PREVIEW / etf_5min / 2014-06-20

all etf 5-min files

  file:    by_date/etf_5min/2014/2014-06-20.parquet
  size:    941 KB
  rows:    41,415

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
2014-06-20 04:00:00	SPY	ETF	195.51	195.6	195.43	195.5	3008.0
2014-06-20 04:05:00	SPY	ETF	195.24	195.24	195.24	195.24	20000.0
2014-06-20 04:40:00	SPY	ETF	195.57	195.57	195.54	195.54	1600.0
2014-06-20 04:45:00	SPY	ETF	195.57	195.57	195.57	195.57	1400.0
2014-06-20 05:05:00	SPY	ETF	195.57	195.57	195.55	195.55	10250.0
2014-06-20 05:35:00	SPY	ETF	195.75	195.79	195.59	195.6	18983.0
2014-06-20 05:40:00	SPY	ETF	195.6	195.64	195.6	195.64	400.0
2014-06-20 05:50:00	SPY	ETF	195.68	195.68	195.66	195.66	800.0
2014-06-20 06:05:00	SPY	ETF	195.65	195.65	195.64	195.64	760.0
2014-06-20 06:15:00	SPY	ETF	195.67	195.67	195.66	195.66	300.0
2014-06-20 06:25:00	SPY	ETF	195.68	195.68	195.63	195.64	3305.0
2014-06-20 06:30:00	SPY	ETF	195.65	195.68	195.63	195.64	3600.0
2014-06-20 06:35:00	SPY	ETF	195.6	195.6	195.6	195.6	400.0
2014-06-20 06:40:00	SPY	ETF	195.57	195.57	195.57	195.57	200.0
2014-06-20 06:45:00	SPY	ETF	195.6	195.6	195.6	195.6	100.0
2014-06-20 06:50:00	SPY	ETF	195.56	195.56	195.53	195.53	1050.0
2014-06-20 06:55:00	SPY	ETF	195.58	195.59	195.52	195.56	3950.0
2014-06-20 07:00:00	SPY	ETF	195.6	195.6	195.54	195.56	41170.0
2014-06-20 07:05:00	SPY	ETF	195.55	195.6	195.55	195.6	10500.0
2014-06-20 07:10:00	SPY	ETF	195.58	195.64	195.55	195.64	17714.0
2014-06-20 07:15:00	SPY	ETF	195.64	195.64	195.46	195.58	25664.0
2014-06-20 07:20:00	SPY	ETF	195.58	195.6	195.56	195.56	600.0
2014-06-20 07:25:00	SPY	ETF	195.54	195.54	195.53	195.53	200.0
2014-06-20 07:30:00	SPY	ETF	195.57	195.57	195.52	195.53	12500.0
2014-06-20 07:35:00	SPY	ETF	195.5	195.52	195.5	195.5	6100.0
2014-06-20 07:40:00	SPY	ETF	195.5	195.6	195.5	195.59	22000.0
2014-06-20 07:45:00	SPY	ETF	195.6	195.63	195.6	195.61	25000.0
2014-06-20 07:50:00	SPY	ETF	195.57	195.58	195.56	195.57	16912.0
2014-06-20 07:55:00	SPY	ETF	195.57	195.57	195.56	195.57	27700.0
2014-06-20 08:00:00	SPY	ETF	195.57	195.67	195.52	195.67	32507.0
2014-06-20 08:05:00	SPY	ETF	195.43	195.67	195.43	195.66	44830.0
2014-06-20 08:10:00	SPY	ETF	195.67	195.75	195.66	195.75	151818.0
2014-06-20 08:15:00	SPY	ETF	195.75	195.76	195.72	195.72	69787.0
2014-06-20 08:20:00	SPY	ETF	195.72	195.77	195.72	195.75	109100.0
2014-06-20 08:25:00	SPY	ETF	195.77	195.77	195.71	195.74	69821.0
2014-06-20 08:30:00	SPY	ETF	195.74	195.78	195.74	195.77	139400.0
2014-06-20 08:35:00	SPY	ETF	195.77	195.88	195.77	195.87	189110.0
2014-06-20 08:40:00	SPY	ETF	195.88	196.02	195.88	195.92	228864.0
2014-06-20 08:45:00	SPY	ETF	195.94	195.94	195.85	195.86	53566.0
2014-06-20 08:50:00	SPY	ETF	195.87	195.88	195.84	195.86	109083.0
2014-06-20 08:55:00	SPY	ETF	195.87	195.87	195.81	195.87	37160.0
2014-06-20 09:00:00	SPY	ETF	195.87	195.87	195.82	195.87	68192.0
2014-06-20 09:05:00	SPY	ETF	195.87	195.95	195.87	195.95	195755.0
2014-06-20 09:10:00	SPY	ETF	195.95	196.01	195.95	195.97	109925.0
2014-06-20 09:15:00	SPY	ETF	195.96	195.99	195.91	195.96	177337.0
2014-06-20 09:20:00	SPY	ETF	195.96	196.06	195.94	196.05	272131.0
2014-06-20 09:25:00	SPY	ETF	196.05	196.17	196.02	196.03	2235457.0
2014-06-20 09:30:00	SPY	ETF	196.03	196.04	195.83	195.93	5282520.0
2014-06-20 09:35:00	SPY	ETF	195.91	195.92	195.77	195.85	3251893.0
2014-06-20 09:40:00	SPY	ETF	195.85	196.1039	195.78	195.79	2854883.0

> showing 50 of 41,415 rows — these rows as CSV

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