PREVIEW / etf_5min / 2010-09-02

all etf 5-min files

  file:    by_date/etf_5min/2010/2010-09-02.parquet
  size:    752 KB
  rows:    32,133

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
2010-09-02 04:00:00	SPY	ETF	108.42	108.42	108.35	108.35	300.0
2010-09-02 04:05:00	SPY	ETF	108.52	108.52	108.52	108.52	300.0
2010-09-02 04:10:00	SPY	ETF	108.54	108.54	108.54	108.54	920.0
2010-09-02 04:20:00	SPY	ETF	108.58	108.65	108.58	108.65	200.0
2010-09-02 04:45:00	SPY	ETF	108.56	108.56	108.56	108.56	100.0
2010-09-02 04:55:00	SPY	ETF	108.46	108.46	108.46	108.46	100.0
2010-09-02 05:50:00	SPY	ETF	108.68	108.68	108.68	108.68	500.0
2010-09-02 05:55:00	SPY	ETF	108.69	108.73	108.69	108.73	900.0
2010-09-02 06:05:00	SPY	ETF	108.65	108.65	108.65	108.65	200.0
2010-09-02 06:15:00	SPY	ETF	108.59	108.59	108.59	108.59	500.0
2010-09-02 06:20:00	SPY	ETF	108.53	108.53	108.46	108.46	5100.0
2010-09-02 06:25:00	SPY	ETF	108.53	108.56	108.53	108.56	10300.0
2010-09-02 06:30:00	SPY	ETF	108.52	108.52	108.52	108.52	5000.0
2010-09-02 06:45:00	SPY	ETF	108.51	108.51	108.51	108.51	300.0
2010-09-02 06:50:00	SPY	ETF	108.54	108.56	108.51	108.51	60900.0
2010-09-02 06:55:00	SPY	ETF	108.51	108.51	108.51	108.51	1695.0
2010-09-02 07:00:00	SPY	ETF	108.59	108.6	108.57	108.6	18300.0
2010-09-02 07:05:00	SPY	ETF	108.59	108.61	108.58	108.61	12000.0
2010-09-02 07:10:00	SPY	ETF	108.6	108.68	108.6	108.63	6230.0
2010-09-02 07:15:00	SPY	ETF	108.61	108.74	108.61	108.73	14225.0
2010-09-02 07:20:00	SPY	ETF	108.73	109.01	108.73	108.87	44490.0
2010-09-02 07:25:00	SPY	ETF	108.91	108.93	108.87	108.88	158866.0
2010-09-02 07:30:00	SPY	ETF	108.88	108.89	108.71	108.71	110450.0
2010-09-02 07:35:00	SPY	ETF	108.71	108.74	108.66	108.66	70400.0
2010-09-02 07:40:00	SPY	ETF	108.69	108.71	108.65	108.66	32050.0
2010-09-02 07:45:00	SPY	ETF	108.68	108.73	108.68	108.71	12350.0
2010-09-02 07:50:00	SPY	ETF	108.7	108.71	108.66	108.7	69516.0
2010-09-02 07:55:00	SPY	ETF	108.68	108.81	108.68	108.78	11300.0
2010-09-02 08:00:00	SPY	ETF	108.73	108.79	108.39	108.75	44580.0
2010-09-02 08:05:00	SPY	ETF	108.75	108.75	108.68	108.71	43350.0
2010-09-02 08:10:00	SPY	ETF	108.71	108.73	108.65	108.71	16960.0
2010-09-02 08:15:00	SPY	ETF	108.72	108.72	108.65	108.66	39270.0
2010-09-02 08:20:00	SPY	ETF	108.65	108.83	108.65	108.83	131940.0
2010-09-02 08:25:00	SPY	ETF	108.83	108.89	108.6	108.71	247820.0
2010-09-02 08:30:00	SPY	ETF	108.79	108.93	108.65	108.89	1126369.0
2010-09-02 08:35:00	SPY	ETF	108.88	108.89	108.8	108.83	328594.0
2010-09-02 08:40:00	SPY	ETF	108.84	108.98	108.83	108.92	126470.0
2010-09-02 08:45:00	SPY	ETF	108.92	108.95	108.87	108.88	145447.0
2010-09-02 08:50:00	SPY	ETF	108.87	108.92	108.86	108.88	172192.0
2010-09-02 08:55:00	SPY	ETF	108.88	108.92	108.84	108.84	123460.0
2010-09-02 09:00:00	SPY	ETF	108.83	108.89	108.77	108.79	231038.0
2010-09-02 09:05:00	SPY	ETF	108.79	108.84	108.74	108.77	120910.0
2010-09-02 09:10:00	SPY	ETF	108.76	108.77	108.74	108.75	138085.0
2010-09-02 09:15:00	SPY	ETF	108.76	108.82	108.76	108.77	93253.0
2010-09-02 09:20:00	SPY	ETF	108.77	108.78	108.71	108.72	146811.0
2010-09-02 09:25:00	SPY	ETF	108.73	108.76	108.71	108.72	423067.0
2010-09-02 09:30:00	SPY	ETF	108.72	108.75	108.56	108.64	5430491.0
2010-09-02 09:35:00	SPY	ETF	108.64	108.74	108.5298	108.7	5111270.0
2010-09-02 09:40:00	SPY	ETF	108.7	108.71	108.49	108.63	3191928.0
2010-09-02 09:45:00	SPY	ETF	108.63	108.86	108.57	108.85	4060073.0

> showing 50 of 32,133 rows — these rows as CSV

> unlock the full archive -- $79 one-time