PREVIEW / etf_5min / 2011-05-20

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-05-20.parquet
  size:    843 KB
  rows:    34,743

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
2011-05-20 04:10:00	SPY	ETF	134.7	134.77	134.7	134.77	1000.0
2011-05-20 04:30:00	SPY	ETF	134.8	134.8	134.8	134.8	100.0
2011-05-20 04:35:00	SPY	ETF	134.8	134.8	134.8	134.8	400.0
2011-05-20 06:00:00	SPY	ETF	134.68	134.68	134.65	134.65	600.0
2011-05-20 06:05:00	SPY	ETF	134.65	134.65	134.65	134.65	100.0
2011-05-20 06:10:00	SPY	ETF	134.56	134.59	134.55	134.55	3000.0
2011-05-20 06:15:00	SPY	ETF	134.55	134.55	134.55	134.55	1100.0
2011-05-20 06:25:00	SPY	ETF	134.51	134.57	134.51	134.57	6450.0
2011-05-20 06:35:00	SPY	ETF	134.59	134.59	134.54	134.54	400.0
2011-05-20 06:40:00	SPY	ETF	134.53	134.54	134.48	134.48	1325.0
2011-05-20 06:45:00	SPY	ETF	134.49	134.5	134.49	134.5	700.0
2011-05-20 06:50:00	SPY	ETF	134.47	134.47	134.4	134.4	1600.0
2011-05-20 06:55:00	SPY	ETF	134.36	134.36	134.23	134.32	26000.0
2011-05-20 07:00:00	SPY	ETF	134.29	134.31	134.23	134.29	15885.0
2011-05-20 07:05:00	SPY	ETF	134.28	134.32	134.25	134.32	28108.0
2011-05-20 07:10:00	SPY	ETF	134.28	134.28	134.25	134.25	10700.0
2011-05-20 07:15:00	SPY	ETF	134.27	134.27	134.27	134.27	300.0
2011-05-20 07:20:00	SPY	ETF	134.25	134.25	134.15	134.22	35096.0
2011-05-20 07:25:00	SPY	ETF	134.18	134.2	134.16	134.17	59970.0
2011-05-20 07:30:00	SPY	ETF	134.2	134.3	134.16	134.29	153080.0
2011-05-20 07:35:00	SPY	ETF	134.29	134.3	134.2	134.2	72160.0
2011-05-20 07:40:00	SPY	ETF	134.22	134.27	134.22	134.24	23200.0
2011-05-20 07:45:00	SPY	ETF	134.24	134.25	134.24	134.25	3300.0
2011-05-20 07:50:00	SPY	ETF	134.27	134.3	134.26	134.27	128300.0
2011-05-20 07:55:00	SPY	ETF	134.3	134.32	134.3	134.3	24000.0
2011-05-20 08:00:00	SPY	ETF	134.3	134.3	134.25	134.26	294946.0
2011-05-20 08:05:00	SPY	ETF	134.28	134.29	134.24	134.27	93800.0
2011-05-20 08:10:00	SPY	ETF	134.27	134.31	134.27	134.3	81350.0
2011-05-20 08:15:00	SPY	ETF	134.29	134.29	134.23	134.27	38876.0
2011-05-20 08:20:00	SPY	ETF	134.26	134.31	134.23	134.3	465233.0
2011-05-20 08:25:00	SPY	ETF	134.3	134.35	134.29	134.3	46358.0
2011-05-20 08:30:00	SPY	ETF	134.31	134.32	134.27	134.27	16600.0
2011-05-20 08:35:00	SPY	ETF	134.27	134.33	134.27	134.32	31585.0
2011-05-20 08:40:00	SPY	ETF	134.32	134.32	134.26	134.3	35724.0
2011-05-20 08:45:00	SPY	ETF	134.3	134.36	134.27	134.32	119085.0
2011-05-20 08:50:00	SPY	ETF	134.31	134.37	134.31	134.35	144490.0
2011-05-20 08:55:00	SPY	ETF	134.37	134.46	134.37	134.43	183181.0
2011-05-20 09:00:00	SPY	ETF	134.43	134.46	134.41	134.44	40300.0
2011-05-20 09:05:00	SPY	ETF	134.44	134.49	134.39	134.39	211561.0
2011-05-20 09:10:00	SPY	ETF	134.46	134.49	134.42	134.44	121857.0
2011-05-20 09:15:00	SPY	ETF	134.44	134.46	134.39	134.4	68110.0
2011-05-20 09:20:00	SPY	ETF	134.39	134.41	134.34	134.34	173257.0
2011-05-20 09:25:00	SPY	ETF	134.35	134.36	134.3	134.33	402855.0
2011-05-20 09:30:00	SPY	ETF	134.33	134.44	134.31	134.34	4109052.0
2011-05-20 09:35:00	SPY	ETF	134.33	134.41	134.23	134.39	2139034.0
2011-05-20 09:40:00	SPY	ETF	134.38	134.42	134.23	134.26	1653347.0
2011-05-20 09:45:00	SPY	ETF	134.26	134.2702	134.09	134.11	2849426.0
2011-05-20 09:50:00	SPY	ETF	134.115	134.16	133.9	133.94	2404123.0
2011-05-20 09:55:00	SPY	ETF	133.94	133.95	133.8	133.89	6350721.0
2011-05-20 10:00:00	SPY	ETF	133.89	134.5744	133.69	133.83	5041421.0

> showing 50 of 34,743 rows — these rows as CSV

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