PREVIEW / etf_5min / 2012-09-04

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-09-04.parquet
  size:    861 KB
  rows:    36,601

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
2012-09-04 04:00:00	SPY	ETF	141.3	141.35	141.3	141.35	200.0
2012-09-04 04:25:00	SPY	ETF	141.35	141.35	141.35	141.35	100.0
2012-09-04 04:40:00	SPY	ETF	141.35	141.35	141.35	141.35	200.0
2012-09-04 04:55:00	SPY	ETF	141.3	141.3	141.3	141.3	100.0
2012-09-04 06:05:00	SPY	ETF	141.37	141.37	141.37	141.37	20000.0
2012-09-04 06:10:00	SPY	ETF	141.37	141.37	141.37	141.37	2000.0
2012-09-04 06:25:00	SPY	ETF	141.26	141.26	141.26	141.26	24965.0
2012-09-04 06:40:00	SPY	ETF	141.25	141.25	141.2	141.2	1100.0
2012-09-04 06:45:00	SPY	ETF	141.17	141.17	141.11	141.11	7600.0
2012-09-04 06:50:00	SPY	ETF	141.11	141.11	141.0	141.05	7850.0
2012-09-04 06:55:00	SPY	ETF	141.05	141.05	140.92	140.92	30685.0
2012-09-04 07:00:00	SPY	ETF	140.99	140.99	140.93	140.95	30800.0
2012-09-04 07:05:00	SPY	ETF	140.97	141.06	140.97	141.06	3000.0
2012-09-04 07:10:00	SPY	ETF	141.04	141.08	141.04	141.07	2500.0
2012-09-04 07:15:00	SPY	ETF	141.02	141.05	141.01	141.02	19000.0
2012-09-04 07:20:00	SPY	ETF	141.02	141.08	141.02	141.08	5100.0
2012-09-04 07:25:00	SPY	ETF	141.06	141.07	141.05	141.05	3530.0
2012-09-04 07:30:00	SPY	ETF	141.05	141.07	141.05	141.05	4116.0
2012-09-04 07:35:00	SPY	ETF	141.03	141.06	141.01	141.01	26100.0
2012-09-04 07:40:00	SPY	ETF	141.03	141.04	141.03	141.04	3640.0
2012-09-04 07:45:00	SPY	ETF	141.05	141.07	141.05	141.07	2700.0
2012-09-04 07:50:00	SPY	ETF	141.07	141.13	141.05	141.13	29900.0
2012-09-04 07:55:00	SPY	ETF	141.14	141.22	141.14	141.19	12934.0
2012-09-04 08:00:00	SPY	ETF	141.18	141.22	141.06	141.06	284963.0
2012-09-04 08:05:00	SPY	ETF	141.2	141.2	141.14	141.15	10926.0
2012-09-04 08:10:00	SPY	ETF	141.14	141.17	141.1	141.1	12856.0
2012-09-04 08:15:00	SPY	ETF	141.11	141.14	141.1	141.11	56304.0
2012-09-04 08:20:00	SPY	ETF	141.1	141.1	141.05	141.09	47358.0
2012-09-04 08:25:00	SPY	ETF	141.1	141.1	141.02	141.04	52331.0
2012-09-04 08:30:00	SPY	ETF	141.04	141.07	141.03	141.05	27493.0
2012-09-04 08:35:00	SPY	ETF	141.08	141.15	141.08	141.1	29676.0
2012-09-04 08:40:00	SPY	ETF	141.11	141.12	141.08	141.08	13592.0
2012-09-04 08:45:00	SPY	ETF	141.1	141.11	141.09	141.11	15500.0
2012-09-04 08:50:00	SPY	ETF	141.12	141.12	141.08	141.09	29846.0
2012-09-04 08:55:00	SPY	ETF	141.09	141.09	141.03	141.04	30215.0
2012-09-04 09:00:00	SPY	ETF	141.03	141.03	140.95	140.96	82542.0
2012-09-04 09:05:00	SPY	ETF	140.95	141.24	140.95	141.02	311835.0
2012-09-04 09:10:00	SPY	ETF	141.03	141.15	141.03	141.13	70517.0
2012-09-04 09:15:00	SPY	ETF	141.13	141.16	141.12	141.12	39923.0
2012-09-04 09:20:00	SPY	ETF	141.12	141.24	141.05	141.05	57838.0
2012-09-04 09:25:00	SPY	ETF	141.05	141.24	141.0	141.05	159792.0
2012-09-04 09:30:00	SPY	ETF	141.04	141.17	140.97	141.0992	2826521.0
2012-09-04 09:35:00	SPY	ETF	141.09	141.14	140.94	140.94	2035495.0
2012-09-04 09:40:00	SPY	ETF	140.94	141.01	140.86	140.88	2440532.0
2012-09-04 09:45:00	SPY	ETF	140.87	141.01	140.85	141.01	1176183.0
2012-09-04 09:50:00	SPY	ETF	141.01	141.1	140.951	141.09	883269.0
2012-09-04 09:55:00	SPY	ETF	141.08	141.09	140.94	140.97	878994.0
2012-09-04 10:00:00	SPY	ETF	140.97	141.04	140.82	140.93	2794807.0
2012-09-04 10:05:00	SPY	ETF	140.92	140.98	140.54	140.55	2685233.0
2012-09-04 10:10:00	SPY	ETF	140.54	140.55	140.39	140.48	2204456.0

> showing 50 of 36,601 rows — these rows as CSV

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