PREVIEW / etf_5min / 2012-01-24

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-24.parquet
  size:    898 KB
  rows:    37,569

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
2012-01-24 04:25:00	SPY	ETF	131.2	131.2	131.18	131.18	500.0
2012-01-24 04:30:00	SPY	ETF	131.2	131.2	131.2	131.2	100.0
2012-01-24 04:40:00	SPY	ETF	131.1	131.15	131.1	131.15	600.0
2012-01-24 04:45:00	SPY	ETF	131.11	131.11	130.96	130.96	1200.0
2012-01-24 04:50:00	SPY	ETF	131.01	131.01	131.01	131.01	500.0
2012-01-24 04:55:00	SPY	ETF	130.96	131.01	130.96	131.01	300.0
2012-01-24 05:00:00	SPY	ETF	130.96	130.96	130.96	130.96	16000.0
2012-01-24 05:05:00	SPY	ETF	131.09	131.09	131.02	131.02	9000.0
2012-01-24 05:10:00	SPY	ETF	131.02	131.02	131.02	131.02	100.0
2012-01-24 05:25:00	SPY	ETF	131.05	131.05	131.05	131.05	5000.0
2012-01-24 05:30:00	SPY	ETF	131.0	131.0	131.0	131.0	1000.0
2012-01-24 05:35:00	SPY	ETF	130.99	130.99	130.99	130.99	10000.0
2012-01-24 05:40:00	SPY	ETF	130.96	130.96	130.96	130.96	300.0
2012-01-24 05:50:00	SPY	ETF	130.89	130.89	130.89	130.89	3000.0
2012-01-24 05:55:00	SPY	ETF	130.92	130.92	130.85	130.87	12900.0
2012-01-24 06:00:00	SPY	ETF	130.85	130.85	130.74	130.79	9400.0
2012-01-24 06:05:00	SPY	ETF	130.83	130.85	130.83	130.85	1000.0
2012-01-24 06:10:00	SPY	ETF	130.85	130.85	130.85	130.85	20000.0
2012-01-24 06:15:00	SPY	ETF	130.92	130.92	130.85	130.85	5500.0
2012-01-24 06:20:00	SPY	ETF	130.86	130.86	130.86	130.86	500.0
2012-01-24 06:25:00	SPY	ETF	130.79	130.84	130.79	130.84	6480.0
2012-01-24 06:30:00	SPY	ETF	130.85	130.85	130.85	130.85	20000.0
2012-01-24 06:35:00	SPY	ETF	130.95	130.95	130.95	130.95	300.0
2012-01-24 06:40:00	SPY	ETF	130.95	130.95	130.9	130.9	5300.0
2012-01-24 06:45:00	SPY	ETF	130.92	130.92	130.84	130.85	15650.0
2012-01-24 06:50:00	SPY	ETF	130.84	130.84	130.81	130.83	34000.0
2012-01-24 06:55:00	SPY	ETF	130.8	130.8	130.7	130.73	11785.0
2012-01-24 07:00:00	SPY	ETF	130.74	130.82	130.74	130.76	22975.0
2012-01-24 07:05:00	SPY	ETF	130.83	130.83	130.75	130.76	14200.0
2012-01-24 07:10:00	SPY	ETF	130.79	130.89	130.79	130.89	47600.0
2012-01-24 07:15:00	SPY	ETF	130.9	130.96	130.89	130.89	19500.0
2012-01-24 07:20:00	SPY	ETF	130.97	131.05	130.97	130.97	12700.0
2012-01-24 07:25:00	SPY	ETF	130.94	130.95	130.89	130.95	12800.0
2012-01-24 07:30:00	SPY	ETF	130.99	131.02	130.89	130.89	30900.0
2012-01-24 07:35:00	SPY	ETF	130.89	130.91	130.84	130.84	118520.0
2012-01-24 07:40:00	SPY	ETF	130.88	130.93	130.84	130.88	8900.0
2012-01-24 07:45:00	SPY	ETF	130.84	130.9	130.81	130.86	68869.0
2012-01-24 07:50:00	SPY	ETF	130.87	130.88	130.81	130.81	30200.0
2012-01-24 07:55:00	SPY	ETF	130.83	130.86	130.77	130.86	24175.0
2012-01-24 08:00:00	SPY	ETF	130.87	130.95	130.84	130.94	48615.0
2012-01-24 08:05:00	SPY	ETF	130.93	130.95	130.9	130.94	18420.0
2012-01-24 08:10:00	SPY	ETF	130.92	130.95	130.87	130.88	28083.0
2012-01-24 08:15:00	SPY	ETF	130.88	130.93	130.85	130.86	39700.0
2012-01-24 08:20:00	SPY	ETF	130.87	130.95	130.85	130.95	69871.0
2012-01-24 08:25:00	SPY	ETF	130.95	130.99	130.92	130.92	28955.0
2012-01-24 08:30:00	SPY	ETF	130.94	130.95	130.74	130.74	88444.0
2012-01-24 08:35:00	SPY	ETF	130.74	130.87	130.74	130.82	81921.0
2012-01-24 08:40:00	SPY	ETF	130.81	130.81	130.73	130.78	163336.0
2012-01-24 08:45:00	SPY	ETF	130.77	130.84	130.68	130.76	244305.0
2012-01-24 08:50:00	SPY	ETF	130.76	130.8	130.67	130.73	207403.0

> showing 50 of 37,569 rows — these rows as CSV

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