PREVIEW / etf_5min / 2017-11-03

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-11-03.parquet
  size:    1.2 MB
  rows:    53,963

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
2017-11-03 04:10:00	SPY	ETF	257.66	257.67	257.62	257.62	2500.0
2017-11-03 04:15:00	SPY	ETF	257.62	257.64	257.61	257.64	3300.0
2017-11-03 04:20:00	SPY	ETF	257.65	257.65	257.65	257.65	400.0
2017-11-03 04:25:00	SPY	ETF	257.65	257.65	257.65	257.65	100.0
2017-11-03 04:30:00	SPY	ETF	257.65	257.68	257.65	257.68	2200.0
2017-11-03 04:35:00	SPY	ETF	257.72	257.72	257.72	257.72	100.0
2017-11-03 05:25:00	SPY	ETF	257.79	257.79	257.79	257.79	300.0
2017-11-03 05:45:00	SPY	ETF	257.83	257.83	257.83	257.83	200.0
2017-11-03 05:55:00	SPY	ETF	257.83	257.83	257.83	257.83	300.0
2017-11-03 06:20:00	SPY	ETF	257.81	257.81	257.81	257.81	1040.0
2017-11-03 06:40:00	SPY	ETF	257.87	257.88	257.87	257.88	1300.0
2017-11-03 06:45:00	SPY	ETF	257.88	257.88	257.88	257.88	400.0
2017-11-03 06:50:00	SPY	ETF	257.87	257.9	257.87	257.9	559.0
2017-11-03 06:55:00	SPY	ETF	257.9	257.9	257.9	257.9	500.0
2017-11-03 07:00:00	SPY	ETF	257.84	257.84	257.84	257.84	1000.0
2017-11-03 07:05:00	SPY	ETF	257.85	257.85	257.85	257.85	910.0
2017-11-03 07:10:00	SPY	ETF	257.85	257.85	257.85	257.85	450.0
2017-11-03 07:15:00	SPY	ETF	257.83	257.83	257.83	257.83	200.0
2017-11-03 07:20:00	SPY	ETF	257.83	257.83	257.83	257.83	500.0
2017-11-03 07:25:00	SPY	ETF	257.83	257.83	257.83	257.83	300.0
2017-11-03 07:30:00	SPY	ETF	257.84	257.84	257.84	257.84	300.0
2017-11-03 07:35:00	SPY	ETF	257.83	257.83	257.82	257.83	4251.0
2017-11-03 07:40:00	SPY	ETF	257.83	257.84	257.83	257.84	800.0
2017-11-03 07:45:00	SPY	ETF	257.84	257.86	257.84	257.85	5644.0
2017-11-03 07:50:00	SPY	ETF	257.86	257.86	257.82	257.82	900.0
2017-11-03 07:55:00	SPY	ETF	257.82	257.82	257.8	257.8	1200.0
2017-11-03 08:00:00	SPY	ETF	257.59	257.8	257.59	257.76	40610.0
2017-11-03 08:05:00	SPY	ETF	257.75	257.76	257.72	257.76	3550.0
2017-11-03 08:10:00	SPY	ETF	257.76	257.76	257.74	257.76	3330.0
2017-11-03 08:15:00	SPY	ETF	257.77	257.8	257.77	257.8	2053.0
2017-11-03 08:20:00	SPY	ETF	257.8	257.8	257.77	257.77	3133.0
2017-11-03 08:25:00	SPY	ETF	257.81	257.82	257.8	257.82	2301.0
2017-11-03 08:30:00	SPY	ETF	257.75	258.06	257.74	257.94	128549.0
2017-11-03 08:35:00	SPY	ETF	257.9	257.92	257.84	257.84	16667.0
2017-11-03 08:40:00	SPY	ETF	257.83	257.86	257.81	257.83	13936.0
2017-11-03 08:45:00	SPY	ETF	257.81	257.81	257.68	257.71	40093.0
2017-11-03 08:50:00	SPY	ETF	257.71	257.72	257.68	257.69	5818.0
2017-11-03 08:55:00	SPY	ETF	257.71	257.8	257.71	257.8	14910.0
2017-11-03 09:00:00	SPY	ETF	257.74	257.76	257.72	257.76	4351.0
2017-11-03 09:05:00	SPY	ETF	257.78	257.85	257.78	257.85	12583.0
2017-11-03 09:10:00	SPY	ETF	257.84	257.87	257.83	257.87	13085.0
2017-11-03 09:15:00	SPY	ETF	257.86	257.9	257.84	257.88	10289.0
2017-11-03 09:20:00	SPY	ETF	257.89	257.89	257.82	257.84	16717.0
2017-11-03 09:25:00	SPY	ETF	257.83	257.84	257.78	257.78	53264.0
2017-11-03 09:30:00	SPY	ETF	257.77	257.86	257.6	257.63	1416664.0
2017-11-03 09:35:00	SPY	ETF	257.63	257.64	257.41	257.5	730015.0
2017-11-03 09:40:00	SPY	ETF	257.5	257.54	257.4	257.47	599346.0
2017-11-03 09:45:00	SPY	ETF	257.48	257.56	257.3	257.4	671566.0
2017-11-03 09:50:00	SPY	ETF	257.41	257.59	257.4	257.5	692631.0
2017-11-03 09:55:00	SPY	ETF	257.51	257.51	257.39	257.49	3004268.0

> showing 50 of 53,963 rows — these rows as CSV

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