PREVIEW / etf_5min / 2018-01-24

all etf 5-min files

  file:    by_date/etf_5min/2018/2018-01-24.parquet
  size:    1.5 MB
  rows:    65,700

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
2018-01-24 04:00:00	SPY	ETF	283.53	283.53	283.43	283.43	720.0
2018-01-24 04:05:00	SPY	ETF	283.54	283.57	283.54	283.57	1200.0
2018-01-24 04:10:00	SPY	ETF	283.58	283.59	283.58	283.59	300.0
2018-01-24 04:15:00	SPY	ETF	283.62	283.62	283.62	283.62	300.0
2018-01-24 04:25:00	SPY	ETF	283.6	283.62	283.6	283.62	600.0
2018-01-24 04:35:00	SPY	ETF	283.57	283.57	283.54	283.54	600.0
2018-01-24 04:40:00	SPY	ETF	283.52	283.54	283.52	283.54	600.0
2018-01-24 04:55:00	SPY	ETF	283.53	283.53	283.53	283.53	400.0
2018-01-24 05:15:00	SPY	ETF	283.58	283.6	283.58	283.6	800.0
2018-01-24 05:20:00	SPY	ETF	283.58	283.65	283.58	283.65	1700.0
2018-01-24 05:30:00	SPY	ETF	283.67	283.68	283.67	283.68	900.0
2018-01-24 05:35:00	SPY	ETF	283.71	283.78	283.71	283.78	800.0
2018-01-24 05:40:00	SPY	ETF	283.79	283.79	283.79	283.79	300.0
2018-01-24 05:55:00	SPY	ETF	283.69	283.69	283.66	283.66	7800.0
2018-01-24 06:00:00	SPY	ETF	283.64	283.64	283.64	283.64	100.0
2018-01-24 06:10:00	SPY	ETF	283.61	283.62	283.61	283.62	900.0
2018-01-24 06:15:00	SPY	ETF	283.59	283.59	283.56	283.58	7700.0
2018-01-24 06:20:00	SPY	ETF	283.63	283.63	283.63	283.63	500.0
2018-01-24 06:30:00	SPY	ETF	283.63	283.63	283.58	283.58	13400.0
2018-01-24 06:35:00	SPY	ETF	283.6	283.6	283.58	283.58	3047.0
2018-01-24 06:40:00	SPY	ETF	283.58	283.58	283.58	283.58	500.0
2018-01-24 06:45:00	SPY	ETF	283.59	283.59	283.48	283.53	4200.0
2018-01-24 06:50:00	SPY	ETF	283.48	283.48	283.48	283.48	2500.0
2018-01-24 06:55:00	SPY	ETF	283.57	283.57	283.53	283.53	2346.0
2018-01-24 07:00:00	SPY	ETF	283.54	283.58	283.53	283.56	1037.0
2018-01-24 07:05:00	SPY	ETF	283.53	283.6	283.52	283.6	21800.0
2018-01-24 07:10:00	SPY	ETF	283.56	283.65	283.56	283.63	16675.0
2018-01-24 07:15:00	SPY	ETF	283.68	283.72	283.66	283.72	4600.0
2018-01-24 07:20:00	SPY	ETF	283.71	283.77	283.69	283.73	22550.0
2018-01-24 07:25:00	SPY	ETF	283.74	283.75	283.73	283.74	8399.0
2018-01-24 07:30:00	SPY	ETF	283.77	283.92	283.77	283.89	65645.0
2018-01-24 07:35:00	SPY	ETF	283.91	283.91	283.8	283.9	12201.0
2018-01-24 07:40:00	SPY	ETF	283.86	283.91	283.86	283.89	3000.0
2018-01-24 07:45:00	SPY	ETF	283.88	283.88	283.76	283.79	2070.0
2018-01-24 07:50:00	SPY	ETF	283.76	283.76	283.64	283.75	15306.0
2018-01-24 07:55:00	SPY	ETF	283.72	283.75	283.67	283.67	21543.0
2018-01-24 08:00:00	SPY	ETF	283.72	283.91	283.45	283.74	14453.0
2018-01-24 08:05:00	SPY	ETF	283.78	283.82	283.74	283.77	10021.0
2018-01-24 08:10:00	SPY	ETF	283.77	283.79	283.76	283.79	5976.0
2018-01-24 08:15:00	SPY	ETF	283.79	283.88	283.76	283.88	44114.0
2018-01-24 08:20:00	SPY	ETF	283.88	283.9	283.8	283.83	48161.0
2018-01-24 08:25:00	SPY	ETF	283.87	283.9	283.85	283.88	159899.0
2018-01-24 08:30:00	SPY	ETF	283.87	284.0	283.87	284.0	49688.0
2018-01-24 08:35:00	SPY	ETF	284.0	284.05	283.95	284.02	23971.0
2018-01-24 08:40:00	SPY	ETF	284.05	284.05	284.0	284.03	19203.0
2018-01-24 08:45:00	SPY	ETF	284.05	284.15	284.02	284.11	66915.0
2018-01-24 08:50:00	SPY	ETF	284.1	284.18	284.02	284.17	109987.0
2018-01-24 08:55:00	SPY	ETF	284.17	284.17	283.93	284.0	176163.0
2018-01-24 09:00:00	SPY	ETF	283.99	284.04	283.85	283.97	41731.0
2018-01-24 09:05:00	SPY	ETF	283.95	284.0	283.92	283.92	31402.0

> showing 50 of 65,700 rows — these rows as CSV

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