PREVIEW / etf_5min / 2016-12-27

all etf 5-min files

  file:    by_date/etf_5min/2016/2016-12-27.parquet
  size:    1.2 MB
  rows:    53,396

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
2016-12-27 05:10:00	SPY	ETF	225.67	225.67	225.67	225.67	201.0
2016-12-27 05:55:00	SPY	ETF	225.61	225.61	225.61	225.61	100.0
2016-12-27 06:00:00	SPY	ETF	225.67	225.67	225.67	225.67	175.0
2016-12-27 06:10:00	SPY	ETF	225.75	225.75	225.75	225.75	302.0
2016-12-27 06:15:00	SPY	ETF	225.8	225.8	225.8	225.8	103.0
2016-12-27 06:45:00	SPY	ETF	225.89	225.89	225.89	225.89	499.0
2016-12-27 07:10:00	SPY	ETF	225.87	225.87	225.87	225.87	400.0
2016-12-27 07:15:00	SPY	ETF	225.88	225.93	225.88	225.93	3002.0
2016-12-27 07:30:00	SPY	ETF	225.89	225.89	225.89	225.89	4000.0
2016-12-27 07:35:00	SPY	ETF	225.88	225.88	225.87	225.88	4404.0
2016-12-27 07:40:00	SPY	ETF	225.88	225.88	225.88	225.88	200.0
2016-12-27 07:45:00	SPY	ETF	225.86	225.87	225.86	225.87	1100.0
2016-12-27 07:55:00	SPY	ETF	225.88	225.88	225.88	225.88	2342.0
2016-12-27 08:00:00	SPY	ETF	225.89	225.94	225.86	225.89	17795.0
2016-12-27 08:05:00	SPY	ETF	225.89	225.93	225.87	225.87	26388.0
2016-12-27 08:10:00	SPY	ETF	225.86	225.86	225.82	225.82	8651.0
2016-12-27 08:15:00	SPY	ETF	225.81	225.85	225.81	225.85	3022.0
2016-12-27 08:20:00	SPY	ETF	225.87	225.93	225.87	225.93	2367.0
2016-12-27 08:25:00	SPY	ETF	225.88	225.89	225.87	225.89	18109.0
2016-12-27 08:30:00	SPY	ETF	225.92	225.92	225.91	225.91	3100.0
2016-12-27 08:35:00	SPY	ETF	225.92	225.92	225.9	225.92	1050.0
2016-12-27 08:40:00	SPY	ETF	225.92	225.92	225.9	225.92	1170.0
2016-12-27 08:45:00	SPY	ETF	225.92	225.93	225.91	225.93	1320.0
2016-12-27 08:50:00	SPY	ETF	225.93	226.03	225.93	226.02	35536.0
2016-12-27 08:55:00	SPY	ETF	226.03	226.03	226.01	226.01	5200.0
2016-12-27 09:00:00	SPY	ETF	225.99	226.01	225.99	226.0	12728.0
2016-12-27 09:05:00	SPY	ETF	226.01	226.02	225.99	225.99	38680.0
2016-12-27 09:10:00	SPY	ETF	225.99	226.0	225.99	225.99	10835.0
2016-12-27 09:15:00	SPY	ETF	226.0	226.02	225.99	226.01	24030.0
2016-12-27 09:20:00	SPY	ETF	226.01	226.02	226.0	226.02	16380.0
2016-12-27 09:25:00	SPY	ETF	226.01	226.07	225.99	226.01	146179.0
2016-12-27 09:30:00	SPY	ETF	226.02	226.25	226.0	226.21	1558568.0
2016-12-27 09:35:00	SPY	ETF	226.2	226.34	226.2	226.33	824063.0
2016-12-27 09:40:00	SPY	ETF	226.34	226.39	226.31	226.3233	496238.0
2016-12-27 09:45:00	SPY	ETF	226.32	226.72	226.32	226.62	1424514.0
2016-12-27 09:50:00	SPY	ETF	226.62	226.71	226.61	226.658	871443.0
2016-12-27 09:55:00	SPY	ETF	226.65	226.72	226.6	226.61	340019.0
2016-12-27 10:00:00	SPY	ETF	226.62	226.68	226.58	226.5865	434919.0
2016-12-27 10:05:00	SPY	ETF	226.58	226.73	226.57	226.68	509603.0
2016-12-27 10:10:00	SPY	ETF	226.68	226.69	226.57	226.59	479409.0
2016-12-27 10:15:00	SPY	ETF	226.59	226.62	226.57	226.59	283272.0
2016-12-27 10:20:00	SPY	ETF	226.6	226.61	226.56	226.58	248470.0
2016-12-27 10:25:00	SPY	ETF	226.57	226.63	226.56	226.6	196700.0
2016-12-27 10:30:00	SPY	ETF	226.6	226.63	226.57	226.61	261383.0
2016-12-27 10:35:00	SPY	ETF	226.6	226.61	226.57	226.575	198737.0
2016-12-27 10:40:00	SPY	ETF	226.575	226.61	226.56	226.585	270142.0
2016-12-27 10:45:00	SPY	ETF	226.58	226.6	226.55	226.57	185947.0
2016-12-27 10:50:00	SPY	ETF	226.56	226.6	226.53	226.58	199138.0
2016-12-27 10:55:00	SPY	ETF	226.58	226.58	226.54	226.56	616783.0
2016-12-27 11:00:00	SPY	ETF	226.56	226.62	226.55	226.61	258417.0

> showing 50 of 53,396 rows — these rows as CSV

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