PREVIEW / etf_5min / 2014-12-24

all etf 5-min files

  file:    by_date/etf_5min/2014/2014-12-24.parquet
  size:    665 KB
  rows:    27,296

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
2014-12-24 04:00:00	SPY	ETF	208.0	208.0	208.0	208.0	2700.0
2014-12-24 04:05:00	SPY	ETF	208.0	208.0	208.0	208.0	500.0
2014-12-24 04:15:00	SPY	ETF	208.0	208.0	208.0	208.0	400.0
2014-12-24 04:35:00	SPY	ETF	208.0	208.0	208.0	208.0	175.0
2014-12-24 04:40:00	SPY	ETF	208.0	208.0	208.0	208.0	4800.0
2014-12-24 04:45:00	SPY	ETF	208.0	208.0	208.0	208.0	526.0
2014-12-24 05:05:00	SPY	ETF	208.08	208.08	208.07	208.07	2000.0
2014-12-24 05:30:00	SPY	ETF	208.06	208.06	208.06	208.06	1900.0
2014-12-24 05:50:00	SPY	ETF	208.09	208.13	208.09	208.13	49499.0
2014-12-24 06:05:00	SPY	ETF	208.08	208.08	208.03	208.03	400.0
2014-12-24 06:10:00	SPY	ETF	208.06	208.06	208.06	208.06	200.0
2014-12-24 06:15:00	SPY	ETF	208.0	208.03	208.0	208.03	1150.0
2014-12-24 06:25:00	SPY	ETF	208.06	208.06	208.06	208.06	250.0
2014-12-24 06:30:00	SPY	ETF	208.01	208.01	208.01	208.01	100.0
2014-12-24 06:45:00	SPY	ETF	208.09	208.09	208.07	208.07	225.0
2014-12-24 06:50:00	SPY	ETF	208.07	208.07	208.05	208.05	200.0
2014-12-24 06:55:00	SPY	ETF	208.03	208.03	208.03	208.03	100.0
2014-12-24 07:00:00	SPY	ETF	208.02	208.02	208.01	208.01	2210.0
2014-12-24 07:05:00	SPY	ETF	208.06	208.06	208.06	208.06	300.0
2014-12-24 07:15:00	SPY	ETF	208.03	208.03	208.03	208.03	500.0
2014-12-24 07:20:00	SPY	ETF	208.04	208.07	208.04	208.04	25000.0
2014-12-24 07:25:00	SPY	ETF	208.09	208.1	208.08	208.1	3550.0
2014-12-24 07:30:00	SPY	ETF	208.09	208.1	208.09	208.1	1300.0
2014-12-24 07:40:00	SPY	ETF	208.1	208.12	208.08	208.08	3800.0
2014-12-24 07:45:00	SPY	ETF	208.1	208.1	208.1	208.1	100.0
2014-12-24 07:50:00	SPY	ETF	208.11	208.11	208.11	208.11	925.0
2014-12-24 07:55:00	SPY	ETF	208.08	208.08	208.07	208.08	700.0
2014-12-24 08:00:00	SPY	ETF	208.08	208.12	208.05	208.12	5186.0
2014-12-24 08:05:00	SPY	ETF	208.11	208.18	208.11	208.18	14710.0
2014-12-24 08:10:00	SPY	ETF	208.18	208.19	208.14	208.18	13995.0
2014-12-24 08:15:00	SPY	ETF	208.17	208.18	208.17	208.17	2040.0
2014-12-24 08:20:00	SPY	ETF	208.15	208.16	208.14	208.15	4297.0
2014-12-24 08:25:00	SPY	ETF	208.17	208.17	208.0	208.08	7734.0
2014-12-24 08:30:00	SPY	ETF	208.12	208.16	208.11	208.14	23741.0
2014-12-24 08:35:00	SPY	ETF	208.15	208.19	208.14	208.14	17197.0
2014-12-24 08:40:00	SPY	ETF	208.16	208.16	208.13	208.15	12304.0
2014-12-24 08:45:00	SPY	ETF	208.15	208.15	208.13	208.13	7896.0
2014-12-24 08:50:00	SPY	ETF	208.12	208.14	208.12	208.14	7004.0
2014-12-24 08:55:00	SPY	ETF	208.13	208.14	208.1	208.1	54891.0
2014-12-24 09:00:00	SPY	ETF	208.1	208.12	208.05	208.12	17829.0
2014-12-24 09:05:00	SPY	ETF	208.13	208.16	208.09	208.09	37353.0
2014-12-24 09:10:00	SPY	ETF	208.12	208.13	208.09	208.12	28711.0
2014-12-24 09:15:00	SPY	ETF	208.12	208.17	208.11	208.16	40330.0
2014-12-24 09:20:00	SPY	ETF	208.16	208.17	208.06	208.11	364275.0
2014-12-24 09:25:00	SPY	ETF	208.13	208.13	208.0	208.0	402418.0
2014-12-24 09:30:00	SPY	ETF	208.02	208.14	207.95	208.13	1567220.0
2014-12-24 09:35:00	SPY	ETF	208.125	208.16	208.01	208.05	1135098.0
2014-12-24 09:40:00	SPY	ETF	208.04	208.07	207.88	207.95	963672.0
2014-12-24 09:45:00	SPY	ETF	207.95	208.06	207.92	208.05	976929.0
2014-12-24 09:50:00	SPY	ETF	208.06	208.15	208.0	208.11	883068.0

> showing 50 of 27,296 rows — these rows as CSV

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