.1	5000.0
2009-09-02 05:20:00	SPY	ETF	100.11	100.11	100.09	100.09	5000.0
2009-09-02 05:40:00	SPY	ETF	100.03	100.03	99.85	99.85	700.0
2009-09-02 06:00:00	SPY	ETF	99.96	99.97	99.96	99.97	15100.0
2009-09-02 06:05:00	SPY	ETF	100.06	100.06	100.06	100.06	300.0
2009-09-02 06:15:00	SPY	ETF	100.06	100.07	100.06	100.07	15000.0
2009-09-02 06:25:00	SPY	ETF	100.11	100.11	100.11	100.11	500.0
2009-09-02 06:30:00	SPY	ETF	100.04	100.04	100.04	100.04	100.0
2009-09-02 06:35:00	SPY	ETF	100.05	100.05	100.05	100.05	5000.0
2009-09-02 06:45:00	SPY	ETF	100.05	100.05	100.03	100.03	341.0
2009-09-02 06:50:00	SPY	ETF	100.03	100.03	100.03	100.03	3020.0
2009-09-02 07:00:00	SPY	ETF	100.1	100.1	100.08	100.08	6100.0
2009-09-02 07:05:00	SPY	ETF	100.1	100.1	100.06	100.06	2395.0
2009-09-02 07:10:00	SPY	ETF	100.05	100.13	100.05	100.13	5400.0
2009-09-02 07:15:00	SPY	ETF	100.13	100.13	100.1	100.1	1899.0
2009-09-02 07:20:00	SPY	ETF	100.08	100.08	100.08	100.08	200.0
2009-09-02 07:25:00	SPY	ETF	100.09	100.1	100.09	100.1	3600.0
2009-09-02 07:30:00	SPY	ETF	100.1	100.17	100.1	100.15	17600.0
2009-09-02 07:35:00	SPY	ETF	100.12	100.17	100.12	100.15	14200.0
2009-09-02 07:40:00	SPY	ETF	100.18	100.18	100.13	100.15	27600.0
2009-09-02 07:45:00	SPY	ETF	100.15	100.15	100.1	100.13	26200.0
2009-09-02 07:50:00	SPY	ETF	100.15	100.15	100.08	100.08	8400.0
2009-09-02 07:55:00	SPY	ETF	100.09	100.1	100.08	100.08	3000.0
2009-09-02 08:00:00	SPY	ETF	100.06	100.1	100.03	100.1	145755.0
2009-09-02 08:05:00	SPY	ETF	100.09	100.11	100.02	100.07	126077.0
2009-09-02 08:10:00	SPY	ETF	100.07	100.14	100.07	100.14	116806.0
2009-09-02 08:15:00	SPY	ETF	100.13	100.13	99.7	99.86	963289.0
2009-09-02 08:20:00	SPY	ETF	99.87	99.89	99.72	99.72	513386.0
2009-09-02 08:25:00	SPY	ETF	99.71	100.14	99.7	99.93	541399.0
2009-09-02 08:30:00	SPY	ETF	99.95	99.95	99.69	99.85	512658.0
2009-09-02 08:35:00	SPY	ETF	99.84	99.9	99.79	99.88	192992.0
2009-09-02 08:40:00	SPY	ETF	99.89	100.2	99.75	99.77	215129.0
2009-09-02 08:45:00	SPY	ETF	99.77	100.2	99.67	99.77	265320.0
2009-09-02 08:50:00	SPY	ETF	99.78	99.89	99.75	99.86	229310.0
2009-09-02 08:55:00	SPY	ETF	99.87	100.2	99.76	99.8	168796.0
2009-09-02 09:00:00	SPY	ETF	99.81	99.85	99.69	99.74	228771.0
2009-09-02 09:05:00	SPY	ETF	99.74	99.88	99.74	99.85	310625.0
2009-09-02 09:10:00	SPY	ETF	99.84	99.85	99.73	99.78	267055.0
2009-09-02 09:15:00	SPY	ETF	99.78	99.79	99.7	99.74	316519.0
2009-09-02 09:20:00	SPY	ETF	99.75	99.85	99.72	99.84	204100.0
2009-09-02 09:25:00	SPY	ETF	99.84	99.86	99.77	99.78	399491.0
2009-09-02 09:30:00	SPY	ETF	99.78	100.02	99.67	100.02	5039085.0
2009-09-02 09:35:00	SPY	ETF	100.02	100.12	99.76	99.78	5762534.0
2009-09-02 09:40:00	SPY	ETF	99.778	100.06	99.73	99.96	4267930.0
2009-09-02 09:45:00	SPY	ETF	99.95	100.09	99.93	100.01	3390534.0

> showing 50 of 29,725 rows — these rows as CSV

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