PREVIEW / etf_5min / 2011-01-05

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-05.parquet
  size:    891 KB
  rows:    37,709

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
2011-01-05 04:00:00	SPY	ETF	126.64	126.64	126.2	126.28	6404.0
2011-01-05 04:05:00	SPY	ETF	126.3	126.32	126.3	126.32	500.0
2011-01-05 04:10:00	SPY	ETF	126.26	126.26	126.26	126.26	100.0
2011-01-05 04:20:00	SPY	ETF	126.33	126.41	126.33	126.41	500.0
2011-01-05 04:30:00	SPY	ETF	126.33	126.33	126.33	126.33	100.0
2011-01-05 04:50:00	SPY	ETF	126.27	126.27	126.25	126.25	200.0
2011-01-05 05:10:00	SPY	ETF	126.24	126.24	126.2	126.2	300.0
2011-01-05 05:15:00	SPY	ETF	126.2	126.2	126.2	126.2	100.0
2011-01-05 05:25:00	SPY	ETF	126.2	126.2	126.2	126.2	100.0
2011-01-05 05:45:00	SPY	ETF	126.24	126.24	126.24	126.24	100.0
2011-01-05 05:50:00	SPY	ETF	126.15	126.15	126.15	126.15	200.0
2011-01-05 05:55:00	SPY	ETF	126.13	126.13	126.11	126.11	400.0
2011-01-05 06:00:00	SPY	ETF	126.1	126.18	126.08	126.16	950.0
2011-01-05 06:05:00	SPY	ETF	126.1	126.13	126.1	126.13	400.0
2011-01-05 06:10:00	SPY	ETF	126.11	126.12	126.08	126.08	1050.0
2011-01-05 06:20:00	SPY	ETF	126.13	126.13	126.13	126.13	100.0
2011-01-05 06:25:00	SPY	ETF	126.1	126.11	126.1	126.11	20000.0
2011-01-05 06:35:00	SPY	ETF	126.09	126.11	126.02	126.02	5350.0
2011-01-05 06:40:00	SPY	ETF	126.01	126.02	125.95	126.0	4600.0
2011-01-05 06:45:00	SPY	ETF	125.97	126.02	125.97	126.02	2600.0
2011-01-05 06:50:00	SPY	ETF	126.07	126.07	126.01	126.03	15500.0
2011-01-05 06:55:00	SPY	ETF	126.09	126.09	126.09	126.09	7500.0
2011-01-05 07:00:00	SPY	ETF	126.06	126.15	126.06	126.15	55664.0
2011-01-05 07:05:00	SPY	ETF	126.17	126.17	126.12	126.15	41500.0
2011-01-05 07:10:00	SPY	ETF	126.14	126.2	126.14	126.2	2800.0
2011-01-05 07:15:00	SPY	ETF	126.2	126.2	126.15	126.15	19091.0
2011-01-05 07:20:00	SPY	ETF	126.17	126.17	126.09	126.09	11900.0
2011-01-05 07:25:00	SPY	ETF	126.11	126.12	126.04	126.09	29870.0
2011-01-05 07:30:00	SPY	ETF	126.09	126.15	126.09	126.15	41070.0
2011-01-05 07:35:00	SPY	ETF	126.15	126.15	126.08	126.12	5200.0
2011-01-05 07:40:00	SPY	ETF	126.12	126.12	126.03	126.03	30778.0
2011-01-05 07:45:00	SPY	ETF	126.05	126.11	126.05	126.11	131421.0
2011-01-05 07:50:00	SPY	ETF	126.11	126.12	126.06	126.09	302886.0
2011-01-05 07:55:00	SPY	ETF	126.09	126.13	126.07	126.13	25400.0
2011-01-05 08:00:00	SPY	ETF	126.16	126.8	126.06	126.2	278908.0
2011-01-05 08:05:00	SPY	ETF	126.2	126.22	126.18	126.18	185820.0
2011-01-05 08:10:00	SPY	ETF	126.18	126.41	126.12	126.41	112654.0
2011-01-05 08:15:00	SPY	ETF	126.42	126.58	126.35	126.55	1080324.0
2011-01-05 08:20:00	SPY	ETF	126.55	126.73	126.5	126.5	701669.0
2011-01-05 08:25:00	SPY	ETF	126.49	126.57	126.45	126.45	547073.0
2011-01-05 08:30:00	SPY	ETF	126.45	126.6	126.44	126.59	144759.0
2011-01-05 08:35:00	SPY	ETF	126.6	126.62	126.48	126.5	174586.0
2011-01-05 08:40:00	SPY	ETF	126.5	126.51	126.34	126.42	446767.0
2011-01-05 08:45:00	SPY	ETF	126.42	126.5	126.39	126.48	168336.0
2011-01-05 08:50:00	SPY	ETF	126.48	126.55	126.47	126.51	120975.0
2011-01-05 08:55:00	SPY	ETF	126.51	126.6	126.5	126.59	249071.0
2011-01-05 09:00:00	SPY	ETF	126.59	126.62	126.56	126.62	50548.0
2011-01-05 09:05:00	SPY	ETF	126.61	126.63	126.55	126.62	211875.0
2011-01-05 09:10:00	SPY	ETF	126.61	126.69	126.57	126.68	471663.0
2011-01-05 09:15:00	SPY	ETF	126.67	126.68	126.56	126.58	208205.0

> showing 50 of 37,709 rows — these rows as CSV

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