PREVIEW / etf_5min / 2017-04-03

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-04-03.parquet
  size:    1.3 MB
  rows:    55,866

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
2017-04-03 04:00:00	SPY	ETF	236.13	236.13	235.9	235.9	504.0
2017-04-03 04:05:00	SPY	ETF	235.83	235.83	235.81	235.81	309.0
2017-04-03 04:10:00	SPY	ETF	235.79	235.79	235.78	235.78	569.0
2017-04-03 04:20:00	SPY	ETF	235.8	235.8	235.75	235.75	609.0
2017-04-03 04:30:00	SPY	ETF	235.82	235.82	235.82	235.82	100.0
2017-04-03 04:50:00	SPY	ETF	235.9	235.92	235.9	235.92	1600.0
2017-04-03 04:55:00	SPY	ETF	235.91	235.94	235.91	235.94	1700.0
2017-04-03 05:00:00	SPY	ETF	235.91	235.91	235.91	235.91	400.0
2017-04-03 05:05:00	SPY	ETF	235.91	235.91	235.91	235.91	300.0
2017-04-03 05:50:00	SPY	ETF	235.92	236.0	235.92	236.0	800.0
2017-04-03 05:55:00	SPY	ETF	236.0	236.0	236.0	236.0	225.0
2017-04-03 06:05:00	SPY	ETF	236.0	236.0	236.0	236.0	155.0
2017-04-03 06:15:00	SPY	ETF	235.9	235.9	235.9	235.9	300.0
2017-04-03 06:25:00	SPY	ETF	235.88	235.88	235.88	235.88	100.0
2017-04-03 06:30:00	SPY	ETF	235.84	235.84	235.84	235.84	800.0
2017-04-03 06:35:00	SPY	ETF	235.81	235.81	235.8	235.8	8600.0
2017-04-03 06:40:00	SPY	ETF	235.8	235.8	235.8	235.8	1000.0
2017-04-03 06:45:00	SPY	ETF	235.8	235.8	235.8	235.8	100.0
2017-04-03 06:55:00	SPY	ETF	235.84	235.84	235.81	235.81	750.0
2017-04-03 07:00:00	SPY	ETF	235.81	235.82	235.8	235.8	33147.0
2017-04-03 07:05:00	SPY	ETF	235.8	235.83	235.76	235.82	15210.0
2017-04-03 07:10:00	SPY	ETF	235.8	235.82	235.77	235.82	364.0
2017-04-03 07:15:00	SPY	ETF	235.8	235.8	235.79	235.8	50101.0
2017-04-03 07:20:00	SPY	ETF	235.77	235.77	235.75	235.75	1512.0
2017-04-03 07:25:00	SPY	ETF	235.77	235.77	235.76	235.76	300.0
2017-04-03 07:30:00	SPY	ETF	235.78	235.8	235.76	235.8	100907.0
2017-04-03 07:35:00	SPY	ETF	235.79	235.81	235.76	235.81	65601.0
2017-04-03 07:40:00	SPY	ETF	235.83	235.85	235.82	235.85	6094.0
2017-04-03 07:45:00	SPY	ETF	235.85	235.86	235.85	235.86	1250.0
2017-04-03 07:50:00	SPY	ETF	235.85	235.86	235.85	235.86	2683.0
2017-04-03 07:55:00	SPY	ETF	235.83	235.83	235.75	235.75	12569.0
2017-04-03 08:00:00	SPY	ETF	235.82	235.86	235.74	235.75	73451.0
2017-04-03 08:05:00	SPY	ETF	235.75	235.75	235.71	235.71	16573.0
2017-04-03 08:10:00	SPY	ETF	235.68	235.75	235.68	235.74	8758.0
2017-04-03 08:15:00	SPY	ETF	235.74	235.75	235.71	235.75	15541.0
2017-04-03 08:20:00	SPY	ETF	235.79	235.82	235.78	235.82	23072.0
2017-04-03 08:25:00	SPY	ETF	235.81	235.87	235.81	235.85	146161.0
2017-04-03 08:30:00	SPY	ETF	235.85	235.87	235.85	235.87	36060.0
2017-04-03 08:35:00	SPY	ETF	235.87	235.95	235.85	235.92	67058.0
2017-04-03 08:40:00	SPY	ETF	235.9	235.9	235.79	235.79	33623.0
2017-04-03 08:45:00	SPY	ETF	235.78	235.86	235.78	235.86	13803.0
2017-04-03 08:50:00	SPY	ETF	235.87	235.89	235.86	235.86	22174.0
2017-04-03 08:55:00	SPY	ETF	235.86	235.87	235.84	235.86	31200.0
2017-04-03 09:00:00	SPY	ETF	235.87	235.9	235.82	235.85	77345.0
2017-04-03 09:05:00	SPY	ETF	235.85	235.85	235.74	235.81	43740.0
2017-04-03 09:10:00	SPY	ETF	235.82	235.88	235.82	235.82	47459.0
2017-04-03 09:15:00	SPY	ETF	235.82	235.83	235.78	235.79	28814.0
2017-04-03 09:20:00	SPY	ETF	235.78	235.84	235.75	235.83	385879.0
2017-04-03 09:25:00	SPY	ETF	235.82	235.9	235.8	235.8	152300.0
2017-04-03 09:30:00	SPY	ETF	235.8	235.96	235.69	235.89	2664565.0

> showing 50 of 55,866 rows — these rows as CSV

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