PREVIEW / etf_5min / 2017-02-03

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-02-03.parquet
  size:    1.3 MB
  rows:    56,114

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
2017-02-03 04:00:00	SPY	ETF	227.87	227.94	227.87	227.94	705.0
2017-02-03 04:05:00	SPY	ETF	227.93	227.93	227.93	227.93	100.0
2017-02-03 04:10:00	SPY	ETF	227.91	227.91	227.88	227.88	400.0
2017-02-03 04:15:00	SPY	ETF	227.86	227.86	227.86	227.86	135.0
2017-02-03 04:25:00	SPY	ETF	227.93	227.93	227.93	227.93	1800.0
2017-02-03 04:30:00	SPY	ETF	227.93	227.93	227.93	227.93	1100.0
2017-02-03 04:35:00	SPY	ETF	227.92	227.95	227.92	227.95	300.0
2017-02-03 05:15:00	SPY	ETF	227.97	227.97	227.97	227.97	100.0
2017-02-03 05:20:00	SPY	ETF	227.86	227.86	227.86	227.86	300.0
2017-02-03 05:30:00	SPY	ETF	227.89	227.89	227.89	227.89	200.0
2017-02-03 05:40:00	SPY	ETF	227.87	227.88	227.87	227.88	700.0
2017-02-03 05:45:00	SPY	ETF	227.9	227.9	227.9	227.9	200.0
2017-02-03 05:50:00	SPY	ETF	227.84	227.84	227.84	227.84	300.0
2017-02-03 06:00:00	SPY	ETF	227.84	227.88	227.84	227.88	600.0
2017-02-03 06:10:00	SPY	ETF	227.9	228.0	227.9	228.0	3344.0
2017-02-03 06:15:00	SPY	ETF	228.02	228.13	228.02	228.13	1080.0
2017-02-03 06:25:00	SPY	ETF	228.13	228.13	228.08	228.08	603.0
2017-02-03 06:30:00	SPY	ETF	228.09	228.09	228.08	228.08	10002.0
2017-02-03 06:35:00	SPY	ETF	228.1	228.1	228.1	228.1	100.0
2017-02-03 06:40:00	SPY	ETF	228.1	228.1	228.06	228.06	11101.0
2017-02-03 06:55:00	SPY	ETF	228.05	228.05	228.02	228.02	402.0
2017-02-03 07:00:00	SPY	ETF	228.01	228.07	228.01	228.05	6404.0
2017-02-03 07:05:00	SPY	ETF	228.05	228.1	228.02	228.02	2954.0
2017-02-03 07:10:00	SPY	ETF	228.02	228.07	228.02	228.04	15899.0
2017-02-03 07:15:00	SPY	ETF	228.07	228.07	228.04	228.06	9702.0
2017-02-03 07:20:00	SPY	ETF	228.03	228.03	228.03	228.03	700.0
2017-02-03 07:25:00	SPY	ETF	228.02	228.02	228.01	228.01	1970.0
2017-02-03 07:30:00	SPY	ETF	228.0	228.01	227.96	228.01	8204.0
2017-02-03 07:35:00	SPY	ETF	228.02	228.04	228.02	228.04	1970.0
2017-02-03 07:40:00	SPY	ETF	228.02	228.02	228.0	228.0	11302.0
2017-02-03 07:45:00	SPY	ETF	228.0	228.03	227.98	227.98	7726.0
2017-02-03 07:50:00	SPY	ETF	228.0	228.01	227.99	228.01	9400.0
2017-02-03 07:55:00	SPY	ETF	228.01	228.01	227.99	228.01	16199.0
2017-02-03 08:00:00	SPY	ETF	228.05	228.06	227.95	228.0	42631.0
2017-02-03 08:05:00	SPY	ETF	228.03	228.03	227.99	227.99	19203.0
2017-02-03 08:10:00	SPY	ETF	227.98	228.03	227.98	228.03	7035.0
2017-02-03 08:15:00	SPY	ETF	228.03	228.12	228.0	228.01	57778.0
2017-02-03 08:20:00	SPY	ETF	228.02	228.12	228.0	228.03	25881.0
2017-02-03 08:25:00	SPY	ETF	228.03	228.07	227.99	228.04	46602.0
2017-02-03 08:30:00	SPY	ETF	227.95	228.62	227.95	228.53	837732.0
2017-02-03 08:35:00	SPY	ETF	228.54	228.62	228.43	228.56	339427.0
2017-02-03 08:40:00	SPY	ETF	228.56	228.59	228.47	228.54	116937.0
2017-02-03 08:45:00	SPY	ETF	228.54	228.67	228.45	228.65	255926.0
2017-02-03 08:50:00	SPY	ETF	228.65	228.75	228.65	228.69	151523.0
2017-02-03 08:55:00	SPY	ETF	228.69	228.72	228.63	228.68	100835.0
2017-02-03 09:00:00	SPY	ETF	228.68	228.68	228.57	228.57	96527.0
2017-02-03 09:05:00	SPY	ETF	228.58	228.62	228.58	228.59	35287.0
2017-02-03 09:10:00	SPY	ETF	228.59	228.65	228.57	228.64	152941.0
2017-02-03 09:15:00	SPY	ETF	228.65	228.72	228.65	228.7	101229.0
2017-02-03 09:20:00	SPY	ETF	228.7	228.77	228.7	228.75	119429.0

> showing 50 of 56,114 rows — these rows as CSV

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