PREVIEW / etf_5min / 2017-06-27

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-06-27.parquet
  size:    1.3 MB
  rows:    55,364

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
2017-06-27 04:00:00	SPY	ETF	243.03	243.03	243.0	243.0	460.0
2017-06-27 04:20:00	SPY	ETF	242.93	242.93	242.76	242.76	1310.0
2017-06-27 04:25:00	SPY	ETF	242.66	242.66	242.66	242.66	130.0
2017-06-27 04:35:00	SPY	ETF	242.85	242.85	242.85	242.85	1500.0
2017-06-27 04:40:00	SPY	ETF	242.9	242.9	242.9	242.9	1000.0
2017-06-27 04:50:00	SPY	ETF	243.03	243.03	242.98	242.98	300.0
2017-06-27 04:55:00	SPY	ETF	242.98	242.98	242.98	242.98	300.0
2017-06-27 05:00:00	SPY	ETF	243.06	243.06	243.06	243.06	500.0
2017-06-27 05:20:00	SPY	ETF	243.22	243.22	243.22	243.22	100.0
2017-06-27 05:45:00	SPY	ETF	243.08	243.08	242.99	242.99	603.0
2017-06-27 05:55:00	SPY	ETF	243.01	243.01	243.01	243.01	400.0
2017-06-27 06:15:00	SPY	ETF	243.01	243.01	242.94	242.94	51400.0
2017-06-27 06:25:00	SPY	ETF	243.04	243.04	243.04	243.04	400.0
2017-06-27 06:30:00	SPY	ETF	243.06	243.06	243.06	243.06	300.0
2017-06-27 06:50:00	SPY	ETF	243.06	243.12	243.06	243.12	5155.0
2017-06-27 06:55:00	SPY	ETF	243.1	243.1	243.1	243.1	300.0
2017-06-27 07:00:00	SPY	ETF	243.07	243.07	242.94	243.02	20400.0
2017-06-27 07:05:00	SPY	ETF	243.0	243.0	242.91	242.92	37500.0
2017-06-27 07:10:00	SPY	ETF	242.96	242.96	242.89	242.89	6910.0
2017-06-27 07:15:00	SPY	ETF	243.01	243.01	243.01	243.01	6000.0
2017-06-27 07:20:00	SPY	ETF	242.99	243.01	242.95	243.01	52580.0
2017-06-27 07:25:00	SPY	ETF	242.92	242.94	242.92	242.94	2300.0
2017-06-27 07:30:00	SPY	ETF	242.92	242.94	242.88	242.94	7707.0
2017-06-27 07:35:00	SPY	ETF	242.96	243.02	242.96	243.02	4780.0
2017-06-27 07:40:00	SPY	ETF	243.0	243.0	243.0	243.0	150.0
2017-06-27 07:45:00	SPY	ETF	243.01	243.05	243.01	243.05	3027.0
2017-06-27 07:50:00	SPY	ETF	243.06	243.08	243.06	243.07	7938.0
2017-06-27 07:55:00	SPY	ETF	243.07	243.1	243.06	243.1	15957.0
2017-06-27 08:00:00	SPY	ETF	242.92	243.1	242.92	243.07	7940.0
2017-06-27 08:05:00	SPY	ETF	243.08	243.1	243.07	243.1	30369.0
2017-06-27 08:10:00	SPY	ETF	243.1	243.1	243.02	243.03	24600.0
2017-06-27 08:15:00	SPY	ETF	243.03	243.05	243.02	243.05	6030.0
2017-06-27 08:20:00	SPY	ETF	243.03	243.03	243.03	243.03	1200.0
2017-06-27 08:25:00	SPY	ETF	243.11	243.14	243.11	243.14	6139.0
2017-06-27 08:30:00	SPY	ETF	243.14	243.16	243.13	243.16	6893.0
2017-06-27 08:35:00	SPY	ETF	243.16	243.16	243.12	243.12	9783.0
2017-06-27 08:40:00	SPY	ETF	243.12	243.13	243.1	243.11	14300.0
2017-06-27 08:45:00	SPY	ETF	243.11	243.12	243.08	243.09	16401.0
2017-06-27 08:50:00	SPY	ETF	243.08	243.14	243.08	243.13	9996.0
2017-06-27 08:55:00	SPY	ETF	243.13	243.14	243.1	243.1	3549.0
2017-06-27 09:00:00	SPY	ETF	243.06	243.08	243.04	243.05	3995.0
2017-06-27 09:05:00	SPY	ETF	243.04	243.1	243.03	243.1	19906.0
2017-06-27 09:10:00	SPY	ETF	243.09	243.09	243.05	243.06	2927.0
2017-06-27 09:15:00	SPY	ETF	243.08	243.09	243.01	243.03	44432.0
2017-06-27 09:20:00	SPY	ETF	243.04	243.04	242.96	242.97	75690.0
2017-06-27 09:25:00	SPY	ETF	242.96	243.02	242.95	243.02	109151.0
2017-06-27 09:30:00	SPY	ETF	243.04	243.06	242.7	242.805	1710883.0
2017-06-27 09:35:00	SPY	ETF	242.79	242.87	242.65	242.6607	1004235.0
2017-06-27 09:40:00	SPY	ETF	242.67	242.81	242.6	242.66	938039.0
2017-06-27 09:45:00	SPY	ETF	242.67	242.82	242.6	242.75	769630.0

> showing 50 of 55,364 rows — these rows as CSV

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