PREVIEW / etf_5min / 2011-11-04

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-04.parquet
  size:    865 KB
  rows:    35,570

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
2011-11-04 04:15:00	SPY	ETF	126.16	126.16	126.16	126.16	100.0
2011-11-04 04:20:00	SPY	ETF	126.02	126.02	126.02	126.02	200.0
2011-11-04 04:25:00	SPY	ETF	125.85	125.85	125.85	125.85	100.0
2011-11-04 04:35:00	SPY	ETF	125.73	125.82	125.73	125.82	1200.0
2011-11-04 04:45:00	SPY	ETF	125.96	125.96	125.96	125.96	300.0
2011-11-04 04:50:00	SPY	ETF	125.77	125.77	125.7	125.7	1650.0
2011-11-04 04:55:00	SPY	ETF	125.76	125.76	125.74	125.74	700.0
2011-11-04 05:00:00	SPY	ETF	125.82	125.82	125.8	125.8	300.0
2011-11-04 05:05:00	SPY	ETF	125.73	125.73	125.65	125.65	400.0
2011-11-04 05:10:00	SPY	ETF	125.77	125.77	125.77	125.77	100.0
2011-11-04 05:15:00	SPY	ETF	125.91	125.91	125.91	125.91	200.0
2011-11-04 05:20:00	SPY	ETF	125.92	125.92	125.92	125.92	200.0
2011-11-04 05:25:00	SPY	ETF	125.94	125.94	125.94	125.94	100.0
2011-11-04 05:30:00	SPY	ETF	126.03	126.07	126.03	126.07	200.0
2011-11-04 05:35:00	SPY	ETF	126.18	126.18	126.18	126.18	100.0
2011-11-04 05:45:00	SPY	ETF	126.21	126.21	126.21	126.21	100.0
2011-11-04 06:00:00	SPY	ETF	126.13	126.13	126.13	126.13	100.0
2011-11-04 06:10:00	SPY	ETF	126.11	126.11	126.11	126.11	3400.0
2011-11-04 06:20:00	SPY	ETF	126.24	126.24	126.24	126.24	290.0
2011-11-04 06:30:00	SPY	ETF	126.06	126.19	126.06	126.19	5100.0
2011-11-04 06:35:00	SPY	ETF	126.26	126.26	126.2	126.23	5200.0
2011-11-04 06:40:00	SPY	ETF	126.26	126.26	126.19	126.21	2200.0
2011-11-04 06:45:00	SPY	ETF	126.19	126.19	126.19	126.19	25000.0
2011-11-04 06:55:00	SPY	ETF	126.2	126.2	126.2	126.2	500.0
2011-11-04 07:00:00	SPY	ETF	126.17	126.17	125.87	125.9	35950.0
2011-11-04 07:05:00	SPY	ETF	125.93	125.93	125.82	125.82	15855.0
2011-11-04 07:10:00	SPY	ETF	125.8	125.91	125.8	125.86	11790.0
2011-11-04 07:15:00	SPY	ETF	125.89	125.89	125.85	125.85	600.0
2011-11-04 07:20:00	SPY	ETF	125.87	125.95	125.87	125.91	10801.0
2011-11-04 07:25:00	SPY	ETF	125.9	125.94	125.9	125.93	5800.0
2011-11-04 07:30:00	SPY	ETF	125.92	125.98	125.8	125.98	27560.0
2011-11-04 07:35:00	SPY	ETF	125.99	125.99	125.92	125.93	29750.0
2011-11-04 07:40:00	SPY	ETF	125.91	125.93	125.89	125.92	11800.0
2011-11-04 07:45:00	SPY	ETF	125.94	126.02	125.93	126.02	26343.0
2011-11-04 07:50:00	SPY	ETF	126.04	126.15	126.04	126.14	42200.0
2011-11-04 07:55:00	SPY	ETF	126.09	126.1	125.63	125.66	113289.0
2011-11-04 08:00:00	SPY	ETF	125.65	125.9	125.18	125.34	1569309.0
2011-11-04 08:05:00	SPY	ETF	125.39	125.51	125.36	125.5	114287.0
2011-11-04 08:10:00	SPY	ETF	125.5	125.63	125.46	125.56	379107.0
2011-11-04 08:15:00	SPY	ETF	125.54	125.62	125.44	125.6	282070.0
2011-11-04 08:20:00	SPY	ETF	125.63	125.72	125.57	125.71	103400.0
2011-11-04 08:25:00	SPY	ETF	125.67	126.13	125.25	125.35	355114.0
2011-11-04 08:30:00	SPY	ETF	125.27	126.4	125.0	126.2	4741621.0
2011-11-04 08:35:00	SPY	ETF	126.21	126.28	125.57	125.72	1236174.0
2011-11-04 08:40:00	SPY	ETF	125.71	125.87	125.53	125.86	488910.0
2011-11-04 08:45:00	SPY	ETF	125.86	125.95	125.57	125.61	451029.0
2011-11-04 08:50:00	SPY	ETF	125.66	125.78	125.54	125.57	216726.0
2011-11-04 08:55:00	SPY	ETF	125.57	125.63	125.31	125.41	430153.0
2011-11-04 09:00:00	SPY	ETF	125.4	125.5	125.28	125.43	432504.0
2011-11-04 09:05:00	SPY	ETF	125.42	125.42	124.98	125.14	1047895.0

> showing 50 of 35,570 rows — these rows as CSV

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