PREVIEW / etf_5min / 2011-06-24

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-24.parquet
  size:    843 KB
  rows:    34,819

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
2011-06-24 04:00:00	SPY	ETF	128.55	128.55	128.55	128.55	100.0
2011-06-24 04:05:00	SPY	ETF	128.6	128.6	128.6	128.6	100.0
2011-06-24 04:10:00	SPY	ETF	128.6	128.7	128.6	128.7	300.0
2011-06-24 04:20:00	SPY	ETF	128.75	128.76	128.75	128.76	500.0
2011-06-24 04:45:00	SPY	ETF	128.78	128.78	128.78	128.78	170.0
2011-06-24 04:50:00	SPY	ETF	128.88	128.9	128.86	128.86	2000.0
2011-06-24 04:55:00	SPY	ETF	128.86	129.01	128.86	128.95	2100.0
2011-06-24 05:00:00	SPY	ETF	128.95	128.95	128.9	128.9	390.0
2011-06-24 05:10:00	SPY	ETF	129.01	129.01	128.96	128.96	2000.0
2011-06-24 05:15:00	SPY	ETF	128.94	128.94	128.94	128.94	200.0
2011-06-24 05:20:00	SPY	ETF	129.0	129.0	129.0	129.0	400.0
2011-06-24 05:30:00	SPY	ETF	128.96	128.96	128.94	128.95	1000.0
2011-06-24 05:35:00	SPY	ETF	128.91	128.91	128.91	128.91	100.0
2011-06-24 05:40:00	SPY	ETF	128.83	128.83	128.83	128.83	100.0
2011-06-24 05:45:00	SPY	ETF	128.85	128.85	128.85	128.85	300.0
2011-06-24 05:55:00	SPY	ETF	128.77	128.77	128.77	128.77	100.0
2011-06-24 06:00:00	SPY	ETF	128.72	128.72	128.64	128.64	1950.0
2011-06-24 06:05:00	SPY	ETF	128.5	128.5	128.44	128.44	850.0
2011-06-24 06:10:00	SPY	ETF	128.4	128.43	128.4	128.43	15200.0
2011-06-24 06:15:00	SPY	ETF	128.39	128.43	128.14	128.14	12800.0
2011-06-24 06:25:00	SPY	ETF	128.42	128.6	128.42	128.6	7100.0
2011-06-24 06:30:00	SPY	ETF	128.58	128.59	128.4	128.4	2800.0
2011-06-24 06:35:00	SPY	ETF	128.41	128.44	128.41	128.44	200.0
2011-06-24 06:40:00	SPY	ETF	128.33	128.33	128.19	128.19	2900.0
2011-06-24 06:45:00	SPY	ETF	128.37	128.37	128.26	128.36	1300.0
2011-06-24 06:50:00	SPY	ETF	128.38	128.38	128.3	128.32	1250.0
2011-06-24 06:55:00	SPY	ETF	128.29	128.3	127.95	128.16	162020.0
2011-06-24 07:00:00	SPY	ETF	128.19	128.35	128.13	128.27	74185.0
2011-06-24 07:05:00	SPY	ETF	128.32	128.33	128.27	128.32	42700.0
2011-06-24 07:10:00	SPY	ETF	128.3	128.38	128.3	128.37	42150.0
2011-06-24 07:15:00	SPY	ETF	128.38	128.44	128.38	128.42	53250.0
2011-06-24 07:20:00	SPY	ETF	128.4	128.4	128.3	128.34	27900.0
2011-06-24 07:25:00	SPY	ETF	128.32	128.32	128.14	128.22	98200.0
2011-06-24 07:30:00	SPY	ETF	128.2	128.25	128.2	128.21	53800.0
2011-06-24 07:35:00	SPY	ETF	128.21	128.25	128.09	128.24	153875.0
2011-06-24 07:40:00	SPY	ETF	128.23	128.23	128.17	128.19	37800.0
2011-06-24 07:45:00	SPY	ETF	128.19	128.25	128.19	128.25	35190.0
2011-06-24 07:50:00	SPY	ETF	128.25	128.28	128.2	128.27	21545.0
2011-06-24 07:55:00	SPY	ETF	128.22	128.22	128.11	128.11	37250.0
2011-06-24 08:00:00	SPY	ETF	128.1	128.1	127.99	128.0	107815.0
2011-06-24 08:05:00	SPY	ETF	128.0	128.01	127.89	127.93	148660.0
2011-06-24 08:10:00	SPY	ETF	127.92	128.05	127.91	128.02	86233.0
2011-06-24 08:15:00	SPY	ETF	128.02	128.05	127.97	128.0	56270.0
2011-06-24 08:20:00	SPY	ETF	128.01	128.13	128.0	128.11	124410.0
2011-06-24 08:25:00	SPY	ETF	128.09	128.34	128.07	128.22	476576.0
2011-06-24 08:30:00	SPY	ETF	128.22	128.64	128.22	128.42	1287209.0
2011-06-24 08:35:00	SPY	ETF	128.42	128.49	128.28	128.29	172060.0
2011-06-24 08:40:00	SPY	ETF	128.3	128.35	128.27	128.3	148975.0
2011-06-24 08:45:00	SPY	ETF	128.29	128.4	128.23	128.39	97868.0
2011-06-24 08:50:00	SPY	ETF	128.39	128.45	128.39	128.43	241876.0

> showing 50 of 34,819 rows — these rows as CSV

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