PREVIEW / etf_5min / 2017-05-19

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-05-19.parquet
  size:    1.2 MB
  rows:    53,043

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
2017-05-19 04:05:00	SPY	ETF	236.71	236.71	236.7	236.7	200.0
2017-05-19 04:10:00	SPY	ETF	236.71	236.76	236.71	236.76	1023.0
2017-05-19 04:15:00	SPY	ETF	236.76	236.76	236.76	236.76	300.0
2017-05-19 04:20:00	SPY	ETF	236.81	236.81	236.81	236.81	400.0
2017-05-19 04:30:00	SPY	ETF	236.93	237.01	236.93	237.01	4400.0
2017-05-19 04:35:00	SPY	ETF	237.03	237.03	237.02	237.02	1550.0
2017-05-19 04:40:00	SPY	ETF	237.06	237.2	237.06	237.15	15600.0
2017-05-19 04:50:00	SPY	ETF	237.13	237.13	237.13	237.13	1150.0
2017-05-19 04:55:00	SPY	ETF	237.01	237.01	237.01	237.01	100.0
2017-05-19 05:00:00	SPY	ETF	237.0	237.03	237.0	237.03	500.0
2017-05-19 05:10:00	SPY	ETF	237.13	237.15	237.12	237.15	12100.0
2017-05-19 05:15:00	SPY	ETF	237.27	237.27	237.27	237.27	1000.0
2017-05-19 05:20:00	SPY	ETF	237.35	237.35	237.27	237.27	815.0
2017-05-19 05:30:00	SPY	ETF	237.3	237.3	237.3	237.3	500.0
2017-05-19 05:35:00	SPY	ETF	237.33	237.41	237.32	237.41	7010.0
2017-05-19 05:40:00	SPY	ETF	237.31	237.31	237.31	237.31	400.0
2017-05-19 06:00:00	SPY	ETF	237.21	237.21	237.13	237.13	300.0
2017-05-19 06:05:00	SPY	ETF	237.12	237.12	237.09	237.09	16125.0
2017-05-19 06:10:00	SPY	ETF	237.13	237.13	237.13	237.13	400.0
2017-05-19 06:15:00	SPY	ETF	237.18	237.2	237.18	237.18	761.0
2017-05-19 06:25:00	SPY	ETF	237.13	237.13	237.11	237.11	4330.0
2017-05-19 06:35:00	SPY	ETF	237.12	237.12	237.12	237.12	2500.0
2017-05-19 06:45:00	SPY	ETF	237.13	237.13	237.13	237.13	100.0
2017-05-19 06:50:00	SPY	ETF	237.13	237.13	237.1	237.11	1600.0
2017-05-19 06:55:00	SPY	ETF	237.11	237.11	237.11	237.11	400.0
2017-05-19 07:00:00	SPY	ETF	237.11	237.2	237.1	237.2	1410.0
2017-05-19 07:05:00	SPY	ETF	237.15	237.15	237.12	237.14	8003.0
2017-05-19 07:10:00	SPY	ETF	237.14	237.2	237.14	237.2	8528.0
2017-05-19 07:15:00	SPY	ETF	237.23	237.23	237.19	237.19	7112.0
2017-05-19 07:20:00	SPY	ETF	237.23	237.27	237.23	237.27	47585.0
2017-05-19 07:25:00	SPY	ETF	237.27	237.27	237.23	237.23	1165.0
2017-05-19 07:30:00	SPY	ETF	237.22	237.28	237.18	237.28	14405.0
2017-05-19 07:35:00	SPY	ETF	237.26	237.26	237.21	237.21	10600.0
2017-05-19 07:40:00	SPY	ETF	237.22	237.22	237.19	237.2	14900.0
2017-05-19 07:45:00	SPY	ETF	237.22	237.24	237.22	237.22	1490.0
2017-05-19 07:50:00	SPY	ETF	237.19	237.19	237.14	237.14	19432.0
2017-05-19 07:55:00	SPY	ETF	237.18	237.23	237.18	237.19	3303.0
2017-05-19 08:00:00	SPY	ETF	237.18	237.27	237.12	237.13	49206.0
2017-05-19 08:05:00	SPY	ETF	237.13	237.14	237.1	237.1	82524.0
2017-05-19 08:10:00	SPY	ETF	237.1	237.17	237.1	237.17	68727.0
2017-05-19 08:15:00	SPY	ETF	237.19	237.36	237.18	237.33	109111.0
2017-05-19 08:20:00	SPY	ETF	237.32	237.33	237.26	237.28	17376.0
2017-05-19 08:25:00	SPY	ETF	237.32	237.33	237.28	237.3	22339.0
2017-05-19 08:30:00	SPY	ETF	237.29	237.33	237.25	237.26	63560.0
2017-05-19 08:35:00	SPY	ETF	237.29	237.29	236.77	237.27	32602.0
2017-05-19 08:40:00	SPY	ETF	237.28	237.28	237.23	237.24	20729.0
2017-05-19 08:45:00	SPY	ETF	237.28	237.34	237.28	237.3	11384.0
2017-05-19 08:50:00	SPY	ETF	237.26	237.29	237.24	237.27	21326.0
2017-05-19 08:55:00	SPY	ETF	237.24	237.3	237.23	237.27	117433.0
2017-05-19 09:00:00	SPY	ETF	237.29	237.3	237.19	237.21	65339.0

> showing 50 of 53,043 rows — these rows as CSV

> unlock the full archive -- $79 one-time