PREVIEW / etf_5min / 2013-05-03

all etf 5-min files

  file:    by_date/etf_5min/2013/2013-05-03.parquet
  size:    994 KB
  rows:    42,452

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
2013-05-03 04:05:00	SPY	ETF	159.62	159.62	159.62	159.62	160.0
2013-05-03 04:15:00	SPY	ETF	159.56	159.56	159.56	159.56	400.0
2013-05-03 04:20:00	SPY	ETF	159.57	159.59	159.57	159.59	1100.0
2013-05-03 04:30:00	SPY	ETF	159.55	159.55	159.55	159.55	100.0
2013-05-03 04:40:00	SPY	ETF	159.51	159.54	159.51	159.54	600.0
2013-05-03 04:50:00	SPY	ETF	159.54	159.54	159.51	159.51	1600.0
2013-05-03 04:55:00	SPY	ETF	159.54	159.54	159.54	159.54	1000.0
2013-05-03 05:05:00	SPY	ETF	159.46	159.46	159.46	159.46	600.0
2013-05-03 05:15:00	SPY	ETF	159.5	159.52	159.49	159.49	2000.0
2013-05-03 05:20:00	SPY	ETF	159.46	159.46	159.46	159.46	100.0
2013-05-03 05:25:00	SPY	ETF	159.54	159.54	159.5	159.5	12400.0
2013-05-03 05:30:00	SPY	ETF	159.54	159.54	159.54	159.54	2900.0
2013-05-03 05:50:00	SPY	ETF	159.54	159.62	159.54	159.62	3329.0
2013-05-03 05:55:00	SPY	ETF	159.66	159.66	159.66	159.66	400.0
2013-05-03 06:00:00	SPY	ETF	159.64	159.64	159.63	159.63	1100.0
2013-05-03 06:20:00	SPY	ETF	159.61	159.61	159.61	159.61	500.0
2013-05-03 06:30:00	SPY	ETF	159.59	159.64	159.59	159.64	1000.0
2013-05-03 06:35:00	SPY	ETF	159.57	159.57	159.57	159.57	100.0
2013-05-03 06:40:00	SPY	ETF	159.58	159.58	159.58	159.58	3500.0
2013-05-03 07:00:00	SPY	ETF	159.59	159.69	159.56	159.68	9612.0
2013-05-03 07:05:00	SPY	ETF	159.61	159.64	159.61	159.64	2300.0
2013-05-03 07:10:00	SPY	ETF	159.62	159.62	159.62	159.62	100.0
2013-05-03 07:15:00	SPY	ETF	159.65	159.66	159.64	159.64	1400.0
2013-05-03 07:20:00	SPY	ETF	159.64	159.64	159.63	159.63	20200.0
2013-05-03 07:25:00	SPY	ETF	159.65	159.67	159.65	159.65	56400.0
2013-05-03 07:30:00	SPY	ETF	159.65	159.65	159.64	159.64	26300.0
2013-05-03 07:35:00	SPY	ETF	159.63	159.63	159.58	159.61	23000.0
2013-05-03 07:40:00	SPY	ETF	159.59	159.6	159.54	159.59	17750.0
2013-05-03 07:45:00	SPY	ETF	159.59	159.6	159.54	159.54	32400.0
2013-05-03 07:50:00	SPY	ETF	159.54	159.57	159.52	159.53	16450.0
2013-05-03 07:55:00	SPY	ETF	159.52	159.59	159.48	159.59	21688.0
2013-05-03 08:00:00	SPY	ETF	159.64	159.64	159.52	159.55	69282.0
2013-05-03 08:05:00	SPY	ETF	159.55	159.58	159.54	159.55	45350.0
2013-05-03 08:10:00	SPY	ETF	159.55	159.65	159.55	159.64	186893.0
2013-05-03 08:15:00	SPY	ETF	159.64	159.64	159.58	159.61	110000.0
2013-05-03 08:20:00	SPY	ETF	159.61	159.69	159.61	159.62	163492.0
2013-05-03 08:25:00	SPY	ETF	159.64	159.72	159.63	159.63	179429.0
2013-05-03 08:30:00	SPY	ETF	159.87	160.76	159.68	160.75	3116339.0
2013-05-03 08:35:00	SPY	ETF	160.75	161.05	160.72	160.93	1447173.0
2013-05-03 08:40:00	SPY	ETF	160.92	160.94	160.79	160.88	1052476.0
2013-05-03 08:45:00	SPY	ETF	160.88	160.89	160.78	160.83	380011.0
2013-05-03 08:50:00	SPY	ETF	160.85	160.97	160.83	160.94	221149.0
2013-05-03 08:55:00	SPY	ETF	160.95	160.96	160.85	160.91	294347.0
2013-05-03 09:00:00	SPY	ETF	160.92	161.15	160.92	161.1	609681.0
2013-05-03 09:05:00	SPY	ETF	161.11	161.19	161.04	161.09	833809.0
2013-05-03 09:10:00	SPY	ETF	161.06	161.1	161.04	161.05	187894.0
2013-05-03 09:15:00	SPY	ETF	161.05	161.09	161.04	161.07	110098.0
2013-05-03 09:20:00	SPY	ETF	161.07	161.17	161.07	161.16	338631.0
2013-05-03 09:25:00	SPY	ETF	161.16	161.19	161.1	161.15	376184.0
2013-05-03 09:30:00	SPY	ETF	161.14	161.44	161.04	161.34	5968191.0

> showing 50 of 42,452 rows — these rows as CSV

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