PREVIEW / etf_5min / 2016-06-20

all etf 5-min files

  file:    by_date/etf_5min/2016/2016-06-20.parquet
  size:    1.1 MB
  rows:    48,871

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
2016-06-20 04:00:00	SPY	ETF	208.4	208.69	208.4	208.61	6946.0
2016-06-20 04:05:00	SPY	ETF	208.6	208.6	208.57	208.57	349.0
2016-06-20 04:10:00	SPY	ETF	208.55	208.69	208.55	208.67	1248.0
2016-06-20 04:15:00	SPY	ETF	208.67	208.77	208.61	208.66	3030.0
2016-06-20 04:20:00	SPY	ETF	208.71	208.75	208.66	208.75	1908.0
2016-06-20 04:25:00	SPY	ETF	208.81	208.81	208.74	208.8	1886.0
2016-06-20 04:30:00	SPY	ETF	208.8	208.84	208.77	208.8	4816.0
2016-06-20 04:35:00	SPY	ETF	208.76	208.76	208.57	208.68	1410.0
2016-06-20 04:40:00	SPY	ETF	208.74	208.78	208.69	208.71	3455.0
2016-06-20 04:45:00	SPY	ETF	208.78	208.83	208.74	208.8	4247.0
2016-06-20 04:50:00	SPY	ETF	208.82	208.85	208.79	208.85	2069.0
2016-06-20 04:55:00	SPY	ETF	208.83	209.0	208.83	209.0	5242.0
2016-06-20 05:00:00	SPY	ETF	208.96	209.07	208.94	209.03	6015.0
2016-06-20 05:05:00	SPY	ETF	209.06	209.06	209.01	209.03	1104.0
2016-06-20 05:10:00	SPY	ETF	209.03	209.03	208.99	208.99	317.0
2016-06-20 05:15:00	SPY	ETF	208.95	208.95	208.91	208.95	903.0
2016-06-20 05:20:00	SPY	ETF	208.92	208.92	208.92	208.92	201.0
2016-06-20 05:25:00	SPY	ETF	208.8	208.9	208.8	208.9	4903.0
2016-06-20 05:30:00	SPY	ETF	208.87	208.87	208.79	208.79	1605.0
2016-06-20 05:35:00	SPY	ETF	208.82	208.82	208.74	208.74	3456.0
2016-06-20 05:40:00	SPY	ETF	208.75	208.8	208.75	208.8	1707.0
2016-06-20 05:45:00	SPY	ETF	208.78	208.78	208.75	208.78	3402.0
2016-06-20 05:50:00	SPY	ETF	208.86	208.87	208.86	208.87	705.0
2016-06-20 05:55:00	SPY	ETF	208.87	208.95	208.86	208.91	6901.0
2016-06-20 06:00:00	SPY	ETF	208.89	208.96	208.86	208.96	27446.0
2016-06-20 06:05:00	SPY	ETF	208.94	209.0	208.94	209.0	6324.0
2016-06-20 06:10:00	SPY	ETF	209.06	209.07	209.01	209.01	5505.0
2016-06-20 06:15:00	SPY	ETF	209.01	209.07	209.01	209.06	7992.0
2016-06-20 06:20:00	SPY	ETF	209.06	209.08	209.01	209.01	2406.0
2016-06-20 06:25:00	SPY	ETF	208.99	209.04	208.96	208.96	10983.0
2016-06-20 06:30:00	SPY	ETF	209.0	209.01	208.99	209.01	2853.0
2016-06-20 06:35:00	SPY	ETF	209.01	209.02	209.01	209.02	1180.0
2016-06-20 06:40:00	SPY	ETF	209.05	209.05	209.05	209.05	501.0
2016-06-20 06:45:00	SPY	ETF	208.97	209.01	208.96	208.96	6854.0
2016-06-20 06:50:00	SPY	ETF	208.98	209.04	208.98	208.98	7853.0
2016-06-20 06:55:00	SPY	ETF	209.06	209.06	209.02	209.02	4501.0
2016-06-20 07:00:00	SPY	ETF	209.02	209.05	208.96	209.01	24582.0
2016-06-20 07:05:00	SPY	ETF	209.01	209.06	209.0	209.02	9922.0
2016-06-20 07:10:00	SPY	ETF	209.01	209.04	208.98	209.0	15168.0
2016-06-20 07:15:00	SPY	ETF	209.0	209.01	208.93	208.98	35616.0
2016-06-20 07:20:00	SPY	ETF	208.98	209.04	208.98	209.0	14023.0
2016-06-20 07:25:00	SPY	ETF	209.0	209.04	208.99	209.02	14196.0
2016-06-20 07:30:00	SPY	ETF	209.04	209.1	209.01	209.05	205605.0
2016-06-20 07:35:00	SPY	ETF	209.07	209.13	209.04	209.05	12253.0
2016-06-20 07:40:00	SPY	ETF	209.05	209.07	208.95	208.97	70846.0
2016-06-20 07:45:00	SPY	ETF	208.97	209.02	208.97	209.0	35224.0
2016-06-20 07:50:00	SPY	ETF	209.02	209.05	209.0	209.04	30334.0
2016-06-20 07:55:00	SPY	ETF	209.04	209.06	209.0	209.03	8181.0
2016-06-20 08:00:00	SPY	ETF	208.86	209.05	208.66	208.829	309816.0
2016-06-20 08:05:00	SPY	ETF	208.97	209.0	208.94	209.0	48180.0

> showing 50 of 48,871 rows — these rows as CSV

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