PREVIEW / etf_5min / 2017-10-06

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-10-06.parquet
  size:    1.2 MB
  rows:    52,705

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
2017-10-06 04:00:00	SPY	ETF	254.6	254.6	254.6	254.6	3000.0
2017-10-06 04:40:00	SPY	ETF	254.54	254.54	254.54	254.54	100.0
2017-10-06 05:00:00	SPY	ETF	254.52	254.52	254.52	254.52	310.0
2017-10-06 05:05:00	SPY	ETF	254.59	254.59	254.59	254.59	1400.0
2017-10-06 05:30:00	SPY	ETF	254.56	254.56	254.56	254.56	300.0
2017-10-06 05:45:00	SPY	ETF	254.56	254.56	254.56	254.56	700.0
2017-10-06 06:35:00	SPY	ETF	254.63	254.63	254.63	254.63	1000.0
2017-10-06 06:40:00	SPY	ETF	254.62	254.62	254.58	254.62	6100.0
2017-10-06 06:50:00	SPY	ETF	254.6	254.6	254.6	254.6	100.0
2017-10-06 07:00:00	SPY	ETF	254.62	254.66	254.62	254.66	1803.0
2017-10-06 07:05:00	SPY	ETF	254.64	254.65	254.64	254.64	15100.0
2017-10-06 07:15:00	SPY	ETF	254.66	254.66	254.63	254.64	12000.0
2017-10-06 07:20:00	SPY	ETF	254.63	254.63	254.6	254.6	267.0
2017-10-06 07:25:00	SPY	ETF	254.6	254.6	254.6	254.6	7921.0
2017-10-06 07:30:00	SPY	ETF	254.59	254.59	254.57	254.59	27143.0
2017-10-06 07:35:00	SPY	ETF	254.6	254.62	254.6	254.62	3850.0
2017-10-06 07:40:00	SPY	ETF	254.62	254.64	254.58	254.61	11202.0
2017-10-06 07:45:00	SPY	ETF	254.58	254.58	254.58	254.58	100.0
2017-10-06 07:50:00	SPY	ETF	254.61	254.61	254.57	254.57	1600.0
2017-10-06 07:55:00	SPY	ETF	254.57	254.57	254.55	254.55	4738.0
2017-10-06 08:00:00	SPY	ETF	254.57	254.57	254.49	254.5	54630.0
2017-10-06 08:05:00	SPY	ETF	254.49	254.51	254.45	254.5	6033.0
2017-10-06 08:10:00	SPY	ETF	254.49	254.52	254.47	254.52	8019.0
2017-10-06 08:15:00	SPY	ETF	254.5	254.5	254.47	254.5	8240.0
2017-10-06 08:20:00	SPY	ETF	254.5	254.54	254.43	254.49	35204.0
2017-10-06 08:25:00	SPY	ETF	254.49	254.5	254.44	254.5	50567.0
2017-10-06 08:30:00	SPY	ETF	254.44	254.5	254.3	254.35	204107.0
2017-10-06 08:35:00	SPY	ETF	254.36	254.39	254.27	254.27	123387.0
2017-10-06 08:40:00	SPY	ETF	254.27	254.37	254.27	254.36	98618.0
2017-10-06 08:45:00	SPY	ETF	254.36	254.36	254.21	254.21	156534.0
2017-10-06 08:50:00	SPY	ETF	254.23	254.25	254.11	254.12	324750.0
2017-10-06 08:55:00	SPY	ETF	254.13	254.14	254.05	254.05	588087.0
2017-10-06 09:00:00	SPY	ETF	254.05	254.17	254.04	254.17	130920.0
2017-10-06 09:05:00	SPY	ETF	254.17	254.17	254.13	254.14	65735.0
2017-10-06 09:10:00	SPY	ETF	254.14	254.14	254.07	254.08	19233.0
2017-10-06 09:15:00	SPY	ETF	254.08	254.17	254.08	254.17	47973.0
2017-10-06 09:20:00	SPY	ETF	254.16	254.18	254.1	254.15	42837.0
2017-10-06 09:25:00	SPY	ETF	254.15	254.19	254.15	254.15	108686.0
2017-10-06 09:30:00	SPY	ETF	254.15	254.31	254.12	254.14	1793417.0
2017-10-06 09:35:00	SPY	ETF	254.15	254.3	254.12	254.27	1057537.0
2017-10-06 09:40:00	SPY	ETF	254.27	254.36	254.26	254.26	730864.0
2017-10-06 09:45:00	SPY	ETF	254.2693	254.31	254.19	254.22	689671.0
2017-10-06 09:50:00	SPY	ETF	254.21	254.26	254.15	254.2	848937.0
2017-10-06 09:55:00	SPY	ETF	254.2	254.33	254.179	254.305	538692.0
2017-10-06 10:00:00	SPY	ETF	254.305	254.44	254.295	254.42	594865.0
2017-10-06 10:05:00	SPY	ETF	254.43	254.43	254.34	254.36	413814.0
2017-10-06 10:10:00	SPY	ETF	254.36	254.44	254.35	254.375	522607.0
2017-10-06 10:15:00	SPY	ETF	254.37	254.38	254.29	254.32	442635.0
2017-10-06 10:20:00	SPY	ETF	254.32	254.41	254.29	254.395	365845.0
2017-10-06 10:25:00	SPY	ETF	254.4	254.46	254.38	254.43	904571.0

> showing 50 of 52,705 rows — these rows as CSV

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