PREVIEW / etf_5min / 2010-11-08

all etf 5-min files

  file:    by_date/etf_5min/2010/2010-11-08.parquet
  size:    823 KB
  rows:    35,507

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
2010-11-08 04:00:00	SPY	ETF	122.48	122.51	122.46	122.46	400.0
2010-11-08 04:10:00	SPY	ETF	122.41	122.41	122.41	122.41	200.0
2010-11-08 04:15:00	SPY	ETF	122.35	122.38	122.27	122.27	1350.0
2010-11-08 04:20:00	SPY	ETF	122.25	122.25	122.22	122.22	700.0
2010-11-08 04:35:00	SPY	ETF	122.27	122.3	122.27	122.3	300.0
2010-11-08 04:45:00	SPY	ETF	122.27	122.27	122.27	122.27	200.0
2010-11-08 05:10:00	SPY	ETF	122.37	122.42	122.37	122.42	600.0
2010-11-08 05:30:00	SPY	ETF	122.42	122.42	122.41	122.41	8000.0
2010-11-08 05:35:00	SPY	ETF	122.2	122.21	122.2	122.21	1000.0
2010-11-08 05:40:00	SPY	ETF	122.24	122.26	122.24	122.26	2300.0
2010-11-08 05:45:00	SPY	ETF	122.21	122.22	122.2	122.2	2888.0
2010-11-08 05:50:00	SPY	ETF	122.15	122.15	122.15	122.15	1000.0
2010-11-08 05:55:00	SPY	ETF	122.25	122.25	122.25	122.25	100.0
2010-11-08 06:10:00	SPY	ETF	122.21	122.21	122.21	122.21	600.0
2010-11-08 06:35:00	SPY	ETF	122.29	122.32	122.29	122.32	800.0
2010-11-08 06:45:00	SPY	ETF	122.24	122.25	122.21	122.25	2400.0
2010-11-08 06:50:00	SPY	ETF	122.25	122.3	122.25	122.3	600.0
2010-11-08 06:55:00	SPY	ETF	122.3	122.3	122.3	122.3	1788.0
2010-11-08 07:00:00	SPY	ETF	122.3	122.32	122.28	122.32	13062.0
2010-11-08 07:05:00	SPY	ETF	122.3	122.35	122.29	122.35	52425.0
2010-11-08 07:10:00	SPY	ETF	122.32	122.4	122.32	122.4	40000.0
2010-11-08 07:15:00	SPY	ETF	122.42	122.43	122.42	122.42	10800.0
2010-11-08 07:20:00	SPY	ETF	122.43	122.45	122.43	122.45	6900.0
2010-11-08 07:25:00	SPY	ETF	122.45	122.45	122.35	122.35	14000.0
2010-11-08 07:30:00	SPY	ETF	122.37	122.39	122.37	122.39	3800.0
2010-11-08 07:35:00	SPY	ETF	122.36	122.38	122.33	122.33	2630.0
2010-11-08 07:40:00	SPY	ETF	122.35	122.35	122.31	122.31	14850.0
2010-11-08 07:45:00	SPY	ETF	122.31	122.33	122.3	122.32	19376.0
2010-11-08 07:50:00	SPY	ETF	122.33	122.33	122.29	122.33	44000.0
2010-11-08 07:55:00	SPY	ETF	122.3	122.33	122.29	122.31	105900.0
2010-11-08 08:00:00	SPY	ETF	122.31	122.33	122.27	122.28	193523.0
2010-11-08 08:05:00	SPY	ETF	122.28	122.34	122.27	122.31	1257242.0
2010-11-08 08:10:00	SPY	ETF	122.33	122.34	122.3	122.32	17785.0
2010-11-08 08:15:00	SPY	ETF	122.32	122.38	122.3	122.35	60895.0
2010-11-08 08:20:00	SPY	ETF	122.34	122.36	122.34	122.34	50984.0
2010-11-08 08:25:00	SPY	ETF	122.34	122.34	122.27	122.3	38383.0
2010-11-08 08:30:00	SPY	ETF	122.3	122.35	122.29	122.35	132040.0
2010-11-08 08:35:00	SPY	ETF	122.36	122.36	122.33	122.33	93380.0
2010-11-08 08:40:00	SPY	ETF	122.33	122.37	122.31	122.37	198736.0
2010-11-08 08:45:00	SPY	ETF	122.37	122.43	122.33	122.42	111177.0
2010-11-08 08:50:00	SPY	ETF	122.42	122.43	122.39	122.4	44920.0
2010-11-08 08:55:00	SPY	ETF	122.4	122.4	122.3	122.32	110454.0
2010-11-08 09:00:00	SPY	ETF	122.31	122.31	122.23	122.24	168570.0
2010-11-08 09:05:00	SPY	ETF	122.23	122.3	122.22	122.27	47653.0
2010-11-08 09:10:00	SPY	ETF	122.27	122.27	122.24	122.25	94366.0
2010-11-08 09:15:00	SPY	ETF	122.26	122.26	122.22	122.25	69768.0
2010-11-08 09:20:00	SPY	ETF	122.25	122.27	122.22	122.27	213574.0
2010-11-08 09:25:00	SPY	ETF	122.27	122.34	122.26	122.34	92925.0
2010-11-08 09:30:00	SPY	ETF	122.34	122.36	122.25	122.35	3617578.0
2010-11-08 09:35:00	SPY	ETF	122.35	122.43	122.34	122.37	2755585.0

> showing 50 of 35,507 rows — these rows as CSV

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