PREVIEW / etf_5min / 2011-03-21

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-21.parquet
  size:    883 KB
  rows:    37,457

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
2011-03-21 04:00:00	SPY	ETF	128.26	129.17	128.26	129.15	14325.0
2011-03-21 04:05:00	SPY	ETF	129.09	129.09	129.09	129.09	462.0
2011-03-21 04:10:00	SPY	ETF	129.16	129.16	129.02	129.06	2300.0
2011-03-21 04:15:00	SPY	ETF	129.14	129.14	129.14	129.14	100.0
2011-03-21 04:20:00	SPY	ETF	129.22	129.22	129.22	129.22	100.0
2011-03-21 04:25:00	SPY	ETF	129.26	129.32	129.26	129.32	1700.0
2011-03-21 04:30:00	SPY	ETF	129.32	129.51	129.32	129.47	1400.0
2011-03-21 04:35:00	SPY	ETF	129.49	129.49	129.31	129.34	2476.0
2011-03-21 04:40:00	SPY	ETF	129.37	129.4	129.28	129.28	400.0
2011-03-21 04:45:00	SPY	ETF	129.42	129.42	129.4	129.4	200.0
2011-03-21 04:50:00	SPY	ETF	129.49	129.49	129.45	129.48	400.0
2011-03-21 04:55:00	SPY	ETF	129.45	129.45	129.45	129.45	500.0
2011-03-21 05:00:00	SPY	ETF	129.36	129.36	129.33	129.36	900.0
2011-03-21 05:05:00	SPY	ETF	129.34	129.34	129.31	129.31	5800.0
2011-03-21 05:10:00	SPY	ETF	129.32	129.32	129.3	129.3	250.0
2011-03-21 05:15:00	SPY	ETF	129.25	129.25	129.25	129.25	150.0
2011-03-21 05:20:00	SPY	ETF	129.3	129.32	129.3	129.32	600.0
2011-03-21 05:40:00	SPY	ETF	129.27	129.27	129.27	129.27	200.0
2011-03-21 05:45:00	SPY	ETF	129.34	129.34	129.27	129.27	300.0
2011-03-21 05:50:00	SPY	ETF	129.35	129.35	129.35	129.35	400.0
2011-03-21 05:55:00	SPY	ETF	129.36	129.36	129.32	129.32	1500.0
2011-03-21 06:05:00	SPY	ETF	129.23	129.23	129.19	129.19	1100.0
2011-03-21 06:10:00	SPY	ETF	129.21	129.21	129.21	129.21	500.0
2011-03-21 06:15:00	SPY	ETF	129.25	129.25	129.25	129.25	300.0
2011-03-21 06:20:00	SPY	ETF	129.23	129.35	129.23	129.34	10600.0
2011-03-21 06:25:00	SPY	ETF	129.37	129.45	129.34	129.34	6000.0
2011-03-21 06:30:00	SPY	ETF	129.35	129.35	129.35	129.35	2000.0
2011-03-21 06:35:00	SPY	ETF	129.29	129.29	129.29	129.29	250.0
2011-03-21 06:40:00	SPY	ETF	129.34	129.35	129.34	129.35	500.0
2011-03-21 06:45:00	SPY	ETF	129.38	129.4	129.35	129.35	22600.0
2011-03-21 06:50:00	SPY	ETF	129.35	129.42	129.33	129.4	22400.0
2011-03-21 06:55:00	SPY	ETF	129.41	129.41	129.36	129.39	4800.0
2011-03-21 07:00:00	SPY	ETF	129.37	129.41	129.28	129.28	222900.0
2011-03-21 07:05:00	SPY	ETF	129.28	129.3	129.2	129.25	507400.0
2011-03-21 07:10:00	SPY	ETF	129.26	129.26	129.15	129.15	91925.0
2011-03-21 07:15:00	SPY	ETF	129.15	129.3	129.15	129.25	196090.0
2011-03-21 07:20:00	SPY	ETF	129.25	129.29	129.25	129.27	48000.0
2011-03-21 07:25:00	SPY	ETF	129.28	129.3	129.25	129.27	86800.0
2011-03-21 07:30:00	SPY	ETF	129.29	129.35	129.27	129.32	52200.0
2011-03-21 07:35:00	SPY	ETF	129.27	129.32	129.26	129.3	74001.0
2011-03-21 07:40:00	SPY	ETF	129.29	129.31	129.28	129.28	34700.0
2011-03-21 07:45:00	SPY	ETF	129.28	129.38	129.28	129.38	21751.0
2011-03-21 07:50:00	SPY	ETF	129.39	129.42	129.33	129.33	27792.0
2011-03-21 07:55:00	SPY	ETF	129.34	129.42	129.3	129.31	56046.0
2011-03-21 08:00:00	SPY	ETF	129.33	129.39	129.25	129.27	1102441.0
2011-03-21 08:05:00	SPY	ETF	129.27	129.31	129.24	129.29	972560.0
2011-03-21 08:10:00	SPY	ETF	129.29	129.39	129.29	129.36	976808.0
2011-03-21 08:15:00	SPY	ETF	129.36	129.43	129.32	129.41	412831.0
2011-03-21 08:20:00	SPY	ETF	129.37	129.47	129.37	129.46	194471.0
2011-03-21 08:25:00	SPY	ETF	129.45	129.49	129.41	129.42	187470.0

> showing 50 of 37,457 rows — these rows as CSV

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