PREVIEW / etf_5min / 2012-12-07

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-12-07.parquet
  size:    828 KB
  rows:    36,162

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
2012-12-07 04:00:00	SPY	ETF	141.9	141.9	141.9	141.9	500.0
2012-12-07 04:05:00	SPY	ETF	141.91	141.91	141.91	141.91	2800.0
2012-12-07 04:10:00	SPY	ETF	141.79	141.84	141.79	141.81	16250.0
2012-12-07 04:15:00	SPY	ETF	141.86	141.86	141.86	141.86	1050.0
2012-12-07 04:25:00	SPY	ETF	141.82	141.84	141.82	141.84	10000.0
2012-12-07 04:35:00	SPY	ETF	141.91	141.91	141.91	141.91	1000.0
2012-12-07 04:40:00	SPY	ETF	141.94	141.94	141.94	141.94	1000.0
2012-12-07 04:55:00	SPY	ETF	141.86	141.86	141.86	141.86	4000.0
2012-12-07 05:20:00	SPY	ETF	141.9	141.9	141.9	141.9	14394.0
2012-12-07 05:35:00	SPY	ETF	141.85	141.85	141.85	141.85	600.0
2012-12-07 05:55:00	SPY	ETF	141.87	141.87	141.87	141.87	100.0
2012-12-07 06:00:00	SPY	ETF	141.82	141.83	141.82	141.83	1000.0
2012-12-07 06:05:00	SPY	ETF	141.82	141.82	141.82	141.82	100.0
2012-12-07 06:10:00	SPY	ETF	141.84	141.84	141.84	141.84	500.0
2012-12-07 06:15:00	SPY	ETF	141.82	141.82	141.82	141.82	500.0
2012-12-07 06:25:00	SPY	ETF	141.76	141.76	141.73	141.73	5773.0
2012-12-07 06:30:00	SPY	ETF	141.75	141.79	141.75	141.79	5200.0
2012-12-07 06:35:00	SPY	ETF	141.78	141.78	141.78	141.78	300.0
2012-12-07 06:40:00	SPY	ETF	141.78	141.78	141.78	141.78	4700.0
2012-12-07 06:45:00	SPY	ETF	141.75	141.75	141.75	141.75	500.0
2012-12-07 06:50:00	SPY	ETF	141.85	141.88	141.85	141.87	9400.0
2012-12-07 06:55:00	SPY	ETF	141.88	141.93	141.88	141.93	15600.0
2012-12-07 07:00:00	SPY	ETF	141.93	141.94	141.87	141.87	7044.0
2012-12-07 07:05:00	SPY	ETF	141.89	141.93	141.89	141.9	10900.0
2012-12-07 07:10:00	SPY	ETF	141.9	141.9	141.85	141.85	51200.0
2012-12-07 07:15:00	SPY	ETF	141.84	141.84	141.82	141.82	1600.0
2012-12-07 07:20:00	SPY	ETF	141.78	141.79	141.78	141.79	3100.0
2012-12-07 07:25:00	SPY	ETF	141.79	141.79	141.79	141.79	900.0
2012-12-07 07:30:00	SPY	ETF	141.81	141.81	141.75	141.8	8490.0
2012-12-07 07:35:00	SPY	ETF	141.79	141.79	141.76	141.77	2524.0
2012-12-07 07:40:00	SPY	ETF	141.79	141.79	141.59	141.64	54517.0
2012-12-07 07:45:00	SPY	ETF	141.65	141.7	141.64	141.68	26800.0
2012-12-07 07:50:00	SPY	ETF	141.73	141.73	141.65	141.66	75700.0
2012-12-07 07:55:00	SPY	ETF	141.66	141.71	141.66	141.68	14906.0
2012-12-07 08:00:00	SPY	ETF	141.68	141.87	141.57	141.6	67594.0
2012-12-07 08:05:00	SPY	ETF	141.6	141.65	141.59	141.6	100935.0
2012-12-07 08:10:00	SPY	ETF	141.6	141.68	141.6	141.63	135763.0
2012-12-07 08:15:00	SPY	ETF	141.62	141.67	141.6	141.61	179625.0
2012-12-07 08:20:00	SPY	ETF	141.61	141.68	141.61	141.68	63812.0
2012-12-07 08:25:00	SPY	ETF	141.66	141.7	141.57	141.6	359058.0
2012-12-07 08:30:00	SPY	ETF	141.98	142.88	141.69	142.56	2638574.0
2012-12-07 08:35:00	SPY	ETF	142.55	142.78	142.52	142.73	688073.0
2012-12-07 08:40:00	SPY	ETF	142.74	142.91	142.64	142.68	555735.0
2012-12-07 08:45:00	SPY	ETF	142.67	142.68	142.59	142.63	193108.0
2012-12-07 08:50:00	SPY	ETF	142.63	142.64	142.55	142.57	213522.0
2012-12-07 08:55:00	SPY	ETF	142.57	142.58	142.49	142.57	117200.0
2012-12-07 09:00:00	SPY	ETF	142.58	142.64	142.54	142.54	144015.0
2012-12-07 09:05:00	SPY	ETF	142.56	142.56	142.43	142.46	210636.0
2012-12-07 09:10:00	SPY	ETF	142.46	142.51	142.41	142.47	151032.0
2012-12-07 09:15:00	SPY	ETF	142.47	142.52	142.34	142.45	471466.0

> showing 50 of 36,162 rows — these rows as CSV

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