PREVIEW / etf_5min / 2009-10-28

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-10-28.parquet
  size:    839 KB
  rows:    33,545

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
2009-10-28 04:15:00	SPY	ETF	106.25	106.25	106.25	106.25	100.0
2009-10-28 04:20:00	SPY	ETF	106.34	106.34	106.34	106.34	300.0
2009-10-28 04:35:00	SPY	ETF	106.3	106.3	106.3	106.3	100.0
2009-10-28 04:45:00	SPY	ETF	106.3	106.3	106.3	106.3	142.0
2009-10-28 04:50:00	SPY	ETF	106.21	106.21	106.21	106.21	5000.0
2009-10-28 04:55:00	SPY	ETF	106.16	106.16	105.99	105.99	1180.0
2009-10-28 05:00:00	SPY	ETF	106.12	106.15	106.12	106.15	358.0
2009-10-28 05:05:00	SPY	ETF	106.04	106.04	106.04	106.04	100.0
2009-10-28 05:15:00	SPY	ETF	106.07	106.07	106.07	106.07	400.0
2009-10-28 05:20:00	SPY	ETF	106.15	106.15	106.15	106.15	200.0
2009-10-28 06:00:00	SPY	ETF	106.1	106.1	106.07	106.07	1200.0
2009-10-28 06:10:00	SPY	ETF	106.07	106.07	106.01	106.01	2600.0
2009-10-28 06:15:00	SPY	ETF	106.0	106.0	106.0	106.0	400.0
2009-10-28 06:20:00	SPY	ETF	105.96	105.96	105.89	105.91	4800.0
2009-10-28 06:25:00	SPY	ETF	105.93	105.93	105.77	105.8	11200.0
2009-10-28 06:30:00	SPY	ETF	105.82	105.84	105.79	105.84	7000.0
2009-10-28 06:40:00	SPY	ETF	105.84	105.85	105.82	105.85	5500.0
2009-10-28 06:50:00	SPY	ETF	105.9	105.9	105.9	105.9	2500.0
2009-10-28 06:55:00	SPY	ETF	105.91	105.97	105.91	105.97	2949.0
2009-10-28 07:00:00	SPY	ETF	105.96	106.05	105.96	106.01	42363.0
2009-10-28 07:05:00	SPY	ETF	105.93	105.98	105.9	105.98	17561.0
2009-10-28 07:10:00	SPY	ETF	105.97	105.97	105.95	105.95	4900.0
2009-10-28 07:15:00	SPY	ETF	105.93	105.96	105.9	105.94	27300.0
2009-10-28 07:20:00	SPY	ETF	105.94	105.94	105.85	105.9	6901.0
2009-10-28 07:25:00	SPY	ETF	105.88	105.92	105.86	105.86	29798.0
2009-10-28 07:30:00	SPY	ETF	105.84	105.87	105.8	105.83	60190.0
2009-10-28 07:35:00	SPY	ETF	105.83	105.89	105.83	105.89	42800.0
2009-10-28 07:40:00	SPY	ETF	105.89	105.94	105.89	105.91	50655.0
2009-10-28 07:45:00	SPY	ETF	105.92	105.92	105.88	105.9	6800.0
2009-10-28 07:50:00	SPY	ETF	105.91	106.0	105.9	106.0	85588.0
2009-10-28 07:55:00	SPY	ETF	106.0	106.06	106.0	106.06	69558.0
2009-10-28 08:00:00	SPY	ETF	106.06	106.1	105.96	106.1	69062.0
2009-10-28 08:05:00	SPY	ETF	106.09	106.1	105.98	106.0	87304.0
2009-10-28 08:10:00	SPY	ETF	105.99	106.07	105.98	106.07	35700.0
2009-10-28 08:15:00	SPY	ETF	106.07	106.09	106.03	106.03	20588.0
2009-10-28 08:20:00	SPY	ETF	106.03	106.14	106.02	106.11	389149.0
2009-10-28 08:25:00	SPY	ETF	106.12	106.14	106.03	106.04	114218.0
2009-10-28 08:30:00	SPY	ETF	106.08	106.14	105.86	106.01	887062.0
2009-10-28 08:35:00	SPY	ETF	106.0	106.2	106.0	106.13	242516.0
2009-10-28 08:40:00	SPY	ETF	106.13	106.13	106.04	106.05	189547.0
2009-10-28 08:45:00	SPY	ETF	106.05	106.16	106.01	106.14	197608.0
2009-10-28 08:50:00	SPY	ETF	106.13	106.18	106.09	106.17	58222.0
2009-10-28 08:55:00	SPY	ETF	106.17	106.4	106.1342	106.1342	323107.0
2009-10-28 09:00:00	SPY	ETF	106.16	106.16	106.01	106.1	374403.0
2009-10-28 09:05:00	SPY	ETF	106.08	106.14	105.85	105.94	811908.0
2009-10-28 09:10:00	SPY	ETF	105.93	106.09	105.91	105.98	228282.0
2009-10-28 09:15:00	SPY	ETF	105.98	106.21	105.98	106.2	216657.0
2009-10-28 09:20:00	SPY	ETF	106.2	106.22	106.15	106.17	445680.0
2009-10-28 09:25:00	SPY	ETF	106.18	106.19	106.08	106.15	317566.0
2009-10-28 09:30:00	SPY	ETF	106.15	106.24	105.96	106.2	4652924.0

> showing 50 of 33,545 rows — these rows as CSV

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