PREVIEW / etf_5min / 2017-12-29

all etf 5-min files

  file:    by_date/etf_5min/2017/2017-12-29.parquet
  size:    1.3 MB
  rows:    59,027

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
2017-12-29 04:00:00	SPY	ETF	267.94	268.0	267.94	268.0	440.0
2017-12-29 04:15:00	SPY	ETF	268.12	268.12	268.12	268.12	206.0
2017-12-29 04:20:00	SPY	ETF	268.06	268.06	268.06	268.06	191.0
2017-12-29 04:40:00	SPY	ETF	268.15	268.18	268.15	268.18	451.0
2017-12-29 05:00:00	SPY	ETF	268.3	268.4	268.3	268.4	1745.0
2017-12-29 05:05:00	SPY	ETF	268.42	268.43	268.42	268.43	700.0
2017-12-29 05:10:00	SPY	ETF	268.43	268.45	268.43	268.45	10920.0
2017-12-29 05:25:00	SPY	ETF	268.4	268.4	268.4	268.4	4000.0
2017-12-29 05:30:00	SPY	ETF	268.35	268.35	268.35	268.35	5053.0
2017-12-29 05:35:00	SPY	ETF	268.4	268.4	268.4	268.4	501.0
2017-12-29 05:40:00	SPY	ETF	268.4	268.4	268.39	268.39	800.0
2017-12-29 05:45:00	SPY	ETF	268.4	268.42	268.4	268.42	5003.0
2017-12-29 05:50:00	SPY	ETF	268.47	268.49	268.47	268.49	2302.0
2017-12-29 05:55:00	SPY	ETF	268.49	268.57	268.49	268.54	10394.0
2017-12-29 06:00:00	SPY	ETF	268.52	268.52	268.52	268.52	500.0
2017-12-29 06:05:00	SPY	ETF	268.55	268.55	268.54	268.54	20000.0
2017-12-29 06:15:00	SPY	ETF	268.56	268.56	268.56	268.56	200.0
2017-12-29 06:20:00	SPY	ETF	268.6	268.6	268.6	268.6	1650.0
2017-12-29 06:30:00	SPY	ETF	268.6	268.6	268.6	268.6	2672.0
2017-12-29 06:45:00	SPY	ETF	268.61	268.61	268.61	268.61	2000.0
2017-12-29 06:50:00	SPY	ETF	268.62	268.62	268.62	268.62	400.0
2017-12-29 06:55:00	SPY	ETF	268.62	268.62	268.62	268.62	501.0
2017-12-29 07:00:00	SPY	ETF	268.58	268.61	268.56	268.61	3002.0
2017-12-29 07:05:00	SPY	ETF	268.61	268.61	268.6	268.6	1450.0
2017-12-29 07:10:00	SPY	ETF	268.63	268.67	268.6	268.65	26713.0
2017-12-29 07:15:00	SPY	ETF	268.67	268.73	268.67	268.73	7590.0
2017-12-29 07:20:00	SPY	ETF	268.73	268.98	268.72	268.92	30639.0
2017-12-29 07:25:00	SPY	ETF	268.9	268.9	268.84	268.85	40051.0
2017-12-29 07:30:00	SPY	ETF	268.83	268.83	268.82	268.83	19310.0
2017-12-29 07:35:00	SPY	ETF	268.86	268.86	268.81	268.81	46400.0
2017-12-29 07:40:00	SPY	ETF	268.8	268.84	268.79	268.8	100352.0
2017-12-29 07:45:00	SPY	ETF	268.78	268.78	268.73	268.75	21701.0
2017-12-29 07:50:00	SPY	ETF	268.75	268.76	268.73	268.73	14099.0
2017-12-29 07:55:00	SPY	ETF	268.73	268.73	268.68	268.68	12561.0
2017-12-29 08:00:00	SPY	ETF	268.58	268.84	268.56	268.7	42263.0
2017-12-29 08:05:00	SPY	ETF	268.73	268.76	268.73	268.75	8401.0
2017-12-29 08:10:00	SPY	ETF	268.71	268.78	268.71	268.78	13876.0
2017-12-29 08:15:00	SPY	ETF	268.77	268.77	268.69	268.69	31828.0
2017-12-29 08:20:00	SPY	ETF	268.68	268.7	268.66	268.69	16963.0
2017-12-29 08:25:00	SPY	ETF	268.68	268.68	268.64	268.64	13017.0
2017-12-29 08:30:00	SPY	ETF	268.64	268.65	268.6	268.6	11872.0
2017-12-29 08:35:00	SPY	ETF	268.63	268.64	268.58	268.61	43041.0
2017-12-29 08:40:00	SPY	ETF	268.6	268.63	268.6	268.6	25979.0
2017-12-29 08:45:00	SPY	ETF	268.57	268.6	268.55	268.59	32329.0
2017-12-29 08:50:00	SPY	ETF	268.58	268.58	268.51	268.52	13523.0
2017-12-29 08:55:00	SPY	ETF	268.52	268.56	268.52	268.55	11000.0
2017-12-29 09:00:00	SPY	ETF	268.54	268.63	268.54	268.61	15424.0
2017-12-29 09:05:00	SPY	ETF	268.61	268.66	268.61	268.61	54251.0
2017-12-29 09:10:00	SPY	ETF	268.6	268.62	268.6	268.62	2388.0
2017-12-29 09:15:00	SPY	ETF	268.62	268.64	268.57	268.57	66997.0

> showing 50 of 59,027 rows — these rows as CSV

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