PREVIEW / etf_5min / 2015-01-09

all etf 5-min files

  file:    by_date/etf_5min/2015/2015-01-09.parquet
  size:    1.2 MB
  rows:    49,330

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
2015-01-09 04:05:00	SPY	ETF	205.75	205.75	205.75	205.75	400.0
2015-01-09 04:15:00	SPY	ETF	205.78	205.78	205.78	205.78	100.0
2015-01-09 04:30:00	SPY	ETF	205.73	205.73	205.73	205.73	100.0
2015-01-09 04:45:00	SPY	ETF	205.73	205.73	205.58	205.58	339.0
2015-01-09 04:50:00	SPY	ETF	205.51	205.51	205.45	205.45	7145.0
2015-01-09 04:55:00	SPY	ETF	205.51	205.53	205.48	205.48	900.0
2015-01-09 05:00:00	SPY	ETF	205.48	205.48	205.48	205.48	1000.0
2015-01-09 05:10:00	SPY	ETF	205.58	205.58	205.58	205.58	100.0
2015-01-09 05:15:00	SPY	ETF	205.51	205.51	205.51	205.51	100.0
2015-01-09 05:20:00	SPY	ETF	205.53	205.53	205.53	205.53	100.0
2015-01-09 05:35:00	SPY	ETF	205.55	205.58	205.55	205.58	3600.0
2015-01-09 05:45:00	SPY	ETF	205.55	205.55	205.48	205.48	1087.0
2015-01-09 05:50:00	SPY	ETF	205.51	205.51	205.44	205.44	1200.0
2015-01-09 05:55:00	SPY	ETF	205.48	205.48	205.46	205.46	2800.0
2015-01-09 06:00:00	SPY	ETF	205.58	205.59	205.52	205.59	3000.0
2015-01-09 06:05:00	SPY	ETF	205.55	205.55	205.55	205.55	450.0
2015-01-09 06:10:00	SPY	ETF	205.55	205.55	205.55	205.55	250.0
2015-01-09 06:15:00	SPY	ETF	205.58	205.58	205.58	205.58	100.0
2015-01-09 06:20:00	SPY	ETF	205.58	205.58	205.58	205.58	200.0
2015-01-09 06:25:00	SPY	ETF	205.58	205.67	205.58	205.64	6300.0
2015-01-09 06:30:00	SPY	ETF	205.61	205.61	205.53	205.53	403.0
2015-01-09 06:35:00	SPY	ETF	205.54	205.54	205.39	205.4	5670.0
2015-01-09 06:40:00	SPY	ETF	205.38	205.38	205.35	205.37	50300.0
2015-01-09 06:45:00	SPY	ETF	205.32	205.35	205.09	205.11	7850.0
2015-01-09 06:50:00	SPY	ETF	205.16	205.25	205.14	205.2	23350.0
2015-01-09 06:55:00	SPY	ETF	205.2	205.2	205.15	205.15	82681.0
2015-01-09 07:00:00	SPY	ETF	205.2	205.25	205.18	205.25	18000.0
2015-01-09 07:05:00	SPY	ETF	205.28	205.37	205.23	205.35	14450.0
2015-01-09 07:10:00	SPY	ETF	205.35	205.36	205.33	205.33	10000.0
2015-01-09 07:15:00	SPY	ETF	205.35	205.35	205.27	205.27	20300.0
2015-01-09 07:20:00	SPY	ETF	205.26	205.3	205.12	205.14	9650.0
2015-01-09 07:25:00	SPY	ETF	205.11	205.2	205.1	205.17	19594.0
2015-01-09 07:30:00	SPY	ETF	205.17	205.17	205.11	205.11	10264.0
2015-01-09 07:35:00	SPY	ETF	205.11	205.14	205.05	205.14	22627.0
2015-01-09 07:40:00	SPY	ETF	205.14	205.22	205.12	205.13	12360.0
2015-01-09 07:45:00	SPY	ETF	205.17	205.17	205.08	205.17	14540.0
2015-01-09 07:50:00	SPY	ETF	205.16	205.22	205.15	205.22	22450.0
2015-01-09 07:55:00	SPY	ETF	205.18	205.18	205.1	205.1	53106.0
2015-01-09 08:00:00	SPY	ETF	205.4701	205.58	205.1	205.28	77615.0
2015-01-09 08:05:00	SPY	ETF	205.25	205.28	205.16	205.16	76873.0
2015-01-09 08:10:00	SPY	ETF	205.15	205.16	205.09	205.1	32463.0
2015-01-09 08:15:00	SPY	ETF	205.12	205.19	205.1	205.13	48113.0
2015-01-09 08:20:00	SPY	ETF	205.12	205.18	205.07	205.08	69463.0
2015-01-09 08:25:00	SPY	ETF	205.08	205.19	205.01	205.18	119707.0
2015-01-09 08:30:00	SPY	ETF	205.2	206.27	205.2	205.81	1609448.0
2015-01-09 08:35:00	SPY	ETF	205.8	206.52	205.8	206.34	1018486.0
2015-01-09 08:40:00	SPY	ETF	206.35	206.39	206.1	206.28	470446.0
2015-01-09 08:45:00	SPY	ETF	206.3	206.3	205.9	205.94	286793.0
2015-01-09 08:50:00	SPY	ETF	205.93	206.0	205.81	205.91	360117.0
2015-01-09 08:55:00	SPY	ETF	205.9	206.11	205.9	206.06	244975.0

> showing 50 of 49,330 rows — these rows as CSV

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