PREVIEW / etf_5min / 2012-11-15

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-15.parquet
  size:    971 KB
  rows:    40,112

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
2012-11-15 04:00:00	SPY	ETF	136.38	136.4	136.35	136.36	2890.0
2012-11-15 04:05:00	SPY	ETF	136.35	136.4	136.35	136.4	1668.0
2012-11-15 04:10:00	SPY	ETF	136.35	136.35	136.35	136.35	200.0
2012-11-15 04:15:00	SPY	ETF	136.35	136.36	136.32	136.32	1200.0
2012-11-15 04:20:00	SPY	ETF	136.33	136.33	136.33	136.33	4000.0
2012-11-15 04:25:00	SPY	ETF	136.25	136.25	136.25	136.25	1000.0
2012-11-15 04:30:00	SPY	ETF	136.2	136.2	136.2	136.2	100.0
2012-11-15 04:35:00	SPY	ETF	136.32	136.32	136.32	136.32	300.0
2012-11-15 04:40:00	SPY	ETF	136.39	136.39	136.35	136.35	200.0
2012-11-15 04:50:00	SPY	ETF	136.38	136.38	136.38	136.38	1150.0
2012-11-15 05:00:00	SPY	ETF	136.37	136.41	136.36	136.36	1340.0
2012-11-15 05:05:00	SPY	ETF	136.34	136.36	136.34	136.36	200.0
2012-11-15 05:10:00	SPY	ETF	136.33	136.33	136.29	136.29	5600.0
2012-11-15 05:15:00	SPY	ETF	136.28	136.28	136.28	136.28	100.0
2012-11-15 05:20:00	SPY	ETF	136.38	136.38	136.38	136.38	200.0
2012-11-15 05:25:00	SPY	ETF	136.38	136.38	136.38	136.38	100.0
2012-11-15 05:35:00	SPY	ETF	136.44	136.45	136.44	136.45	5100.0
2012-11-15 05:40:00	SPY	ETF	136.41	136.41	136.39	136.39	6100.0
2012-11-15 05:45:00	SPY	ETF	136.43	136.46	136.43	136.46	1500.0
2012-11-15 05:50:00	SPY	ETF	136.51	136.54	136.51	136.54	5020.0
2012-11-15 05:55:00	SPY	ETF	136.54	136.54	136.52	136.52	2100.0
2012-11-15 06:05:00	SPY	ETF	136.41	136.43	136.39	136.43	900.0
2012-11-15 06:10:00	SPY	ETF	136.38	136.38	136.38	136.38	5000.0
2012-11-15 06:15:00	SPY	ETF	136.36	136.38	136.35	136.38	1030.0
2012-11-15 06:20:00	SPY	ETF	136.39	136.39	136.38	136.38	300.0
2012-11-15 06:30:00	SPY	ETF	136.38	136.38	136.38	136.38	9300.0
2012-11-15 06:35:00	SPY	ETF	136.36	136.43	136.36	136.36	3719.0
2012-11-15 06:40:00	SPY	ETF	136.36	136.36	136.3	136.3	5300.0
2012-11-15 06:45:00	SPY	ETF	136.38	136.38	136.38	136.38	200.0
2012-11-15 06:50:00	SPY	ETF	136.33	136.33	136.3	136.3	16100.0
2012-11-15 06:55:00	SPY	ETF	136.32	136.33	136.32	136.32	925.0
2012-11-15 07:00:00	SPY	ETF	136.26	136.26	136.2	136.2	75300.0
2012-11-15 07:05:00	SPY	ETF	136.23	136.24	136.09	136.19	338142.0
2012-11-15 07:10:00	SPY	ETF	136.18	136.18	136.07	136.08	63405.0
2012-11-15 07:15:00	SPY	ETF	136.09	136.09	136.0	136.0	70195.0
2012-11-15 07:20:00	SPY	ETF	136.03	136.08	135.97	136.0	64420.0
2012-11-15 07:25:00	SPY	ETF	135.97	135.98	135.9	135.9	51685.0
2012-11-15 07:30:00	SPY	ETF	135.9	135.99	135.88	135.99	91270.0
2012-11-15 07:35:00	SPY	ETF	136.0	136.03	135.95	136.01	37450.0
2012-11-15 07:40:00	SPY	ETF	136.01	136.09	136.01	136.01	16650.0
2012-11-15 07:45:00	SPY	ETF	136.01	136.08	136.0	136.08	2150.0
2012-11-15 07:50:00	SPY	ETF	136.05	136.1	136.03	136.1	13700.0
2012-11-15 07:55:00	SPY	ETF	136.09	136.11	136.05	136.1	16315.0
2012-11-15 08:00:00	SPY	ETF	136.1	136.15	135.9	136.08	101440.0
2012-11-15 08:05:00	SPY	ETF	136.11	136.12	136.07	136.07	5290.0
2012-11-15 08:10:00	SPY	ETF	136.07	136.07	136.02	136.02	38040.0
2012-11-15 08:15:00	SPY	ETF	136.03	136.12	136.01	136.12	40650.0
2012-11-15 08:20:00	SPY	ETF	136.09	136.19	136.09	136.16	46855.0
2012-11-15 08:25:00	SPY	ETF	136.16	136.25	136.04	136.04	138708.0
2012-11-15 08:30:00	SPY	ETF	136.2	136.29	135.74	135.82	1048543.0

> showing 50 of 40,112 rows — these rows as CSV

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