PREVIEW / etf_5min / 2012-04-27

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-04-27.parquet
  size:    829 KB
  rows:    35,549

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
2012-04-27 04:00:00	SPY	ETF	139.65	139.88	139.65	139.88	609.0
2012-04-27 04:20:00	SPY	ETF	139.9	139.9	139.87	139.87	2400.0
2012-04-27 04:25:00	SPY	ETF	139.9	139.9	139.9	139.9	190.0
2012-04-27 04:30:00	SPY	ETF	139.88	139.88	139.88	139.88	500.0
2012-04-27 04:40:00	SPY	ETF	139.87	139.92	139.85	139.92	500.0
2012-04-27 04:50:00	SPY	ETF	139.85	139.85	139.85	139.85	100.0
2012-04-27 05:00:00	SPY	ETF	139.98	140.1	139.98	140.0	800.0
2012-04-27 05:05:00	SPY	ETF	140.04	140.04	140.04	140.04	200.0
2012-04-27 05:10:00	SPY	ETF	140.18	140.18	140.18	140.18	100.0
2012-04-27 05:20:00	SPY	ETF	140.05	140.05	140.05	140.05	100.0
2012-04-27 05:25:00	SPY	ETF	140.12	140.15	140.12	140.15	2600.0
2012-04-27 05:30:00	SPY	ETF	140.19	140.2	140.18	140.18	3100.0
2012-04-27 05:35:00	SPY	ETF	140.2	140.2	140.2	140.2	1700.0
2012-04-27 05:40:00	SPY	ETF	140.18	140.18	140.08	140.08	1200.0
2012-04-27 05:45:00	SPY	ETF	140.1	140.1	140.1	140.1	300.0
2012-04-27 05:50:00	SPY	ETF	140.11	140.11	140.05	140.05	300.0
2012-04-27 05:55:00	SPY	ETF	140.05	140.05	140.05	140.05	5500.0
2012-04-27 06:00:00	SPY	ETF	140.01	140.01	140.01	140.01	500.0
2012-04-27 06:05:00	SPY	ETF	140.02	140.02	140.02	140.02	5000.0
2012-04-27 06:10:00	SPY	ETF	139.99	139.99	139.99	139.99	200.0
2012-04-27 06:15:00	SPY	ETF	140.07	140.07	140.07	140.07	2500.0
2012-04-27 06:25:00	SPY	ETF	140.09	140.1	140.09	140.1	2600.0
2012-04-27 06:30:00	SPY	ETF	140.13	140.17	140.13	140.15	30500.0
2012-04-27 06:35:00	SPY	ETF	140.16	140.22	140.16	140.2	27000.0
2012-04-27 06:40:00	SPY	ETF	140.2	140.2	140.18	140.19	4500.0
2012-04-27 06:45:00	SPY	ETF	140.2	140.28	140.2	140.22	13322.0
2012-04-27 06:50:00	SPY	ETF	140.18	140.18	140.18	140.18	200.0
2012-04-27 06:55:00	SPY	ETF	140.22	140.24	140.2	140.24	54291.0
2012-04-27 07:00:00	SPY	ETF	140.2	140.3	140.2	140.28	65566.0
2012-04-27 07:05:00	SPY	ETF	140.3	140.37	140.3	140.31	30700.0
2012-04-27 07:10:00	SPY	ETF	140.28	140.3	140.14	140.15	673328.0
2012-04-27 07:15:00	SPY	ETF	140.22	140.22	140.17	140.17	100300.0
2012-04-27 07:20:00	SPY	ETF	140.17	140.23	140.14	140.19	85235.0
2012-04-27 07:25:00	SPY	ETF	140.18	140.23	140.17	140.21	41909.0
2012-04-27 07:30:00	SPY	ETF	140.22	140.22	140.13	140.13	15200.0
2012-04-27 07:35:00	SPY	ETF	140.13	140.2	140.13	140.16	28902.0
2012-04-27 07:40:00	SPY	ETF	140.13	140.27	140.13	140.27	31304.0
2012-04-27 07:45:00	SPY	ETF	140.26	140.3	140.23	140.28	48300.0
2012-04-27 07:50:00	SPY	ETF	140.28	140.31	140.28	140.29	24400.0
2012-04-27 07:55:00	SPY	ETF	140.32	140.53	140.32	140.45	233651.0
2012-04-27 08:00:00	SPY	ETF	140.43	140.51	140.3	140.48	132759.0
2012-04-27 08:05:00	SPY	ETF	140.22	140.58	140.22	140.52	910100.0
2012-04-27 08:10:00	SPY	ETF	140.52	140.61	140.47	140.51	80864.0
2012-04-27 08:15:00	SPY	ETF	140.51	140.61	140.51	140.58	98284.0
2012-04-27 08:20:00	SPY	ETF	140.6	140.61	140.56	140.56	103250.0
2012-04-27 08:25:00	SPY	ETF	140.53	140.65	140.53	140.55	80731.0
2012-04-27 08:30:00	SPY	ETF	140.51	140.75	140.13	140.4	889130.0
2012-04-27 08:35:00	SPY	ETF	140.39	140.39	140.27	140.36	317741.0
2012-04-27 08:40:00	SPY	ETF	140.36	140.36	140.26	140.36	170243.0
2012-04-27 08:45:00	SPY	ETF	140.37	140.56	140.35	140.52	341621.0

> showing 50 of 35,549 rows — these rows as CSV

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