PREVIEW / etf_5min / 2011-01-20

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-20.parquet
  size:    909 KB
  rows:    37,214

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
2011-01-20 04:00:00	SPY	ETF	128.05	128.1	128.05	128.1	750.0
2011-01-20 04:05:00	SPY	ETF	128.21	128.23	128.21	128.23	300.0
2011-01-20 04:15:00	SPY	ETF	128.29	128.29	128.29	128.29	200.0
2011-01-20 04:20:00	SPY	ETF	128.34	128.34	128.31	128.31	200.0
2011-01-20 04:25:00	SPY	ETF	128.36	128.36	128.36	128.36	200.0
2011-01-20 04:40:00	SPY	ETF	128.21	128.21	128.21	128.21	200.0
2011-01-20 05:10:00	SPY	ETF	128.23	128.23	128.18	128.18	300.0
2011-01-20 05:15:00	SPY	ETF	128.14	128.14	128.14	128.14	500.0
2011-01-20 05:40:00	SPY	ETF	128.12	128.12	128.02	128.02	1600.0
2011-01-20 06:00:00	SPY	ETF	127.96	127.96	127.89	127.89	1300.0
2011-01-20 06:05:00	SPY	ETF	127.98	127.98	127.98	127.98	100.0
2011-01-20 06:10:00	SPY	ETF	127.94	127.97	127.93	127.97	10200.0
2011-01-20 06:15:00	SPY	ETF	128.02	128.12	128.02	128.12	300.0
2011-01-20 06:20:00	SPY	ETF	128.12	128.14	128.12	128.14	1400.0
2011-01-20 06:25:00	SPY	ETF	128.09	128.09	128.09	128.09	200.0
2011-01-20 06:30:00	SPY	ETF	128.01	128.01	128.01	128.01	5000.0
2011-01-20 06:35:00	SPY	ETF	128.04	128.05	127.99	127.99	8070.0
2011-01-20 06:50:00	SPY	ETF	128.04	128.04	128.04	128.04	900.0
2011-01-20 06:55:00	SPY	ETF	128.1	128.1	128.1	128.1	100.0
2011-01-20 07:00:00	SPY	ETF	128.04	128.08	128.04	128.08	18660.0
2011-01-20 07:05:00	SPY	ETF	128.1	128.14	128.1	128.14	400.0
2011-01-20 07:10:00	SPY	ETF	128.14	128.14	128.14	128.14	3400.0
2011-01-20 07:15:00	SPY	ETF	128.15	128.17	128.04	128.04	23487.0
2011-01-20 07:20:00	SPY	ETF	128.06	128.06	128.0	128.0	27066.0
2011-01-20 07:25:00	SPY	ETF	128.01	128.01	127.78	127.85	62814.0
2011-01-20 07:30:00	SPY	ETF	127.84	128.05	127.84	128.05	38213.0
2011-01-20 07:35:00	SPY	ETF	128.05	128.06	127.95	127.95	31050.0
2011-01-20 07:40:00	SPY	ETF	127.95	128.0	127.82	127.82	46000.0
2011-01-20 07:45:00	SPY	ETF	127.85	127.88	127.82	127.82	186702.0
2011-01-20 07:50:00	SPY	ETF	127.83	127.93	127.82	127.87	28250.0
2011-01-20 07:55:00	SPY	ETF	127.85	127.85	127.8	127.83	19200.0
2011-01-20 08:00:00	SPY	ETF	127.81	127.95	127.8	127.88	82605.0
2011-01-20 08:05:00	SPY	ETF	127.89	127.94	127.87	127.91	21060.0
2011-01-20 08:10:00	SPY	ETF	127.92	128.01	127.8463	127.98	558240.0
2011-01-20 08:15:00	SPY	ETF	127.99	128.01	127.88	127.88	62050.0
2011-01-20 08:20:00	SPY	ETF	127.89	127.91	127.85	127.88	65515.0
2011-01-20 08:25:00	SPY	ETF	127.87	127.91	127.82	127.85	107138.0
2011-01-20 08:30:00	SPY	ETF	127.86	128.15	127.86	128.03	563469.0
2011-01-20 08:35:00	SPY	ETF	128.03	128.21	128.02	128.16	395700.0
2011-01-20 08:40:00	SPY	ETF	128.18	128.18	128.1	128.11	133628.0
2011-01-20 08:45:00	SPY	ETF	128.12	128.2	128.07	128.15	167723.0
2011-01-20 08:50:00	SPY	ETF	128.15	128.27	128.15	128.26	177303.0
2011-01-20 08:55:00	SPY	ETF	128.25	128.25	128.17	128.21	81853.0
2011-01-20 09:00:00	SPY	ETF	128.22	128.23	128.1	128.11	80166.0
2011-01-20 09:05:00	SPY	ETF	128.11	128.11	128.01	128.05	162838.0
2011-01-20 09:10:00	SPY	ETF	128.04	128.05	127.98	128.0	191336.0
2011-01-20 09:15:00	SPY	ETF	128.0	128.07	128.0	128.01	189296.0
2011-01-20 09:20:00	SPY	ETF	128.01	128.05	127.96	128.04	284409.0
2011-01-20 09:25:00	SPY	ETF	128.04	128.04	127.91	127.96	524239.0
2011-01-20 09:30:00	SPY	ETF	127.96	128.0	127.55	127.65	6250886.0

> showing 50 of 37,214 rows — these rows as CSV

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