PREVIEW / etf_5min / 2017-11-06

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-11-06.parquet
  size:    1.3 MB
  rows:    55,064

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
2017-11-06 04:00:00	SPY	ETF	258.1	258.1	258.04	258.04	300.0
2017-11-06 04:05:00	SPY	ETF	258.0	258.0	258.0	258.0	100.0
2017-11-06 04:15:00	SPY	ETF	258.01	258.01	258.01	258.01	300.0
2017-11-06 04:20:00	SPY	ETF	258.11	258.11	258.11	258.11	1000.0
2017-11-06 04:25:00	SPY	ETF	258.12	258.12	258.08	258.08	5500.0
2017-11-06 04:40:00	SPY	ETF	258.11	258.11	258.06	258.06	6000.0
2017-11-06 05:00:00	SPY	ETF	258.13	258.13	258.12	258.12	5100.0
2017-11-06 05:05:00	SPY	ETF	258.08	258.08	258.08	258.08	2700.0
2017-11-06 05:10:00	SPY	ETF	258.04	258.04	258.04	258.04	1000.0
2017-11-06 05:25:00	SPY	ETF	258.06	258.06	258.06	258.06	300.0
2017-11-06 05:30:00	SPY	ETF	258.06	258.06	258.06	258.06	800.0
2017-11-06 05:40:00	SPY	ETF	258.07	258.07	258.07	258.07	400.0
2017-11-06 06:00:00	SPY	ETF	258.02	258.02	258.02	258.02	300.0
2017-11-06 06:10:00	SPY	ETF	258.01	258.06	258.01	258.06	404.0
2017-11-06 06:25:00	SPY	ETF	258.1	258.1	258.1	258.1	800.0
2017-11-06 06:30:00	SPY	ETF	258.14	258.15	258.11	258.14	1400.0
2017-11-06 06:35:00	SPY	ETF	258.12	258.12	258.12	258.12	100.0
2017-11-06 06:45:00	SPY	ETF	258.16	258.2	258.16	258.2	4000.0
2017-11-06 06:55:00	SPY	ETF	258.16	258.16	258.16	258.16	101.0
2017-11-06 07:00:00	SPY	ETF	258.2	258.2	258.17	258.17	12822.0
2017-11-06 07:05:00	SPY	ETF	258.18	258.21	258.17	258.21	30491.0
2017-11-06 07:10:00	SPY	ETF	258.21	258.25	258.21	258.25	8600.0
2017-11-06 07:15:00	SPY	ETF	258.24	258.28	258.24	258.28	2400.0
2017-11-06 07:20:00	SPY	ETF	258.28	258.28	258.22	258.23	29002.0
2017-11-06 07:25:00	SPY	ETF	258.22	258.22	258.2	258.2	300.0
2017-11-06 07:30:00	SPY	ETF	258.23	258.23	258.23	258.23	1500.0
2017-11-06 07:35:00	SPY	ETF	258.25	258.25	258.25	258.25	5310.0
2017-11-06 07:40:00	SPY	ETF	258.22	258.24	258.22	258.24	4301.0
2017-11-06 07:45:00	SPY	ETF	258.24	258.24	258.2	258.2	1201.0
2017-11-06 07:50:00	SPY	ETF	258.22	258.22	258.22	258.22	550.0
2017-11-06 07:55:00	SPY	ETF	258.22	258.22	258.22	258.22	1000.0
2017-11-06 08:00:00	SPY	ETF	258.45	258.45	257.651	257.651	39280.0
2017-11-06 08:05:00	SPY	ETF	258.21	258.21	258.16	258.16	6423.0
2017-11-06 08:10:00	SPY	ETF	258.17	258.17	258.14	258.15	4100.0
2017-11-06 08:15:00	SPY	ETF	258.15	258.17	258.12	258.15	5127.0
2017-11-06 08:20:00	SPY	ETF	258.15	258.17	258.15	258.17	2500.0
2017-11-06 08:25:00	SPY	ETF	258.19	258.22	258.16	258.16	4856.0
2017-11-06 08:30:00	SPY	ETF	258.17	258.17	258.15	258.15	4200.0
2017-11-06 08:35:00	SPY	ETF	258.15	258.19	258.15	258.19	31111.0
2017-11-06 08:40:00	SPY	ETF	258.22	258.24	258.22	258.23	6760.0
2017-11-06 08:45:00	SPY	ETF	258.23	258.28	258.23	258.26	6021.0
2017-11-06 08:50:00	SPY	ETF	258.25	258.26	258.24	258.25	5331.0
2017-11-06 08:55:00	SPY	ETF	258.25	258.28	258.24	258.28	5300.0
2017-11-06 09:00:00	SPY	ETF	258.28	258.35	258.28	258.31	43879.0
2017-11-06 09:05:00	SPY	ETF	258.3	258.32	258.28	258.29	29725.0
2017-11-06 09:10:00	SPY	ETF	258.29	258.35	258.29	258.33	26280.0
2017-11-06 09:15:00	SPY	ETF	258.33	258.33	258.29	258.29	10125.0
2017-11-06 09:20:00	SPY	ETF	258.3	258.33	258.28	258.28	6917.0
2017-11-06 09:25:00	SPY	ETF	258.29	258.3	258.27	258.3	75675.0
2017-11-06 09:30:00	SPY	ETF	258.3	258.45	258.22	258.45	955465.0

> showing 50 of 55,064 rows — these rows as CSV

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