PREVIEW / etf_5min / 2017-09-27

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-09-27.parquet
  size:    1.3 MB
  rows:    55,134

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
2017-09-27 04:00:00	SPY	ETF	249.52	249.54	249.52	249.54	644.0
2017-09-27 04:05:00	SPY	ETF	249.5	249.5	249.5	249.5	140.0
2017-09-27 04:10:00	SPY	ETF	249.5	249.54	249.5	249.54	400.0
2017-09-27 04:15:00	SPY	ETF	249.52	249.52	249.52	249.52	2100.0
2017-09-27 04:20:00	SPY	ETF	249.5	249.5	249.5	249.5	100.0
2017-09-27 04:25:00	SPY	ETF	249.48	249.48	249.48	249.48	2200.0
2017-09-27 04:30:00	SPY	ETF	249.52	249.52	249.42	249.42	11700.0
2017-09-27 04:35:00	SPY	ETF	249.39	249.42	249.37	249.37	1401.0
2017-09-27 04:40:00	SPY	ETF	249.38	249.38	249.38	249.38	3000.0
2017-09-27 04:45:00	SPY	ETF	249.42	249.42	249.42	249.42	2100.0
2017-09-27 04:50:00	SPY	ETF	249.4	249.42	249.4	249.42	1400.0
2017-09-27 04:55:00	SPY	ETF	249.4	249.4	249.37	249.37	2900.0
2017-09-27 05:00:00	SPY	ETF	249.37	249.37	249.37	249.37	400.0
2017-09-27 05:05:00	SPY	ETF	249.38	249.38	249.38	249.38	400.0
2017-09-27 05:15:00	SPY	ETF	249.4	249.4	249.4	249.4	500.0
2017-09-27 05:20:00	SPY	ETF	249.42	249.42	249.4	249.4	700.0
2017-09-27 05:25:00	SPY	ETF	249.41	249.43	249.41	249.43	1000.0
2017-09-27 05:30:00	SPY	ETF	249.47	249.47	249.47	249.47	300.0
2017-09-27 05:35:00	SPY	ETF	249.42	249.42	249.42	249.42	100.0
2017-09-27 05:40:00	SPY	ETF	249.35	249.35	249.35	249.35	400.0
2017-09-27 05:45:00	SPY	ETF	249.25	249.32	249.24	249.3	5600.0
2017-09-27 05:50:00	SPY	ETF	249.32	249.32	249.32	249.32	300.0
2017-09-27 05:55:00	SPY	ETF	249.29	249.3	249.29	249.3	5000.0
2017-09-27 06:00:00	SPY	ETF	249.24	249.3	249.24	249.3	900.0
2017-09-27 06:05:00	SPY	ETF	249.3	249.3	249.3	249.3	4100.0
2017-09-27 06:10:00	SPY	ETF	249.32	249.33	249.32	249.33	300.0
2017-09-27 06:15:00	SPY	ETF	249.33	249.33	249.33	249.33	300.0
2017-09-27 06:25:00	SPY	ETF	249.35	249.38	249.35	249.38	602.0
2017-09-27 06:35:00	SPY	ETF	249.33	249.35	249.33	249.35	601.0
2017-09-27 06:40:00	SPY	ETF	249.38	249.4	249.37	249.4	1102.0
2017-09-27 06:45:00	SPY	ETF	249.43	249.45	249.41	249.42	22030.0
2017-09-27 06:50:00	SPY	ETF	249.45	249.45	249.43	249.43	6000.0
2017-09-27 06:55:00	SPY	ETF	249.44	249.47	249.44	249.45	5500.0
2017-09-27 07:00:00	SPY	ETF	249.45	249.45	249.42	249.43	7060.0
2017-09-27 07:05:00	SPY	ETF	249.43	249.45	249.43	249.45	1604.0
2017-09-27 07:10:00	SPY	ETF	249.43	249.45	249.43	249.45	4401.0
2017-09-27 07:15:00	SPY	ETF	249.45	249.48	249.45	249.48	17700.0
2017-09-27 07:20:00	SPY	ETF	249.48	249.52	249.48	249.49	6001.0
2017-09-27 07:25:00	SPY	ETF	249.52	249.56	249.52	249.56	4038.0
2017-09-27 07:30:00	SPY	ETF	249.54	249.6	249.54	249.59	14722.0
2017-09-27 07:35:00	SPY	ETF	249.59	249.59	249.54	249.55	6700.0
2017-09-27 07:40:00	SPY	ETF	249.56	249.58	249.56	249.57	2230.0
2017-09-27 07:45:00	SPY	ETF	249.57	249.6	249.57	249.58	6607.0
2017-09-27 07:50:00	SPY	ETF	249.55	249.55	249.54	249.55	1398.0
2017-09-27 07:55:00	SPY	ETF	249.54	249.6	249.54	249.6	12722.0
2017-09-27 08:00:00	SPY	ETF	249.08	249.59	249.08	249.56	30755.0
2017-09-27 08:05:00	SPY	ETF	249.58	249.62	249.58	249.6	8382.0
2017-09-27 08:10:00	SPY	ETF	249.6	249.62	249.6	249.62	22930.0
2017-09-27 08:15:00	SPY	ETF	249.62	249.65	249.62	249.65	15518.0
2017-09-27 08:20:00	SPY	ETF	249.63	249.63	249.6	249.63	27350.0

> showing 50 of 55,134 rows — these rows as CSV

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