PREVIEW / etf_5min / 2012-09-06

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-09-06.parquet
  size:    938 KB
  rows:    39,455

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
2012-09-06 04:00:00	SPY	ETF	141.3	141.8	141.3	141.8	500.0
2012-09-06 04:20:00	SPY	ETF	141.85	141.85	141.85	141.85	5000.0
2012-09-06 04:25:00	SPY	ETF	141.9	141.96	141.9	141.9	30040.0
2012-09-06 04:30:00	SPY	ETF	141.85	141.85	141.85	141.85	1600.0
2012-09-06 04:45:00	SPY	ETF	141.95	141.95	141.95	141.95	300.0
2012-09-06 04:50:00	SPY	ETF	141.96	141.96	141.96	141.96	500.0
2012-09-06 04:55:00	SPY	ETF	141.87	141.91	141.87	141.91	9500.0
2012-09-06 05:00:00	SPY	ETF	141.87	141.87	141.87	141.87	1192.0
2012-09-06 05:05:00	SPY	ETF	141.87	141.87	141.87	141.87	2500.0
2012-09-06 05:15:00	SPY	ETF	141.95	141.95	141.95	141.95	100.0
2012-09-06 05:20:00	SPY	ETF	141.9	141.9	141.9	141.9	200.0
2012-09-06 05:30:00	SPY	ETF	141.82	141.82	141.82	141.82	100.0
2012-09-06 05:35:00	SPY	ETF	141.82	141.85	141.82	141.85	40200.0
2012-09-06 05:40:00	SPY	ETF	141.8	141.8	141.8	141.8	19950.0
2012-09-06 06:10:00	SPY	ETF	141.8	141.83	141.8	141.83	22600.0
2012-09-06 06:15:00	SPY	ETF	141.79	141.79	141.78	141.79	33174.0
2012-09-06 06:25:00	SPY	ETF	141.81	141.81	141.81	141.81	420.0
2012-09-06 06:30:00	SPY	ETF	141.84	141.85	141.84	141.85	10200.0
2012-09-06 06:35:00	SPY	ETF	141.83	141.91	141.83	141.91	63210.0
2012-09-06 06:40:00	SPY	ETF	141.9	141.92	141.81	141.81	7900.0
2012-09-06 06:45:00	SPY	ETF	141.79	141.8	141.76	141.76	32250.0
2012-09-06 06:50:00	SPY	ETF	141.78	141.78	141.73	141.73	14800.0
2012-09-06 06:55:00	SPY	ETF	141.76	141.76	141.76	141.76	200.0
2012-09-06 07:00:00	SPY	ETF	141.79	141.8	141.77	141.8	25300.0
2012-09-06 07:05:00	SPY	ETF	141.8	141.82	141.73	141.77	10067.0
2012-09-06 07:10:00	SPY	ETF	141.73	141.73	141.7	141.7	5590.0
2012-09-06 07:15:00	SPY	ETF	141.76	141.76	141.72	141.73	29656.0
2012-09-06 07:20:00	SPY	ETF	141.72	141.74	141.72	141.72	8800.0
2012-09-06 07:25:00	SPY	ETF	141.73	141.73	141.68	141.7	205130.0
2012-09-06 07:30:00	SPY	ETF	141.69	141.7	141.65	141.65	59766.0
2012-09-06 07:35:00	SPY	ETF	141.66	141.67	141.63	141.64	66566.0
2012-09-06 07:40:00	SPY	ETF	141.65	141.69	141.63	141.69	62306.0
2012-09-06 07:45:00	SPY	ETF	141.64	141.68	141.5	141.64	110775.0
2012-09-06 07:50:00	SPY	ETF	141.64	141.68	141.6	141.68	70100.0
2012-09-06 07:55:00	SPY	ETF	141.7	141.8	141.69	141.76	23504.0
2012-09-06 08:00:00	SPY	ETF	141.75	141.91	141.74	141.78	114321.0
2012-09-06 08:05:00	SPY	ETF	141.78	141.78	141.65	141.68	39377.0
2012-09-06 08:10:00	SPY	ETF	141.68	141.71	141.67	141.7	15180.0
2012-09-06 08:15:00	SPY	ETF	141.8	141.91	141.73	141.77	234151.0
2012-09-06 08:20:00	SPY	ETF	141.79	141.86	141.75	141.86	149800.0
2012-09-06 08:25:00	SPY	ETF	141.86	141.92	141.79	141.9	253074.0
2012-09-06 08:30:00	SPY	ETF	141.87	142.06	141.65	141.78	698743.0
2012-09-06 08:35:00	SPY	ETF	141.78	141.8	141.47	141.62	755606.0
2012-09-06 08:40:00	SPY	ETF	141.64	141.78	141.55	141.68	460665.0
2012-09-06 08:45:00	SPY	ETF	141.69	141.85	141.52	141.52	711009.0
2012-09-06 08:50:00	SPY	ETF	141.52	141.64	141.38	141.47	316013.0
2012-09-06 08:55:00	SPY	ETF	141.47	141.71	141.45	141.63	529417.0
2012-09-06 09:00:00	SPY	ETF	141.63	141.76	141.62	141.68	200047.0
2012-09-06 09:05:00	SPY	ETF	141.69	141.84	141.69	141.81	123519.0
2012-09-06 09:10:00	SPY	ETF	141.82	141.91	141.78	141.82	224360.0

> showing 50 of 39,455 rows — these rows as CSV

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