PREVIEW / etf_5min / 2014-08-19

all etf 5-min files

  file:    by_date/etf_5min/2014/2014-08-19.parquet
  size:    976 KB
  rows:    42,300

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
2014-08-19 04:05:00	SPY	ETF	197.65	197.65	197.65	197.65	1300.0
2014-08-19 04:15:00	SPY	ETF	197.64	197.65	197.64	197.65	400.0
2014-08-19 04:20:00	SPY	ETF	197.68	197.68	197.68	197.68	190.0
2014-08-19 04:45:00	SPY	ETF	197.65	197.65	197.65	197.65	148.0
2014-08-19 05:00:00	SPY	ETF	197.68	197.7	197.68	197.7	400.0
2014-08-19 05:05:00	SPY	ETF	197.69	197.69	197.69	197.69	200.0
2014-08-19 05:25:00	SPY	ETF	197.75	197.75	197.75	197.75	2000.0
2014-08-19 05:35:00	SPY	ETF	197.66	197.66	197.61	197.61	2141.0
2014-08-19 05:40:00	SPY	ETF	197.62	197.62	197.62	197.62	250.0
2014-08-19 05:50:00	SPY	ETF	197.65	197.67	197.65	197.67	2133.0
2014-08-19 06:00:00	SPY	ETF	197.65	197.65	197.65	197.65	200.0
2014-08-19 06:10:00	SPY	ETF	197.64	197.64	197.64	197.64	200.0
2014-08-19 06:20:00	SPY	ETF	197.62	197.62	197.62	197.62	234.0
2014-08-19 06:30:00	SPY	ETF	197.63	197.63	197.6	197.6	20350.0
2014-08-19 06:45:00	SPY	ETF	197.6	197.6	197.59	197.59	2749.0
2014-08-19 06:50:00	SPY	ETF	197.52	197.52	197.52	197.52	101.0
2014-08-19 06:55:00	SPY	ETF	197.57	197.57	197.56	197.57	959.0
2014-08-19 07:00:00	SPY	ETF	197.51	197.6	197.51	197.59	5400.0
2014-08-19 07:05:00	SPY	ETF	197.64	197.64	197.58	197.58	10450.0
2014-08-19 07:15:00	SPY	ETF	197.58	197.61	197.58	197.61	4400.0
2014-08-19 07:20:00	SPY	ETF	197.6	197.6	197.57	197.57	800.0
2014-08-19 07:25:00	SPY	ETF	197.59	197.59	197.56	197.56	15179.0
2014-08-19 07:30:00	SPY	ETF	197.58	197.58	197.58	197.58	567.0
2014-08-19 07:35:00	SPY	ETF	197.58	197.66	197.58	197.66	3516.0
2014-08-19 07:40:00	SPY	ETF	197.69	197.71	197.69	197.71	18980.0
2014-08-19 07:45:00	SPY	ETF	197.69	197.69	197.66	197.66	800.0
2014-08-19 07:50:00	SPY	ETF	197.68	197.71	197.68	197.68	6210.0
2014-08-19 07:55:00	SPY	ETF	197.69	197.72	197.69	197.71	22301.0
2014-08-19 08:00:00	SPY	ETF	197.72	197.73	197.63	197.68	16412.0
2014-08-19 08:05:00	SPY	ETF	197.68	197.68	197.62	197.62	37715.0
2014-08-19 08:10:00	SPY	ETF	197.62	197.64	197.56	197.56	13400.0
2014-08-19 08:15:00	SPY	ETF	197.58	197.65	197.58	197.65	50568.0
2014-08-19 08:20:00	SPY	ETF	197.64	197.66	197.63	197.65	10549.0
2014-08-19 08:25:00	SPY	ETF	197.67	197.82	197.67	197.82	37077.0
2014-08-19 08:30:00	SPY	ETF	197.83	197.99	197.64	197.93	296771.0
2014-08-19 08:35:00	SPY	ETF	197.93	197.95	197.78	197.79	88106.0
2014-08-19 08:40:00	SPY	ETF	197.79	197.82	197.73	197.79	64272.0
2014-08-19 08:45:00	SPY	ETF	197.81	197.83	197.69	197.7	42640.0
2014-08-19 08:50:00	SPY	ETF	197.7	197.79	197.7	197.78	37901.0
2014-08-19 08:55:00	SPY	ETF	197.77	197.81	197.75	197.77	70149.0
2014-08-19 09:00:00	SPY	ETF	197.78	197.84	197.75	197.79	52827.0
2014-08-19 09:05:00	SPY	ETF	197.79	197.83	197.79	197.81	104195.0
2014-08-19 09:10:00	SPY	ETF	197.81	197.84	197.8	197.84	138808.0
2014-08-19 09:15:00	SPY	ETF	197.85	197.87	197.79	197.8	59293.0
2014-08-19 09:20:00	SPY	ETF	197.79	197.83	197.77	197.83	81488.0
2014-08-19 09:25:00	SPY	ETF	197.83	197.86	197.8	197.82	334373.0
2014-08-19 09:30:00	SPY	ETF	197.84	197.91	197.69	197.87	2459957.0
2014-08-19 09:35:00	SPY	ETF	197.87	197.92	197.77	197.81	1789547.0
2014-08-19 09:40:00	SPY	ETF	197.8	197.89	197.74	197.77	1306573.0
2014-08-19 09:45:00	SPY	ETF	197.77	197.82	197.645	197.805	1344678.0

> showing 50 of 42,300 rows — these rows as CSV

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