PREVIEW / etf_5min / 2011-06-27

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-27.parquet
  size:    859 KB
  rows:    35,328

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
2011-06-27 04:00:00	SPY	ETF	126.86	126.86	126.76	126.76	800.0
2011-06-27 04:05:00	SPY	ETF	126.77	126.77	126.75	126.75	1700.0
2011-06-27 04:10:00	SPY	ETF	126.69	126.69	126.69	126.69	100.0
2011-06-27 04:15:00	SPY	ETF	126.86	126.86	126.86	126.86	2000.0
2011-06-27 04:20:00	SPY	ETF	126.86	126.9	126.86	126.9	3300.0
2011-06-27 04:30:00	SPY	ETF	126.97	126.97	126.97	126.97	100.0
2011-06-27 04:35:00	SPY	ETF	126.97	126.99	126.97	126.99	1500.0
2011-06-27 04:50:00	SPY	ETF	126.97	127.13	126.97	127.13	850.0
2011-06-27 04:55:00	SPY	ETF	127.19	127.2	127.19	127.2	1500.0
2011-06-27 05:00:00	SPY	ETF	127.2	127.26	127.2	127.26	3900.0
2011-06-27 05:05:00	SPY	ETF	127.19	127.2	127.19	127.2	900.0
2011-06-27 05:20:00	SPY	ETF	127.25	127.25	127.25	127.25	200.0
2011-06-27 05:25:00	SPY	ETF	127.25	127.25	127.15	127.15	972.0
2011-06-27 05:35:00	SPY	ETF	127.15	127.15	127.12	127.12	300.0
2011-06-27 05:40:00	SPY	ETF	127.18	127.2	127.18	127.2	1300.0
2011-06-27 05:45:00	SPY	ETF	127.15	127.16	127.15	127.16	500.0
2011-06-27 05:50:00	SPY	ETF	127.08	127.08	127.08	127.08	200.0
2011-06-27 05:55:00	SPY	ETF	127.12	127.15	127.12	127.15	600.0
2011-06-27 06:00:00	SPY	ETF	127.2	127.2	127.2	127.2	1000.0
2011-06-27 06:05:00	SPY	ETF	127.2	127.2	127.2	127.2	200.0
2011-06-27 06:10:00	SPY	ETF	127.25	127.3	127.25	127.3	2500.0
2011-06-27 06:15:00	SPY	ETF	127.28	127.3	127.28	127.3	2400.0
2011-06-27 06:20:00	SPY	ETF	127.3	127.48	127.3	127.4	1400.0
2011-06-27 06:25:00	SPY	ETF	127.25	127.28	127.24	127.28	950.0
2011-06-27 06:35:00	SPY	ETF	127.26	127.26	127.26	127.26	200.0
2011-06-27 06:40:00	SPY	ETF	127.4	127.4	127.33	127.4	3400.0
2011-06-27 06:45:00	SPY	ETF	127.4	127.4	127.3	127.4	7700.0
2011-06-27 06:50:00	SPY	ETF	127.25	127.25	127.23	127.23	300.0
2011-06-27 06:55:00	SPY	ETF	127.19	127.19	127.17	127.17	200.0
2011-06-27 07:00:00	SPY	ETF	127.22	127.25	127.21	127.21	13300.0
2011-06-27 07:05:00	SPY	ETF	127.18	127.23	127.16	127.16	51300.0
2011-06-27 07:10:00	SPY	ETF	127.13	127.17	127.11	127.17	34670.0
2011-06-27 07:15:00	SPY	ETF	127.21	127.28	127.21	127.23	37000.0
2011-06-27 07:20:00	SPY	ETF	127.24	127.26	127.2	127.2	3800.0
2011-06-27 07:25:00	SPY	ETF	127.15	127.15	127.11	127.12	20200.0
2011-06-27 07:30:00	SPY	ETF	127.12	127.18	127.12	127.16	9100.0
2011-06-27 07:35:00	SPY	ETF	127.16	127.2	127.13	127.2	11100.0
2011-06-27 07:40:00	SPY	ETF	127.16	127.18	127.16	127.18	22000.0
2011-06-27 07:45:00	SPY	ETF	127.24	127.24	127.18	127.18	3900.0
2011-06-27 07:50:00	SPY	ETF	127.18	127.2	127.18	127.2	6400.0
2011-06-27 07:55:00	SPY	ETF	127.14	127.18	127.09	127.1	42850.0
2011-06-27 08:00:00	SPY	ETF	127.08	127.14	127.01	127.03	79321.0
2011-06-27 08:05:00	SPY	ETF	127.01	127.08	127.0	127.07	490171.0
2011-06-27 08:10:00	SPY	ETF	127.08	127.3	126.93	127.09	148433.0
2011-06-27 08:15:00	SPY	ETF	127.09	127.15	127.09	127.14	102339.0
2011-06-27 08:20:00	SPY	ETF	127.16	127.17	127.12	127.12	28650.0
2011-06-27 08:25:00	SPY	ETF	127.12	127.17	127.08	127.11	126487.0
2011-06-27 08:30:00	SPY	ETF	127.09	127.12	126.98	126.99	199997.0
2011-06-27 08:35:00	SPY	ETF	126.99	127.04	126.88	126.91	170812.0
2011-06-27 08:40:00	SPY	ETF	126.91	127.0	126.86	126.98	367395.0

> showing 50 of 35,328 rows — these rows as CSV

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