PREVIEW / etf_5min / 2011-01-13

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-13.parquet
  size:    858 KB
  rows:    36,853

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
2011-01-13 04:00:00	SPY	ETF	128.54	128.58	128.54	128.58	400.0
2011-01-13 04:35:00	SPY	ETF	128.72	128.72	128.72	128.72	100.0
2011-01-13 04:40:00	SPY	ETF	128.68	128.68	128.68	128.68	3000.0
2011-01-13 04:55:00	SPY	ETF	128.58	128.58	128.21	128.21	1250.0
2011-01-13 05:00:00	SPY	ETF	128.62	128.62	128.62	128.62	100.0
2011-01-13 05:05:00	SPY	ETF	128.65	128.65	128.65	128.65	2100.0
2011-01-13 05:10:00	SPY	ETF	128.63	128.63	128.63	128.63	300.0
2011-01-13 05:15:00	SPY	ETF	128.54	128.6	128.54	128.58	7900.0
2011-01-13 05:20:00	SPY	ETF	128.53	128.53	128.53	128.53	100.0
2011-01-13 05:30:00	SPY	ETF	128.51	128.52	128.51	128.52	10100.0
2011-01-13 05:50:00	SPY	ETF	128.51	128.51	128.51	128.51	100.0
2011-01-13 06:05:00	SPY	ETF	128.55	128.55	128.55	128.55	1000.0
2011-01-13 06:30:00	SPY	ETF	128.65	128.65	128.65	128.65	1000.0
2011-01-13 06:40:00	SPY	ETF	128.67	128.7	128.65	128.7	1300.0
2011-01-13 07:00:00	SPY	ETF	128.65	128.65	128.61	128.64	11300.0
2011-01-13 07:05:00	SPY	ETF	128.68	128.74	128.68	128.74	17000.0
2011-01-13 07:10:00	SPY	ETF	128.68	128.71	128.68	128.68	16700.0
2011-01-13 07:15:00	SPY	ETF	128.67	128.71	128.67	128.71	11900.0
2011-01-13 07:20:00	SPY	ETF	128.71	128.71	128.68	128.68	1850.0
2011-01-13 07:25:00	SPY	ETF	128.7	128.7	128.7	128.7	100.0
2011-01-13 07:30:00	SPY	ETF	128.69	128.7	128.68	128.68	22600.0
2011-01-13 07:35:00	SPY	ETF	128.7	128.79	128.7	128.79	18850.0
2011-01-13 07:40:00	SPY	ETF	128.79	128.83	128.78	128.81	9790.0
2011-01-13 07:45:00	SPY	ETF	128.79	128.79	128.74	128.76	500.0
2011-01-13 07:50:00	SPY	ETF	128.78	128.81	128.77	128.8	2400.0
2011-01-13 07:55:00	SPY	ETF	128.79	128.79	128.76	128.76	3300.0
2011-01-13 08:00:00	SPY	ETF	128.75	128.77	128.74	128.75	37570.0
2011-01-13 08:05:00	SPY	ETF	128.75	128.84	128.75	128.84	86100.0
2011-01-13 08:10:00	SPY	ETF	128.8	128.83	128.76	128.76	38800.0
2011-01-13 08:15:00	SPY	ETF	128.77	128.77	128.69	128.7	37100.0
2011-01-13 08:20:00	SPY	ETF	128.69	128.7	128.65	128.7	28440.0
2011-01-13 08:25:00	SPY	ETF	128.7	128.73	128.69	128.71	19751.0
2011-01-13 08:30:00	SPY	ETF	128.7	128.7	128.31	128.61	860374.0
2011-01-13 08:35:00	SPY	ETF	128.62	128.63	128.53	128.55	113985.0
2011-01-13 08:40:00	SPY	ETF	128.54	128.56	128.48	128.49	157371.0
2011-01-13 08:45:00	SPY	ETF	128.49	128.64	128.43	128.46	221457.0
2011-01-13 08:50:00	SPY	ETF	128.46	128.5	128.46	128.47	71493.0
2011-01-13 08:55:00	SPY	ETF	128.48	128.48	128.41	128.43	128012.0
2011-01-13 09:00:00	SPY	ETF	128.435	128.58	128.43	128.56	211808.0
2011-01-13 09:05:00	SPY	ETF	128.56	128.6	128.55	128.55	86634.0
2011-01-13 09:10:00	SPY	ETF	128.55	128.59	128.54	128.55	73563.0
2011-01-13 09:15:00	SPY	ETF	128.56	128.56	128.51	128.52	49992.0
2011-01-13 09:20:00	SPY	ETF	128.51	128.57	128.48	128.57	68669.0
2011-01-13 09:25:00	SPY	ETF	128.56	128.63	128.53	128.63	163041.0
2011-01-13 09:30:00	SPY	ETF	128.63	128.66	128.5	128.56	2428636.0
2011-01-13 09:35:00	SPY	ETF	128.56	128.58	128.45	128.5	3041891.0
2011-01-13 09:40:00	SPY	ETF	128.5	128.54	128.44	128.5	1594916.0
2011-01-13 09:45:00	SPY	ETF	128.4901	128.5	128.38	128.48	1919546.0
2011-01-13 09:50:00	SPY	ETF	128.48	128.59	128.46	128.54	1520496.0
2011-01-13 09:55:00	SPY	ETF	128.53	128.55	128.46	128.53	1247969.0

> showing 50 of 36,853 rows — these rows as CSV

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