PREVIEW / etf_5min / 2011-11-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-01.parquet
  size:    997 KB
  rows:    41,287

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
2011-11-01 04:00:00	SPY	ETF	124.35	124.35	123.78	123.78	10204.0
2011-11-01 04:05:00	SPY	ETF	123.92	123.92	123.49	123.49	16896.0
2011-11-01 04:10:00	SPY	ETF	123.48	123.91	123.48	123.86	52950.0
2011-11-01 04:15:00	SPY	ETF	123.6	123.6	123.6	123.6	900.0
2011-11-01 04:20:00	SPY	ETF	123.46	123.46	123.37	123.43	3800.0
2011-11-01 04:25:00	SPY	ETF	123.28	123.28	123.19	123.19	5550.0
2011-11-01 04:30:00	SPY	ETF	123.21	123.33	123.21	123.33	6700.0
2011-11-01 04:35:00	SPY	ETF	123.4	123.4	123.4	123.4	300.0
2011-11-01 04:40:00	SPY	ETF	123.38	123.45	123.38	123.45	930.0
2011-11-01 04:50:00	SPY	ETF	123.6	123.6	123.54	123.54	500.0
2011-11-01 04:55:00	SPY	ETF	123.59	123.59	123.38	123.38	4050.0
2011-11-01 05:00:00	SPY	ETF	123.43	123.5	123.43	123.5	5700.0
2011-11-01 05:05:00	SPY	ETF	123.66	123.66	123.66	123.66	100.0
2011-11-01 05:10:00	SPY	ETF	123.7	123.81	123.7	123.81	13729.0
2011-11-01 05:15:00	SPY	ETF	123.77	123.77	123.77	123.77	310.0
2011-11-01 05:20:00	SPY	ETF	123.85	123.85	123.68	123.68	461.0
2011-11-01 05:25:00	SPY	ETF	123.61	123.61	123.55	123.55	1950.0
2011-11-01 05:30:00	SPY	ETF	123.57	123.58	123.54	123.58	25248.0
2011-11-01 05:35:00	SPY	ETF	123.61	123.65	123.61	123.65	575.0
2011-11-01 05:40:00	SPY	ETF	123.75	123.77	123.69	123.69	7050.0
2011-11-01 05:45:00	SPY	ETF	123.7	123.8	123.5	123.5	8400.0
2011-11-01 05:50:00	SPY	ETF	123.52	123.53	123.41	123.41	7700.0
2011-11-01 05:55:00	SPY	ETF	123.5	123.5	123.48	123.48	485.0
2011-11-01 06:00:00	SPY	ETF	123.44	123.44	123.33	123.42	7815.0
2011-11-01 06:05:00	SPY	ETF	123.39	123.39	123.17	123.24	5600.0
2011-11-01 06:10:00	SPY	ETF	123.32	123.35	123.2	123.3	18600.0
2011-11-01 06:15:00	SPY	ETF	123.25	123.44	123.24	123.44	2100.0
2011-11-01 06:20:00	SPY	ETF	123.44	123.44	123.3	123.3	63500.0
2011-11-01 06:25:00	SPY	ETF	123.37	123.37	123.07	123.09	6779.0
2011-11-01 06:30:00	SPY	ETF	123.11	123.15	123.03	123.09	54800.0
2011-11-01 06:35:00	SPY	ETF	123.11	123.19	123.03	123.05	92550.0
2011-11-01 06:40:00	SPY	ETF	123.0	123.0	122.88	122.9	15718.0
2011-11-01 06:45:00	SPY	ETF	122.94	123.05	122.94	123.05	107450.0
2011-11-01 06:50:00	SPY	ETF	123.04	123.08	122.85	122.85	44250.0
2011-11-01 06:55:00	SPY	ETF	122.93	122.94	122.85	122.9	176200.0
2011-11-01 07:00:00	SPY	ETF	122.94	123.08	122.91	123.03	162376.0
2011-11-01 07:05:00	SPY	ETF	123.01	123.15	122.96	123.11	70941.0
2011-11-01 07:10:00	SPY	ETF	123.15	123.25	123.09	123.19	19494.0
2011-11-01 07:15:00	SPY	ETF	123.19	123.24	123.16	123.22	100675.0
2011-11-01 07:20:00	SPY	ETF	123.24	123.33	123.24	123.26	85738.0
2011-11-01 07:25:00	SPY	ETF	123.29	123.33	123.25	123.25	40192.0
2011-11-01 07:30:00	SPY	ETF	123.3	123.3	122.91	122.98	134103.0
2011-11-01 07:35:00	SPY	ETF	123.0	123.05	122.97	122.99	25050.0
2011-11-01 07:40:00	SPY	ETF	122.98	123.17	122.98	123.14	166467.0
2011-11-01 07:45:00	SPY	ETF	123.1	123.13	122.98	122.99	145725.0
2011-11-01 07:50:00	SPY	ETF	122.98	122.99	121.87	122.25	509009.0
2011-11-01 07:55:00	SPY	ETF	122.27	122.59	122.24	122.53	301638.0
2011-11-01 08:00:00	SPY	ETF	122.57	125.5	122.32	122.4	2272732.0
2011-11-01 08:05:00	SPY	ETF	123.3	123.73	122.36	122.74	506994.0
2011-11-01 08:10:00	SPY	ETF	122.74	122.95	122.54	122.7	413080.0

> showing 50 of 41,287 rows — these rows as CSV

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