PREVIEW / etf_5min / 2012-07-05

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-07-05.parquet
  size:    852 KB
  rows:    36,132

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
2012-07-05 04:05:00	SPY	ETF	137.37	137.37	137.3	137.3	500.0
2012-07-05 04:10:00	SPY	ETF	137.37	137.37	137.37	137.37	200.0
2012-07-05 04:15:00	SPY	ETF	137.25	137.25	137.25	137.25	100.0
2012-07-05 04:20:00	SPY	ETF	137.31	137.31	137.29	137.29	800.0
2012-07-05 04:25:00	SPY	ETF	137.28	137.31	137.28	137.31	400.0
2012-07-05 04:35:00	SPY	ETF	137.39	137.41	137.39	137.41	300.0
2012-07-05 04:40:00	SPY	ETF	137.39	137.39	137.39	137.39	200.0
2012-07-05 04:50:00	SPY	ETF	137.42	137.42	137.35	137.35	300.0
2012-07-05 05:00:00	SPY	ETF	137.36	137.36	137.33	137.35	6000.0
2012-07-05 05:15:00	SPY	ETF	137.41	137.41	137.41	137.41	300.0
2012-07-05 05:35:00	SPY	ETF	137.46	137.46	137.45	137.45	700.0
2012-07-05 05:40:00	SPY	ETF	137.41	137.41	137.41	137.41	100.0
2012-07-05 05:45:00	SPY	ETF	137.36	137.36	137.36	137.36	100.0
2012-07-05 05:50:00	SPY	ETF	137.38	137.38	137.36	137.36	500.0
2012-07-05 06:00:00	SPY	ETF	137.4	137.4	137.4	137.4	26000.0
2012-07-05 06:20:00	SPY	ETF	137.37	137.37	137.33	137.36	2100.0
2012-07-05 06:30:00	SPY	ETF	137.35	137.35	137.3	137.3	10000.0
2012-07-05 06:35:00	SPY	ETF	137.29	137.31	137.28	137.31	25300.0
2012-07-05 06:40:00	SPY	ETF	137.33	137.33	137.33	137.33	100.0
2012-07-05 06:45:00	SPY	ETF	137.35	137.36	137.3	137.36	8200.0
2012-07-05 06:50:00	SPY	ETF	137.33	137.33	137.3	137.3	600.0
2012-07-05 06:55:00	SPY	ETF	137.3	137.85	137.3	137.85	4500.0
2012-07-05 07:00:00	SPY	ETF	137.76	138.06	137.64	138.04	200003.0
2012-07-05 07:05:00	SPY	ETF	137.99	137.99	137.48	137.75	131410.0
2012-07-05 07:10:00	SPY	ETF	137.76	137.84	137.73	137.83	25594.0
2012-07-05 07:15:00	SPY	ETF	137.78	137.78	137.67	137.67	6599.0
2012-07-05 07:20:00	SPY	ETF	137.71	137.71	137.71	137.71	1200.0
2012-07-05 07:25:00	SPY	ETF	137.71	137.73	137.67	137.68	22900.0
2012-07-05 07:30:00	SPY	ETF	137.71	137.81	137.71	137.76	156240.0
2012-07-05 07:35:00	SPY	ETF	137.74	137.81	137.74	137.81	24200.0
2012-07-05 07:40:00	SPY	ETF	137.83	137.86	137.7	137.74	832950.0
2012-07-05 07:45:00	SPY	ETF	137.74	138.0	137.4	137.77	229904.0
2012-07-05 07:50:00	SPY	ETF	137.74	137.77	137.62	137.63	36304.0
2012-07-05 07:55:00	SPY	ETF	137.61	137.61	137.12	137.22	971371.0
2012-07-05 08:00:00	SPY	ETF	137.25	137.98	137.17	137.68	2818800.0
2012-07-05 08:05:00	SPY	ETF	137.5	137.5	137.36	137.44	169050.0
2012-07-05 08:10:00	SPY	ETF	137.44	138.25	137.28	137.82	99004.0
2012-07-05 08:15:00	SPY	ETF	137.68	137.85	137.54	137.78	297368.0
2012-07-05 08:20:00	SPY	ETF	137.78	137.78	137.58	137.61	172169.0
2012-07-05 08:25:00	SPY	ETF	137.61	137.64	137.52	137.59	93958.0
2012-07-05 08:30:00	SPY	ETF	137.56	137.64	137.33	137.37	353693.0
2012-07-05 08:35:00	SPY	ETF	137.36	137.39	136.87	136.9	604409.0
2012-07-05 08:40:00	SPY	ETF	136.9	136.94	136.76	136.83	304032.0
2012-07-05 08:45:00	SPY	ETF	136.84	137.02	136.8	137.02	394464.0
2012-07-05 08:50:00	SPY	ETF	137.02	137.1	137.0	137.06	288550.0
2012-07-05 08:55:00	SPY	ETF	137.06	137.18	137.01	137.02	196774.0
2012-07-05 09:00:00	SPY	ETF	137.03	137.21	137.03	137.15	88410.0
2012-07-05 09:05:00	SPY	ETF	137.19	137.23	137.09	137.1	81702.0
2012-07-05 09:10:00	SPY	ETF	137.08	137.1	137.03	137.08	125950.0
2012-07-05 09:15:00	SPY	ETF	137.09	137.15	137.02	137.09	103814.0

> showing 50 of 36,132 rows — these rows as CSV

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