PREVIEW / etf_5min / 2012-11-20

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-20.parquet
  size:    858 KB
  rows:    36,436

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
2012-11-20 04:00:00	SPY	ETF	138.7	138.7	138.65	138.68	400.0
2012-11-20 04:05:00	SPY	ETF	138.68	138.68	138.68	138.68	100.0
2012-11-20 04:15:00	SPY	ETF	138.7	138.7	138.7	138.7	5000.0
2012-11-20 04:25:00	SPY	ETF	138.86	138.86	138.86	138.86	10000.0
2012-11-20 04:30:00	SPY	ETF	138.86	138.86	138.86	138.86	300.0
2012-11-20 04:40:00	SPY	ETF	138.84	138.84	138.84	138.84	200.0
2012-11-20 04:50:00	SPY	ETF	138.71	138.71	138.71	138.71	100.0
2012-11-20 04:55:00	SPY	ETF	138.76	138.76	138.76	138.76	100.0
2012-11-20 05:00:00	SPY	ETF	138.76	138.76	138.76	138.76	200.0
2012-11-20 05:05:00	SPY	ETF	138.79	138.79	138.79	138.79	100.0
2012-11-20 05:25:00	SPY	ETF	138.95	138.95	138.95	138.95	100.0
2012-11-20 05:35:00	SPY	ETF	138.95	138.97	138.95	138.97	25200.0
2012-11-20 05:40:00	SPY	ETF	138.96	138.96	138.96	138.96	10200.0
2012-11-20 05:55:00	SPY	ETF	139.05	139.06	139.05	139.06	15200.0
2012-11-20 06:00:00	SPY	ETF	139.05	139.05	139.05	139.05	100.0
2012-11-20 06:05:00	SPY	ETF	138.93	138.97	138.93	138.97	10200.0
2012-11-20 06:10:00	SPY	ETF	138.98	138.98	138.98	138.98	270.0
2012-11-20 06:20:00	SPY	ETF	139.01	139.01	138.97	138.97	900.0
2012-11-20 06:25:00	SPY	ETF	138.97	138.97	138.94	138.94	400.0
2012-11-20 06:30:00	SPY	ETF	138.96	138.96	138.93	138.93	600.0
2012-11-20 06:35:00	SPY	ETF	138.93	138.93	138.91	138.93	600.0
2012-11-20 06:40:00	SPY	ETF	138.91	138.93	138.91	138.93	5500.0
2012-11-20 06:45:00	SPY	ETF	138.96	138.96	138.96	138.96	100.0
2012-11-20 06:50:00	SPY	ETF	138.96	138.97	138.96	138.96	10500.0
2012-11-20 07:00:00	SPY	ETF	138.91	139.01	138.91	139.01	13050.0
2012-11-20 07:05:00	SPY	ETF	138.98	139.09	138.98	139.06	47303.0
2012-11-20 07:10:00	SPY	ETF	139.06	139.07	139.03	139.03	8950.0
2012-11-20 07:15:00	SPY	ETF	139.01	139.01	138.99	138.99	600.0
2012-11-20 07:20:00	SPY	ETF	139.04	139.04	138.98	138.98	5900.0
2012-11-20 07:25:00	SPY	ETF	139.01	139.04	138.98	138.98	1500.0
2012-11-20 07:30:00	SPY	ETF	138.98	138.98	138.88	138.88	16000.0
2012-11-20 07:35:00	SPY	ETF	138.88	138.88	138.79	138.81	11671.0
2012-11-20 07:40:00	SPY	ETF	138.81	138.81	138.63	138.71	97885.0
2012-11-20 07:45:00	SPY	ETF	138.69	138.75	138.65	138.73	156129.0
2012-11-20 07:50:00	SPY	ETF	138.74	138.8	138.72	138.74	88670.0
2012-11-20 07:55:00	SPY	ETF	138.75	138.75	138.71	138.74	45325.0
2012-11-20 08:00:00	SPY	ETF	138.74	138.98	138.72	138.73	120473.0
2012-11-20 08:05:00	SPY	ETF	138.74	138.8	138.74	138.79	13280.0
2012-11-20 08:10:00	SPY	ETF	138.8	138.86	138.8	138.85	18350.0
2012-11-20 08:15:00	SPY	ETF	138.86	139.04	138.86	138.96	84320.0
2012-11-20 08:20:00	SPY	ETF	138.96	138.97	138.81	138.87	117410.0
2012-11-20 08:25:00	SPY	ETF	138.88	138.99	138.88	138.96	46981.0
2012-11-20 08:30:00	SPY	ETF	138.98	139.15	138.92	138.93	369663.0
2012-11-20 08:35:00	SPY	ETF	138.94	139.0	138.9	138.97	167845.0
2012-11-20 08:40:00	SPY	ETF	138.95	139.02	138.94	138.99	129540.0
2012-11-20 08:45:00	SPY	ETF	138.99	139.14	138.99	139.11	236882.0
2012-11-20 08:50:00	SPY	ETF	139.11	139.11	138.99	139.02	26500.0
2012-11-20 08:55:00	SPY	ETF	139.05	139.05	138.93	138.97	49589.0
2012-11-20 09:00:00	SPY	ETF	138.98	138.99	138.85	138.88	216078.0
2012-11-20 09:05:00	SPY	ETF	138.89	138.96	138.89	138.94	20650.0

> showing 50 of 36,436 rows — these rows as CSV

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