PREVIEW / etf_5min / 2011-01-03

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-03.parquet
  size:    907 KB
  rows:    38,906

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
2011-01-03 04:00:00	SPY	ETF	126.35	126.45	126.35	126.45	1879.0
2011-01-03 04:05:00	SPY	ETF	126.36	126.36	126.36	126.36	300.0
2011-01-03 04:15:00	SPY	ETF	126.35	126.35	126.35	126.35	100.0
2011-01-03 04:20:00	SPY	ETF	126.3	126.3	126.3	126.3	1000.0
2011-01-03 04:55:00	SPY	ETF	126.4	126.4	126.4	126.4	118.0
2011-01-03 05:20:00	SPY	ETF	126.44	126.44	126.44	126.44	100.0
2011-01-03 05:30:00	SPY	ETF	126.48	126.48	126.46	126.46	2200.0
2011-01-03 05:35:00	SPY	ETF	126.5	126.5	126.48	126.48	200.0
2011-01-03 05:40:00	SPY	ETF	126.48	126.48	126.44	126.44	1000.0
2011-01-03 05:45:00	SPY	ETF	126.48	126.48	126.48	126.48	100.0
2011-01-03 06:00:00	SPY	ETF	126.49	126.49	126.49	126.49	400.0
2011-01-03 06:05:00	SPY	ETF	126.51	126.51	126.49	126.49	675.0
2011-01-03 06:20:00	SPY	ETF	126.49	126.49	126.49	126.49	200.0
2011-01-03 06:40:00	SPY	ETF	126.46	126.46	126.46	126.46	700.0
2011-01-03 06:45:00	SPY	ETF	126.46	126.46	126.44	126.44	2400.0
2011-01-03 06:50:00	SPY	ETF	126.47	126.47	126.47	126.47	100.0
2011-01-03 06:55:00	SPY	ETF	126.45	126.45	126.45	126.45	2600.0
2011-01-03 07:00:00	SPY	ETF	126.45	126.46	126.41	126.43	6240.0
2011-01-03 07:05:00	SPY	ETF	126.43	126.43	126.35	126.38	9100.0
2011-01-03 07:10:00	SPY	ETF	126.4	126.41	126.36	126.36	13900.0
2011-01-03 07:15:00	SPY	ETF	126.38	126.41	126.38	126.4	15800.0
2011-01-03 07:20:00	SPY	ETF	126.41	126.42	126.41	126.42	5200.0
2011-01-03 07:25:00	SPY	ETF	126.44	126.51	126.44	126.5	92887.0
2011-01-03 07:30:00	SPY	ETF	126.5	126.59	126.5	126.59	42202.0
2011-01-03 07:35:00	SPY	ETF	126.59	126.69	126.59	126.69	155326.0
2011-01-03 07:40:00	SPY	ETF	126.65	126.71	126.65	126.69	64799.0
2011-01-03 07:45:00	SPY	ETF	126.69	126.81	126.69	126.78	128913.0
2011-01-03 07:50:00	SPY	ETF	126.78	126.79	126.75	126.78	24425.0
2011-01-03 07:55:00	SPY	ETF	126.77	126.78	126.72	126.73	17780.0
2011-01-03 08:00:00	SPY	ETF	126.71	126.78	126.7	126.76	262140.0
2011-01-03 08:05:00	SPY	ETF	126.77	126.77	126.7	126.7	52347.0
2011-01-03 08:10:00	SPY	ETF	126.69	126.76	125.75	126.76	167192.0
2011-01-03 08:15:00	SPY	ETF	126.77	126.77	125.05	126.73	91899.0
2011-01-03 08:20:00	SPY	ETF	126.73	126.76	126.72	126.73	88742.0
2011-01-03 08:25:00	SPY	ETF	126.73	126.73	126.7	126.7	48100.0
2011-01-03 08:30:00	SPY	ETF	126.7	126.71	126.7	126.71	98300.0
2011-01-03 08:35:00	SPY	ETF	126.71	126.71	125.75	126.69	112581.0
2011-01-03 08:40:00	SPY	ETF	126.69	126.7	126.68	126.69	34868.0
2011-01-03 08:45:00	SPY	ETF	126.69	126.71	125.69	126.68	168503.0
2011-01-03 08:50:00	SPY	ETF	126.68	126.68	126.66	126.67	38100.0
2011-01-03 08:55:00	SPY	ETF	126.67	126.67	126.62	126.66	78916.0
2011-01-03 09:00:00	SPY	ETF	126.66	126.66	126.64	126.65	49320.0
2011-01-03 09:05:00	SPY	ETF	126.65	126.67	125.75	126.65	87343.0
2011-01-03 09:10:00	SPY	ETF	126.65	126.66	125.75	126.66	107338.0
2011-01-03 09:15:00	SPY	ETF	126.66	126.7	125.78	126.68	254707.0
2011-01-03 09:20:00	SPY	ETF	126.68	126.73	126.67	126.71	288409.0
2011-01-03 09:25:00	SPY	ETF	126.7	126.73	126.69	126.71	230591.0
2011-01-03 09:30:00	SPY	ETF	126.71	126.81	126.66	126.759	4963688.0
2011-01-03 09:35:00	SPY	ETF	126.75	126.81	126.72	126.77	2360469.0
2011-01-03 09:40:00	SPY	ETF	126.775	126.98	126.75	126.95	4181581.0

> showing 50 of 38,906 rows — these rows as CSV

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