PREVIEW / etf_5min / 2017-08-02

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-08-02.parquet
  size:    1.3 MB
  rows:    53,936

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
2017-08-02 04:00:00	SPY	ETF	247.46	247.46	247.46	247.46	1407.0
2017-08-02 04:20:00	SPY	ETF	247.41	247.41	247.41	247.41	400.0
2017-08-02 04:25:00	SPY	ETF	247.38	247.38	247.38	247.38	1283.0
2017-08-02 04:30:00	SPY	ETF	247.34	247.34	247.34	247.34	100.0
2017-08-02 05:40:00	SPY	ETF	247.46	247.46	247.46	247.46	401.0
2017-08-02 05:45:00	SPY	ETF	247.44	247.44	247.43	247.43	600.0
2017-08-02 05:50:00	SPY	ETF	247.47	247.47	247.41	247.41	500.0
2017-08-02 05:55:00	SPY	ETF	247.44	247.44	247.43	247.43	2200.0
2017-08-02 06:10:00	SPY	ETF	247.45	247.45	247.45	247.45	200.0
2017-08-02 06:15:00	SPY	ETF	247.46	247.47	247.46	247.47	15600.0
2017-08-02 06:20:00	SPY	ETF	247.43	247.47	247.43	247.47	7100.0
2017-08-02 06:25:00	SPY	ETF	247.55	247.55	247.55	247.55	5000.0
2017-08-02 06:35:00	SPY	ETF	247.54	247.54	247.54	247.54	2500.0
2017-08-02 06:40:00	SPY	ETF	247.46	247.47	247.46	247.47	1000.0
2017-08-02 06:45:00	SPY	ETF	247.43	247.43	247.43	247.43	300.0
2017-08-02 06:50:00	SPY	ETF	247.41	247.41	247.4	247.4	1750.0
2017-08-02 06:55:00	SPY	ETF	247.4	247.41	247.35	247.35	2523.0
2017-08-02 07:15:00	SPY	ETF	247.3	247.3	247.3	247.3	10000.0
2017-08-02 07:20:00	SPY	ETF	247.32	247.32	247.32	247.32	2500.0
2017-08-02 07:25:00	SPY	ETF	247.29	247.29	247.29	247.29	2075.0
2017-08-02 07:30:00	SPY	ETF	247.28	247.29	247.28	247.29	2200.0
2017-08-02 07:35:00	SPY	ETF	247.29	247.29	247.26	247.26	13334.0
2017-08-02 07:40:00	SPY	ETF	247.27	247.31	247.27	247.27	9160.0
2017-08-02 07:45:00	SPY	ETF	247.27	247.29	247.27	247.28	10500.0
2017-08-02 07:50:00	SPY	ETF	247.31	247.32	247.3	247.3	1780.0
2017-08-02 07:55:00	SPY	ETF	247.31	247.32	247.31	247.32	1090.0
2017-08-02 08:00:00	SPY	ETF	247.32	247.33	247.28	247.33	6147.0
2017-08-02 08:05:00	SPY	ETF	247.34	247.36	247.34	247.34	5618.0
2017-08-02 08:10:00	SPY	ETF	247.34	247.38	247.33	247.38	36924.0
2017-08-02 08:15:00	SPY	ETF	247.38	247.44	247.38	247.44	6610.0
2017-08-02 08:20:00	SPY	ETF	247.43	247.45	247.41	247.45	2610.0
2017-08-02 08:25:00	SPY	ETF	247.44	247.45	247.44	247.45	2509.0
2017-08-02 08:30:00	SPY	ETF	247.46	247.46	247.45	247.46	6950.0
2017-08-02 08:35:00	SPY	ETF	247.46	247.46	247.46	247.46	1500.0
2017-08-02 08:40:00	SPY	ETF	247.46	247.47	247.44	247.44	8863.0
2017-08-02 08:45:00	SPY	ETF	247.46	247.46	247.43	247.44	8735.0
2017-08-02 08:50:00	SPY	ETF	247.45	247.52	247.45	247.51	16400.0
2017-08-02 08:55:00	SPY	ETF	247.51	247.52	247.48	247.48	26565.0
2017-08-02 09:00:00	SPY	ETF	247.5	247.52	247.46	247.52	55095.0
2017-08-02 09:05:00	SPY	ETF	247.5	247.55	247.5	247.53	12334.0
2017-08-02 09:10:00	SPY	ETF	247.53	247.54	247.5	247.51	56655.0
2017-08-02 09:15:00	SPY	ETF	247.51	247.51	247.43	247.44	29497.0
2017-08-02 09:20:00	SPY	ETF	247.45	247.46	247.43	247.44	12425.0
2017-08-02 09:25:00	SPY	ETF	247.45	247.48	247.42	247.47	131927.0
2017-08-02 09:30:00	SPY	ETF	247.47	247.56	247.36	247.45	1477051.0
2017-08-02 09:35:00	SPY	ETF	247.455	247.6	247.45	247.56	649172.0
2017-08-02 09:40:00	SPY	ETF	247.55	247.575	247.28	247.31	663878.0
2017-08-02 09:45:00	SPY	ETF	247.31	247.3125	247.1276	247.18	1235404.0
2017-08-02 09:50:00	SPY	ETF	247.17	247.3	247.14	247.26	389053.0
2017-08-02 09:55:00	SPY	ETF	247.25	247.29	247.18	247.18	268731.0

> showing 50 of 53,936 rows — these rows as CSV

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