PREVIEW / etf_5min / 2017-11-01

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-11-01.parquet
  size:    1.3 MB
  rows:    57,346

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
2017-11-01 04:00:00	SPY	ETF	257.6	257.9	257.6	257.9	1910.0
2017-11-01 04:05:00	SPY	ETF	257.79	257.84	257.79	257.84	1300.0
2017-11-01 04:10:00	SPY	ETF	257.82	257.85	257.8	257.85	11000.0
2017-11-01 04:15:00	SPY	ETF	257.88	257.91	257.88	257.91	1854.0
2017-11-01 04:25:00	SPY	ETF	257.9	257.9	257.9	257.9	400.0
2017-11-01 04:35:00	SPY	ETF	257.92	257.92	257.92	257.92	800.0
2017-11-01 04:40:00	SPY	ETF	257.86	257.86	257.86	257.86	100.0
2017-11-01 04:45:00	SPY	ETF	257.89	257.89	257.89	257.89	25000.0
2017-11-01 04:50:00	SPY	ETF	257.92	257.94	257.92	257.94	1560.0
2017-11-01 05:00:00	SPY	ETF	257.96	257.97	257.96	257.96	4200.0
2017-11-01 05:05:00	SPY	ETF	257.95	257.97	257.95	257.97	2000.0
2017-11-01 05:10:00	SPY	ETF	257.98	258.01	257.98	258.0	3608.0
2017-11-01 05:20:00	SPY	ETF	257.96	257.96	257.96	257.96	502.0
2017-11-01 05:25:00	SPY	ETF	257.96	257.96	257.96	257.96	100.0
2017-11-01 05:50:00	SPY	ETF	258.0	258.0	258.0	258.0	303.0
2017-11-01 05:55:00	SPY	ETF	258.04	258.07	258.04	258.07	1802.0
2017-11-01 06:00:00	SPY	ETF	258.21	258.22	258.21	258.22	254.0
2017-11-01 06:05:00	SPY	ETF	258.2	258.2	258.2	258.2	300.0
2017-11-01 06:10:00	SPY	ETF	258.2	258.24	258.2	258.24	1050.0
2017-11-01 06:15:00	SPY	ETF	258.25	258.25	258.22	258.22	1256.0
2017-11-01 06:20:00	SPY	ETF	258.26	258.26	258.26	258.26	300.0
2017-11-01 06:25:00	SPY	ETF	258.3	258.31	258.3	258.31	501.0
2017-11-01 06:30:00	SPY	ETF	258.24	258.25	258.24	258.25	301.0
2017-11-01 06:35:00	SPY	ETF	258.27	258.28	258.27	258.28	500.0
2017-11-01 06:40:00	SPY	ETF	258.22	258.22	258.22	258.22	600.0
2017-11-01 06:45:00	SPY	ETF	258.24	258.25	258.24	258.25	2401.0
2017-11-01 06:55:00	SPY	ETF	258.22	258.22	258.22	258.22	200.0
2017-11-01 07:00:00	SPY	ETF	258.22	258.22	258.16	258.18	45671.0
2017-11-01 07:05:00	SPY	ETF	258.17	258.23	258.17	258.21	8421.0
2017-11-01 07:10:00	SPY	ETF	258.21	258.26	258.21	258.26	18520.0
2017-11-01 07:15:00	SPY	ETF	258.26	258.26	258.26	258.26	800.0
2017-11-01 07:20:00	SPY	ETF	258.22	258.28	258.22	258.25	20998.0
2017-11-01 07:25:00	SPY	ETF	258.25	258.25	258.18	258.18	9281.0
2017-11-01 07:30:00	SPY	ETF	258.18	258.2	258.18	258.2	920.0
2017-11-01 07:35:00	SPY	ETF	258.18	258.18	258.16	258.16	6902.0
2017-11-01 07:40:00	SPY	ETF	258.16	258.16	258.12	258.13	11720.0
2017-11-01 07:45:00	SPY	ETF	258.15	258.15	258.06	258.06	10211.0
2017-11-01 07:50:00	SPY	ETF	258.07	258.1	258.07	258.07	4444.0
2017-11-01 07:55:00	SPY	ETF	258.09	258.11	258.09	258.1	11810.0
2017-11-01 08:00:00	SPY	ETF	257.15	258.22	257.15	258.13	30640.0
2017-11-01 08:05:00	SPY	ETF	258.13	258.15	258.09	258.15	4194.0
2017-11-01 08:10:00	SPY	ETF	258.14	258.17	258.14	258.17	5768.0
2017-11-01 08:15:00	SPY	ETF	258.17	258.2	258.15	258.2	91205.0
2017-11-01 08:20:00	SPY	ETF	258.2	258.21	258.17	258.17	2239.0
2017-11-01 08:25:00	SPY	ETF	258.17	258.18	258.16	258.16	3870.0
2017-11-01 08:30:00	SPY	ETF	258.15	258.15	258.1	258.1	14427.0
2017-11-01 08:35:00	SPY	ETF	258.11	258.15	258.11	258.15	5881.0
2017-11-01 08:40:00	SPY	ETF	258.15	258.15	258.1	258.12	20136.0
2017-11-01 08:45:00	SPY	ETF	258.14	258.15	258.14	258.15	1256.0
2017-11-01 08:50:00	SPY	ETF	258.13	258.13	258.08	258.09	47488.0

> showing 50 of 57,346 rows — these rows as CSV

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