PREVIEW / etf_5min / 2009-11-10

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-11-10.parquet
  size:    726 KB
  rows:    31,336

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
2009-11-10 04:20:00	SPY	ETF	109.42	109.42	109.39	109.39	1500.0
2009-11-10 04:35:00	SPY	ETF	109.37	109.37	109.37	109.37	100.0
2009-11-10 04:55:00	SPY	ETF	109.4	109.4	109.4	109.4	1000.0
2009-11-10 05:00:00	SPY	ETF	109.34	109.34	109.22	109.22	700.0
2009-11-10 05:05:00	SPY	ETF	109.22	109.22	109.22	109.22	100.0
2009-11-10 05:10:00	SPY	ETF	109.22	109.22	109.17	109.22	15600.0
2009-11-10 05:15:00	SPY	ETF	109.22	109.23	109.22	109.23	800.0
2009-11-10 05:25:00	SPY	ETF	109.29	109.29	109.29	109.29	2500.0
2009-11-10 05:30:00	SPY	ETF	109.31	109.31	109.31	109.31	100.0
2009-11-10 05:45:00	SPY	ETF	109.44	109.44	109.44	109.44	500.0
2009-11-10 06:10:00	SPY	ETF	109.43	109.43	109.43	109.43	400.0
2009-11-10 06:15:00	SPY	ETF	109.49	109.49	109.49	109.49	1000.0
2009-11-10 06:20:00	SPY	ETF	109.45	109.45	109.45	109.45	108.0
2009-11-10 06:30:00	SPY	ETF	109.42	109.42	109.42	109.42	200.0
2009-11-10 06:35:00	SPY	ETF	109.45	109.45	109.42	109.42	300.0
2009-11-10 06:40:00	SPY	ETF	109.39	109.45	109.39	109.45	400.0
2009-11-10 06:45:00	SPY	ETF	109.46	109.46	109.43	109.43	600.0
2009-11-10 06:50:00	SPY	ETF	109.43	109.43	109.43	109.43	100.0
2009-11-10 06:55:00	SPY	ETF	109.42	109.42	109.35	109.35	1100.0
2009-11-10 07:00:00	SPY	ETF	109.36	109.36	109.35	109.36	3400.0
2009-11-10 07:05:00	SPY	ETF	109.35	109.39	109.35	109.39	6420.0
2009-11-10 07:10:00	SPY	ETF	109.37	109.39	109.35	109.35	4900.0
2009-11-10 07:15:00	SPY	ETF	109.37	109.4	109.37	109.4	39000.0
2009-11-10 07:20:00	SPY	ETF	109.37	109.4	109.37	109.37	7324.0
2009-11-10 07:25:00	SPY	ETF	109.37	109.38	109.32	109.33	29982.0
2009-11-10 07:30:00	SPY	ETF	109.33	109.35	109.23	109.28	12124.0
2009-11-10 07:35:00	SPY	ETF	109.28	109.35	109.28	109.3	20728.0
2009-11-10 07:40:00	SPY	ETF	109.3	109.35	109.28	109.3	29300.0
2009-11-10 07:45:00	SPY	ETF	109.33	109.34	109.3	109.33	37400.0
2009-11-10 07:50:00	SPY	ETF	109.37	109.37	109.35	109.36	20794.0
2009-11-10 07:55:00	SPY	ETF	109.37	109.37	109.35	109.36	5636.0
2009-11-10 08:00:00	SPY	ETF	109.38	109.4	109.36	109.39	82060.0
2009-11-10 08:05:00	SPY	ETF	109.39	109.39	109.34	109.35	73525.0
2009-11-10 08:10:00	SPY	ETF	109.35	109.35	109.27	109.28	134654.0
2009-11-10 08:15:00	SPY	ETF	109.28	109.29	109.24	109.27	221521.0
2009-11-10 08:20:00	SPY	ETF	109.27	109.31	109.23	109.3	86910.0
2009-11-10 08:25:00	SPY	ETF	109.31	109.32	109.25	109.32	118046.0
2009-11-10 08:30:00	SPY	ETF	109.32	109.335	109.27	109.31	135600.0
2009-11-10 08:35:00	SPY	ETF	109.3	109.36	109.3	109.36	101888.0
2009-11-10 08:40:00	SPY	ETF	109.35	109.36	109.3	109.33	107545.0
2009-11-10 08:45:00	SPY	ETF	109.33	109.33	109.29	109.29	47334.0
2009-11-10 08:50:00	SPY	ETF	109.3	109.3	109.22	109.24	101632.0
2009-11-10 08:55:00	SPY	ETF	109.25	109.31	109.25	109.27	63765.0
2009-11-10 09:00:00	SPY	ETF	109.27	109.3	109.22	109.22	74823.0
2009-11-10 09:05:00	SPY	ETF	109.23	109.63	109.15	109.17	145420.0
2009-11-10 09:10:00	SPY	ETF	109.16	109.23	109.15	109.21	499488.0
2009-11-10 09:15:00	SPY	ETF	109.22	109.26	109.21	109.23	92415.0
2009-11-10 09:20:00	SPY	ETF	109.23	109.26	109.22	109.22	186696.0
2009-11-10 09:25:00	SPY	ETF	109.23	109.32	109.17	109.32	413764.0
2009-11-10 09:30:00	SPY	ETF	109.31	109.5	109.26	109.47	4112432.0

> showing 50 of 31,336 rows — these rows as CSV

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