PREVIEW / etf_5min / 2015-02-20

all etf 5-min files

  file:    by_date/etf_5min/2015/2015-02-20.parquet
  size:    1.2 MB
  rows:    47,677

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
2015-02-20 04:20:00	SPY	ETF	209.86	209.9	209.86	209.9	600.0
2015-02-20 04:30:00	SPY	ETF	209.88	209.88	209.86	209.86	1400.0
2015-02-20 04:50:00	SPY	ETF	209.88	209.88	209.88	209.88	100.0
2015-02-20 04:55:00	SPY	ETF	209.85	209.85	209.85	209.85	100.0
2015-02-20 05:05:00	SPY	ETF	209.88	209.88	209.88	209.88	100.0
2015-02-20 05:10:00	SPY	ETF	209.89	209.93	209.86	209.93	700.0
2015-02-20 05:15:00	SPY	ETF	209.9	209.9	209.9	209.9	500.0
2015-02-20 05:20:00	SPY	ETF	209.85	209.85	209.85	209.85	1000.0
2015-02-20 05:30:00	SPY	ETF	209.88	209.88	209.88	209.88	100.0
2015-02-20 05:35:00	SPY	ETF	209.81	209.81	209.8	209.8	3110.0
2015-02-20 05:45:00	SPY	ETF	209.95	209.95	209.95	209.95	1100.0
2015-02-20 05:50:00	SPY	ETF	210.04	210.06	210.04	210.06	200.0
2015-02-20 06:00:00	SPY	ETF	210.04	210.04	210.01	210.01	4900.0
2015-02-20 06:05:00	SPY	ETF	210.06	210.06	210.06	210.06	700.0
2015-02-20 06:10:00	SPY	ETF	210.04	210.05	210.04	210.05	525.0
2015-02-20 06:15:00	SPY	ETF	210.03	210.05	210.03	210.03	501.0
2015-02-20 06:30:00	SPY	ETF	210.09	210.09	210.09	210.09	300.0
2015-02-20 06:40:00	SPY	ETF	210.1	210.1	210.1	210.1	800.0
2015-02-20 06:50:00	SPY	ETF	210.08	210.12	210.08	210.11	52100.0
2015-02-20 06:55:00	SPY	ETF	210.08	210.08	210.08	210.08	100.0
2015-02-20 07:00:00	SPY	ETF	210.18	210.33	210.17	210.18	1054.0
2015-02-20 07:05:00	SPY	ETF	210.28	210.31	209.92	210.15	143568.0
2015-02-20 07:10:00	SPY	ETF	210.13	210.22	209.95	210.04	50000.0
2015-02-20 07:15:00	SPY	ETF	210.03	210.08	210.0	210.08	4300.0
2015-02-20 07:20:00	SPY	ETF	210.0	210.0	209.96	209.98	58416.0
2015-02-20 07:25:00	SPY	ETF	210.0	210.05	209.91	210.05	32300.0
2015-02-20 07:30:00	SPY	ETF	210.06	210.08	210.0	210.0	17000.0
2015-02-20 07:35:00	SPY	ETF	210.01	210.01	209.95	209.95	7821.0
2015-02-20 07:40:00	SPY	ETF	209.95	209.96	209.95	209.96	310.0
2015-02-20 07:45:00	SPY	ETF	210.03	210.03	210.0	210.0	6000.0
2015-02-20 07:50:00	SPY	ETF	209.96	210.03	209.71	209.78	105511.0
2015-02-20 07:55:00	SPY	ETF	209.78	209.78	209.51	209.58	242654.0
2015-02-20 08:00:00	SPY	ETF	209.62	209.94	209.52	209.58	173909.0
2015-02-20 08:05:00	SPY	ETF	209.6	209.68	209.51	209.68	212870.0
2015-02-20 08:10:00	SPY	ETF	209.68	209.68	209.46	209.51	136390.0
2015-02-20 08:15:00	SPY	ETF	209.5	209.56	209.47	209.48	62740.0
2015-02-20 08:20:00	SPY	ETF	209.48	209.57	209.45	209.45	32980.0
2015-02-20 08:25:00	SPY	ETF	209.46	209.53	209.43	209.46	173494.0
2015-02-20 08:30:00	SPY	ETF	209.45	209.6	209.44	209.55	32786.0
2015-02-20 08:35:00	SPY	ETF	209.58	209.66	209.5	209.65	69458.0
2015-02-20 08:40:00	SPY	ETF	209.66	209.69	209.56	209.61	91478.0
2015-02-20 08:45:00	SPY	ETF	209.6	209.64	209.55	209.57	22927.0
2015-02-20 08:50:00	SPY	ETF	209.58	209.68	209.56	209.64	35395.0
2015-02-20 08:55:00	SPY	ETF	209.65	209.69	209.6	209.66	64810.0
2015-02-20 09:00:00	SPY	ETF	209.65	209.68	209.57	209.64	58644.0
2015-02-20 09:05:00	SPY	ETF	209.61	209.64	209.59	209.61	20179.0
2015-02-20 09:10:00	SPY	ETF	209.63	209.63	209.53	209.54	45197.0
2015-02-20 09:15:00	SPY	ETF	209.54	209.6	209.53	209.57	51467.0
2015-02-20 09:20:00	SPY	ETF	209.57	209.61	209.52	209.57	284399.0
2015-02-20 09:25:00	SPY	ETF	209.57	209.58	209.35	209.47	708277.0

> showing 50 of 47,677 rows — these rows as CSV

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