PREVIEW / etf_5min / 2017-01-23

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-01-23.parquet
  size:    1.3 MB
  rows:    54,695

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
2017-01-23 04:00:00	SPY	ETF	226.28	226.28	226.15	226.16	2665.0
2017-01-23 04:05:00	SPY	ETF	226.08	226.14	226.08	226.08	5476.0
2017-01-23 04:10:00	SPY	ETF	226.11	226.11	226.11	226.11	1500.0
2017-01-23 04:15:00	SPY	ETF	226.14	226.14	226.11	226.11	4501.0
2017-01-23 04:20:00	SPY	ETF	226.11	226.11	226.09	226.09	2000.0
2017-01-23 04:25:00	SPY	ETF	226.17	226.27	226.17	226.27	1504.0
2017-01-23 04:30:00	SPY	ETF	226.28	226.28	226.28	226.28	500.0
2017-01-23 04:45:00	SPY	ETF	226.35	226.35	226.35	226.35	1127.0
2017-01-23 04:55:00	SPY	ETF	226.31	226.31	226.31	226.31	103.0
2017-01-23 05:15:00	SPY	ETF	226.33	226.34	226.33	226.34	2000.0
2017-01-23 05:20:00	SPY	ETF	226.27	226.27	226.27	226.27	100.0
2017-01-23 05:25:00	SPY	ETF	226.3	226.3	226.3	226.3	1001.0
2017-01-23 05:30:00	SPY	ETF	226.3	226.3	226.25	226.25	2202.0
2017-01-23 05:40:00	SPY	ETF	226.26	226.26	226.26	226.26	300.0
2017-01-23 05:45:00	SPY	ETF	226.26	226.26	226.26	226.26	203.0
2017-01-23 05:50:00	SPY	ETF	226.26	226.26	226.26	226.26	300.0
2017-01-23 06:00:00	SPY	ETF	226.24	226.25	226.23	226.25	2101.0
2017-01-23 06:05:00	SPY	ETF	226.29	226.32	226.29	226.32	1903.0
2017-01-23 06:20:00	SPY	ETF	226.41	226.41	226.38	226.38	2400.0
2017-01-23 06:30:00	SPY	ETF	226.37	226.37	226.3	226.3	46901.0
2017-01-23 06:35:00	SPY	ETF	226.31	226.31	226.31	226.31	7099.0
2017-01-23 06:45:00	SPY	ETF	226.36	226.36	226.36	226.36	502.0
2017-01-23 06:50:00	SPY	ETF	226.32	226.32	226.32	226.32	100.0
2017-01-23 06:55:00	SPY	ETF	226.29	226.29	226.23	226.23	2103.0
2017-01-23 07:00:00	SPY	ETF	226.25	226.28	226.23	226.28	9225.0
2017-01-23 07:05:00	SPY	ETF	226.25	226.3	226.25	226.3	4071.0
2017-01-23 07:10:00	SPY	ETF	226.3	226.31	226.3	226.3	1654.0
2017-01-23 07:15:00	SPY	ETF	226.3	226.3	226.25	226.28	11429.0
2017-01-23 07:20:00	SPY	ETF	226.25	226.29	226.24	226.29	2206.0
2017-01-23 07:25:00	SPY	ETF	226.33	226.33	226.29	226.3	2269.0
2017-01-23 07:30:00	SPY	ETF	226.3	226.31	226.3	226.31	1220.0
2017-01-23 07:35:00	SPY	ETF	226.32	226.32	226.23	226.23	8789.0
2017-01-23 07:40:00	SPY	ETF	226.21	226.21	226.13	226.15	23863.0
2017-01-23 07:50:00	SPY	ETF	226.16	226.22	226.16	226.17	3042.0
2017-01-23 07:55:00	SPY	ETF	226.22	226.22	226.15	226.2	36406.0
2017-01-23 08:00:00	SPY	ETF	226.2	226.31	226.15	226.22	62418.0
2017-01-23 08:05:00	SPY	ETF	226.24	226.25	226.2	226.22	24846.0
2017-01-23 08:10:00	SPY	ETF	226.25	226.26	226.23	226.23	6864.0
2017-01-23 08:15:00	SPY	ETF	226.26	226.41	226.26	226.32	15038.0
2017-01-23 08:20:00	SPY	ETF	226.36	226.36	226.29	226.31	9922.0
2017-01-23 08:25:00	SPY	ETF	226.3	226.3	226.19	226.2	30428.0
2017-01-23 08:30:00	SPY	ETF	226.2	226.2	226.16	226.18	21571.0
2017-01-23 08:35:00	SPY	ETF	226.16	226.18	226.15	226.17	39161.0
2017-01-23 08:40:00	SPY	ETF	226.18	226.24	226.16	226.21	55266.0
2017-01-23 08:45:00	SPY	ETF	226.19	226.19	226.16	226.17	14294.0
2017-01-23 08:50:00	SPY	ETF	226.18	226.27	226.18	226.24	95963.0
2017-01-23 08:55:00	SPY	ETF	226.27	226.33	226.25	226.33	17265.0
2017-01-23 09:00:00	SPY	ETF	226.33	226.33	226.21	226.24	49656.0
2017-01-23 09:05:00	SPY	ETF	226.26	226.35	226.22	226.34	18718.0
2017-01-23 09:10:00	SPY	ETF	226.33	226.44	226.31	226.38	96529.0

> showing 50 of 54,695 rows — these rows as CSV

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