PREVIEW / etf_5min / 2011-01-27

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-27.parquet
  size:    854 KB
  rows:    36,226

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
2011-01-27 04:00:00	SPY	ETF	129.64	129.64	129.42	129.42	1062.0
2011-01-27 04:05:00	SPY	ETF	129.42	129.42	129.42	129.42	1519.0
2011-01-27 04:10:00	SPY	ETF	129.47	129.47	129.47	129.47	1779.0
2011-01-27 04:25:00	SPY	ETF	129.6	129.6	129.52	129.52	2100.0
2011-01-27 04:30:00	SPY	ETF	129.52	129.59	129.52	129.59	2380.0
2011-01-27 04:55:00	SPY	ETF	129.67	129.67	129.65	129.65	300.0
2011-01-27 05:00:00	SPY	ETF	129.69	129.69	129.69	129.69	100.0
2011-01-27 05:10:00	SPY	ETF	129.67	129.67	129.67	129.67	100.0
2011-01-27 05:30:00	SPY	ETF	129.69	129.81	129.69	129.81	200.0
2011-01-27 05:35:00	SPY	ETF	129.79	129.79	129.79	129.79	200.0
2011-01-27 05:40:00	SPY	ETF	129.85	129.85	129.85	129.85	4180.0
2011-01-27 05:50:00	SPY	ETF	129.85	129.85	129.85	129.85	600.0
2011-01-27 06:25:00	SPY	ETF	129.75	129.75	129.72	129.72	4280.0
2011-01-27 06:30:00	SPY	ETF	129.67	129.67	129.53	129.53	500.0
2011-01-27 06:35:00	SPY	ETF	129.47	129.6	129.47	129.6	4000.0
2011-01-27 06:40:00	SPY	ETF	129.69	129.69	129.67	129.67	200.0
2011-01-27 06:45:00	SPY	ETF	129.64	129.64	129.64	129.64	100.0
2011-01-27 06:50:00	SPY	ETF	129.69	129.7	129.69	129.7	3200.0
2011-01-27 06:55:00	SPY	ETF	129.67	129.67	129.67	129.67	100.0
2011-01-27 07:00:00	SPY	ETF	129.69	129.69	129.59	129.64	16800.0
2011-01-27 07:05:00	SPY	ETF	129.62	129.71	129.62	129.71	1400.0
2011-01-27 07:10:00	SPY	ETF	129.75	129.75	129.74	129.74	700.0
2011-01-27 07:15:00	SPY	ETF	129.77	129.77	129.77	129.77	1000.0
2011-01-27 07:20:00	SPY	ETF	129.73	129.73	129.7	129.7	26500.0
2011-01-27 07:25:00	SPY	ETF	129.67	129.72	129.67	129.71	36100.0
2011-01-27 07:30:00	SPY	ETF	129.7	129.87	129.7	129.85	125375.0
2011-01-27 07:35:00	SPY	ETF	129.85	130.01	129.85	129.91	38594.0
2011-01-27 07:40:00	SPY	ETF	129.91	129.94	129.91	129.91	4500.0
2011-01-27 07:45:00	SPY	ETF	129.94	129.94	129.86	129.86	9850.0
2011-01-27 07:50:00	SPY	ETF	129.86	129.87	129.84	129.87	22700.0
2011-01-27 07:55:00	SPY	ETF	129.89	129.89	129.85	129.87	48380.0
2011-01-27 08:00:00	SPY	ETF	129.7	129.94	129.7	129.91	94101.0
2011-01-27 08:05:00	SPY	ETF	129.9	129.91	129.87	129.91	28715.0
2011-01-27 08:10:00	SPY	ETF	129.91	129.92	129.86	129.88	59320.0
2011-01-27 08:15:00	SPY	ETF	129.88	129.92	129.88	129.91	40346.0
2011-01-27 08:20:00	SPY	ETF	129.91	129.93	129.86	129.91	117705.0
2011-01-27 08:25:00	SPY	ETF	129.91	130.0	129.87	129.9	399100.0
2011-01-27 08:30:00	SPY	ETF	129.89	129.89	129.43	129.55	1539929.0
2011-01-27 08:35:00	SPY	ETF	129.54	129.62	129.47	129.53	791674.0
2011-01-27 08:40:00	SPY	ETF	129.52	129.6	129.48	129.57	161028.0
2011-01-27 08:45:00	SPY	ETF	129.56	129.59	129.52	129.59	52222.0
2011-01-27 08:50:00	SPY	ETF	129.59	129.6	129.55	129.56	64054.0
2011-01-27 08:55:00	SPY	ETF	129.56	129.57	129.49	129.51	160892.0
2011-01-27 09:00:00	SPY	ETF	129.5	129.51	129.47	129.51	139691.0
2011-01-27 09:05:00	SPY	ETF	129.51	129.57	129.51	129.55	70459.0
2011-01-27 09:10:00	SPY	ETF	129.55	129.67	129.53	129.65	257397.0
2011-01-27 09:15:00	SPY	ETF	129.65	129.73	129.61	129.71	192268.0
2011-01-27 09:20:00	SPY	ETF	129.71	129.75	129.69	129.73	64201.0
2011-01-27 09:25:00	SPY	ETF	129.7111	129.72	129.68	129.7	4615028.0
2011-01-27 09:30:00	SPY	ETF	129.7	129.8	129.6	129.68	3681316.0

> showing 50 of 36,226 rows — these rows as CSV

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