PREVIEW / etf_5min / 2016-12-23

all etf 5-min files

  file:    by_date/etf_5min/2016/2016-12-23.parquet
  size:    1.1 MB
  rows:    50,844

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
2016-12-23 04:00:00	SPY	ETF	225.58	225.58	225.58	225.58	2500.0
2016-12-23 04:05:00	SPY	ETF	225.62	225.62	225.62	225.62	300.0
2016-12-23 04:10:00	SPY	ETF	225.6	225.7	225.6	225.7	502.0
2016-12-23 04:20:00	SPY	ETF	225.68	225.68	225.68	225.68	600.0
2016-12-23 04:30:00	SPY	ETF	225.73	225.73	225.69	225.69	412.0
2016-12-23 04:35:00	SPY	ETF	225.68	225.68	225.68	225.68	499.0
2016-12-23 04:55:00	SPY	ETF	225.71	225.71	225.71	225.71	400.0
2016-12-23 05:00:00	SPY	ETF	225.67	225.67	225.67	225.67	100.0
2016-12-23 05:05:00	SPY	ETF	225.71	225.71	225.71	225.71	800.0
2016-12-23 05:10:00	SPY	ETF	225.7	225.7	225.7	225.7	200.0
2016-12-23 05:15:00	SPY	ETF	225.73	225.73	225.73	225.73	104.0
2016-12-23 05:55:00	SPY	ETF	225.69	225.69	225.69	225.69	300.0
2016-12-23 06:00:00	SPY	ETF	225.69	225.69	225.69	225.69	400.0
2016-12-23 06:50:00	SPY	ETF	225.62	225.62	225.59	225.59	2702.0
2016-12-23 07:00:00	SPY	ETF	225.61	225.63	225.61	225.63	1500.0
2016-12-23 07:05:00	SPY	ETF	225.62	225.62	225.62	225.62	500.0
2016-12-23 07:10:00	SPY	ETF	225.61	225.61	225.59	225.59	1904.0
2016-12-23 07:15:00	SPY	ETF	225.57	225.57	225.56	225.56	5702.0
2016-12-23 07:20:00	SPY	ETF	225.59	225.59	225.48	225.48	5280.0
2016-12-23 07:25:00	SPY	ETF	225.44	225.45	225.44	225.44	2325.0
2016-12-23 07:30:00	SPY	ETF	225.44	225.44	225.4	225.4	7271.0
2016-12-23 07:35:00	SPY	ETF	225.38	225.38	225.36	225.38	1182.0
2016-12-23 07:40:00	SPY	ETF	225.43	225.43	225.36	225.36	3360.0
2016-12-23 07:45:00	SPY	ETF	225.34	225.4	225.34	225.4	25851.0
2016-12-23 07:50:00	SPY	ETF	225.41	225.43	225.37	225.43	1404.0
2016-12-23 07:55:00	SPY	ETF	225.43	225.47	225.43	225.47	2501.0
2016-12-23 08:00:00	SPY	ETF	225.61	225.63	225.36	225.45	32701.0
2016-12-23 08:05:00	SPY	ETF	225.44	225.45	225.43	225.45	1801.0
2016-12-23 08:10:00	SPY	ETF	225.47	225.5	225.47	225.5	1149.0
2016-12-23 08:15:00	SPY	ETF	225.46	225.47	225.44	225.47	1450.0
2016-12-23 08:20:00	SPY	ETF	225.45	225.45	225.37	225.43	4544.0
2016-12-23 08:25:00	SPY	ETF	225.44	225.48	225.44	225.46	4602.0
2016-12-23 08:30:00	SPY	ETF	225.44	225.44	225.41	225.43	7448.0
2016-12-23 08:35:00	SPY	ETF	225.45	225.46	225.44	225.44	3838.0
2016-12-23 08:40:00	SPY	ETF	225.44	225.46	225.44	225.45	4024.0
2016-12-23 08:45:00	SPY	ETF	225.44	225.44	225.4	225.41	10373.0
2016-12-23 08:50:00	SPY	ETF	225.42	225.48	225.42	225.45	10804.0
2016-12-23 08:55:00	SPY	ETF	225.44	225.44	225.42	225.43	5145.0
2016-12-23 09:00:00	SPY	ETF	225.43	225.43	225.37	225.37	14075.0
2016-12-23 09:05:00	SPY	ETF	225.37	225.39	225.35	225.37	26384.0
2016-12-23 09:10:00	SPY	ETF	225.37	225.39	225.33	225.34	9403.0
2016-12-23 09:15:00	SPY	ETF	225.34	225.36	225.33	225.34	31318.0
2016-12-23 09:20:00	SPY	ETF	225.35	225.37	225.34	225.35	15116.0
2016-12-23 09:25:00	SPY	ETF	225.35	225.46	225.31	225.43	77133.0
2016-12-23 09:30:00	SPY	ETF	225.43	225.47	225.36	225.44	1057869.0
2016-12-23 09:35:00	SPY	ETF	225.44	225.52	225.39	225.44	624414.0
2016-12-23 09:40:00	SPY	ETF	225.44	225.485	225.38	225.4	808517.0
2016-12-23 09:45:00	SPY	ETF	225.4	225.52	225.38	225.475	419601.0
2016-12-23 09:50:00	SPY	ETF	225.48	225.57	225.46	225.55	491293.0
2016-12-23 09:55:00	SPY	ETF	225.55	225.59	225.51	225.525	354847.0

> showing 50 of 50,844 rows — these rows as CSV

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