PREVIEW / etf_5min / 2011-10-06

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-10-06.parquet
  size:    928 KB
  rows:    38,289

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
2011-10-06 04:00:00	SPY	ETF	114.42	114.6	114.42	114.6	2987.0
2011-10-06 04:05:00	SPY	ETF	114.6	114.6	114.59	114.59	300.0
2011-10-06 04:10:00	SPY	ETF	114.6	114.6	114.57	114.6	2697.0
2011-10-06 04:15:00	SPY	ETF	114.75	114.95	114.7	114.91	6536.0
2011-10-06 04:20:00	SPY	ETF	114.96	114.96	114.92	114.92	286.0
2011-10-06 04:25:00	SPY	ETF	114.9	114.99	114.84	114.84	47735.0
2011-10-06 04:30:00	SPY	ETF	114.83	114.83	114.82	114.82	2800.0
2011-10-06 04:35:00	SPY	ETF	114.92	114.92	114.87	114.88	2700.0
2011-10-06 04:40:00	SPY	ETF	114.92	115.05	114.92	115.04	7206.0
2011-10-06 04:45:00	SPY	ETF	115.12	115.12	115.12	115.12	100.0
2011-10-06 04:50:00	SPY	ETF	115.1	115.1	115.1	115.1	400.0
2011-10-06 04:55:00	SPY	ETF	115.06	115.06	115.02	115.02	600.0
2011-10-06 05:00:00	SPY	ETF	115.0	115.0	115.0	115.0	453.0
2011-10-06 05:05:00	SPY	ETF	115.05	115.05	115.02	115.02	1100.0
2011-10-06 05:10:00	SPY	ETF	115.11	115.11	115.05	115.05	600.0
2011-10-06 05:15:00	SPY	ETF	114.92	114.92	114.92	114.92	350.0
2011-10-06 05:20:00	SPY	ETF	114.99	115.0	114.99	115.0	2076.0
2011-10-06 05:25:00	SPY	ETF	114.9	114.9	114.9	114.9	400.0
2011-10-06 05:30:00	SPY	ETF	114.77	114.8	114.74	114.8	1650.0
2011-10-06 05:35:00	SPY	ETF	114.8	114.8	114.67	114.67	2300.0
2011-10-06 05:40:00	SPY	ETF	114.67	114.69	114.67	114.69	1300.0
2011-10-06 05:45:00	SPY	ETF	114.8	114.8	114.77	114.77	200.0
2011-10-06 05:50:00	SPY	ETF	114.77	114.87	114.7	114.7	8380.0
2011-10-06 05:55:00	SPY	ETF	114.67	114.8	114.67	114.8	15610.0
2011-10-06 06:00:00	SPY	ETF	114.78	114.78	114.65	114.74	1000.0
2011-10-06 06:05:00	SPY	ETF	114.85	114.85	114.85	114.85	1000.0
2011-10-06 06:10:00	SPY	ETF	114.69	114.69	114.69	114.69	5000.0
2011-10-06 06:15:00	SPY	ETF	114.8	114.9	114.8	114.9	40000.0
2011-10-06 06:25:00	SPY	ETF	114.8	115.03	114.8	115.03	1500.0
2011-10-06 06:30:00	SPY	ETF	114.97	115.0	114.95	114.97	7400.0
2011-10-06 06:35:00	SPY	ETF	115.0	115.03	114.96	114.96	23616.0
2011-10-06 06:40:00	SPY	ETF	114.95	114.99	114.87	114.87	12500.0
2011-10-06 06:45:00	SPY	ETF	114.9	114.94	114.9	114.94	2100.0
2011-10-06 06:50:00	SPY	ETF	114.96	115.0	114.96	114.97	11900.0
2011-10-06 06:55:00	SPY	ETF	114.92	114.97	114.92	114.97	6000.0
2011-10-06 07:00:00	SPY	ETF	114.97	115.43	114.97	115.16	104595.0
2011-10-06 07:05:00	SPY	ETF	115.14	115.21	115.04	115.1	60420.0
2011-10-06 07:10:00	SPY	ETF	115.11	115.19	115.02	115.09	157641.0
2011-10-06 07:15:00	SPY	ETF	115.07	115.21	115.07	115.18	33616.0
2011-10-06 07:20:00	SPY	ETF	115.24	115.25	115.16	115.17	76129.0
2011-10-06 07:25:00	SPY	ETF	115.14	115.34	115.09	115.26	80540.0
2011-10-06 07:30:00	SPY	ETF	115.27	115.31	115.19	115.24	194651.0
2011-10-06 07:35:00	SPY	ETF	115.21	115.25	115.11	115.25	215867.0
2011-10-06 07:40:00	SPY	ETF	115.25	115.28	115.12	115.13	31760.0
2011-10-06 07:45:00	SPY	ETF	115.1	115.17	114.23	114.31	781625.0
2011-10-06 07:50:00	SPY	ETF	114.47	114.8	114.17	114.69	483390.0
2011-10-06 07:55:00	SPY	ETF	114.62	114.74	114.52	114.55	226824.0
2011-10-06 08:00:00	SPY	ETF	114.55	115.25	114.21	114.3	536721.0
2011-10-06 08:05:00	SPY	ETF	114.32	114.39	114.18	114.31	203101.0
2011-10-06 08:10:00	SPY	ETF	114.29	114.56	114.25	114.51	125204.0

> showing 50 of 38,289 rows — these rows as CSV

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