PREVIEW / etf_5min / 2014-12-09

all etf 5-min files

  file:    by_date/etf_5min/2014/2014-12-09.parquet
  size:    1.2 MB
  rows:    49,403

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
2014-12-09 04:00:00	SPY	ETF	206.05	206.05	205.88	205.88	4913.0
2014-12-09 04:05:00	SPY	ETF	205.8	205.83	205.8	205.83	20350.0
2014-12-09 04:10:00	SPY	ETF	205.87	205.94	205.83	205.83	910.0
2014-12-09 04:25:00	SPY	ETF	206.04	206.04	206.04	206.04	1000.0
2014-12-09 04:30:00	SPY	ETF	206.04	206.04	206.04	206.04	1000.0
2014-12-09 04:35:00	SPY	ETF	205.9	205.9	205.85	205.85	1800.0
2014-12-09 04:40:00	SPY	ETF	205.83	205.85	205.78	205.79	3800.0
2014-12-09 04:45:00	SPY	ETF	205.86	205.86	205.86	205.86	600.0
2014-12-09 04:55:00	SPY	ETF	205.77	205.77	205.77	205.77	5075.0
2014-12-09 05:00:00	SPY	ETF	205.89	205.95	205.89	205.95	500.0
2014-12-09 05:05:00	SPY	ETF	205.95	206.05	205.95	206.05	3600.0
2014-12-09 05:10:00	SPY	ETF	206.02	206.02	206.02	206.02	239.0
2014-12-09 05:15:00	SPY	ETF	205.91	205.93	205.89	205.9	2600.0
2014-12-09 05:20:00	SPY	ETF	205.9	205.96	205.9	205.96	1000.0
2014-12-09 05:30:00	SPY	ETF	205.97	205.97	205.93	205.93	2000.0
2014-12-09 05:35:00	SPY	ETF	205.9	205.9	205.77	205.8	5100.0
2014-12-09 05:40:00	SPY	ETF	205.81	205.81	205.81	205.81	100.0
2014-12-09 05:45:00	SPY	ETF	205.82	205.82	205.77	205.8	2000.0
2014-12-09 05:50:00	SPY	ETF	205.76	205.76	205.75	205.75	740.0
2014-12-09 05:55:00	SPY	ETF	205.83	205.83	205.81	205.83	400.0
2014-12-09 06:00:00	SPY	ETF	205.88	205.9	205.85	205.9	4151.0
2014-12-09 06:05:00	SPY	ETF	205.9	205.9	205.83	205.83	6900.0
2014-12-09 06:10:00	SPY	ETF	205.84	205.84	205.81	205.81	11475.0
2014-12-09 06:20:00	SPY	ETF	205.8	205.83	205.8	205.83	2700.0
2014-12-09 06:25:00	SPY	ETF	205.83	205.83	205.79	205.79	1200.0
2014-12-09 06:30:00	SPY	ETF	205.79	205.79	205.73	205.78	50615.0
2014-12-09 06:35:00	SPY	ETF	205.75	205.78	205.75	205.78	1700.0
2014-12-09 06:40:00	SPY	ETF	205.75	205.82	205.75	205.81	2500.0
2014-12-09 06:45:00	SPY	ETF	205.69	205.75	205.69	205.75	700.0
2014-12-09 06:50:00	SPY	ETF	205.78	205.85	205.78	205.82	6824.0
2014-12-09 06:55:00	SPY	ETF	205.83	205.86	205.82	205.85	54000.0
2014-12-09 07:00:00	SPY	ETF	205.75	205.83	205.75	205.83	27500.0
2014-12-09 07:05:00	SPY	ETF	205.83	205.83	205.77	205.8	3700.0
2014-12-09 07:10:00	SPY	ETF	205.8	205.8	205.75	205.75	8700.0
2014-12-09 07:15:00	SPY	ETF	205.75	205.75	205.66	205.66	15850.0
2014-12-09 07:20:00	SPY	ETF	205.63	205.66	205.61	205.63	9025.0
2014-12-09 07:25:00	SPY	ETF	205.65	205.69	205.55	205.55	25695.0
2014-12-09 07:30:00	SPY	ETF	205.53	205.56	205.52	205.55	56770.0
2014-12-09 07:35:00	SPY	ETF	205.61	205.61	205.24	205.25	61671.0
2014-12-09 07:40:00	SPY	ETF	205.24	205.25	204.85	205.04	176274.0
2014-12-09 07:45:00	SPY	ETF	205.04	205.09	204.9	204.95	130253.0
2014-12-09 07:50:00	SPY	ETF	204.93	204.93	204.8	204.87	193306.0
2014-12-09 07:55:00	SPY	ETF	204.89	205.06	204.88	205.03	243847.0
2014-12-09 08:00:00	SPY	ETF	205.04	205.83	204.89	205.04	289436.0
2014-12-09 08:05:00	SPY	ETF	204.8	205.06	204.8	205.05	145705.0
2014-12-09 08:10:00	SPY	ETF	205.05	205.05	204.91	204.92	50192.0
2014-12-09 08:15:00	SPY	ETF	204.92	204.99	204.91	204.97	20888.0
2014-12-09 08:20:00	SPY	ETF	204.98	204.98	204.92	204.93	81149.0
2014-12-09 08:25:00	SPY	ETF	204.92	204.96	204.4	204.47	393949.0
2014-12-09 08:30:00	SPY	ETF	204.47	204.6	204.45	204.51	353561.0

> showing 50 of 49,403 rows — these rows as CSV

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