PREVIEW / etf_5min / 2011-01-04

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-04.parquet
  size:    926 KB
  rows:    37,956

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
2011-01-04 04:00:00	SPY	ETF	126.93	127.03	126.93	127.03	418.0
2011-01-04 04:05:00	SPY	ETF	127.0	127.0	127.0	127.0	100.0
2011-01-04 04:15:00	SPY	ETF	127.03	127.03	127.03	127.03	2348.0
2011-01-04 04:25:00	SPY	ETF	127.06	127.06	127.06	127.06	500.0
2011-01-04 04:35:00	SPY	ETF	127.07	127.07	127.07	127.07	200.0
2011-01-04 04:45:00	SPY	ETF	127.09	127.09	127.09	127.09	200.0
2011-01-04 05:00:00	SPY	ETF	127.15	127.15	127.15	127.15	100.0
2011-01-04 05:25:00	SPY	ETF	127.07	127.07	127.07	127.07	100.0
2011-01-04 05:45:00	SPY	ETF	127.17	127.21	127.15	127.21	2362.0
2011-01-04 06:00:00	SPY	ETF	127.2	127.2	127.2	127.2	100.0
2011-01-04 06:05:00	SPY	ETF	127.23	127.23	127.23	127.23	100.0
2011-01-04 06:15:00	SPY	ETF	127.25	127.25	127.25	127.25	500.0
2011-01-04 06:20:00	SPY	ETF	127.29	127.29	127.29	127.29	2000.0
2011-01-04 06:25:00	SPY	ETF	127.28	127.31	127.28	127.31	3050.0
2011-01-04 06:55:00	SPY	ETF	127.29	127.29	127.29	127.29	150.0
2011-01-04 07:00:00	SPY	ETF	127.29	127.32	127.29	127.32	900.0
2011-01-04 07:05:00	SPY	ETF	127.32	127.34	127.29	127.32	44800.0
2011-01-04 07:10:00	SPY	ETF	127.32	127.32	127.31	127.31	3300.0
2011-01-04 07:15:00	SPY	ETF	127.29	127.29	127.29	127.29	100.0
2011-01-04 07:20:00	SPY	ETF	127.32	127.32	127.29	127.29	2700.0
2011-01-04 07:25:00	SPY	ETF	127.29	127.31	127.29	127.31	6900.0
2011-01-04 07:30:00	SPY	ETF	127.32	127.33	127.29	127.3	13900.0
2011-01-04 07:35:00	SPY	ETF	127.25	127.25	127.23	127.24	7100.0
2011-01-04 07:40:00	SPY	ETF	127.25	127.27	127.25	127.27	1700.0
2011-01-04 07:45:00	SPY	ETF	127.24	127.28	127.24	127.28	75000.0
2011-01-04 07:50:00	SPY	ETF	127.27	127.27	127.24	127.25	3179.0
2011-01-04 07:55:00	SPY	ETF	127.24	127.25	127.22	127.25	11546.0
2011-01-04 08:00:00	SPY	ETF	127.23	127.28	127.14	127.22	522897.0
2011-01-04 08:05:00	SPY	ETF	127.23	127.24	127.21	127.24	121888.0
2011-01-04 08:10:00	SPY	ETF	127.23	127.27	127.23	127.26	10610.0
2011-01-04 08:15:00	SPY	ETF	127.26	127.27	127.24	127.27	9150.0
2011-01-04 08:20:00	SPY	ETF	127.26	127.26	127.13	127.13	100637.0
2011-01-04 08:25:00	SPY	ETF	127.13	127.17	127.12	127.12	28148.0
2011-01-04 08:30:00	SPY	ETF	127.13	127.18	127.1	127.17	74960.0
2011-01-04 08:35:00	SPY	ETF	127.16	127.16	127.11	127.12	17506.0
2011-01-04 08:40:00	SPY	ETF	127.12	127.13	127.07	127.08	60729.0
2011-01-04 08:45:00	SPY	ETF	127.08	127.13	127.07	127.13	88239.0
2011-01-04 08:50:00	SPY	ETF	127.13	127.13	127.1	127.11	55637.0
2011-01-04 08:55:00	SPY	ETF	127.12	127.12	127.09	127.12	29049.0
2011-01-04 09:00:00	SPY	ETF	127.13	127.19	127.13	127.17	51722.0
2011-01-04 09:05:00	SPY	ETF	127.17	127.23	127.17	127.23	97964.0
2011-01-04 09:10:00	SPY	ETF	127.23	127.26	127.22	127.25	49366.0
2011-01-04 09:15:00	SPY	ETF	127.25	127.26	127.05	127.25	527573.0
2011-01-04 09:20:00	SPY	ETF	127.26	127.29	127.25	127.29	32128.0
2011-01-04 09:25:00	SPY	ETF	127.28	127.35	127.28	127.33	263610.0
2011-01-04 09:30:00	SPY	ETF	127.33	127.37	127.18	127.2	4030357.0
2011-01-04 09:35:00	SPY	ETF	127.2	127.26	127.14	127.18	2220665.0
2011-01-04 09:40:00	SPY	ETF	127.17	127.18	126.93	126.98	3382852.0
2011-01-04 09:45:00	SPY	ETF	126.98	127.04	126.95	126.95	2707685.0
2011-01-04 09:50:00	SPY	ETF	126.95	127.02	126.89	126.9	2411507.0

> showing 50 of 37,956 rows — these rows as CSV

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