PREVIEW / etf_5min / 2011-10-25

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-10-25.parquet
  size:    934 KB
  rows:    38,433

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
2011-10-25 04:15:00	SPY	ETF	125.38	125.38	125.38	125.38	100.0
2011-10-25 04:25:00	SPY	ETF	125.18	125.18	125.16	125.16	450.0
2011-10-25 04:45:00	SPY	ETF	125.24	125.24	125.24	125.24	190.0
2011-10-25 04:50:00	SPY	ETF	125.31	125.31	125.31	125.31	200.0
2011-10-25 04:55:00	SPY	ETF	125.34	125.34	125.34	125.34	200.0
2011-10-25 05:15:00	SPY	ETF	125.39	125.39	125.39	125.39	200.0
2011-10-25 05:20:00	SPY	ETF	125.49	125.49	125.49	125.49	100.0
2011-10-25 05:30:00	SPY	ETF	125.44	125.44	125.44	125.44	100.0
2011-10-25 05:50:00	SPY	ETF	125.43	125.43	125.43	125.43	100.0
2011-10-25 06:05:00	SPY	ETF	125.36	125.4	125.36	125.4	3500.0
2011-10-25 06:10:00	SPY	ETF	125.24	125.31	125.24	125.31	2000.0
2011-10-25 06:15:00	SPY	ETF	125.38	125.38	125.31	125.38	2500.0
2011-10-25 06:20:00	SPY	ETF	125.48	125.48	125.43	125.43	7800.0
2011-10-25 06:25:00	SPY	ETF	125.46	125.53	125.46	125.53	1600.0
2011-10-25 06:30:00	SPY	ETF	125.5	125.58	125.5	125.58	24000.0
2011-10-25 06:35:00	SPY	ETF	125.68	125.75	125.61	125.75	12200.0
2011-10-25 06:40:00	SPY	ETF	125.69	125.73	125.61	125.61	60300.0
2011-10-25 06:45:00	SPY	ETF	125.63	125.95	125.63	125.95	43400.0
2011-10-25 06:50:00	SPY	ETF	125.95	125.95	125.81	125.81	8920.0
2011-10-25 06:55:00	SPY	ETF	125.81	125.85	125.81	125.85	8000.0
2011-10-25 07:00:00	SPY	ETF	125.76	125.85	125.76	125.8	30999.0
2011-10-25 07:05:00	SPY	ETF	125.84	125.89	125.84	125.87	14100.0
2011-10-25 07:10:00	SPY	ETF	125.86	125.87	125.79	125.79	43205.0
2011-10-25 07:15:00	SPY	ETF	125.81	125.92	125.79	125.9	10685.0
2011-10-25 07:20:00	SPY	ETF	125.87	125.99	125.87	125.94	18645.0
2011-10-25 07:25:00	SPY	ETF	125.89	125.97	125.8	125.8	37130.0
2011-10-25 07:30:00	SPY	ETF	125.79	125.8	125.67	125.72	135095.0
2011-10-25 07:35:00	SPY	ETF	125.73	125.82	125.72	125.77	59150.0
2011-10-25 07:40:00	SPY	ETF	125.78	125.8	125.74	125.8	44518.0
2011-10-25 07:45:00	SPY	ETF	125.8	125.8	125.62	125.69	101810.0
2011-10-25 07:50:00	SPY	ETF	125.68	125.7	125.64	125.69	27700.0
2011-10-25 07:55:00	SPY	ETF	125.68	125.74	125.66	125.72	35895.0
2011-10-25 08:00:00	SPY	ETF	125.71	125.79	125.0	125.5	371678.0
2011-10-25 08:05:00	SPY	ETF	125.48	125.52	125.38	125.39	355162.0
2011-10-25 08:10:00	SPY	ETF	125.39	125.45	125.36	125.4	1410864.0
2011-10-25 08:15:00	SPY	ETF	125.4	125.4	125.18	125.22	324055.0
2011-10-25 08:20:00	SPY	ETF	125.21	125.31	125.2	125.22	187324.0
2011-10-25 08:25:00	SPY	ETF	125.22	125.26	125.15	125.18	172615.0
2011-10-25 08:30:00	SPY	ETF	125.19	125.27	125.13	125.2	217874.0
2011-10-25 08:35:00	SPY	ETF	125.21	125.25	125.15	125.18	175630.0
2011-10-25 08:40:00	SPY	ETF	125.18	125.26	125.12	125.22	169602.0
2011-10-25 08:45:00	SPY	ETF	125.22	125.24	124.99	125.01	252535.0
2011-10-25 08:50:00	SPY	ETF	125.0	125.02	124.84	124.92	559710.0
2011-10-25 08:55:00	SPY	ETF	124.91	124.94	124.77	124.87	572708.0
2011-10-25 09:00:00	SPY	ETF	124.87	124.87	124.71	124.83	1289318.0
2011-10-25 09:05:00	SPY	ETF	124.82	124.83	124.58	124.75	629708.0
2011-10-25 09:10:00	SPY	ETF	124.76	124.83	124.63	124.71	301780.0
2011-10-25 09:15:00	SPY	ETF	124.72	125.11	124.7	125.0	788852.0
2011-10-25 09:20:00	SPY	ETF	125.0	125.0	124.79	124.86	428094.0
2011-10-25 09:25:00	SPY	ETF	124.86	124.93	124.76	124.88	571768.0

> showing 50 of 38,433 rows — these rows as CSV

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