PREVIEW / etf_5min / 2014-08-28

all etf 5-min files

  file:    by_date/etf_5min/2014/2014-08-28.parquet
  size:    937 KB
  rows:    40,898

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
2014-08-28 04:05:00	SPY	ETF	200.0	200.0	199.95	199.95	500.0
2014-08-28 04:15:00	SPY	ETF	199.98	199.98	199.95	199.95	385.0
2014-08-28 04:25:00	SPY	ETF	199.94	199.94	199.93	199.93	450.0
2014-08-28 04:30:00	SPY	ETF	199.96	199.99	199.96	199.99	1900.0
2014-08-28 04:35:00	SPY	ETF	199.97	199.99	199.97	199.99	200.0
2014-08-28 04:40:00	SPY	ETF	199.98	200.01	199.98	200.01	2647.0
2014-08-28 04:45:00	SPY	ETF	199.99	199.99	199.99	199.99	8200.0
2014-08-28 04:50:00	SPY	ETF	199.94	199.99	199.94	199.99	10141.0
2014-08-28 05:00:00	SPY	ETF	200.02	200.02	200.02	200.02	240.0
2014-08-28 05:05:00	SPY	ETF	200.04	200.04	200.04	200.04	10000.0
2014-08-28 05:10:00	SPY	ETF	200.0	200.0	200.0	200.0	400.0
2014-08-28 05:15:00	SPY	ETF	200.0	200.0	200.0	200.0	600.0
2014-08-28 05:20:00	SPY	ETF	200.01	200.03	200.01	200.03	23833.0
2014-08-28 05:25:00	SPY	ETF	200.0	200.0	199.97	199.99	22421.0
2014-08-28 05:30:00	SPY	ETF	200.0	200.0	199.99	199.99	22228.0
2014-08-28 05:35:00	SPY	ETF	200.0	200.0	199.99	200.0	4474.0
2014-08-28 05:40:00	SPY	ETF	199.96	199.98	199.96	199.98	7533.0
2014-08-28 05:45:00	SPY	ETF	200.0	200.02	200.0	200.0	2466.0
2014-08-28 05:50:00	SPY	ETF	199.97	199.97	199.84	199.84	31530.0
2014-08-28 05:55:00	SPY	ETF	199.86	199.86	199.45	199.62	29547.0
2014-08-28 06:00:00	SPY	ETF	199.56	199.6	199.53	199.6	19002.0
2014-08-28 06:05:00	SPY	ETF	199.62	199.64	199.57	199.57	1949.0
2014-08-28 06:10:00	SPY	ETF	199.56	199.58	199.52	199.53	26400.0
2014-08-28 06:15:00	SPY	ETF	199.47	199.47	199.4	199.44	26900.0
2014-08-28 06:20:00	SPY	ETF	199.45	199.55	199.44	199.48	18194.0
2014-08-28 06:25:00	SPY	ETF	199.5	199.55	199.48	199.55	9602.0
2014-08-28 06:30:00	SPY	ETF	199.53	199.54	199.46	199.46	18385.0
2014-08-28 06:35:00	SPY	ETF	199.49	199.49	199.42	199.46	11429.0
2014-08-28 06:40:00	SPY	ETF	199.38	199.48	199.35	199.47	34719.0
2014-08-28 06:45:00	SPY	ETF	199.48	199.65	199.48	199.65	2400.0
2014-08-28 06:50:00	SPY	ETF	199.59	199.6	199.57	199.57	25000.0
2014-08-28 06:55:00	SPY	ETF	199.55	199.55	199.5	199.52	30391.0
2014-08-28 07:00:00	SPY	ETF	199.53	199.7	199.5	199.7	26472.0
2014-08-28 07:05:00	SPY	ETF	199.7	199.89	199.7	199.74	56300.0
2014-08-28 07:10:00	SPY	ETF	199.75	199.82	199.73	199.82	18100.0
2014-08-28 07:15:00	SPY	ETF	199.84	199.88	199.83	199.85	23485.0
2014-08-28 07:20:00	SPY	ETF	199.83	199.86	199.81	199.83	20500.0
2014-08-28 07:25:00	SPY	ETF	199.76	199.81	199.7	199.81	19356.0
2014-08-28 07:30:00	SPY	ETF	199.8	199.81	199.75	199.75	14000.0
2014-08-28 07:35:00	SPY	ETF	199.76	199.82	199.73	199.82	9450.0
2014-08-28 07:40:00	SPY	ETF	199.81	199.83	199.8	199.83	5700.0
2014-08-28 07:45:00	SPY	ETF	199.8	199.84	199.72	199.72	34673.0
2014-08-28 07:50:00	SPY	ETF	199.68	199.69	199.63	199.63	83226.0
2014-08-28 07:55:00	SPY	ETF	199.62	199.62	199.53	199.57	34416.0
2014-08-28 08:00:00	SPY	ETF	199.93	199.96	199.36	199.61	303610.0
2014-08-28 08:05:00	SPY	ETF	199.63	199.68	199.58	199.61	152835.0
2014-08-28 08:10:00	SPY	ETF	199.6	199.64	199.59	199.63	64050.0
2014-08-28 08:15:00	SPY	ETF	199.65	199.66	199.56	199.56	96491.0
2014-08-28 08:20:00	SPY	ETF	199.56	199.6	199.53	199.57	60332.0
2014-08-28 08:25:00	SPY	ETF	199.57	199.66	199.55	199.59	26236.0

> showing 50 of 40,898 rows — these rows as CSV

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