PREVIEW / etf_5min / 2011-06-28

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-28.parquet
  size:    841 KB
  rows:    34,651

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
2011-06-28 04:00:00	SPY	ETF	128.18	128.25	128.18	128.25	1600.0
2011-06-28 04:05:00	SPY	ETF	128.14	128.14	128.14	128.14	500.0
2011-06-28 04:10:00	SPY	ETF	128.17	128.17	128.05	128.05	1500.0
2011-06-28 04:25:00	SPY	ETF	128.07	128.07	128.07	128.07	500.0
2011-06-28 04:45:00	SPY	ETF	128.08	128.08	128.0	128.0	400.0
2011-06-28 05:00:00	SPY	ETF	127.89	127.95	127.88	127.88	300.0
2011-06-28 05:05:00	SPY	ETF	127.89	127.92	127.89	127.92	1000.0
2011-06-28 05:10:00	SPY	ETF	127.81	127.81	127.81	127.81	100.0
2011-06-28 05:15:00	SPY	ETF	127.86	127.86	127.85	127.85	400.0
2011-06-28 05:30:00	SPY	ETF	127.85	127.85	127.8	127.8	300.0
2011-06-28 05:35:00	SPY	ETF	127.8	127.82	127.8	127.82	5650.0
2011-06-28 05:40:00	SPY	ETF	127.87	127.87	127.87	127.87	1100.0
2011-06-28 05:45:00	SPY	ETF	127.87	127.87	127.87	127.87	2000.0
2011-06-28 05:50:00	SPY	ETF	127.87	127.87	127.87	127.87	5900.0
2011-06-28 05:55:00	SPY	ETF	127.75	127.76	127.75	127.75	700.0
2011-06-28 06:00:00	SPY	ETF	127.8	127.8	127.8	127.8	5000.0
2011-06-28 06:10:00	SPY	ETF	127.92	127.92	127.92	127.92	400.0
2011-06-28 06:20:00	SPY	ETF	127.93	127.93	127.87	127.88	2600.0
2011-06-28 06:25:00	SPY	ETF	127.88	127.88	127.88	127.88	300.0
2011-06-28 06:30:00	SPY	ETF	127.88	127.88	127.85	127.85	500.0
2011-06-28 06:35:00	SPY	ETF	127.95	127.95	127.95	127.95	100.0
2011-06-28 06:50:00	SPY	ETF	127.85	127.86	127.77	127.77	7500.0
2011-06-28 06:55:00	SPY	ETF	127.85	127.85	127.83	127.83	400.0
2011-06-28 07:00:00	SPY	ETF	127.87	127.89	127.8	127.8	6300.0
2011-06-28 07:05:00	SPY	ETF	127.88	127.89	127.83	127.85	5800.0
2011-06-28 07:10:00	SPY	ETF	127.86	127.86	127.8	127.8	2900.0
2011-06-28 07:15:00	SPY	ETF	127.8	127.84	127.78	127.8	13275.0
2011-06-28 07:20:00	SPY	ETF	127.87	127.87	127.8	127.83	28973.0
2011-06-28 07:25:00	SPY	ETF	127.82	127.82	127.61	127.67	46810.0
2011-06-28 07:30:00	SPY	ETF	127.7	127.99	127.7	127.9	257900.0
2011-06-28 07:35:00	SPY	ETF	127.93	128.04	127.92	128.0	133500.0
2011-06-28 07:40:00	SPY	ETF	127.99	128.09	127.8	127.9	100284.0
2011-06-28 07:45:00	SPY	ETF	127.89	128.04	127.86	128.04	36000.0
2011-06-28 07:50:00	SPY	ETF	128.0	128.03	127.99	127.99	11000.0
2011-06-28 07:55:00	SPY	ETF	127.97	127.99	127.94	127.94	7780.0
2011-06-28 08:00:00	SPY	ETF	127.94	127.95	127.78	127.95	50456.0
2011-06-28 08:05:00	SPY	ETF	127.96	128.07	127.95	127.97	36218.0
2011-06-28 08:10:00	SPY	ETF	127.96	128.07	127.95	128.04	92724.0
2011-06-28 08:15:00	SPY	ETF	128.04	128.09	128.0	128.0	178080.0
2011-06-28 08:20:00	SPY	ETF	128.0	128.11	127.98	128.06	208484.0
2011-06-28 08:25:00	SPY	ETF	128.07	128.29	128.07	128.19	144843.0
2011-06-28 08:30:00	SPY	ETF	128.2	128.65	128.2	128.61	441675.0
2011-06-28 08:35:00	SPY	ETF	128.61	128.7	128.5	128.5	276404.0
2011-06-28 08:40:00	SPY	ETF	128.5	128.53	128.4	128.42	243875.0
2011-06-28 08:45:00	SPY	ETF	128.42	128.54	128.41	128.54	187937.0
2011-06-28 08:50:00	SPY	ETF	128.53	128.58	128.49	128.5	322241.0
2011-06-28 08:55:00	SPY	ETF	128.5	128.64	128.5	128.61	379711.0
2011-06-28 09:00:00	SPY	ETF	128.61	128.78	128.56	128.65	663641.0
2011-06-28 09:05:00	SPY	ETF	128.65	128.66	128.6	128.66	134361.0
2011-06-28 09:10:00	SPY	ETF	128.66	128.66	128.53	128.54	208557.0

> showing 50 of 34,651 rows — these rows as CSV

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