PREVIEW / etf_5min / 2012-01-09

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-09.parquet
  size:    835 KB
  rows:    35,503

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
2012-01-09 04:00:00	SPY	ETF	127.82	127.82	127.82	127.82	100.0
2012-01-09 04:10:00	SPY	ETF	127.9	127.9	127.9	127.9	500.0
2012-01-09 04:30:00	SPY	ETF	127.75	127.75	127.75	127.75	150.0
2012-01-09 04:45:00	SPY	ETF	127.9	127.9	127.9	127.9	200.0
2012-01-09 04:50:00	SPY	ETF	127.97	127.97	127.97	127.97	100.0
2012-01-09 05:05:00	SPY	ETF	127.78	127.78	127.77	127.77	32000.0
2012-01-09 05:10:00	SPY	ETF	127.88	127.89	127.88	127.89	30000.0
2012-01-09 05:35:00	SPY	ETF	127.8	127.89	127.8	127.89	8000.0
2012-01-09 06:00:00	SPY	ETF	127.76	127.76	127.76	127.76	4000.0
2012-01-09 06:45:00	SPY	ETF	127.9	127.9	127.9	127.9	200.0
2012-01-09 06:50:00	SPY	ETF	128.08	128.11	128.08	128.11	10000.0
2012-01-09 06:55:00	SPY	ETF	127.62	127.62	127.62	127.62	100.0
2012-01-09 07:00:00	SPY	ETF	127.85	127.89	127.82	127.82	10300.0
2012-01-09 07:05:00	SPY	ETF	127.85	127.95	127.84	127.92	4800.0
2012-01-09 07:10:00	SPY	ETF	127.85	127.85	127.78	127.78	5800.0
2012-01-09 07:15:00	SPY	ETF	127.77	127.87	127.68	127.7	7050.0
2012-01-09 07:20:00	SPY	ETF	127.77	127.88	127.77	127.88	3697.0
2012-01-09 07:25:00	SPY	ETF	127.89	127.96	127.87	127.88	14379.0
2012-01-09 07:30:00	SPY	ETF	127.83	128.02	127.83	128.02	13000.0
2012-01-09 07:35:00	SPY	ETF	128.05	128.12	128.02	128.12	67950.0
2012-01-09 07:40:00	SPY	ETF	128.14	128.24	128.04	128.12	29135.0
2012-01-09 07:45:00	SPY	ETF	128.12	128.12	127.95	127.98	10980.0
2012-01-09 07:50:00	SPY	ETF	127.98	128.04	127.97	127.97	14700.0
2012-01-09 07:55:00	SPY	ETF	127.96	128.02	127.95	128.02	18885.0
2012-01-09 08:00:00	SPY	ETF	128.02	128.05	127.75	127.97	234001.0
2012-01-09 08:05:00	SPY	ETF	127.97	127.99	127.8	127.84	83250.0
2012-01-09 08:10:00	SPY	ETF	127.84	127.94	127.83	127.87	43493.0
2012-01-09 08:15:00	SPY	ETF	127.88	127.97	127.88	127.93	66575.0
2012-01-09 08:20:00	SPY	ETF	127.94	128.18	127.91	128.13	83095.0
2012-01-09 08:25:00	SPY	ETF	128.12	128.13	127.88	128.08	120378.0
2012-01-09 08:30:00	SPY	ETF	128.08	128.1	127.92	127.99	121780.0
2012-01-09 08:35:00	SPY	ETF	127.99	128.03	127.96	127.96	40746.0
2012-01-09 08:40:00	SPY	ETF	127.94	128.01	127.87	127.98	52296.0
2012-01-09 08:45:00	SPY	ETF	127.97	128.05	127.94	128.01	143550.0
2012-01-09 08:50:00	SPY	ETF	128.01	128.11	127.98	128.09	80796.0
2012-01-09 08:55:00	SPY	ETF	128.08	128.12	128.04	128.12	87306.0
2012-01-09 09:00:00	SPY	ETF	128.13	128.15	128.05	128.06	142914.0
2012-01-09 09:05:00	SPY	ETF	128.05	128.12	127.96	128.02	91384.0
2012-01-09 09:10:00	SPY	ETF	128.04	128.04	127.94	127.98	154185.0
2012-01-09 09:15:00	SPY	ETF	128.0	128.05	127.98	128.0	77593.0
2012-01-09 09:20:00	SPY	ETF	128.0	128.04	127.98	127.98	140244.0
2012-01-09 09:25:00	SPY	ETF	127.98	128.02	127.93	128.0	445439.0
2012-01-09 09:30:00	SPY	ETF	128.0	128.05	127.79	127.93	3115740.0
2012-01-09 09:35:00	SPY	ETF	127.93	127.94	127.72	127.8999	2577161.0
2012-01-09 09:40:00	SPY	ETF	127.9	127.9	127.66	127.69	2265775.0
2012-01-09 09:45:00	SPY	ETF	127.69	127.82	127.66	127.78	1856117.0
2012-01-09 09:50:00	SPY	ETF	127.77	127.91	127.74	127.82	1857082.0
2012-01-09 09:55:00	SPY	ETF	127.83	127.88	127.68	127.799	1348083.0
2012-01-09 10:00:00	SPY	ETF	127.81	127.82	127.58	127.65	2018679.0
2012-01-09 10:05:00	SPY	ETF	127.65	127.86	127.65	127.86	1419296.0

> showing 50 of 35,503 rows — these rows as CSV

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