PREVIEW / etf_5min / 2017-11-24

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-11-24.parquet
  size:    685 KB
  rows:    29,016

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
2017-11-24 04:00:00	SPY	ETF	259.8	259.97	259.8	259.97	2500.0
2017-11-24 04:20:00	SPY	ETF	259.95	259.95	259.95	259.95	1000.0
2017-11-24 04:25:00	SPY	ETF	259.9	259.9	259.9	259.9	300.0
2017-11-24 05:15:00	SPY	ETF	259.9	259.9	259.9	259.9	100.0
2017-11-24 05:20:00	SPY	ETF	259.99	259.99	259.99	259.99	202.0
2017-11-24 05:25:00	SPY	ETF	259.99	260.0	259.99	259.99	582.0
2017-11-24 05:35:00	SPY	ETF	260.04	260.04	260.04	260.04	100.0
2017-11-24 05:45:00	SPY	ETF	260.08	260.1	260.08	260.1	8204.0
2017-11-24 06:00:00	SPY	ETF	260.06	260.06	260.06	260.06	2001.0
2017-11-24 06:05:00	SPY	ETF	260.12	260.12	260.12	260.12	1000.0
2017-11-24 06:10:00	SPY	ETF	260.12	260.4	260.12	260.14	4454.0
2017-11-24 06:20:00	SPY	ETF	260.18	260.18	260.18	260.18	500.0
2017-11-24 06:35:00	SPY	ETF	260.26	260.33	260.26	260.33	28951.0
2017-11-24 06:40:00	SPY	ETF	260.32	260.32	260.32	260.32	2000.0
2017-11-24 06:45:00	SPY	ETF	260.32	260.34	260.32	260.34	7212.0
2017-11-24 06:50:00	SPY	ETF	260.29	260.33	260.29	260.32	2551.0
2017-11-24 06:55:00	SPY	ETF	260.33	260.35	260.33	260.33	1400.0
2017-11-24 07:00:00	SPY	ETF	260.29	260.3	260.29	260.29	9938.0
2017-11-24 07:05:00	SPY	ETF	260.3	260.31	260.3	260.31	14414.0
2017-11-24 07:10:00	SPY	ETF	260.3	260.36	260.3	260.36	25614.0
2017-11-24 07:15:00	SPY	ETF	260.33	260.36	260.33	260.36	9453.0
2017-11-24 07:20:00	SPY	ETF	260.34	260.34	260.33	260.33	3606.0
2017-11-24 07:25:00	SPY	ETF	260.34	260.4	260.34	260.37	40905.0
2017-11-24 07:30:00	SPY	ETF	260.37	260.38	260.35	260.35	6182.0
2017-11-24 07:35:00	SPY	ETF	260.33	260.33	260.33	260.33	1302.0
2017-11-24 07:40:00	SPY	ETF	260.34	260.34	260.29	260.29	4409.0
2017-11-24 07:45:00	SPY	ETF	260.31	260.33	260.29	260.33	5308.0
2017-11-24 07:50:00	SPY	ETF	260.33	260.33	260.29	260.29	6600.0
2017-11-24 07:55:00	SPY	ETF	260.3	260.35	260.25	260.35	26343.0
2017-11-24 08:00:00	SPY	ETF	260.27	260.35	260.27	260.3	60239.0
2017-11-24 08:05:00	SPY	ETF	260.3	260.35	260.29	260.29	34899.0
2017-11-24 08:10:00	SPY	ETF	260.26	260.37	260.25	260.34	83424.0
2017-11-24 08:15:00	SPY	ETF	260.35	260.37	260.34	260.35	42602.0
2017-11-24 08:20:00	SPY	ETF	260.35	260.42	260.35	260.42	72135.0
2017-11-24 08:25:00	SPY	ETF	260.41	260.42	260.4	260.4	37850.0
2017-11-24 08:30:00	SPY	ETF	260.4	260.42	260.39	260.41	30419.0
2017-11-24 08:35:00	SPY	ETF	260.39	260.41	260.39	260.4	67924.0
2017-11-24 08:40:00	SPY	ETF	260.37	260.42	260.36	260.38	51540.0
2017-11-24 08:45:00	SPY	ETF	260.39	260.39	260.35	260.36	46598.0
2017-11-24 08:50:00	SPY	ETF	260.36	260.36	260.32	260.32	113197.0
2017-11-24 08:55:00	SPY	ETF	260.32	260.32	260.27	260.3	73217.0
2017-11-24 09:00:00	SPY	ETF	260.31	260.32	260.29	260.32	21610.0
2017-11-24 09:05:00	SPY	ETF	260.32	260.33	260.29	260.29	35047.0
2017-11-24 09:10:00	SPY	ETF	260.29	260.32	260.28	260.31	28601.0
2017-11-24 09:15:00	SPY	ETF	260.31	260.33	260.3	260.33	77698.0
2017-11-24 09:20:00	SPY	ETF	260.33	260.33	260.28	260.28	43586.0
2017-11-24 09:25:00	SPY	ETF	260.29	260.33	260.26	260.28	165630.0
2017-11-24 09:30:00	SPY	ETF	260.32	260.32	260.19	260.27	1408354.0
2017-11-24 09:35:00	SPY	ETF	260.26	260.32	260.22	260.28	867583.0
2017-11-24 09:40:00	SPY	ETF	260.28	260.29	260.2	260.23	364716.0

> showing 50 of 29,016 rows — these rows as CSV

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