PREVIEW / etf_5min / 2009-11-23

all etf 5-min files

  file:    by_date/etf_5min/2009/2009-11-23.parquet
  size:    746 KB
  rows:    31,433

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
2009-11-23 04:15:00	SPY	ETF	110.47	110.5	110.47	110.5	2750.0
2009-11-23 04:20:00	SPY	ETF	110.49	110.54	110.49	110.54	200.0
2009-11-23 04:25:00	SPY	ETF	110.57	110.57	110.5	110.5	500.0
2009-11-23 04:30:00	SPY	ETF	110.54	110.54	110.5	110.5	10400.0
2009-11-23 04:50:00	SPY	ETF	110.44	110.44	110.44	110.44	1100.0
2009-11-23 05:00:00	SPY	ETF	110.51	110.51	110.51	110.51	100.0
2009-11-23 05:05:00	SPY	ETF	110.61	110.64	110.6	110.64	5450.0
2009-11-23 05:15:00	SPY	ETF	110.54	110.62	110.54	110.59	400.0
2009-11-23 05:25:00	SPY	ETF	110.54	110.54	110.54	110.54	1000.0
2009-11-23 05:30:00	SPY	ETF	110.59	110.59	110.59	110.59	100.0
2009-11-23 05:35:00	SPY	ETF	110.54	110.54	110.54	110.54	100.0
2009-11-23 05:45:00	SPY	ETF	110.55	110.6	110.55	110.6	300.0
2009-11-23 05:55:00	SPY	ETF	110.64	110.67	110.64	110.67	700.0
2009-11-23 06:00:00	SPY	ETF	110.6	110.6	110.6	110.6	25000.0
2009-11-23 06:25:00	SPY	ETF	110.57	110.57	110.57	110.57	200.0
2009-11-23 06:35:00	SPY	ETF	110.59	110.59	110.59	110.59	2500.0
2009-11-23 06:40:00	SPY	ETF	110.59	110.69	110.59	110.69	5400.0
2009-11-23 06:50:00	SPY	ETF	110.62	110.65	110.62	110.65	200.0
2009-11-23 06:55:00	SPY	ETF	110.65	110.65	110.61	110.61	26050.0
2009-11-23 07:00:00	SPY	ETF	110.62	110.66	110.6	110.64	34440.0
2009-11-23 07:05:00	SPY	ETF	110.64	110.71	110.64	110.67	26525.0
2009-11-23 07:10:00	SPY	ETF	110.7	110.71	110.6	110.6	6419.0
2009-11-23 07:15:00	SPY	ETF	110.63	110.65	110.57	110.65	109316.0
2009-11-23 07:20:00	SPY	ETF	110.62	110.65	110.6	110.64	81860.0
2009-11-23 07:25:00	SPY	ETF	110.64	110.65	110.62	110.62	12840.0
2009-11-23 07:30:00	SPY	ETF	110.63	110.65	110.62	110.64	22145.0
2009-11-23 07:35:00	SPY	ETF	110.64	110.65	110.56	110.56	56700.0
2009-11-23 07:40:00	SPY	ETF	110.58	110.58	110.55	110.55	77512.0
2009-11-23 07:45:00	SPY	ETF	110.55	110.56	110.52	110.54	23471.0
2009-11-23 07:50:00	SPY	ETF	110.54	110.58	110.54	110.58	28400.0
2009-11-23 07:55:00	SPY	ETF	110.57	110.6	110.55	110.56	29550.0
2009-11-23 08:00:00	SPY	ETF	110.57	110.57	110.47	110.49	606534.0
2009-11-23 08:05:00	SPY	ETF	110.49	110.52	110.49	110.51	43020.0
2009-11-23 08:10:00	SPY	ETF	110.5	110.54	110.49	110.49	243537.0
2009-11-23 08:15:00	SPY	ETF	110.49	110.53	110.48	110.52	233370.0
2009-11-23 08:20:00	SPY	ETF	110.53	110.55	110.5	110.51	42160.0
2009-11-23 08:25:00	SPY	ETF	110.52	110.57	110.47	110.57	422013.0
2009-11-23 08:30:00	SPY	ETF	110.57	110.57	110.51	110.53	43458.0
2009-11-23 08:35:00	SPY	ETF	110.53	110.54	110.52	110.52	72285.0
2009-11-23 08:40:00	SPY	ETF	110.52	110.57	110.51	110.55	108350.0
2009-11-23 08:45:00	SPY	ETF	110.54	110.57	110.54	110.54	55073.0
2009-11-23 08:50:00	SPY	ETF	110.54	110.75	110.37	110.54	71339.0
2009-11-23 08:55:00	SPY	ETF	110.55	110.6	110.54	110.59	73438.0
2009-11-23 09:00:00	SPY	ETF	110.6	110.66	110.59	110.66	181993.0
2009-11-23 09:05:00	SPY	ETF	110.65	110.79	110.64	110.79	244712.0
2009-11-23 09:10:00	SPY	ETF	110.8	110.84	109.4	110.81	633639.0
2009-11-23 09:15:00	SPY	ETF	110.8	110.86	110.77	110.86	300315.0
2009-11-23 09:20:00	SPY	ETF	110.85	110.85	110.79	110.79	150025.0
2009-11-23 09:25:00	SPY	ETF	110.8	110.81	110.72	110.72	393186.0
2009-11-23 09:30:00	SPY	ETF	110.72	110.94	110.69	110.8601	5638080.0

> showing 50 of 31,433 rows — these rows as CSV

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