PREVIEW / etf_5min / 2011-06-17

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-17.parquet
  size:    852 KB
  rows:    35,651

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
2011-06-17 04:00:00	SPY	ETF	126.71	126.71	126.44	126.44	1690.0
2011-06-17 04:10:00	SPY	ETF	126.5	126.5	126.5	126.5	1100.0
2011-06-17 04:15:00	SPY	ETF	126.55	126.55	126.55	126.55	275.0
2011-06-17 04:20:00	SPY	ETF	126.59	126.59	126.59	126.59	415.0
2011-06-17 04:25:00	SPY	ETF	126.53	126.53	126.45	126.45	800.0
2011-06-17 04:30:00	SPY	ETF	126.35	126.47	126.35	126.47	200.0
2011-06-17 04:40:00	SPY	ETF	126.51	126.62	126.51	126.62	500.0
2011-06-17 04:50:00	SPY	ETF	126.49	126.49	126.42	126.42	600.0
2011-06-17 05:00:00	SPY	ETF	126.49	126.49	126.49	126.49	600.0
2011-06-17 05:05:00	SPY	ETF	126.47	126.48	126.47	126.48	400.0
2011-06-17 05:15:00	SPY	ETF	126.72	126.72	126.72	126.72	180.0
2011-06-17 05:20:00	SPY	ETF	126.8	127.1	126.8	127.1	6050.0
2011-06-17 05:25:00	SPY	ETF	127.07	127.07	127.07	127.07	100.0
2011-06-17 05:30:00	SPY	ETF	127.05	127.1	127.05	127.09	2617.0
2011-06-17 05:35:00	SPY	ETF	127.1	127.1	127.05	127.05	3600.0
2011-06-17 05:40:00	SPY	ETF	127.01	127.01	127.01	127.01	100.0
2011-06-17 05:45:00	SPY	ETF	127.1	127.1	127.1	127.1	500.0
2011-06-17 05:50:00	SPY	ETF	127.24	127.24	127.0	127.0	250.0
2011-06-17 05:55:00	SPY	ETF	127.22	127.24	127.22	127.24	900.0
2011-06-17 06:00:00	SPY	ETF	127.15	127.15	126.98	127.0	1800.0
2011-06-17 06:05:00	SPY	ETF	127.09	127.2	127.09	127.2	500.0
2011-06-17 06:10:00	SPY	ETF	127.28	127.28	127.28	127.28	100.0
2011-06-17 06:15:00	SPY	ETF	127.35	127.35	127.34	127.34	600.0
2011-06-17 06:20:00	SPY	ETF	127.44	127.55	127.44	127.51	2100.0
2011-06-17 06:25:00	SPY	ETF	127.53	127.53	127.47	127.52	500.0
2011-06-17 06:30:00	SPY	ETF	127.46	127.46	127.42	127.42	2986.0
2011-06-17 06:40:00	SPY	ETF	127.53	127.8	127.53	127.8	6584.0
2011-06-17 06:45:00	SPY	ETF	127.74	127.74	127.71	127.71	2750.0
2011-06-17 06:50:00	SPY	ETF	127.68	127.77	127.68	127.75	55100.0
2011-06-17 06:55:00	SPY	ETF	127.81	127.84	127.73	127.73	5100.0
2011-06-17 07:00:00	SPY	ETF	127.76	127.91	127.75	127.91	35345.0
2011-06-17 07:05:00	SPY	ETF	127.9	127.94	127.85	127.85	39100.0
2011-06-17 07:10:00	SPY	ETF	127.86	127.86	127.78	127.83	30973.0
2011-06-17 07:15:00	SPY	ETF	127.79	127.81	127.75	127.75	205900.0
2011-06-17 07:20:00	SPY	ETF	127.75	127.96	127.75	127.92	86730.0
2011-06-17 07:25:00	SPY	ETF	127.92	127.99	127.82	127.84	33100.0
2011-06-17 07:30:00	SPY	ETF	127.87	127.9	127.81	127.81	40750.0
2011-06-17 07:35:00	SPY	ETF	127.8	127.88	127.78	127.81	19200.0
2011-06-17 07:40:00	SPY	ETF	127.8	128.02	127.8	127.95	119100.0
2011-06-17 07:45:00	SPY	ETF	127.95	127.95	127.9	127.93	99220.0
2011-06-17 07:50:00	SPY	ETF	127.96	128.14	127.96	128.1	146946.0
2011-06-17 07:55:00	SPY	ETF	128.12	128.19	128.07	128.07	171380.0
2011-06-17 08:00:00	SPY	ETF	127.92	128.15	127.8	128.15	611411.0
2011-06-17 08:05:00	SPY	ETF	128.02	128.07	128.0	128.05	171063.0
2011-06-17 08:10:00	SPY	ETF	128.06	128.06	128.0	128.05	147498.0
2011-06-17 08:15:00	SPY	ETF	128.05	128.06	127.93	127.95	584700.0
2011-06-17 08:20:00	SPY	ETF	127.95	127.96	127.88	127.92	225087.0
2011-06-17 08:25:00	SPY	ETF	127.91	127.94	127.88	127.92	208084.0
2011-06-17 08:30:00	SPY	ETF	127.93	127.93	127.85	127.89	145150.0
2011-06-17 08:35:00	SPY	ETF	127.9	127.95	127.89	127.92	130935.0

> showing 50 of 35,651 rows — these rows as CSV

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