PREVIEW / etf_5min / 2012-08-30

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-08-30.parquet
  size:    805 KB
  rows:    33,822

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
2012-08-30 04:00:00	SPY	ETF	141.02	141.11	141.02	141.11	1050.0
2012-08-30 04:05:00	SPY	ETF	141.11	141.11	141.05	141.05	4650.0
2012-08-30 04:15:00	SPY	ETF	141.0	141.0	141.0	141.0	200.0
2012-08-30 04:45:00	SPY	ETF	140.96	140.96	140.96	140.96	3500.0
2012-08-30 04:55:00	SPY	ETF	140.97	140.97	140.97	140.97	100.0
2012-08-30 05:15:00	SPY	ETF	141.08	141.08	141.08	141.08	100.0
2012-08-30 05:45:00	SPY	ETF	141.01	141.01	141.01	141.01	100.0
2012-08-30 05:50:00	SPY	ETF	141.0	141.0	141.0	141.0	412.0
2012-08-30 06:05:00	SPY	ETF	140.99	140.99	140.89	140.89	2762.0
2012-08-30 06:10:00	SPY	ETF	140.85	140.85	140.85	140.85	680.0
2012-08-30 06:15:00	SPY	ETF	140.85	140.85	140.84	140.84	3220.0
2012-08-30 06:20:00	SPY	ETF	140.83	140.84	140.83	140.84	25000.0
2012-08-30 06:25:00	SPY	ETF	140.86	140.87	140.86	140.87	45000.0
2012-08-30 06:30:00	SPY	ETF	140.86	140.87	140.83	140.83	5800.0
2012-08-30 06:35:00	SPY	ETF	140.83	140.83	140.83	140.83	600.0
2012-08-30 06:40:00	SPY	ETF	140.84	140.84	140.84	140.84	100.0
2012-08-30 06:45:00	SPY	ETF	140.86	140.86	140.86	140.86	500.0
2012-08-30 06:50:00	SPY	ETF	140.89	140.89	140.89	140.89	100.0
2012-08-30 06:55:00	SPY	ETF	140.83	140.84	140.82	140.83	1100.0
2012-08-30 07:00:00	SPY	ETF	140.82	140.89	140.82	140.87	17528.0
2012-08-30 07:05:00	SPY	ETF	140.88	140.91	140.81	140.81	34060.0
2012-08-30 07:10:00	SPY	ETF	140.8	140.81	140.8	140.81	15095.0
2012-08-30 07:15:00	SPY	ETF	140.81	140.84	140.81	140.84	3100.0
2012-08-30 07:20:00	SPY	ETF	140.83	140.85	140.82	140.85	7200.0
2012-08-30 07:25:00	SPY	ETF	140.86	140.89	140.85	140.86	29400.0
2012-08-30 07:30:00	SPY	ETF	140.84	140.91	140.84	140.89	38100.0
2012-08-30 07:35:00	SPY	ETF	140.9	140.9	140.88	140.89	1600.0
2012-08-30 07:40:00	SPY	ETF	140.88	140.89	140.84	140.89	29100.0
2012-08-30 07:45:00	SPY	ETF	140.89	140.9	140.88	140.89	8100.0
2012-08-30 07:50:00	SPY	ETF	140.87	140.87	140.82	140.83	29156.0
2012-08-30 07:55:00	SPY	ETF	140.84	140.85	140.84	140.84	800.0
2012-08-30 08:00:00	SPY	ETF	140.84	140.89	140.8	140.84	78500.0
2012-08-30 08:05:00	SPY	ETF	140.86	140.86	140.84	140.86	13444.0
2012-08-30 08:10:00	SPY	ETF	140.86	140.9	140.82	140.9	38864.0
2012-08-30 08:15:00	SPY	ETF	140.9	140.99	140.9	140.97	37248.0
2012-08-30 08:20:00	SPY	ETF	140.97	140.98	140.95	140.98	39750.0
2012-08-30 08:25:00	SPY	ETF	140.99	141.02	140.97	141.02	37897.0
2012-08-30 08:30:00	SPY	ETF	141.01	141.03	140.9	140.92	104030.0
2012-08-30 08:35:00	SPY	ETF	140.92	140.99	140.87	140.88	122650.0
2012-08-30 08:40:00	SPY	ETF	140.9	140.94	140.87	140.9	92399.0
2012-08-30 08:45:00	SPY	ETF	140.91	140.91	140.85	140.85	81439.0
2012-08-30 08:50:00	SPY	ETF	140.85	140.89	140.81	140.81	91400.0
2012-08-30 08:55:00	SPY	ETF	140.8	140.86	140.79	140.8	56925.0
2012-08-30 09:00:00	SPY	ETF	140.8	140.85	140.79	140.82	47955.0
2012-08-30 09:05:00	SPY	ETF	140.83	140.87	140.82	140.85	26050.0
2012-08-30 09:10:00	SPY	ETF	140.85	140.91	140.77	140.88	107035.0
2012-08-30 09:15:00	SPY	ETF	140.88	140.9	140.84	140.85	74050.0
2012-08-30 09:20:00	SPY	ETF	140.85	140.86	140.83	140.85	111983.0
2012-08-30 09:25:00	SPY	ETF	140.86	140.9	140.82	140.89	195681.0
2012-08-30 09:30:00	SPY	ETF	140.9	140.9	140.64	140.7	3421763.0

> showing 50 of 33,822 rows — these rows as CSV

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