PREVIEW / etf_5min / 2011-06-07

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-07.parquet
  size:    846 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
2011-06-07 04:00:00	SPY	ETF	129.41	129.69	129.41	129.69	1700.0
2011-06-07 04:05:00	SPY	ETF	129.67	129.67	129.65	129.67	3200.0
2011-06-07 04:10:00	SPY	ETF	129.67	129.74	129.67	129.71	860.0
2011-06-07 04:30:00	SPY	ETF	129.75	129.75	129.75	129.75	900.0
2011-06-07 04:35:00	SPY	ETF	129.62	129.62	129.62	129.62	500.0
2011-06-07 04:40:00	SPY	ETF	129.74	129.75	129.74	129.75	700.0
2011-06-07 04:45:00	SPY	ETF	129.85	129.88	129.79	129.79	800.0
2011-06-07 05:00:00	SPY	ETF	129.78	129.78	129.78	129.78	100.0
2011-06-07 05:05:00	SPY	ETF	129.8	129.8	129.8	129.8	100.0
2011-06-07 05:10:00	SPY	ETF	129.75	129.75	129.75	129.75	100.0
2011-06-07 05:15:00	SPY	ETF	129.68	129.68	129.67	129.67	300.0
2011-06-07 05:30:00	SPY	ETF	129.6	129.6	129.5	129.5	800.0
2011-06-07 05:35:00	SPY	ETF	129.55	129.55	129.55	129.55	100.0
2011-06-07 05:40:00	SPY	ETF	129.69	129.69	129.69	129.69	885.0
2011-06-07 05:45:00	SPY	ETF	129.72	129.72	129.72	129.72	200.0
2011-06-07 06:00:00	SPY	ETF	129.73	129.74	129.65	129.74	4100.0
2011-06-07 06:05:00	SPY	ETF	129.72	129.72	129.65	129.65	2400.0
2011-06-07 06:10:00	SPY	ETF	129.69	129.69	129.69	129.69	500.0
2011-06-07 06:15:00	SPY	ETF	129.69	129.85	129.69	129.85	6960.0
2011-06-07 06:20:00	SPY	ETF	129.87	129.87	129.87	129.87	150.0
2011-06-07 06:25:00	SPY	ETF	129.87	129.87	129.87	129.87	200.0
2011-06-07 06:30:00	SPY	ETF	129.88	129.9	129.8	129.8	30900.0
2011-06-07 06:35:00	SPY	ETF	129.74	129.85	129.74	129.85	6300.0
2011-06-07 06:40:00	SPY	ETF	129.85	129.85	129.74	129.74	2800.0
2011-06-07 06:45:00	SPY	ETF	129.74	129.84	129.74	129.77	6200.0
2011-06-07 06:50:00	SPY	ETF	129.79	129.79	129.79	129.79	5000.0
2011-06-07 06:55:00	SPY	ETF	129.8	129.8	129.7	129.7	53500.0
2011-06-07 07:00:00	SPY	ETF	129.72	129.74	129.65	129.69	46667.0
2011-06-07 07:05:00	SPY	ETF	129.65	129.67	129.57	129.57	13000.0
2011-06-07 07:10:00	SPY	ETF	129.61	129.65	129.6	129.61	24100.0
2011-06-07 07:15:00	SPY	ETF	129.65	129.65	129.6	129.65	40800.0
2011-06-07 07:20:00	SPY	ETF	129.66	129.66	129.6	129.6	10500.0
2011-06-07 07:25:00	SPY	ETF	129.6	129.6	129.54	129.59	24328.0
2011-06-07 07:30:00	SPY	ETF	129.56	129.61	129.55	129.6	69800.0
2011-06-07 07:35:00	SPY	ETF	129.61	129.64	129.61	129.64	105800.0
2011-06-07 07:40:00	SPY	ETF	129.64	129.69	129.63	129.63	82480.0
2011-06-07 07:45:00	SPY	ETF	129.65	129.66	129.61	129.61	11600.0
2011-06-07 07:50:00	SPY	ETF	129.58	129.62	129.57	129.59	35469.0
2011-06-07 07:55:00	SPY	ETF	129.6	129.6	129.55	129.58	118250.0
2011-06-07 08:00:00	SPY	ETF	129.57	129.64	129.45	129.47	776202.0
2011-06-07 08:05:00	SPY	ETF	129.48	129.58	129.47	129.55	103656.0
2011-06-07 08:10:00	SPY	ETF	129.57	129.58	129.52	129.52	62725.0
2011-06-07 08:15:00	SPY	ETF	129.51	129.52	129.46	129.52	95409.0
2011-06-07 08:20:00	SPY	ETF	129.53	129.62	129.52	129.6	75582.0
2011-06-07 08:25:00	SPY	ETF	129.61	129.68	129.61	129.63	84312.0
2011-06-07 08:30:00	SPY	ETF	129.64	129.65	129.59	129.62	223731.0
2011-06-07 08:35:00	SPY	ETF	129.62	129.63	129.59	129.59	175868.0
2011-06-07 08:40:00	SPY	ETF	129.6	129.6	129.55	129.59	57705.0
2011-06-07 08:45:00	SPY	ETF	129.59	129.69	129.58	129.64	167409.0
2011-06-07 08:50:00	SPY	ETF	129.65	129.71	129.64	129.67	136120.0

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

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