PREVIEW / etf_5min / 2015-10-20

all etf 5-min files 

  file:    by_date/etf_5min/2015/2015-10-20.parquet
  size:    1.0 MB
  rows:    45,517

schema

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

sample rows

timestampsymbolasset_typeopenhighlowclosevolume
2015-10-20 04:00:00SPYETF203.45203.45203.33203.33300.0
2015-10-20 04:05:00SPYETF203.23203.23203.23203.23400.0
2015-10-20 04:10:00SPYETF203.12203.12203.03203.03500.0
2015-10-20 04:15:00SPYETF202.92202.92202.87202.87603.0
2015-10-20 04:20:00SPYETF202.93202.95202.92202.951000.0
2015-10-20 04:25:00SPYETF202.85202.85202.83202.831600.0
2015-10-20 04:30:00SPYETF202.82202.88202.82202.881800.0
2015-10-20 04:35:00SPYETF202.85202.85202.82202.82401.0
2015-10-20 04:40:00SPYETF202.92202.93202.92202.932707.0
2015-10-20 04:45:00SPYETF202.91202.91202.85202.851605.0
2015-10-20 04:50:00SPYETF202.88202.88202.78202.781005.0
2015-10-20 04:55:00SPYETF202.8202.8202.66202.684245.0
2015-10-20 05:00:00SPYETF202.63202.7202.63202.7903.0
2015-10-20 05:05:00SPYETF202.57202.62202.57202.621179.0
2015-10-20 05:15:00SPYETF202.64202.7202.64202.7401.0
2015-10-20 05:30:00SPYETF202.76202.78202.76202.78600.0
2015-10-20 05:40:00SPYETF202.75202.75202.75202.75474.0
2015-10-20 05:45:00SPYETF202.75202.75202.75202.75800.0
2015-10-20 05:55:00SPYETF202.8202.8202.69202.697605.0
2015-10-20 06:00:00SPYETF202.7202.75202.65202.651403.0
2015-10-20 06:05:00SPYETF202.68202.68202.68202.681500.0
2015-10-20 06:10:00SPYETF202.67202.7202.67202.7203.0
2015-10-20 06:20:00SPYETF202.72202.74202.7202.74601.0
2015-10-20 06:25:00SPYETF202.73202.73202.65202.651157.0
2015-10-20 06:30:00SPYETF202.65202.65202.62202.65701.0
2015-10-20 06:35:00SPYETF202.66202.66202.66202.66202.0
2015-10-20 06:40:00SPYETF202.67202.76202.67202.739502.0
2015-10-20 06:45:00SPYETF202.74202.74202.74202.74200.0
2015-10-20 06:50:00SPYETF202.75202.82202.73202.822455.0
2015-10-20 06:55:00SPYETF202.78202.78202.78202.78501.0
2015-10-20 07:00:00SPYETF202.73202.8202.73202.83905.0
2015-10-20 07:05:00SPYETF202.78202.84202.78202.84902.0
2015-10-20 07:10:00SPYETF202.85202.89202.83202.831523.0
2015-10-20 07:15:00SPYETF202.97202.98202.97202.98738.0
2015-10-20 07:20:00SPYETF203.0203.0202.97202.994072.0
2015-10-20 07:25:00SPYETF202.98202.99202.97202.973181.0
2015-10-20 07:30:00SPYETF203.02203.02203.02203.023600.0
2015-10-20 07:35:00SPYETF203.02203.02203.0203.025101.0
2015-10-20 07:40:00SPYETF203.02203.02202.99202.9931401.0
2015-10-20 07:45:00SPYETF202.99202.99202.95202.997370.0
2015-10-20 07:50:00SPYETF202.98203.03202.98203.017503.0
2015-10-20 07:55:00SPYETF203.01203.01203.01203.01704.0
2015-10-20 08:00:00SPYETF203.02203.15202.73203.1585610.0
2015-10-20 08:05:00SPYETF203.15203.2203.13203.1615576.0
2015-10-20 08:10:00SPYETF203.15203.17203.08203.162757.0
2015-10-20 08:15:00SPYETF203.08203.17203.08203.1312986.0
2015-10-20 08:20:00SPYETF203.14203.15203.0203.0478931.0
2015-10-20 08:25:00SPYETF203.0203.06202.96203.029757.0
2015-10-20 08:30:00SPYETF203.01203.13202.99203.0257213.0
2015-10-20 08:35:00SPYETF203.02203.12202.99203.0832992.0

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