PREVIEW / etf_5min / 2015-09-21

all etf 5-min files

  file:    by_date/etf_5min/2015/2015-09-21.parquet
  size:    1.1 MB
  rows:    46,218

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
2015-09-21 04:00:00	SPY	ETF	195.57	195.57	195.57	195.57	950.0
2015-09-21 04:05:00	SPY	ETF	195.28	195.28	195.27	195.28	2901.0
2015-09-21 04:15:00	SPY	ETF	195.41	195.41	195.41	195.41	100.0
2015-09-21 04:20:00	SPY	ETF	195.45	195.69	195.45	195.69	2895.0
2015-09-21 04:25:00	SPY	ETF	195.7	195.7	195.7	195.7	100.0
2015-09-21 04:30:00	SPY	ETF	195.86	195.96	195.86	195.96	1115.0
2015-09-21 04:45:00	SPY	ETF	195.85	196.16	195.85	196.13	2385.0
2015-09-21 04:50:00	SPY	ETF	196.15	196.2	196.11	196.11	476.0
2015-09-21 04:55:00	SPY	ETF	196.29	196.38	196.22	196.29	9530.0
2015-09-21 05:00:00	SPY	ETF	196.39	196.39	196.39	196.39	600.0
2015-09-21 05:05:00	SPY	ETF	196.32	196.33	196.32	196.32	1535.0
2015-09-21 05:10:00	SPY	ETF	196.26	196.27	196.26	196.27	800.0
2015-09-21 05:15:00	SPY	ETF	196.3	196.39	196.3	196.3	82100.0
2015-09-21 05:20:00	SPY	ETF	196.3	196.32	196.3	196.32	29700.0
2015-09-21 05:25:00	SPY	ETF	196.35	196.4	196.32	196.32	18900.0
2015-09-21 05:30:00	SPY	ETF	196.35	196.35	196.26	196.26	9500.0
2015-09-21 05:35:00	SPY	ETF	196.3	196.3	196.22	196.22	1200.0
2015-09-21 05:40:00	SPY	ETF	196.28	196.29	196.28	196.29	2729.0
2015-09-21 05:45:00	SPY	ETF	196.43	196.49	196.43	196.43	1030.0
2015-09-21 05:50:00	SPY	ETF	196.37	196.37	196.22	196.24	5450.0
2015-09-21 05:55:00	SPY	ETF	196.29	196.33	196.27	196.33	1540.0
2015-09-21 06:00:00	SPY	ETF	196.34	196.37	196.34	196.37	3600.0
2015-09-21 06:05:00	SPY	ETF	196.21	196.21	196.02	196.09	1106.0
2015-09-21 06:10:00	SPY	ETF	196.05	196.17	196.02	196.1	3084.0
2015-09-21 06:15:00	SPY	ETF	196.0	196.0	195.95	195.97	900.0
2015-09-21 06:20:00	SPY	ETF	196.12	196.22	196.12	196.14	1300.0
2015-09-21 06:25:00	SPY	ETF	196.14	196.17	196.14	196.14	602.0
2015-09-21 06:30:00	SPY	ETF	196.21	196.27	196.21	196.27	800.0
2015-09-21 06:35:00	SPY	ETF	196.28	196.28	196.28	196.28	215.0
2015-09-21 06:45:00	SPY	ETF	196.07	196.28	195.99	196.28	4076.0
2015-09-21 06:50:00	SPY	ETF	196.3	196.31	196.3	196.31	5000.0
2015-09-21 06:55:00	SPY	ETF	196.34	196.36	196.26	196.27	3900.0
2015-09-21 07:00:00	SPY	ETF	196.27	196.38	196.27	196.35	6600.0
2015-09-21 07:05:00	SPY	ETF	196.33	196.62	196.33	196.6	25569.0
2015-09-21 07:10:00	SPY	ETF	196.53	196.57	196.5	196.52	26700.0
2015-09-21 07:15:00	SPY	ETF	196.51	196.68	196.51	196.67	18461.0
2015-09-21 07:20:00	SPY	ETF	196.66	196.73	196.64	196.73	19007.0
2015-09-21 07:25:00	SPY	ETF	196.7	196.88	196.67	196.88	57261.0
2015-09-21 07:30:00	SPY	ETF	196.8	197.2	196.8	197.12	123281.0
2015-09-21 07:35:00	SPY	ETF	197.15	197.18	197.1	197.13	72900.0
2015-09-21 07:40:00	SPY	ETF	197.15	197.23	197.14	197.23	103966.0
2015-09-21 07:45:00	SPY	ETF	197.21	197.24	197.06	197.08	33198.0
2015-09-21 07:50:00	SPY	ETF	197.12	197.13	197.01	197.01	66976.0
2015-09-21 07:55:00	SPY	ETF	197.03	197.23	197.02	197.12	29348.0
2015-09-21 08:00:00	SPY	ETF	197.1	197.2	196.92	197.02	176512.0
2015-09-21 08:05:00	SPY	ETF	195.1	197.07	195.1	196.99	125810.0
2015-09-21 08:10:00	SPY	ETF	197.0	197.04	196.93	196.96	90772.0
2015-09-21 08:15:00	SPY	ETF	196.96	197.1	196.93	197.1	60087.0
2015-09-21 08:20:00	SPY	ETF	197.09	197.16	196.93	196.98	168059.0
2015-09-21 08:25:00	SPY	ETF	196.97	197.0	196.92	196.98	67348.0

> showing 50 of 46,218 rows — these rows as CSV

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