PREVIEW / etf_5min / 2017-10-23

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-10-23.parquet
  size:    1.3 MB
  rows:    54,553

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
2017-10-23 04:05:00	SPY	ETF	257.15	257.15	257.13	257.13	300.0
2017-10-23 04:10:00	SPY	ETF	257.13	257.13	257.13	257.13	200.0
2017-10-23 04:15:00	SPY	ETF	257.05	257.09	257.05	257.09	550.0
2017-10-23 04:20:00	SPY	ETF	257.18	257.18	257.18	257.18	500.0
2017-10-23 04:25:00	SPY	ETF	257.17	257.17	257.17	257.17	200.0
2017-10-23 04:35:00	SPY	ETF	257.17	257.18	257.17	257.18	300.0
2017-10-23 04:45:00	SPY	ETF	257.26	257.26	257.26	257.26	504.0
2017-10-23 04:50:00	SPY	ETF	257.21	257.21	257.21	257.21	500.0
2017-10-23 05:05:00	SPY	ETF	257.18	257.19	257.18	257.19	500.0
2017-10-23 05:10:00	SPY	ETF	257.2	257.2	257.2	257.2	200.0
2017-10-23 05:15:00	SPY	ETF	257.2	257.2	257.2	257.2	200.0
2017-10-23 05:25:00	SPY	ETF	257.18	257.18	257.18	257.18	900.0
2017-10-23 05:40:00	SPY	ETF	257.26	257.38	257.26	257.38	1020.0
2017-10-23 05:45:00	SPY	ETF	257.38	257.47	257.38	257.47	809.0
2017-10-23 06:00:00	SPY	ETF	257.47	257.47	257.47	257.47	400.0
2017-10-23 06:35:00	SPY	ETF	257.4	257.4	257.4	257.4	100.0
2017-10-23 06:45:00	SPY	ETF	257.41	257.43	257.41	257.43	5000.0
2017-10-23 06:50:00	SPY	ETF	257.44	257.44	257.44	257.44	4000.0
2017-10-23 06:55:00	SPY	ETF	257.45	257.48	257.45	257.48	3300.0
2017-10-23 07:00:00	SPY	ETF	257.46	257.46	257.46	257.46	4310.0
2017-10-23 07:05:00	SPY	ETF	257.46	257.51	257.46	257.51	62297.0
2017-10-23 07:10:00	SPY	ETF	257.48	257.48	257.48	257.48	200.0
2017-10-23 07:15:00	SPY	ETF	257.46	257.46	257.46	257.46	540.0
2017-10-23 07:20:00	SPY	ETF	257.46	257.48	257.45	257.47	906.0
2017-10-23 07:25:00	SPY	ETF	257.46	257.46	257.44	257.44	3338.0
2017-10-23 07:30:00	SPY	ETF	257.45	257.46	257.43	257.43	23669.0
2017-10-23 07:35:00	SPY	ETF	257.41	257.41	257.41	257.41	6309.0
2017-10-23 07:40:00	SPY	ETF	257.4	257.43	257.4	257.43	1171.0
2017-10-23 07:45:00	SPY	ETF	257.43	257.44	257.41	257.44	13951.0
2017-10-23 07:50:00	SPY	ETF	257.44	257.44	257.32	257.34	32338.0
2017-10-23 07:55:00	SPY	ETF	257.33	257.35	257.3	257.34	7406.0
2017-10-23 08:00:00	SPY	ETF	257.43	257.46	257.35	257.4	15942.0
2017-10-23 08:05:00	SPY	ETF	257.39	257.39	257.27	257.36	16459.0
2017-10-23 08:10:00	SPY	ETF	257.35	257.36	257.35	257.36	12728.0
2017-10-23 08:15:00	SPY	ETF	257.36	257.4	257.36	257.38	9100.0
2017-10-23 08:20:00	SPY	ETF	257.38	257.39	257.36	257.38	7700.0
2017-10-23 08:25:00	SPY	ETF	257.36	257.38	257.35	257.38	5126.0
2017-10-23 08:30:00	SPY	ETF	257.37	257.37	257.37	257.37	15614.0
2017-10-23 08:35:00	SPY	ETF	257.39	257.4	257.38	257.4	5205.0
2017-10-23 08:40:00	SPY	ETF	257.41	257.41	257.38	257.4	7300.0
2017-10-23 08:45:00	SPY	ETF	257.39	257.41	257.38	257.39	13060.0
2017-10-23 08:50:00	SPY	ETF	257.39	257.46	257.39	257.46	25425.0
2017-10-23 08:55:00	SPY	ETF	257.47	257.47	257.43	257.47	37400.0
2017-10-23 09:00:00	SPY	ETF	257.47	257.51	257.46	257.49	52061.0
2017-10-23 09:05:00	SPY	ETF	257.51	257.52	257.49	257.5	16623.0
2017-10-23 09:10:00	SPY	ETF	257.5	257.51	257.46	257.48	16592.0
2017-10-23 09:15:00	SPY	ETF	257.48	257.5	257.45	257.49	2566920.0
2017-10-23 09:20:00	SPY	ETF	257.48	257.49	257.47	257.49	2415.0
2017-10-23 09:25:00	SPY	ETF	257.47	257.48	257.43	257.47	149458.0
2017-10-23 09:30:00	SPY	ETF	257.48	257.51	257.26	257.3057	1720943.0

> showing 50 of 54,553 rows — these rows as CSV

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