PREVIEW / etf_5min / 2017-06-26

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-06-26.parquet
  size:    1.2 MB
  rows:    52,400

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
2017-06-26 04:00:00	SPY	ETF	243.45	243.46	243.45	243.46	1743.0
2017-06-26 04:05:00	SPY	ETF	243.5	243.5	243.5	243.5	135.0
2017-06-26 04:15:00	SPY	ETF	243.59	243.61	243.59	243.61	550.0
2017-06-26 04:20:00	SPY	ETF	243.59	243.65	243.59	243.65	1000.0
2017-06-26 04:30:00	SPY	ETF	243.62	243.73	243.62	243.73	52122.0
2017-06-26 04:40:00	SPY	ETF	243.73	243.73	243.73	243.73	5000.0
2017-06-26 04:55:00	SPY	ETF	243.62	243.62	243.62	243.62	100.0
2017-06-26 05:30:00	SPY	ETF	243.54	243.57	243.54	243.57	200.0
2017-06-26 06:20:00	SPY	ETF	243.71	243.73	243.71	243.73	3487.0
2017-06-26 06:40:00	SPY	ETF	243.73	243.73	243.66	243.66	1400.0
2017-06-26 06:45:00	SPY	ETF	243.66	243.81	243.66	243.81	50000.0
2017-06-26 07:00:00	SPY	ETF	243.68	243.76	243.68	243.76	13200.0
2017-06-26 07:05:00	SPY	ETF	243.68	243.68	243.68	243.68	2900.0
2017-06-26 07:10:00	SPY	ETF	243.69	243.73	243.69	243.73	1700.0
2017-06-26 07:15:00	SPY	ETF	243.75	243.75	243.74	243.74	2200.0
2017-06-26 07:20:00	SPY	ETF	243.72	243.84	243.72	243.84	30279.0
2017-06-26 07:25:00	SPY	ETF	243.76	243.76	243.75	243.75	15000.0
2017-06-26 07:30:00	SPY	ETF	243.72	243.82	243.72	243.82	3603.0
2017-06-26 07:35:00	SPY	ETF	243.77	243.84	243.77	243.84	8700.0
2017-06-26 07:40:00	SPY	ETF	243.78	243.83	243.78	243.78	8900.0
2017-06-26 07:45:00	SPY	ETF	243.81	243.81	243.81	243.81	400.0
2017-06-26 07:50:00	SPY	ETF	243.8	243.81	243.8	243.8	4602.0
2017-06-26 07:55:00	SPY	ETF	243.8	243.84	243.8	243.84	10660.0
2017-06-26 08:00:00	SPY	ETF	243.81	243.88	243.72	243.87	16540.0
2017-06-26 08:05:00	SPY	ETF	243.87	243.9	243.12	243.86	64651.0
2017-06-26 08:10:00	SPY	ETF	243.86	243.9	243.86	243.9	30950.0
2017-06-26 08:15:00	SPY	ETF	243.89	243.9	243.86	243.87	127150.0
2017-06-26 08:20:00	SPY	ETF	243.89	243.9	243.86	243.87	43272.0
2017-06-26 08:25:00	SPY	ETF	243.88	243.91	243.85	243.85	118405.0
2017-06-26 08:30:00	SPY	ETF	243.86	243.87	243.79	243.86	13846.0
2017-06-26 08:35:00	SPY	ETF	243.83	243.87	243.8	243.8	31372.0
2017-06-26 08:40:00	SPY	ETF	243.81	243.82	243.78	243.81	22850.0
2017-06-26 08:45:00	SPY	ETF	243.82	243.84	243.81	243.81	8120.0
2017-06-26 08:50:00	SPY	ETF	243.82	243.84	243.8	243.83	60406.0
2017-06-26 08:55:00	SPY	ETF	243.85	243.86	243.81	243.82	57030.0
2017-06-26 09:00:00	SPY	ETF	243.81	243.84	243.75	243.82	47737.0
2017-06-26 09:05:00	SPY	ETF	243.85	243.88	243.8	243.8	45662.0
2017-06-26 09:10:00	SPY	ETF	243.83	243.85	243.81	243.85	38796.0
2017-06-26 09:15:00	SPY	ETF	243.86	243.89	243.86	243.86	36137.0
2017-06-26 09:20:00	SPY	ETF	243.87	243.9	243.13	243.9	605519.0
2017-06-26 09:25:00	SPY	ETF	243.89	243.93	243.875	243.89	70882.0
2017-06-26 09:30:00	SPY	ETF	243.9	244.0	243.87	243.99	1336814.0
2017-06-26 09:35:00	SPY	ETF	243.99	244.09	243.88	244.03	1213894.0
2017-06-26 09:40:00	SPY	ETF	244.04	244.26	244.04	244.24	1216137.0
2017-06-26 09:45:00	SPY	ETF	244.24	244.3	244.13	244.15	674254.0
2017-06-26 09:50:00	SPY	ETF	244.15	244.3	244.15	244.27	512275.0
2017-06-26 09:55:00	SPY	ETF	244.27	244.38	244.26	244.36	841145.0
2017-06-26 10:00:00	SPY	ETF	244.35	244.37	244.111	244.18	639187.0
2017-06-26 10:05:00	SPY	ETF	244.19	244.27	244.12	244.2052	536172.0
2017-06-26 10:10:00	SPY	ETF	244.21	244.21	244.07	244.155	501879.0

> showing 50 of 52,400 rows — these rows as CSV

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