PREVIEW / etf_5min / 2015-01-21

all etf 5-min files 

  file:    by_date/etf_5min/2015/2015-01-21.parquet
  size:    1.2 MB
  rows:    49,938

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestampsymbolasset_typeopenhighlowclosevolume
2015-01-21 04:05:00SPYETF201.99202.13201.99202.13300.0
2015-01-21 04:10:00SPYETF202.1202.1202.1202.1200.0
2015-01-21 04:30:00SPYETF201.96201.96201.96201.96100.0
2015-01-21 04:35:00SPYETF201.98201.98201.98201.98100.0
2015-01-21 04:40:00SPYETF201.91201.93201.91201.93200.0
2015-01-21 05:20:00SPYETF202.12202.12202.12202.12900.0
2015-01-21 05:25:00SPYETF202.09202.09202.09202.092100.0
2015-01-21 05:30:00SPYETF202.09202.09202.09202.095000.0
2015-01-21 05:40:00SPYETF202.11202.11202.11202.11100.0
2015-01-21 05:45:00SPYETF202.17202.22202.17202.222100.0
2015-01-21 05:55:00SPYETF202.12202.12202.12202.12500.0
2015-01-21 06:00:00SPYETF202.01202.01202.01202.01100.0
2015-01-21 06:05:00SPYETF201.96201.99201.96201.991601.0
2015-01-21 06:10:00SPYETF201.9201.9201.89201.89300.0
2015-01-21 06:15:00SPYETF201.91201.92201.77201.923020.0
2015-01-21 06:20:00SPYETF201.89202.02201.86201.97400.0
2015-01-21 06:25:00SPYETF201.87201.92201.81201.811000.0
2015-01-21 06:30:00SPYETF201.82201.82201.71201.712270.0
2015-01-21 06:35:00SPYETF201.67201.69201.67201.694000.0
2015-01-21 06:40:00SPYETF201.65201.81201.62201.812920.0
2015-01-21 06:45:00SPYETF201.69201.69201.69201.6910050.0
2015-01-21 06:50:00SPYETF201.76201.76201.76201.76500.0
2015-01-21 06:55:00SPYETF201.74201.74201.57201.6422700.0
2015-01-21 07:00:00SPYETF201.69201.7201.57201.781621.0
2015-01-21 07:05:00SPYETF201.66201.66201.55201.5544020.0
2015-01-21 07:10:00SPYETF201.62201.62201.53201.555432.0
2015-01-21 07:15:00SPYETF201.48201.48201.37201.4758761.0
2015-01-21 07:20:00SPYETF201.42201.42201.21201.3525224.0
2015-01-21 07:25:00SPYETF201.36201.36201.21201.3529500.0
2015-01-21 07:30:00SPYETF201.34201.52201.3201.51112661.0
2015-01-21 07:35:00SPYETF201.43201.43201.39201.48100.0
2015-01-21 07:40:00SPYETF201.42201.5201.42201.4734101.0
2015-01-21 07:45:00SPYETF201.46201.55201.45201.57401.0
2015-01-21 07:50:00SPYETF201.47201.47201.35201.4215894.0
2015-01-21 07:55:00SPYETF201.33201.35201.24201.3441795.0
2015-01-21 08:00:00SPYETF201.35201.7201.31201.3245976.0
2015-01-21 08:05:00SPYETF201.3201.47201.27201.4626211.0
2015-01-21 08:10:00SPYETF201.46201.47201.27201.3553012.0
2015-01-21 08:15:00SPYETF201.33201.53201.33201.52103145.0
2015-01-21 08:20:00SPYETF201.53201.55201.43201.5110446.0
2015-01-21 08:25:00SPYETF201.52201.73201.52201.7100452.0
2015-01-21 08:30:00SPYETF201.74201.78201.54201.6171086.0
2015-01-21 08:35:00SPYETF201.6201.65201.46201.669211.0
2015-01-21 08:40:00SPYETF201.62201.62201.4201.4355729.0
2015-01-21 08:45:00SPYETF201.45201.66201.45201.6128850.0
2015-01-21 08:50:00SPYETF201.58201.58201.46201.5559129.0
2015-01-21 08:55:00SPYETF201.57201.66201.45201.4777890.0
2015-01-21 09:00:00SPYETF201.48201.56201.48201.5325494.0
2015-01-21 09:05:00SPYETF201.54201.64201.49201.6233674.0
2015-01-21 09:10:00SPYETF201.64201.72201.53201.5551086.0

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