PREVIEW / etf_5min / 2017-10-09

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-10-09.parquet
  size:    1.1 MB
  rows:    50,606

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
2017-10-09 04:00:00	SPY	ETF	254.51	254.51	254.51	254.51	211.0
2017-10-09 04:05:00	SPY	ETF	254.46	254.46	254.46	254.46	300.0
2017-10-09 04:10:00	SPY	ETF	254.45	254.47	254.45	254.47	403.0
2017-10-09 04:15:00	SPY	ETF	254.47	254.47	254.47	254.47	769.0
2017-10-09 04:35:00	SPY	ETF	254.48	254.51	254.48	254.51	702.0
2017-10-09 04:50:00	SPY	ETF	254.51	254.51	254.51	254.51	100.0
2017-10-09 05:20:00	SPY	ETF	254.47	254.47	254.47	254.47	105.0
2017-10-09 06:10:00	SPY	ETF	254.57	254.57	254.57	254.57	353.0
2017-10-09 06:45:00	SPY	ETF	254.64	254.64	254.64	254.64	100.0
2017-10-09 06:50:00	SPY	ETF	254.65	254.65	254.62	254.62	2500.0
2017-10-09 07:10:00	SPY	ETF	254.64	254.64	254.64	254.64	3000.0
2017-10-09 07:15:00	SPY	ETF	254.64	254.64	254.62	254.62	1001.0
2017-10-09 07:20:00	SPY	ETF	254.63	254.63	254.62	254.62	1600.0
2017-10-09 07:25:00	SPY	ETF	254.65	254.71	254.65	254.71	7604.0
2017-10-09 07:30:00	SPY	ETF	254.7	254.72	254.7	254.72	1370.0
2017-10-09 07:40:00	SPY	ETF	254.7	254.76	254.7	254.76	64303.0
2017-10-09 07:45:00	SPY	ETF	254.73	254.73	254.71	254.72	10210.0
2017-10-09 07:50:00	SPY	ETF	254.73	254.78	254.73	254.78	8071.0
2017-10-09 07:55:00	SPY	ETF	254.77	254.77	254.72	254.74	15245.0
2017-10-09 08:00:00	SPY	ETF	254.37	254.73	254.37	254.73	10565.0
2017-10-09 08:05:00	SPY	ETF	254.71	254.78	254.71	254.78	3836.0
2017-10-09 08:10:00	SPY	ETF	254.75	254.75	254.72	254.72	8714.0
2017-10-09 08:15:00	SPY	ETF	254.72	254.72	254.69	254.69	3352.0
2017-10-09 08:20:00	SPY	ETF	254.7	254.7	254.65	254.66	9860.0
2017-10-09 08:25:00	SPY	ETF	254.66	254.69	254.65	254.69	17500.0
2017-10-09 08:30:00	SPY	ETF	254.7	254.7	254.69	254.69	848.0
2017-10-09 08:35:00	SPY	ETF	254.68	254.68	254.6	254.6	35124.0
2017-10-09 08:40:00	SPY	ETF	254.6	254.64	254.6	254.62	4301.0
2017-10-09 08:45:00	SPY	ETF	254.64	254.64	254.62	254.62	23992.0
2017-10-09 08:50:00	SPY	ETF	254.62	254.69	254.62	254.64	61409.0
2017-10-09 08:55:00	SPY	ETF	254.65	254.65	254.59	254.61	14492.0
2017-10-09 09:00:00	SPY	ETF	254.62	254.67	254.62	254.66	64153.0
2017-10-09 09:05:00	SPY	ETF	254.64	254.66	254.63	254.64	16611.0
2017-10-09 09:10:00	SPY	ETF	254.63	254.64	254.62	254.63	2433.0
2017-10-09 09:15:00	SPY	ETF	254.65	254.73	254.64	254.73	55108.0
2017-10-09 09:20:00	SPY	ETF	254.7	254.71	254.67	254.68	28702.0
2017-10-09 09:25:00	SPY	ETF	254.67	254.68	254.64	254.64	83450.0
2017-10-09 09:30:00	SPY	ETF	254.63	254.69	254.57	254.68	948911.0
2017-10-09 09:35:00	SPY	ETF	254.67	254.7	254.55	254.599	538670.0
2017-10-09 09:40:00	SPY	ETF	254.6	254.61	254.4	254.4	953073.0
2017-10-09 09:45:00	SPY	ETF	254.4099	254.42	254.26	254.26	685727.0
2017-10-09 09:50:00	SPY	ETF	254.26	254.3	254.22	254.225	437727.0
2017-10-09 09:55:00	SPY	ETF	254.24	254.3	254.15	254.26	573059.0
2017-10-09 10:00:00	SPY	ETF	254.26	254.3	254.21	254.25	337257.0
2017-10-09 10:05:00	SPY	ETF	254.24	254.33	254.24	254.31	376546.0
2017-10-09 10:10:00	SPY	ETF	254.31	254.34	254.18	254.23	317669.0
2017-10-09 10:15:00	SPY	ETF	254.23	254.3	254.22	254.28	287996.0
2017-10-09 10:20:00	SPY	ETF	254.28	254.31	254.22	254.22	366957.0
2017-10-09 10:25:00	SPY	ETF	254.22	254.26	254.18	254.23	296297.0
2017-10-09 10:30:00	SPY	ETF	254.22	254.29	254.21	254.23	280313.0

> showing 50 of 50,606 rows — these rows as CSV

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