PREVIEW / etf_5min / 2014-12-01

all etf 5-min files

  file:    by_date/etf_5min/2014/2014-12-01.parquet
  size:    1.1 MB
  rows:    49,343

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
2014-12-01 04:00:00	SPY	ETF	206.73	207.0	205.84	206.0	14242.0
2014-12-01 04:05:00	SPY	ETF	206.0	206.0	205.84	205.85	1520.0
2014-12-01 04:10:00	SPY	ETF	205.85	205.94	205.85	205.9	10880.0
2014-12-01 04:15:00	SPY	ETF	205.86	206.11	205.86	206.11	21960.0
2014-12-01 04:20:00	SPY	ETF	206.1	206.16	206.1	206.16	13180.0
2014-12-01 04:25:00	SPY	ETF	206.17	206.17	206.13	206.13	2030.0
2014-12-01 04:30:00	SPY	ETF	206.14	206.2	206.14	206.18	1610.0
2014-12-01 04:35:00	SPY	ETF	206.14	206.14	206.11	206.11	1740.0
2014-12-01 04:40:00	SPY	ETF	206.15	206.27	206.11	206.26	16050.0
2014-12-01 04:45:00	SPY	ETF	206.23	206.3	206.2	206.3	1660.0
2014-12-01 04:50:00	SPY	ETF	206.33	206.33	206.26	206.26	10450.0
2014-12-01 04:55:00	SPY	ETF	206.26	206.26	206.24	206.24	600.0
2014-12-01 05:00:00	SPY	ETF	206.19	206.24	206.19	206.22	2200.0
2014-12-01 05:05:00	SPY	ETF	206.27	206.27	206.26	206.27	7000.0
2014-12-01 05:10:00	SPY	ETF	206.29	206.29	206.22	206.22	7950.0
2014-12-01 05:15:00	SPY	ETF	206.21	206.21	206.11	206.11	3500.0
2014-12-01 05:20:00	SPY	ETF	206.12	206.12	206.07	206.07	2800.0
2014-12-01 05:25:00	SPY	ETF	206.07	206.17	206.07	206.17	5300.0
2014-12-01 05:30:00	SPY	ETF	206.15	206.2	206.15	206.2	10000.0
2014-12-01 05:35:00	SPY	ETF	206.22	206.22	206.22	206.22	3000.0
2014-12-01 05:40:00	SPY	ETF	206.22	206.3	206.2	206.3	3700.0
2014-12-01 05:45:00	SPY	ETF	206.28	206.3	206.18	206.25	11100.0
2014-12-01 05:50:00	SPY	ETF	206.22	206.25	206.21	206.25	6200.0
2014-12-01 05:55:00	SPY	ETF	206.27	206.27	206.27	206.27	700.0
2014-12-01 06:00:00	SPY	ETF	206.28	206.28	206.26	206.26	550.0
2014-12-01 06:05:00	SPY	ETF	206.27	206.27	206.27	206.27	100.0
2014-12-01 06:10:00	SPY	ETF	206.29	206.29	206.29	206.29	100.0
2014-12-01 06:15:00	SPY	ETF	206.3	206.3	206.3	206.3	200.0
2014-12-01 06:20:00	SPY	ETF	206.26	206.26	206.24	206.24	400.0
2014-12-01 06:25:00	SPY	ETF	206.3	206.3	206.24	206.24	900.0
2014-12-01 06:30:00	SPY	ETF	206.26	206.26	206.22	206.25	1000.0
2014-12-01 06:35:00	SPY	ETF	206.26	206.26	206.23	206.23	200.0
2014-12-01 06:40:00	SPY	ETF	206.23	206.23	206.23	206.23	2500.0
2014-12-01 06:45:00	SPY	ETF	206.26	206.26	206.24	206.25	2600.0
2014-12-01 06:50:00	SPY	ETF	206.28	206.36	206.28	206.34	1900.0
2014-12-01 06:55:00	SPY	ETF	206.39	206.45	206.39	206.42	9205.0
2014-12-01 07:00:00	SPY	ETF	206.46	206.63	206.46	206.6	22080.0
2014-12-01 07:05:00	SPY	ETF	206.62	206.62	206.56	206.56	10075.0
2014-12-01 07:10:00	SPY	ETF	206.56	206.56	206.48	206.48	10772.0
2014-12-01 07:15:00	SPY	ETF	206.5	206.55	206.5	206.55	11700.0
2014-12-01 07:20:00	SPY	ETF	206.54	206.54	206.43	206.43	4320.0
2014-12-01 07:25:00	SPY	ETF	206.42	206.42	206.3	206.3	13145.0
2014-12-01 07:30:00	SPY	ETF	206.33	206.38	206.31	206.38	33600.0
2014-12-01 07:35:00	SPY	ETF	206.4	206.4	206.32	206.32	2672.0
2014-12-01 07:40:00	SPY	ETF	206.32	206.34	206.2	206.25	20524.0
2014-12-01 07:45:00	SPY	ETF	206.25	206.32	206.25	206.3	8900.0
2014-12-01 07:50:00	SPY	ETF	206.27	206.3	206.21	206.27	104875.0
2014-12-01 07:55:00	SPY	ETF	206.26	206.3	206.26	206.3	60227.0
2014-12-01 08:00:00	SPY	ETF	206.376	206.5451	206.23	206.34	634729.0
2014-12-01 08:05:00	SPY	ETF	206.35	206.49	206.35	206.48	28760.0

> showing 50 of 49,343 rows — these rows as CSV

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