PREVIEW / etf_5min / 2015-11-27

all etf 5-min files

  file:    by_date/etf_5min/2015/2015-11-27.parquet
  size:    600 KB
  rows:    24,624

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
2015-11-27 04:00:00	SPY	ETF	209.29	209.29	209.25	209.25	1400.0
2015-11-27 04:05:00	SPY	ETF	209.19	209.19	209.09	209.09	1076.0
2015-11-27 04:15:00	SPY	ETF	209.19	209.19	209.19	209.19	705.0
2015-11-27 04:20:00	SPY	ETF	209.22	209.22	209.22	209.22	325.0
2015-11-27 04:25:00	SPY	ETF	209.17	209.17	209.17	209.17	335.0
2015-11-27 04:35:00	SPY	ETF	209.27	209.27	209.27	209.27	100.0
2015-11-27 04:40:00	SPY	ETF	209.32	209.32	209.32	209.32	100.0
2015-11-27 04:55:00	SPY	ETF	209.39	209.39	209.39	209.39	600.0
2015-11-27 05:00:00	SPY	ETF	209.26	209.26	209.23	209.24	800.0
2015-11-27 05:10:00	SPY	ETF	209.39	209.5	209.39	209.49	2425.0
2015-11-27 05:15:00	SPY	ETF	209.49	209.54	209.49	209.54	1015.0
2015-11-27 05:20:00	SPY	ETF	209.54	209.59	209.52	209.59	1200.0
2015-11-27 05:25:00	SPY	ETF	209.59	209.64	209.53	209.53	1150.0
2015-11-27 05:30:00	SPY	ETF	209.57	209.57	209.57	209.57	100.0
2015-11-27 05:35:00	SPY	ETF	209.58	209.64	209.58	209.62	750.0
2015-11-27 05:40:00	SPY	ETF	209.65	209.65	209.65	209.65	500.0
2015-11-27 05:45:00	SPY	ETF	209.66	209.66	209.61	209.61	200.0
2015-11-27 05:50:00	SPY	ETF	209.69	209.7	209.69	209.7	260.0
2015-11-27 05:55:00	SPY	ETF	209.74	209.74	209.74	209.74	155.0
2015-11-27 06:00:00	SPY	ETF	209.79	209.82	209.68	209.68	795.0
2015-11-27 06:05:00	SPY	ETF	209.66	209.66	209.61	209.61	385.0
2015-11-27 06:10:00	SPY	ETF	209.63	209.64	209.61	209.61	805.0
2015-11-27 06:15:00	SPY	ETF	209.59	209.59	209.5	209.5	1425.0
2015-11-27 06:25:00	SPY	ETF	209.64	209.64	209.64	209.64	400.0
2015-11-27 06:30:00	SPY	ETF	209.65	209.65	209.65	209.65	2000.0
2015-11-27 06:35:00	SPY	ETF	209.72	209.72	209.64	209.69	2600.0
2015-11-27 06:45:00	SPY	ETF	209.59	209.6	209.59	209.6	7700.0
2015-11-27 06:50:00	SPY	ETF	209.67	209.67	209.61	209.61	1200.0
2015-11-27 07:00:00	SPY	ETF	209.74	209.74	209.7	209.7	6950.0
2015-11-27 07:05:00	SPY	ETF	209.69	209.69	209.5	209.5	6117.0
2015-11-27 07:10:00	SPY	ETF	209.62	209.66	209.6	209.66	850.0
2015-11-27 07:15:00	SPY	ETF	209.61	209.61	209.6	209.6	200.0
2015-11-27 07:20:00	SPY	ETF	209.54	209.59	209.54	209.59	1900.0
2015-11-27 07:25:00	SPY	ETF	209.59	209.65	209.56	209.56	3350.0
2015-11-27 07:30:00	SPY	ETF	209.6	209.66	209.56	209.66	9700.0
2015-11-27 07:35:00	SPY	ETF	209.66	209.72	209.66	209.69	16660.0
2015-11-27 07:40:00	SPY	ETF	209.69	209.73	209.67	209.72	8210.0
2015-11-27 07:45:00	SPY	ETF	209.72	209.72	209.67	209.67	6300.0
2015-11-27 07:50:00	SPY	ETF	209.69	209.72	209.69	209.69	49300.0
2015-11-27 07:55:00	SPY	ETF	209.69	209.78	209.69	209.75	5200.0
2015-11-27 08:00:00	SPY	ETF	210.31	210.31	209.66	209.72	40028.0
2015-11-27 08:05:00	SPY	ETF	209.72	209.76	209.68	209.7	15523.0
2015-11-27 08:10:00	SPY	ETF	209.72	209.75	209.71	209.74	11630.0
2015-11-27 08:15:00	SPY	ETF	209.74	209.74	209.69	209.71	8798.0
2015-11-27 08:20:00	SPY	ETF	209.69	209.7	209.54	209.67	239383.0
2015-11-27 08:25:00	SPY	ETF	209.66	209.66	209.61	209.63	3350.0
2015-11-27 08:30:00	SPY	ETF	209.63	209.64	209.54	209.54	14299.0
2015-11-27 08:35:00	SPY	ETF	209.54	209.61	209.54	209.59	14490.0
2015-11-27 08:40:00	SPY	ETF	209.59	209.59	209.54	209.54	7400.0
2015-11-27 08:45:00	SPY	ETF	209.59	209.62	209.59	209.59	7685.0

> showing 50 of 24,624 rows — these rows as CSV

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