PREVIEW / etf_5min / 2017-11-09

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-11-09.parquet
  size:    1.3 MB
  rows:    56,984

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
2017-11-09 04:00:00	SPY	ETF	258.85	258.85	258.74	258.74	39110.0
2017-11-09 04:15:00	SPY	ETF	258.72	258.78	258.72	258.75	6000.0
2017-11-09 04:20:00	SPY	ETF	258.77	258.77	258.75	258.75	400.0
2017-11-09 04:25:00	SPY	ETF	258.76	258.76	258.72	258.73	1788.0
2017-11-09 04:30:00	SPY	ETF	258.76	258.76	258.72	258.73	2100.0
2017-11-09 04:55:00	SPY	ETF	258.78	258.78	258.78	258.78	600.0
2017-11-09 05:00:00	SPY	ETF	258.79	258.79	258.72	258.72	600.0
2017-11-09 05:05:00	SPY	ETF	258.76	258.76	258.73	258.73	1000.0
2017-11-09 05:10:00	SPY	ETF	258.73	258.73	258.67	258.68	2100.0
2017-11-09 05:15:00	SPY	ETF	258.62	258.62	258.59	258.59	1300.0
2017-11-09 05:20:00	SPY	ETF	258.6	258.61	258.6	258.61	1000.0
2017-11-09 05:25:00	SPY	ETF	258.59	258.59	258.55	258.55	2720.0
2017-11-09 05:35:00	SPY	ETF	258.58	258.58	258.55	258.55	200.0
2017-11-09 05:40:00	SPY	ETF	258.6	258.63	258.6	258.63	1900.0
2017-11-09 05:45:00	SPY	ETF	258.73	258.73	258.73	258.73	500.0
2017-11-09 06:00:00	SPY	ETF	258.65	258.65	258.65	258.65	100.0
2017-11-09 06:10:00	SPY	ETF	258.6	258.67	258.6	258.67	5000.0
2017-11-09 06:15:00	SPY	ETF	258.66	258.66	258.66	258.66	100.0
2017-11-09 06:20:00	SPY	ETF	258.61	258.61	258.5	258.5	13306.0
2017-11-09 06:25:00	SPY	ETF	258.5	258.51	258.36	258.36	9412.0
2017-11-09 06:30:00	SPY	ETF	258.34	258.38	258.28	258.36	18011.0
2017-11-09 06:35:00	SPY	ETF	258.36	258.36	258.3	258.3	53904.0
2017-11-09 06:40:00	SPY	ETF	258.29	258.29	258.16	258.19	91233.0
2017-11-09 06:45:00	SPY	ETF	258.2	258.28	258.2	258.28	44755.0
2017-11-09 06:50:00	SPY	ETF	258.29	258.29	258.2	258.29	58304.0
2017-11-09 06:55:00	SPY	ETF	258.29	258.34	258.24	258.34	25305.0
2017-11-09 07:00:00	SPY	ETF	258.34	258.35	258.2	258.23	111559.0
2017-11-09 07:05:00	SPY	ETF	258.21	258.21	258.0	258.04	78605.0
2017-11-09 07:10:00	SPY	ETF	258.04	258.2	258.01	258.11	66661.0
2017-11-09 07:15:00	SPY	ETF	258.1	258.16	258.01	258.03	59772.0
2017-11-09 07:20:00	SPY	ETF	258.03	258.12	257.95	258.12	90627.0
2017-11-09 07:25:00	SPY	ETF	258.12	258.2	258.1	258.2	49324.0
2017-11-09 07:30:00	SPY	ETF	258.2	258.24	258.14	258.14	29396.0
2017-11-09 07:35:00	SPY	ETF	258.14	258.16	258.08	258.16	17658.0
2017-11-09 07:40:00	SPY	ETF	258.17	258.19	258.13	258.15	34133.0
2017-11-09 07:45:00	SPY	ETF	258.15	258.15	258.01	258.06	27146.0
2017-11-09 07:50:00	SPY	ETF	258.09	258.13	257.99	257.99	75004.0
2017-11-09 07:55:00	SPY	ETF	258.0	258.0	257.85	257.92	90811.0
2017-11-09 08:00:00	SPY	ETF	258.15	258.34	257.86	257.94	229154.0
2017-11-09 08:05:00	SPY	ETF	257.93	257.94	257.84	257.9	110253.0
2017-11-09 08:10:00	SPY	ETF	257.87	257.87	257.57	257.58	156593.0
2017-11-09 08:15:00	SPY	ETF	257.6	257.7	257.59	257.68	168441.0
2017-11-09 08:20:00	SPY	ETF	257.68	257.71	257.61	257.71	77913.0
2017-11-09 08:25:00	SPY	ETF	257.72	257.76	257.68	257.71	119837.0
2017-11-09 08:30:00	SPY	ETF	257.71	257.78	257.7	257.78	18360.0
2017-11-09 08:35:00	SPY	ETF	257.79	257.87	257.79	257.86	37025.0
2017-11-09 08:40:00	SPY	ETF	257.85	257.9	257.85	257.87	35056.0
2017-11-09 08:45:00	SPY	ETF	257.88	258.02	257.84	257.99	50403.0
2017-11-09 08:50:00	SPY	ETF	257.99	258.0	257.85	257.85	74044.0
2017-11-09 08:55:00	SPY	ETF	257.85	257.88	257.77	257.86	60031.0

> showing 50 of 56,984 rows — these rows as CSV

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