PREVIEW / etf_5min / 2011-01-24

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-24.parquet
  size:    854 KB
  rows:    36,287

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
2011-01-24 04:00:00	SPY	ETF	128.65	128.65	128.48	128.48	2050.0
2011-01-24 04:05:00	SPY	ETF	128.4	128.4	128.34	128.34	500.0
2011-01-24 04:10:00	SPY	ETF	128.33	128.35	128.2	128.2	2800.0
2011-01-24 04:15:00	SPY	ETF	128.36	128.36	128.36	128.36	200.0
2011-01-24 04:30:00	SPY	ETF	128.34	128.34	128.34	128.34	300.0
2011-01-24 04:35:00	SPY	ETF	128.58	128.89	128.4	128.4	2100.0
2011-01-24 04:55:00	SPY	ETF	128.7	128.7	128.7	128.7	100.0
2011-01-24 05:05:00	SPY	ETF	128.43	128.43	128.43	128.43	100.0
2011-01-24 05:25:00	SPY	ETF	128.4	128.4	128.4	128.4	100.0
2011-01-24 06:00:00	SPY	ETF	128.37	128.37	128.37	128.37	500.0
2011-01-24 06:05:00	SPY	ETF	128.32	128.32	128.32	128.32	100.0
2011-01-24 06:10:00	SPY	ETF	128.4	128.4	128.4	128.4	500.0
2011-01-24 06:35:00	SPY	ETF	128.28	128.28	128.24	128.25	2300.0
2011-01-24 06:40:00	SPY	ETF	128.24	128.25	128.24	128.25	800.0
2011-01-24 06:45:00	SPY	ETF	128.3	128.4	128.3	128.4	122900.0
2011-01-24 06:50:00	SPY	ETF	128.4	128.4	128.3	128.3	39300.0
2011-01-24 06:55:00	SPY	ETF	128.27	128.27	128.24	128.24	700.0
2011-01-24 07:00:00	SPY	ETF	128.25	128.32	128.25	128.32	1700.0
2011-01-24 07:05:00	SPY	ETF	128.34	128.34	128.34	128.34	2100.0
2011-01-24 07:10:00	SPY	ETF	128.34	128.37	128.33	128.34	3500.0
2011-01-24 07:15:00	SPY	ETF	128.29	128.29	128.23	128.24	54300.0
2011-01-24 07:20:00	SPY	ETF	128.26	128.32	128.26	128.32	3000.0
2011-01-24 07:25:00	SPY	ETF	128.32	128.32	128.3	128.3	2800.0
2011-01-24 07:30:00	SPY	ETF	128.33	128.33	128.3	128.33	1000.0
2011-01-24 07:35:00	SPY	ETF	128.33	128.42	128.33	128.38	11700.0
2011-01-24 07:40:00	SPY	ETF	128.4	128.44	128.4	128.44	65900.0
2011-01-24 07:45:00	SPY	ETF	128.45	128.46	128.44	128.44	37200.0
2011-01-24 07:50:00	SPY	ETF	128.43	128.47	128.43	128.46	1700.0
2011-01-24 07:55:00	SPY	ETF	128.45	128.5	128.45	128.5	6001.0
2011-01-24 08:00:00	SPY	ETF	128.49	128.5	128.25	128.25	158158.0
2011-01-24 08:05:00	SPY	ETF	128.5	128.5	128.41	128.41	127250.0
2011-01-24 08:10:00	SPY	ETF	128.41	128.41	128.37	128.38	77450.0
2011-01-24 08:15:00	SPY	ETF	128.39	128.49	128.39	128.46	55875.0
2011-01-24 08:20:00	SPY	ETF	128.46	128.48	128.43	128.43	19062.0
2011-01-24 08:25:00	SPY	ETF	128.42	128.49	128.4	128.48	51500.0
2011-01-24 08:30:00	SPY	ETF	128.48	128.56	128.48	128.56	47500.0
2011-01-24 08:35:00	SPY	ETF	128.57	128.57	128.52	128.53	46000.0
2011-01-24 08:40:00	SPY	ETF	128.52	128.54	128.46	128.53	72039.0
2011-01-24 08:45:00	SPY	ETF	128.54	128.57	128.51	128.54	68217.0
2011-01-24 08:50:00	SPY	ETF	128.54	128.54	128.41	128.41	42800.0
2011-01-24 08:55:00	SPY	ETF	128.42	128.49	128.42	128.48	21452.0
2011-01-24 09:00:00	SPY	ETF	128.48	128.54	128.43	128.51	61878.0
2011-01-24 09:05:00	SPY	ETF	128.51	128.52	128.47	128.5	19252.0
2011-01-24 09:10:00	SPY	ETF	128.5	128.51	128.36	128.38	326756.0
2011-01-24 09:15:00	SPY	ETF	128.37	128.38	128.31	128.35	512283.0
2011-01-24 09:20:00	SPY	ETF	128.335	128.38	128.33	128.35	396006.0
2011-01-24 09:25:00	SPY	ETF	128.34	128.35	128.26	128.28	223540.0
2011-01-24 09:30:00	SPY	ETF	128.285	128.47	128.26	128.4605	3552904.0
2011-01-24 09:35:00	SPY	ETF	128.46	128.55	128.45	128.49	1899689.0
2011-01-24 09:40:00	SPY	ETF	128.49	128.55	128.41	128.45	1192317.0

> showing 50 of 36,287 rows — these rows as CSV

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