PREVIEW / etf_5min / 2017-10-03

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-10-03.parquet
  size:    1.3 MB
  rows:    54,678

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
2017-10-03 04:00:00	SPY	ETF	252.45	252.45	252.45	252.45	210.0
2017-10-03 04:10:00	SPY	ETF	252.43	252.43	252.43	252.43	200.0
2017-10-03 04:20:00	SPY	ETF	252.43	252.43	252.43	252.43	400.0
2017-10-03 04:35:00	SPY	ETF	252.44	252.44	252.4	252.4	400.0
2017-10-03 04:40:00	SPY	ETF	252.4	252.41	252.4	252.41	600.0
2017-10-03 04:45:00	SPY	ETF	252.46	252.46	252.46	252.46	800.0
2017-10-03 05:15:00	SPY	ETF	252.45	252.45	252.43	252.45	4100.0
2017-10-03 05:25:00	SPY	ETF	252.43	252.43	252.43	252.43	100.0
2017-10-03 06:25:00	SPY	ETF	252.38	252.38	252.38	252.38	400.0
2017-10-03 06:35:00	SPY	ETF	252.4	252.4	252.4	252.4	100.0
2017-10-03 06:40:00	SPY	ETF	252.39	252.39	252.39	252.39	400.0
2017-10-03 06:50:00	SPY	ETF	252.5	252.5	252.5	252.5	100.0
2017-10-03 06:55:00	SPY	ETF	252.45	252.45	252.43	252.43	2900.0
2017-10-03 07:00:00	SPY	ETF	252.43	252.43	252.43	252.43	144.0
2017-10-03 07:05:00	SPY	ETF	252.43	252.44	252.43	252.44	5000.0
2017-10-03 07:10:00	SPY	ETF	252.43	252.44	252.43	252.43	4008.0
2017-10-03 07:15:00	SPY	ETF	252.41	252.42	252.41	252.41	600.0
2017-10-03 07:20:00	SPY	ETF	252.42	252.42	252.41	252.42	1200.0
2017-10-03 07:25:00	SPY	ETF	252.4	252.42	252.4	252.4	14400.0
2017-10-03 07:30:00	SPY	ETF	252.39	252.42	252.38	252.42	11575.0
2017-10-03 07:40:00	SPY	ETF	252.43	252.44	252.42	252.43	3538.0
2017-10-03 07:45:00	SPY	ETF	252.44	252.44	252.44	252.44	100.0
2017-10-03 07:50:00	SPY	ETF	252.42	252.43	252.42	252.43	2200.0
2017-10-03 07:55:00	SPY	ETF	252.43	252.45	252.43	252.45	949.0
2017-10-03 08:00:00	SPY	ETF	252.42	252.51	252.4	252.51	19896.0
2017-10-03 08:05:00	SPY	ETF	252.52	252.53	252.5	252.5	10970.0
2017-10-03 08:10:00	SPY	ETF	252.51	252.51	252.49	252.49	19067.0
2017-10-03 08:15:00	SPY	ETF	252.51	252.52	252.49	252.5	13400.0
2017-10-03 08:20:00	SPY	ETF	252.5	252.51	252.5	252.5	4225.0
2017-10-03 08:25:00	SPY	ETF	252.52	252.53	252.51	252.51	10201.0
2017-10-03 08:30:00	SPY	ETF	252.52	252.52	252.49	252.49	7096.0
2017-10-03 08:35:00	SPY	ETF	252.5	252.5	252.48	252.5	4200.0
2017-10-03 08:40:00	SPY	ETF	252.5	252.5	252.48	252.49	26644.0
2017-10-03 08:45:00	SPY	ETF	252.5	252.53	252.5	252.51	28604.0
2017-10-03 08:50:00	SPY	ETF	252.53	252.53	252.46	252.49	42146.0
2017-10-03 08:55:00	SPY	ETF	252.49	252.5	252.49	252.5	1885.0
2017-10-03 09:00:00	SPY	ETF	252.5	252.54	252.5	252.51	22259.0
2017-10-03 09:05:00	SPY	ETF	252.51	252.52	252.5	252.52	3465.0
2017-10-03 09:10:00	SPY	ETF	252.51	252.52	252.49	252.49	11539.0
2017-10-03 09:15:00	SPY	ETF	252.5	252.51	252.49	252.49	26997.0
2017-10-03 09:20:00	SPY	ETF	252.49	252.51	252.49	252.5	35548.0
2017-10-03 09:25:00	SPY	ETF	252.5	252.515	252.46	252.47	272818.0
2017-10-03 09:30:00	SPY	ETF	252.46	252.48	252.39	252.45	1440817.0
2017-10-03 09:35:00	SPY	ETF	252.45	252.54	252.4	252.52	637467.0
2017-10-03 09:40:00	SPY	ETF	252.53	252.54	252.28	252.28	850006.0
2017-10-03 09:45:00	SPY	ETF	252.28	252.4656	252.27	252.4354	629005.0
2017-10-03 09:50:00	SPY	ETF	252.44	252.58	252.4	252.52	570090.0
2017-10-03 09:55:00	SPY	ETF	252.53	252.54	252.47	252.52	513815.0
2017-10-03 10:00:00	SPY	ETF	252.525	252.55	252.4799	252.48	888087.0
2017-10-03 10:05:00	SPY	ETF	252.47	252.52	252.41	252.45	1735403.0

> showing 50 of 54,678 rows — these rows as CSV

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