PREVIEW / etf_5min / 2017-09-01

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-09-01.parquet
  size:    1.2 MB
  rows:    52,116

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
2017-09-01 04:00:00	SPY	ETF	247.65	247.74	247.65	247.74	556.0
2017-09-01 04:05:00	SPY	ETF	247.7	247.7	247.64	247.64	250.0
2017-09-01 04:20:00	SPY	ETF	247.59	247.59	247.59	247.59	100.0
2017-09-01 04:25:00	SPY	ETF	247.53	247.53	247.53	247.53	100.0
2017-09-01 04:40:00	SPY	ETF	247.57	247.57	247.57	247.57	100.0
2017-09-01 04:45:00	SPY	ETF	247.59	247.59	247.55	247.55	1200.0
2017-09-01 04:50:00	SPY	ETF	247.54	247.58	247.51	247.58	700.0
2017-09-01 05:10:00	SPY	ETF	247.54	247.54	247.54	247.54	100.0
2017-09-01 05:20:00	SPY	ETF	247.57	247.6	247.57	247.6	700.0
2017-09-01 05:45:00	SPY	ETF	247.59	247.59	247.59	247.59	100.0
2017-09-01 06:00:00	SPY	ETF	247.6	247.6	247.6	247.6	500.0
2017-09-01 06:10:00	SPY	ETF	247.63	247.69	247.63	247.69	1000.0
2017-09-01 06:15:00	SPY	ETF	247.73	247.77	247.73	247.77	1200.0
2017-09-01 06:25:00	SPY	ETF	247.74	247.74	247.74	247.74	1869.0
2017-09-01 06:30:00	SPY	ETF	247.74	247.79	247.74	247.77	2434.0
2017-09-01 06:35:00	SPY	ETF	247.77	247.8	247.75	247.77	3500.0
2017-09-01 06:40:00	SPY	ETF	247.75	247.85	247.75	247.85	5225.0
2017-09-01 06:45:00	SPY	ETF	247.76	247.79	247.76	247.79	400.0
2017-09-01 06:50:00	SPY	ETF	247.81	247.81	247.79	247.79	350.0
2017-09-01 06:55:00	SPY	ETF	247.82	247.85	247.82	247.84	5500.0
2017-09-01 07:00:00	SPY	ETF	247.82	247.87	247.82	247.86	20019.0
2017-09-01 07:05:00	SPY	ETF	247.81	247.84	247.81	247.84	6374.0
2017-09-01 07:10:00	SPY	ETF	247.87	247.89	247.85	247.89	12839.0
2017-09-01 07:15:00	SPY	ETF	247.89	247.9	247.89	247.9	10672.0
2017-09-01 07:20:00	SPY	ETF	247.89	247.89	247.89	247.89	800.0
2017-09-01 07:25:00	SPY	ETF	247.9	247.9	247.89	247.89	934.0
2017-09-01 07:30:00	SPY	ETF	247.9	247.92	247.86	247.89	13388.0
2017-09-01 07:35:00	SPY	ETF	247.9	247.99	247.9	247.96	15450.0
2017-09-01 07:40:00	SPY	ETF	247.97	248.05	247.97	248.05	14894.0
2017-09-01 07:45:00	SPY	ETF	248.03	248.04	248.0	248.01	7105.0
2017-09-01 07:50:00	SPY	ETF	248.0	248.0	247.96	247.96	6100.0
2017-09-01 07:55:00	SPY	ETF	247.99	248.0	247.98	247.98	1695.0
2017-09-01 08:00:00	SPY	ETF	247.85	248.0	247.45	247.96	412460.0
2017-09-01 08:05:00	SPY	ETF	247.96	247.97	247.94	247.97	6000.0
2017-09-01 08:10:00	SPY	ETF	247.97	247.99	247.95	247.99	21194.0
2017-09-01 08:15:00	SPY	ETF	248.0	248.03	247.99	247.99	18800.0
2017-09-01 08:20:00	SPY	ETF	247.99	247.99	247.95	247.96	14450.0
2017-09-01 08:25:00	SPY	ETF	247.95	247.96	247.93	247.93	11289.0
2017-09-01 08:30:00	SPY	ETF	247.95	248.18	247.83	248.1	235595.0
2017-09-01 08:35:00	SPY	ETF	248.08	248.11	247.94	248.0	80214.0
2017-09-01 08:40:00	SPY	ETF	248.02	248.05	247.97	247.97	31482.0
2017-09-01 08:45:00	SPY	ETF	247.97	247.99	247.91	247.97	46847.0
2017-09-01 08:50:00	SPY	ETF	247.98	247.98	247.49	247.9	36590.0
2017-09-01 08:55:00	SPY	ETF	247.89	247.96	247.88	247.92	24657.0
2017-09-01 09:00:00	SPY	ETF	247.96	248.1	247.95	248.03	64669.0
2017-09-01 09:05:00	SPY	ETF	248.02	248.03	247.98	247.98	36547.0
2017-09-01 09:10:00	SPY	ETF	247.96	247.99	247.95	247.96	14111.0
2017-09-01 09:15:00	SPY	ETF	247.96	247.96	247.89	247.9	22767.0
2017-09-01 09:20:00	SPY	ETF	247.9	248.01	247.88	247.98	71284.0
2017-09-01 09:25:00	SPY	ETF	247.93	248.05	247.93	247.93	165001.0

> showing 50 of 52,116 rows — these rows as CSV

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