PREVIEW / etf_5min / 2016-12-22

all etf 5-min files

  file:    by_date/etf_5min/2016/2016-12-22.parquet
  size:    1.2 MB
  rows:    54,556

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
2016-12-22 04:15:00	SPY	ETF	225.6	225.6	225.6	225.6	2500.0
2016-12-22 04:20:00	SPY	ETF	225.6	225.6	225.6	225.6	500.0
2016-12-22 04:35:00	SPY	ETF	225.55	225.55	225.55	225.55	2000.0
2016-12-22 04:45:00	SPY	ETF	225.74	225.74	225.69	225.74	500.0
2016-12-22 05:45:00	SPY	ETF	225.55	225.55	225.55	225.55	100.0
2016-12-22 05:50:00	SPY	ETF	225.59	225.59	225.59	225.59	300.0
2016-12-22 05:55:00	SPY	ETF	225.57	225.64	225.54	225.64	2200.0
2016-12-22 06:05:00	SPY	ETF	225.64	225.64	225.63	225.64	300.0
2016-12-22 06:15:00	SPY	ETF	225.62	225.62	225.6	225.6	200.0
2016-12-22 06:20:00	SPY	ETF	225.59	225.59	225.59	225.59	900.0
2016-12-22 06:25:00	SPY	ETF	225.59	225.59	225.59	225.59	900.0
2016-12-22 06:30:00	SPY	ETF	225.6	225.6	225.58	225.58	300.0
2016-12-22 06:50:00	SPY	ETF	225.57	225.57	225.57	225.57	500.0
2016-12-22 06:55:00	SPY	ETF	225.54	225.54	225.54	225.54	310.0
2016-12-22 07:00:00	SPY	ETF	225.54	225.59	225.54	225.59	850.0
2016-12-22 07:05:00	SPY	ETF	225.59	225.6	225.59	225.6	5000.0
2016-12-22 07:15:00	SPY	ETF	225.6	225.6	225.57	225.58	2000.0
2016-12-22 07:20:00	SPY	ETF	225.56	225.56	225.56	225.56	100.0
2016-12-22 07:25:00	SPY	ETF	225.54	225.54	225.5	225.5	3600.0
2016-12-22 07:30:00	SPY	ETF	225.56	225.56	225.56	225.56	400.0
2016-12-22 07:45:00	SPY	ETF	225.57	225.57	225.56	225.56	2400.0
2016-12-22 07:50:00	SPY	ETF	225.61	225.63	225.61	225.63	4260.0
2016-12-22 07:55:00	SPY	ETF	225.64	225.69	225.61	225.65	5680.0
2016-12-22 08:00:00	SPY	ETF	225.65	225.68	225.53	225.68	19809.0
2016-12-22 08:05:00	SPY	ETF	225.66	225.73	225.65	225.73	14751.0
2016-12-22 08:10:00	SPY	ETF	225.71	225.81	225.7	225.79	24794.0
2016-12-22 08:15:00	SPY	ETF	225.79	225.79	225.73	225.73	8337.0
2016-12-22 08:20:00	SPY	ETF	225.73	225.77	225.73	225.77	15129.0
2016-12-22 08:25:00	SPY	ETF	225.76	225.82	225.76	225.81	76664.0
2016-12-22 08:30:00	SPY	ETF	225.77	225.79	225.76	225.77	28390.0
2016-12-22 08:35:00	SPY	ETF	225.75	225.76	225.69	225.71	32803.0
2016-12-22 08:40:00	SPY	ETF	225.71	225.71	225.69	225.69	1859.0
2016-12-22 08:45:00	SPY	ETF	225.68	225.68	225.63	225.64	16859.0
2016-12-22 08:50:00	SPY	ETF	225.65	225.69	225.65	225.67	8315.0
2016-12-22 08:55:00	SPY	ETF	225.67	225.7	225.65	225.65	20470.0
2016-12-22 09:00:00	SPY	ETF	225.65	225.67	225.64	225.65	14000.0
2016-12-22 09:05:00	SPY	ETF	225.67	225.67	225.64	225.65	257865.0
2016-12-22 09:10:00	SPY	ETF	225.67	225.7	225.63	225.63	9219.0
2016-12-22 09:15:00	SPY	ETF	225.63	225.65	225.6	225.62	23835.0
2016-12-22 09:20:00	SPY	ETF	225.6	225.62	225.59	225.62	19993.0
2016-12-22 09:25:00	SPY	ETF	225.64	225.67	225.59	225.59	43239.0
2016-12-22 09:30:00	SPY	ETF	225.6	225.74	225.34	225.36	1739966.0
2016-12-22 09:35:00	SPY	ETF	225.36	225.39	225.23	225.35	815747.0
2016-12-22 09:40:00	SPY	ETF	225.35	225.37	225.17	225.3657	826021.0
2016-12-22 09:45:00	SPY	ETF	225.37	225.43	225.3	225.38	971696.0
2016-12-22 09:50:00	SPY	ETF	225.39	225.39	225.31	225.37	871851.0
2016-12-22 09:55:00	SPY	ETF	225.36	225.45	225.36	225.41	1266499.0
2016-12-22 10:00:00	SPY	ETF	225.41	225.49	225.38	225.4206	1304590.0
2016-12-22 10:05:00	SPY	ETF	225.42	225.48	225.31	225.32	691978.0
2016-12-22 10:10:00	SPY	ETF	225.32	225.46	225.3	225.435	637069.0

> showing 50 of 54,556 rows — these rows as CSV

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