PREVIEW / etf_5min / 2017-12-01

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-12-01.parquet
  size:    1.4 MB
  rows:    60,091

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
2017-12-01 04:00:00	SPY	ETF	264.11	264.11	264.11	264.11	2543.0
2017-12-01 04:05:00	SPY	ETF	264.15	264.31	264.15	264.31	2760.0
2017-12-01 04:20:00	SPY	ETF	264.11	264.11	264.05	264.05	5310.0
2017-12-01 04:25:00	SPY	ETF	264.12	264.12	264.12	264.12	400.0
2017-12-01 04:30:00	SPY	ETF	264.14	264.31	264.14	264.31	500.0
2017-12-01 04:35:00	SPY	ETF	264.27	264.27	264.27	264.27	400.0
2017-12-01 04:45:00	SPY	ETF	264.26	264.35	264.26	264.35	2200.0
2017-12-01 04:50:00	SPY	ETF	264.32	264.32	264.29	264.32	25000.0
2017-12-01 04:55:00	SPY	ETF	264.35	264.35	264.35	264.35	200.0
2017-12-01 05:05:00	SPY	ETF	264.43	264.43	264.43	264.43	100.0
2017-12-01 05:15:00	SPY	ETF	264.29	264.29	264.29	264.29	100.0
2017-12-01 05:30:00	SPY	ETF	264.21	264.21	264.21	264.21	1000.0
2017-12-01 05:35:00	SPY	ETF	264.12	264.12	264.08	264.08	280.0
2017-12-01 05:40:00	SPY	ETF	264.05	264.05	263.91	263.92	4700.0
2017-12-01 05:45:00	SPY	ETF	263.8	263.8	263.8	263.8	621.0
2017-12-01 05:50:00	SPY	ETF	263.78	263.78	263.44	263.44	10423.0
2017-12-01 05:55:00	SPY	ETF	263.54	263.59	263.34	263.58	7079.0
2017-12-01 06:00:00	SPY	ETF	263.48	263.65	263.48	263.6	32721.0
2017-12-01 06:05:00	SPY	ETF	263.6	263.67	263.56	263.64	12551.0
2017-12-01 06:10:00	SPY	ETF	263.79	263.8	263.5	263.5	8857.0
2017-12-01 06:15:00	SPY	ETF	263.71	263.75	263.71	263.75	1041.0
2017-12-01 06:20:00	SPY	ETF	263.75	263.84	263.74	263.84	7537.0
2017-12-01 06:25:00	SPY	ETF	263.89	263.96	263.89	263.94	6710.0
2017-12-01 06:30:00	SPY	ETF	263.94	263.95	263.89	263.89	2513.0
2017-12-01 06:35:00	SPY	ETF	263.86	263.95	263.86	263.89	50608.0
2017-12-01 06:40:00	SPY	ETF	263.94	264.0	263.94	264.0	2368.0
2017-12-01 06:45:00	SPY	ETF	264.02	264.07	263.99	263.99	1932.0
2017-12-01 06:50:00	SPY	ETF	264.0	264.0	263.84	263.92	4820.0
2017-12-01 06:55:00	SPY	ETF	263.92	263.92	263.77	263.77	7718.0
2017-12-01 07:00:00	SPY	ETF	263.86	263.99	263.86	263.99	5067.0
2017-12-01 07:05:00	SPY	ETF	264.01	264.04	263.94	263.94	8263.0
2017-12-01 07:10:00	SPY	ETF	263.94	263.99	263.89	263.89	9978.0
2017-12-01 07:15:00	SPY	ETF	263.92	263.92	263.85	263.85	16845.0
2017-12-01 07:20:00	SPY	ETF	263.85	263.93	263.8	263.88	25256.0
2017-12-01 07:25:00	SPY	ETF	263.88	263.97	263.88	263.93	15990.0
2017-12-01 07:30:00	SPY	ETF	263.9	263.98	263.9	263.94	15769.0
2017-12-01 07:35:00	SPY	ETF	263.96	264.09	263.96	264.06	109547.0
2017-12-01 07:40:00	SPY	ETF	264.05	264.17	263.98	263.98	123720.0
2017-12-01 07:45:00	SPY	ETF	263.99	264.12	263.94	264.09	72459.0
2017-12-01 07:50:00	SPY	ETF	264.08	264.23	264.08	264.23	78601.0
2017-12-01 07:55:00	SPY	ETF	264.23	264.25	264.18	264.18	58263.0
2017-12-01 08:00:00	SPY	ETF	264.0	264.25	263.82	264.25	29495.0
2017-12-01 08:05:00	SPY	ETF	264.25	264.43	264.25	264.32	92982.0
2017-12-01 08:10:00	SPY	ETF	264.34	264.62	264.34	264.62	79810.0
2017-12-01 08:15:00	SPY	ETF	264.61	264.72	264.61	264.69	497462.0
2017-12-01 08:20:00	SPY	ETF	264.69	264.82	264.69	264.82	289601.0
2017-12-01 08:25:00	SPY	ETF	264.82	264.86	264.7	264.76	173934.0
2017-12-01 08:30:00	SPY	ETF	264.75	264.88	264.71	264.88	93951.0
2017-12-01 08:35:00	SPY	ETF	264.88	264.92	264.85	264.85	126918.0
2017-12-01 08:40:00	SPY	ETF	264.84	264.84	264.7	264.7	97940.0

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