PREVIEW / etf_5min / 2012-01-12

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-12.parquet
  size:    885 KB
  rows:    37,045

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
2012-01-12 04:00:00	SPY	ETF	129.06	129.06	129.06	129.06	385.0
2012-01-12 04:15:00	SPY	ETF	129.01	129.01	129.01	129.01	320.0
2012-01-12 04:20:00	SPY	ETF	129.12	129.12	129.12	129.12	870.0
2012-01-12 04:25:00	SPY	ETF	129.15	129.15	129.15	129.15	4130.0
2012-01-12 04:30:00	SPY	ETF	129.2	129.2	129.2	129.2	5000.0
2012-01-12 04:45:00	SPY	ETF	129.3	129.3	129.3	129.3	100.0
2012-01-12 05:05:00	SPY	ETF	129.54	129.64	129.54	129.64	11400.0
2012-01-12 05:10:00	SPY	ETF	129.75	129.79	129.73	129.73	10525.0
2012-01-12 05:20:00	SPY	ETF	129.65	129.65	129.65	129.65	600.0
2012-01-12 05:25:00	SPY	ETF	129.67	129.7	129.67	129.7	1100.0
2012-01-12 05:30:00	SPY	ETF	129.7	129.73	129.66	129.66	2500.0
2012-01-12 05:35:00	SPY	ETF	129.7	129.72	129.7	129.72	700.0
2012-01-12 05:40:00	SPY	ETF	129.7	129.7	129.7	129.7	100.0
2012-01-12 05:45:00	SPY	ETF	129.72	129.74	129.72	129.72	1900.0
2012-01-12 05:50:00	SPY	ETF	129.74	129.77	129.74	129.77	9850.0
2012-01-12 05:55:00	SPY	ETF	129.82	129.87	129.81	129.87	11550.0
2012-01-12 06:00:00	SPY	ETF	129.85	129.85	129.77	129.77	3000.0
2012-01-12 06:05:00	SPY	ETF	129.81	129.81	129.81	129.81	375.0
2012-01-12 06:10:00	SPY	ETF	129.78	129.78	129.72	129.72	23420.0
2012-01-12 06:15:00	SPY	ETF	129.79	129.83	129.79	129.79	6200.0
2012-01-12 06:20:00	SPY	ETF	129.84	129.93	129.82	129.93	32940.0
2012-01-12 06:25:00	SPY	ETF	129.88	129.88	129.84	129.84	1500.0
2012-01-12 06:30:00	SPY	ETF	129.83	129.83	129.79	129.79	750.0
2012-01-12 06:35:00	SPY	ETF	129.78	129.78	129.7	129.7	1675.0
2012-01-12 06:45:00	SPY	ETF	129.73	129.83	129.73	129.82	4300.0
2012-01-12 06:50:00	SPY	ETF	129.82	129.85	129.82	129.85	29000.0
2012-01-12 06:55:00	SPY	ETF	129.87	129.95	129.87	129.9	52387.0
2012-01-12 07:00:00	SPY	ETF	129.9	129.91	129.82	129.89	44125.0
2012-01-12 07:05:00	SPY	ETF	129.9	129.96	129.89	129.96	12650.0
2012-01-12 07:10:00	SPY	ETF	129.96	130.03	129.95	130.02	30911.0
2012-01-12 07:15:00	SPY	ETF	129.98	130.1	129.98	130.1	30700.0
2012-01-12 07:20:00	SPY	ETF	130.1	130.13	130.05	130.09	28270.0
2012-01-12 07:25:00	SPY	ETF	130.06	130.08	129.94	129.94	7150.0
2012-01-12 07:30:00	SPY	ETF	129.95	130.02	129.95	130.0	2900.0
2012-01-12 07:35:00	SPY	ETF	130.0	130.07	130.0	130.06	49050.0
2012-01-12 07:40:00	SPY	ETF	130.04	130.17	130.04	130.17	42835.0
2012-01-12 07:45:00	SPY	ETF	130.16	130.18	130.04	130.1	123190.0
2012-01-12 07:50:00	SPY	ETF	130.12	130.12	130.05	130.06	29040.0
2012-01-12 07:55:00	SPY	ETF	130.02	130.02	129.96	130.0	28440.0
2012-01-12 08:00:00	SPY	ETF	129.96	129.99	129.9	129.92	202610.0
2012-01-12 08:05:00	SPY	ETF	129.91	129.95	129.83	129.9	101250.0
2012-01-12 08:10:00	SPY	ETF	129.91	129.95	129.86	129.91	83417.0
2012-01-12 08:15:00	SPY	ETF	129.91	129.94	129.88	129.9	218666.0
2012-01-12 08:20:00	SPY	ETF	129.91	129.97	129.87	129.89	84375.0
2012-01-12 08:25:00	SPY	ETF	129.9	129.99	129.83	129.95	123737.0
2012-01-12 08:30:00	SPY	ETF	129.93	129.99	129.42	129.55	1881322.0
2012-01-12 08:35:00	SPY	ETF	129.55	129.56	129.38	129.46	424863.0
2012-01-12 08:40:00	SPY	ETF	129.45	129.53	129.39	129.45	345404.0
2012-01-12 08:45:00	SPY	ETF	129.45	129.45	129.34	129.44	261393.0
2012-01-12 08:50:00	SPY	ETF	129.43	129.49	129.38	129.48	221482.0

> showing 50 of 37,045 rows — these rows as CSV

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