PREVIEW / etf_5min / 2010-02-04

all etf 5-min files

  file:    by_date/etf_5min/2010/2010-02-04.parquet
  size:    881 KB
  rows:    35,923

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
2010-02-04 04:15:00	SPY	ETF	109.61	109.61	109.58	109.58	800.0
2010-02-04 04:25:00	SPY	ETF	109.4	109.4	109.29	109.29	3833.0
2010-02-04 04:30:00	SPY	ETF	109.43	109.51	109.42	109.42	1600.0
2010-02-04 04:40:00	SPY	ETF	109.48	109.48	109.48	109.48	100.0
2010-02-04 04:45:00	SPY	ETF	109.43	109.45	109.43	109.45	300.0
2010-02-04 04:50:00	SPY	ETF	109.46	109.46	109.46	109.46	100.0
2010-02-04 04:55:00	SPY	ETF	109.45	109.46	109.45	109.45	1289.0
2010-02-04 05:00:00	SPY	ETF	109.43	109.43	109.43	109.43	989.0
2010-02-04 05:05:00	SPY	ETF	109.35	109.35	109.3	109.32	30500.0
2010-02-04 05:10:00	SPY	ETF	109.33	109.42	109.32	109.42	40000.0
2010-02-04 05:20:00	SPY	ETF	109.4	109.4	109.4	109.4	500.0
2010-02-04 05:25:00	SPY	ETF	109.39	109.44	109.39	109.43	14700.0
2010-02-04 05:30:00	SPY	ETF	109.42	109.42	109.42	109.42	500.0
2010-02-04 05:35:00	SPY	ETF	109.31	109.31	109.21	109.29	1080.0
2010-02-04 05:50:00	SPY	ETF	109.32	109.32	109.32	109.32	400.0
2010-02-04 05:55:00	SPY	ETF	109.26	109.26	109.26	109.26	400.0
2010-02-04 06:10:00	SPY	ETF	109.39	109.47	109.39	109.47	12400.0
2010-02-04 06:15:00	SPY	ETF	109.44	109.44	109.44	109.44	100.0
2010-02-04 06:20:00	SPY	ETF	109.41	109.41	109.41	109.41	100.0
2010-02-04 06:30:00	SPY	ETF	109.46	109.46	109.4	109.4	35000.0
2010-02-04 06:40:00	SPY	ETF	109.41	109.41	109.41	109.41	5000.0
2010-02-04 06:45:00	SPY	ETF	109.44	109.44	109.4	109.4	1400.0
2010-02-04 06:55:00	SPY	ETF	109.36	109.36	109.36	109.36	2000.0
2010-02-04 07:00:00	SPY	ETF	109.42	109.43	109.31	109.41	34570.0
2010-02-04 07:05:00	SPY	ETF	109.4	109.45	109.39	109.45	6940.0
2010-02-04 07:10:00	SPY	ETF	109.38	109.4	109.38	109.38	2100.0
2010-02-04 07:15:00	SPY	ETF	109.4	109.41	109.4	109.4	700.0
2010-02-04 07:20:00	SPY	ETF	109.43	109.45	109.43	109.45	3000.0
2010-02-04 07:25:00	SPY	ETF	109.45	109.49	109.44	109.49	14900.0
2010-02-04 07:30:00	SPY	ETF	109.5	109.55	109.46	109.55	86860.0
2010-02-04 07:35:00	SPY	ETF	109.55	109.64	109.54	109.57	46900.0
2010-02-04 07:40:00	SPY	ETF	109.55	109.55	109.49	109.53	12160.0
2010-02-04 07:45:00	SPY	ETF	109.5	109.5	109.44	109.47	150646.0
2010-02-04 07:50:00	SPY	ETF	109.48	109.52	109.46	109.5	88727.0
2010-02-04 07:55:00	SPY	ETF	109.5	109.52	109.49	109.5	142275.0
2010-02-04 08:00:00	SPY	ETF	109.51	109.52	109.49	109.5	342648.0
2010-02-04 08:05:00	SPY	ETF	109.5	109.53	109.48	109.51	36696.0
2010-02-04 08:10:00	SPY	ETF	109.5	109.54	109.5	109.53	24725.0
2010-02-04 08:15:00	SPY	ETF	109.53	109.55	109.5	109.52	81842.0
2010-02-04 08:20:00	SPY	ETF	109.36	109.52	109.36	109.39	267432.0
2010-02-04 08:25:00	SPY	ETF	109.4	109.47	109.36	109.38	169764.0
2010-02-04 08:30:00	SPY	ETF	109.41	109.45	108.95	109.07	2820179.0
2010-02-04 08:35:00	SPY	ETF	109.08	109.12	109.04	109.08	1929782.0
2010-02-04 08:40:00	SPY	ETF	109.08	109.13	109.05	109.13	747415.0
2010-02-04 08:45:00	SPY	ETF	109.13	109.15	109.09	109.13	365704.0
2010-02-04 08:50:00	SPY	ETF	109.13	109.19	109.1	109.16	202883.0
2010-02-04 08:55:00	SPY	ETF	109.17	109.17	109.04	109.06	888297.0
2010-02-04 09:00:00	SPY	ETF	109.06	109.08	108.92	109.02	955926.0
2010-02-04 09:05:00	SPY	ETF	109.01	109.06	108.92	108.95	492950.0
2010-02-04 09:10:00	SPY	ETF	108.96	109.02	108.95	108.98	296954.0

> showing 50 of 35,923 rows — these rows as CSV

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