PREVIEW / etf_5min / 2011-08-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-01.parquet
  size:    977 KB
  rows:    40,045

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
2011-08-01 04:00:00	SPY	ETF	130.5	130.65	130.5	130.65	700.0
2011-08-01 04:15:00	SPY	ETF	130.8	130.86	130.8	130.84	2500.0
2011-08-01 04:20:00	SPY	ETF	130.76	130.81	130.69	130.79	950.0
2011-08-01 04:25:00	SPY	ETF	130.61	130.61	130.55	130.55	400.0
2011-08-01 04:30:00	SPY	ETF	130.55	130.55	130.47	130.47	372.0
2011-08-01 04:35:00	SPY	ETF	130.54	130.58	130.54	130.58	423.0
2011-08-01 04:40:00	SPY	ETF	130.56	130.56	130.54	130.54	300.0
2011-08-01 04:45:00	SPY	ETF	130.49	130.5	130.49	130.5	300.0
2011-08-01 04:55:00	SPY	ETF	130.65	130.65	130.65	130.65	100.0
2011-08-01 05:00:00	SPY	ETF	130.75	130.79	130.75	130.79	700.0
2011-08-01 05:05:00	SPY	ETF	130.74	130.74	130.68	130.68	380.0
2011-08-01 05:10:00	SPY	ETF	130.79	130.79	130.71	130.71	400.0
2011-08-01 05:15:00	SPY	ETF	130.72	130.77	130.72	130.76	1190.0
2011-08-01 05:20:00	SPY	ETF	130.75	130.75	130.71	130.75	1000.0
2011-08-01 05:25:00	SPY	ETF	130.78	130.79	130.78	130.79	19970.0
2011-08-01 05:30:00	SPY	ETF	130.86	130.89	130.8	130.8	400.0
2011-08-01 05:35:00	SPY	ETF	130.77	130.77	130.77	130.77	100.0
2011-08-01 05:45:00	SPY	ETF	130.77	130.79	130.77	130.79	16000.0
2011-08-01 05:50:00	SPY	ETF	130.89	130.89	130.81	130.81	200.0
2011-08-01 05:55:00	SPY	ETF	130.84	130.89	130.82	130.85	500.0
2011-08-01 06:00:00	SPY	ETF	130.93	130.95	130.88	130.9	4210.0
2011-08-01 06:05:00	SPY	ETF	130.9	130.92	130.89	130.89	1290.0
2011-08-01 06:10:00	SPY	ETF	130.95	130.95	130.95	130.95	340.0
2011-08-01 06:15:00	SPY	ETF	130.92	131.0	130.92	130.96	2400.0
2011-08-01 06:20:00	SPY	ETF	131.04	131.05	130.92	131.0	26300.0
2011-08-01 06:25:00	SPY	ETF	131.03	131.03	131.0	131.0	1700.0
2011-08-01 06:30:00	SPY	ETF	131.0	131.0	130.95	131.0	2800.0
2011-08-01 06:35:00	SPY	ETF	130.97	131.1	130.96	131.1	8600.0
2011-08-01 06:40:00	SPY	ETF	131.1	131.2	131.05	131.19	15700.0
2011-08-01 06:45:00	SPY	ETF	131.16	131.21	131.11	131.11	11300.0
2011-08-01 06:50:00	SPY	ETF	131.21	131.3	131.19	131.26	51952.0
2011-08-01 06:55:00	SPY	ETF	131.25	131.27	131.22	131.23	19760.0
2011-08-01 07:00:00	SPY	ETF	131.25	131.35	131.22	131.27	149456.0
2011-08-01 07:05:00	SPY	ETF	131.27	131.27	131.13	131.13	36836.0
2011-08-01 07:10:00	SPY	ETF	131.13	131.13	130.9	130.92	49786.0
2011-08-01 07:15:00	SPY	ETF	130.92	131.06	130.89	131.02	47350.0
2011-08-01 07:20:00	SPY	ETF	131.02	131.07	131.0	131.06	102486.0
2011-08-01 07:25:00	SPY	ETF	131.11	131.11	131.05	131.07	123550.0
2011-08-01 07:30:00	SPY	ETF	131.07	131.07	130.93	130.96	104863.0
2011-08-01 07:35:00	SPY	ETF	130.98	131.03	130.95	130.99	83850.0
2011-08-01 07:40:00	SPY	ETF	130.95	130.96	130.82	130.87	96247.0
2011-08-01 07:45:00	SPY	ETF	130.87	130.94	130.85	130.85	93363.0
2011-08-01 07:50:00	SPY	ETF	130.85	130.92	130.83	130.88	80346.0
2011-08-01 07:55:00	SPY	ETF	130.89	130.92	130.83	130.88	36050.0
2011-08-01 08:00:00	SPY	ETF	130.92	131.0	130.78	131.0	664627.0
2011-08-01 08:05:00	SPY	ETF	130.91	130.92	130.84	130.87	241490.0
2011-08-01 08:10:00	SPY	ETF	130.88	130.92	129.33	130.91	317033.0
2011-08-01 08:15:00	SPY	ETF	130.92	130.96	130.85	130.94	193121.0
2011-08-01 08:20:00	SPY	ETF	130.94	131.4	130.89	131.0	1632873.0
2011-08-01 08:25:00	SPY	ETF	130.99	131.03	130.93	130.93	173332.0

> showing 50 of 40,045 rows — these rows as CSV

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