PREVIEW / etf_5min / 2011-01-25

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-25.parquet
  size:    899 KB
  rows:    37,197

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
2011-01-25 04:10:00	SPY	ETF	129.1	129.1	129.1	129.1	145.0
2011-01-25 04:20:00	SPY	ETF	129.12	129.12	129.12	129.12	3900.0
2011-01-25 04:25:00	SPY	ETF	129.2	129.2	129.12	129.12	200.0
2011-01-25 04:30:00	SPY	ETF	129.0	129.0	128.98	128.98	1194.0
2011-01-25 04:35:00	SPY	ETF	128.92	128.92	128.92	128.92	100.0
2011-01-25 04:40:00	SPY	ETF	128.89	128.89	128.88	128.88	300.0
2011-01-25 04:45:00	SPY	ETF	128.85	128.85	128.75	128.75	700.0
2011-01-25 04:50:00	SPY	ETF	128.7	128.7	128.7	128.7	125.0
2011-01-25 04:55:00	SPY	ETF	128.7	128.7	128.7	128.7	300.0
2011-01-25 05:05:00	SPY	ETF	128.81	128.81	128.81	128.81	100.0
2011-01-25 05:20:00	SPY	ETF	128.85	128.86	128.85	128.86	20000.0
2011-01-25 05:30:00	SPY	ETF	128.75	128.75	128.75	128.75	194.0
2011-01-25 05:35:00	SPY	ETF	128.71	128.71	128.71	128.71	900.0
2011-01-25 05:40:00	SPY	ETF	128.71	128.73	128.71	128.73	5000.0
2011-01-25 05:45:00	SPY	ETF	128.73	128.75	128.7	128.7	11600.0
2011-01-25 05:55:00	SPY	ETF	128.7	128.7	128.7	128.7	200.0
2011-01-25 06:00:00	SPY	ETF	128.68	128.7	128.68	128.7	3800.0
2011-01-25 06:05:00	SPY	ETF	128.78	128.78	128.72	128.72	566.0
2011-01-25 06:10:00	SPY	ETF	128.77	128.78	128.77	128.78	500.0
2011-01-25 06:15:00	SPY	ETF	128.8	128.8	128.8	128.8	500.0
2011-01-25 06:25:00	SPY	ETF	128.86	128.86	128.86	128.86	300.0
2011-01-25 06:30:00	SPY	ETF	128.88	128.88	128.84	128.84	400.0
2011-01-25 06:35:00	SPY	ETF	128.81	128.81	128.78	128.78	25000.0
2011-01-25 06:45:00	SPY	ETF	128.83	128.85	128.83	128.85	500.0
2011-01-25 06:50:00	SPY	ETF	128.89	128.89	128.89	128.89	3300.0
2011-01-25 06:55:00	SPY	ETF	128.89	128.89	128.87	128.87	3200.0
2011-01-25 07:00:00	SPY	ETF	128.85	128.85	128.8	128.8	28100.0
2011-01-25 07:05:00	SPY	ETF	128.79	128.81	128.79	128.79	13100.0
2011-01-25 07:10:00	SPY	ETF	128.79	128.84	128.76	128.84	13600.0
2011-01-25 07:15:00	SPY	ETF	128.81	128.81	128.79	128.79	30011.0
2011-01-25 07:20:00	SPY	ETF	128.79	128.81	128.73	128.73	32940.0
2011-01-25 07:25:00	SPY	ETF	128.75	128.82	128.75	128.82	49000.0
2011-01-25 07:30:00	SPY	ETF	128.81	128.82	128.78	128.81	19029.0
2011-01-25 07:35:00	SPY	ETF	128.83	128.84	128.8	128.8	20310.0
2011-01-25 07:40:00	SPY	ETF	128.81	128.89	128.81	128.85	29000.0
2011-01-25 07:45:00	SPY	ETF	128.85	128.85	128.72	128.72	331528.0
2011-01-25 07:50:00	SPY	ETF	128.71	128.78	128.71	128.78	12400.0
2011-01-25 07:55:00	SPY	ETF	128.78	128.78	128.68	128.68	137290.0
2011-01-25 08:00:00	SPY	ETF	128.72	128.72	128.66	128.7	115430.0
2011-01-25 08:05:00	SPY	ETF	128.7	128.71	128.65	128.65	95105.0
2011-01-25 08:10:00	SPY	ETF	128.65	128.67	128.58	128.67	141461.0
2011-01-25 08:15:00	SPY	ETF	128.68	128.72	128.62	128.64	79406.0
2011-01-25 08:20:00	SPY	ETF	128.65	128.69	128.65	128.67	48151.0
2011-01-25 08:25:00	SPY	ETF	128.67	128.72	128.64	128.69	27618.0
2011-01-25 08:30:00	SPY	ETF	128.7	128.73	128.65	128.66	154391.0
2011-01-25 08:35:00	SPY	ETF	128.66	128.66	128.59	128.64	63112.0
2011-01-25 08:40:00	SPY	ETF	128.63	128.7	128.6	128.64	62995.0
2011-01-25 08:45:00	SPY	ETF	128.64	128.66	128.6	128.65	98612.0
2011-01-25 08:50:00	SPY	ETF	128.65	128.74	128.63	128.69	68440.0
2011-01-25 08:55:00	SPY	ETF	128.69	128.69	128.59	128.59	88908.0

> showing 50 of 37,197 rows — these rows as CSV

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