PREVIEW / etf_5min / 2011-01-21

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-21.parquet
  size:    851 KB
  rows:    35,783

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
2011-01-21 04:00:00	SPY	ETF	127.95	127.95	127.95	127.95	100.0
2011-01-21 04:05:00	SPY	ETF	127.9	127.9	127.9	127.9	200.0
2011-01-21 04:10:00	SPY	ETF	127.85	127.93	127.85	127.93	400.0
2011-01-21 04:15:00	SPY	ETF	127.92	128.0	127.92	128.0	600.0
2011-01-21 05:15:00	SPY	ETF	128.07	128.07	128.07	128.07	100.0
2011-01-21 05:20:00	SPY	ETF	128.1	128.1	128.1	128.1	500.0
2011-01-21 05:30:00	SPY	ETF	128.18	128.18	128.18	128.18	500.0
2011-01-21 05:35:00	SPY	ETF	128.21	128.25	128.21	128.25	700.0
2011-01-21 05:40:00	SPY	ETF	128.27	128.27	128.27	128.27	500.0
2011-01-21 06:15:00	SPY	ETF	128.19	128.19	128.18	128.19	2200.0
2011-01-21 06:20:00	SPY	ETF	128.18	128.19	128.16	128.19	1800.0
2011-01-21 06:30:00	SPY	ETF	128.24	128.27	128.24	128.25	21200.0
2011-01-21 06:35:00	SPY	ETF	128.32	128.34	128.3	128.34	967.0
2011-01-21 06:40:00	SPY	ETF	128.36	128.36	128.35	128.35	400.0
2011-01-21 06:45:00	SPY	ETF	128.34	128.34	128.34	128.34	200.0
2011-01-21 06:50:00	SPY	ETF	128.46	128.46	128.46	128.46	100.0
2011-01-21 06:55:00	SPY	ETF	128.46	128.46	128.41	128.42	10900.0
2011-01-21 07:00:00	SPY	ETF	128.42	128.47	128.31	128.38	88750.0
2011-01-21 07:05:00	SPY	ETF	128.39	128.52	128.39	128.43	42400.0
2011-01-21 07:10:00	SPY	ETF	128.41	128.46	128.41	128.44	48900.0
2011-01-21 07:15:00	SPY	ETF	128.47	128.51	128.45	128.46	14650.0
2011-01-21 07:20:00	SPY	ETF	128.43	128.46	128.43	128.45	14800.0
2011-01-21 07:25:00	SPY	ETF	128.44	128.44	128.41	128.41	6250.0
2011-01-21 07:30:00	SPY	ETF	128.42	128.47	128.41	128.47	17400.0
2011-01-21 07:35:00	SPY	ETF	128.48	128.6	128.47	128.56	51600.0
2011-01-21 07:40:00	SPY	ETF	128.57	128.67	128.56	128.67	49790.0
2011-01-21 07:45:00	SPY	ETF	128.66	128.7	128.63	128.66	96337.0
2011-01-21 07:50:00	SPY	ETF	128.67	128.7	128.65	128.66	56833.0
2011-01-21 07:55:00	SPY	ETF	128.66	128.67	128.64	128.64	109375.0
2011-01-21 08:00:00	SPY	ETF	128.62	128.66	128.23	128.63	202591.0
2011-01-21 08:05:00	SPY	ETF	128.61	128.61	128.49	128.49	67050.0
2011-01-21 08:10:00	SPY	ETF	128.49	128.54	128.48	128.5	69696.0
2011-01-21 08:15:00	SPY	ETF	128.5	128.59	128.5	128.57	120158.0
2011-01-21 08:20:00	SPY	ETF	128.57	128.68	128.56	128.64	276575.0
2011-01-21 08:25:00	SPY	ETF	128.62	128.67	128.6	128.63	123902.0
2011-01-21 08:30:00	SPY	ETF	128.62	128.72	128.56	128.59	384716.0
2011-01-21 08:35:00	SPY	ETF	128.59	128.61	128.54	128.55	72350.0
2011-01-21 08:40:00	SPY	ETF	128.56	128.58	128.53	128.54	58150.0
2011-01-21 08:45:00	SPY	ETF	128.54	128.69	128.54	128.67	158156.0
2011-01-21 08:50:00	SPY	ETF	128.67	128.74	128.67	128.69	241974.0
2011-01-21 08:55:00	SPY	ETF	128.7	128.72	128.68	128.71	394479.0
2011-01-21 09:00:00	SPY	ETF	128.72	128.76	128.72	128.76	205284.0
2011-01-21 09:05:00	SPY	ETF	128.75	128.75	128.72	128.74	86646.0
2011-01-21 09:10:00	SPY	ETF	128.74	128.8	128.73	128.8	230975.0
2011-01-21 09:15:00	SPY	ETF	128.8	128.81	128.75	128.78	136491.0
2011-01-21 09:20:00	SPY	ETF	128.78	128.86	128.78	128.85	390976.0
2011-01-21 09:25:00	SPY	ETF	128.85	128.99	128.84	128.88	1289453.0
2011-01-21 09:30:00	SPY	ETF	128.88	128.89	128.78	128.85	5944422.0
2011-01-21 09:35:00	SPY	ETF	128.84	128.87	128.75	128.76	2967629.0
2011-01-21 09:40:00	SPY	ETF	128.76	128.9625	128.73	128.8	2510433.0

> showing 50 of 35,783 rows — these rows as CSV

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