PREVIEW / etf_5min / 2017-12-13

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-12-13.parquet
  size:    1.3 MB
  rows:    56,435

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
2017-12-13 04:00:00	SPY	ETF	266.57	266.57	266.57	266.57	228.0
2017-12-13 04:10:00	SPY	ETF	266.7	266.7	266.7	266.7	150.0
2017-12-13 04:20:00	SPY	ETF	266.72	266.72	266.72	266.72	105.0
2017-12-13 05:45:00	SPY	ETF	266.73	266.73	266.73	266.73	101.0
2017-12-13 06:05:00	SPY	ETF	266.9	266.92	266.9	266.92	5503.0
2017-12-13 06:20:00	SPY	ETF	266.82	266.9	266.82	266.9	501.0
2017-12-13 07:00:00	SPY	ETF	266.75	266.75	266.75	266.75	3000.0
2017-12-13 07:05:00	SPY	ETF	266.73	266.73	266.63	266.66	1405.0
2017-12-13 07:10:00	SPY	ETF	266.71	266.75	266.71	266.75	475.0
2017-12-13 07:15:00	SPY	ETF	266.75	266.77	266.71	266.77	1609.0
2017-12-13 07:20:00	SPY	ETF	266.73	266.73	266.71	266.71	50706.0
2017-12-13 07:25:00	SPY	ETF	266.7	266.73	266.7	266.73	300.0
2017-12-13 07:30:00	SPY	ETF	266.73	266.75	266.72	266.74	28578.0
2017-12-13 07:35:00	SPY	ETF	266.74	266.74	266.7	266.7	38806.0
2017-12-13 07:50:00	SPY	ETF	266.7	266.71	266.63	266.63	20976.0
2017-12-13 07:55:00	SPY	ETF	266.68	266.68	266.55	266.64	21063.0
2017-12-13 08:00:00	SPY	ETF	266.72	266.73	266.62	266.64	3629.0
2017-12-13 08:05:00	SPY	ETF	266.65	266.79	266.65	266.79	35444.0
2017-12-13 08:10:00	SPY	ETF	266.78	266.79	266.76	266.79	102932.0
2017-12-13 08:15:00	SPY	ETF	266.81	266.81	266.81	266.81	21173.0
2017-12-13 08:20:00	SPY	ETF	266.81	266.86	266.81	266.81	3921.0
2017-12-13 08:25:00	SPY	ETF	266.83	266.85	266.83	266.85	1771.0
2017-12-13 08:30:00	SPY	ETF	266.83	267.02	266.73	267.01	25606.0
2017-12-13 08:35:00	SPY	ETF	267.0	267.1	267.0	267.0	105919.0
2017-12-13 08:40:00	SPY	ETF	267.0	267.01	266.98	266.99	35141.0
2017-12-13 08:45:00	SPY	ETF	266.98	267.05	266.98	267.05	95733.0
2017-12-13 08:50:00	SPY	ETF	267.05	267.07	267.03	267.04	97700.0
2017-12-13 08:55:00	SPY	ETF	267.03	267.05	267.0	267.01	44028.0
2017-12-13 09:00:00	SPY	ETF	267.04	267.04	267.01	267.01	8466.0
2017-12-13 09:05:00	SPY	ETF	267.01	267.03	266.99	267.02	6125.0
2017-12-13 09:10:00	SPY	ETF	267.02	267.06	267.02	267.04	64785.0
2017-12-13 09:15:00	SPY	ETF	267.05	267.08	267.04	267.07	54200.0
2017-12-13 09:20:00	SPY	ETF	267.07	267.16	267.07	267.15	83303.0
2017-12-13 09:25:00	SPY	ETF	267.13	267.14	267.04	267.06	160504.0
2017-12-13 09:30:00	SPY	ETF	267.06	267.26	267.05	267.25	1657972.0
2017-12-13 09:35:00	SPY	ETF	267.25	267.36	267.15	267.33	1491009.0
2017-12-13 09:40:00	SPY	ETF	267.33	267.41	267.25	267.26	8339276.0
2017-12-13 09:45:00	SPY	ETF	267.26	267.33	267.2	267.28	506916.0
2017-12-13 09:50:00	SPY	ETF	267.29	267.44	267.27	267.41	710278.0
2017-12-13 09:55:00	SPY	ETF	267.42	267.47	267.38	267.39	1839484.0
2017-12-13 10:00:00	SPY	ETF	267.3999	267.465	267.37	267.39	616399.0
2017-12-13 10:05:00	SPY	ETF	267.39	267.4	267.2	267.24	2186024.0
2017-12-13 10:10:00	SPY	ETF	267.245	267.35	267.21	267.34	380777.0
2017-12-13 10:15:00	SPY	ETF	267.34	267.35	267.27	267.31	443094.0
2017-12-13 10:20:00	SPY	ETF	267.31	267.34	267.27	267.285	283491.0
2017-12-13 10:25:00	SPY	ETF	267.285	267.39	267.24	267.3656	1566031.0
2017-12-13 10:30:00	SPY	ETF	267.36	267.4247	267.33	267.37	443728.0
2017-12-13 10:35:00	SPY	ETF	267.37	267.47	267.37	267.43	438335.0
2017-12-13 10:40:00	SPY	ETF	267.44	267.51	267.39	267.42	556471.0
2017-12-13 10:45:00	SPY	ETF	267.42	267.45	267.27	267.35	658645.0

> showing 50 of 56,435 rows — these rows as CSV

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