PREVIEW / etf_5min / 2011-01-28

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-28.parquet
  size:    962 KB
  rows:    39,163

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
2011-01-28 04:00:00	SPY	ETF	129.7	129.75	129.64	129.64	3100.0
2011-01-28 04:10:00	SPY	ETF	129.67	129.67	129.67	129.67	1500.0
2011-01-28 04:20:00	SPY	ETF	129.62	129.62	129.62	129.62	2000.0
2011-01-28 04:30:00	SPY	ETF	129.68	129.68	129.68	129.68	100.0
2011-01-28 04:55:00	SPY	ETF	129.75	129.75	129.75	129.75	500.0
2011-01-28 05:05:00	SPY	ETF	129.86	129.86	129.86	129.86	1000.0
2011-01-28 05:10:00	SPY	ETF	129.82	129.82	129.82	129.82	100.0
2011-01-28 05:35:00	SPY	ETF	129.82	129.83	129.82	129.83	10000.0
2011-01-28 06:10:00	SPY	ETF	129.85	129.85	129.85	129.85	2000.0
2011-01-28 06:30:00	SPY	ETF	129.88	129.88	129.88	129.88	100.0
2011-01-28 06:35:00	SPY	ETF	129.89	129.96	129.89	129.96	10300.0
2011-01-28 07:00:00	SPY	ETF	129.94	129.94	129.89	129.93	36600.0
2011-01-28 07:05:00	SPY	ETF	130.0	130.05	129.99	129.99	8400.0
2011-01-28 07:10:00	SPY	ETF	129.97	130.03	129.96	130.03	7900.0
2011-01-28 07:15:00	SPY	ETF	129.99	130.0	129.99	129.99	66900.0
2011-01-28 07:20:00	SPY	ETF	129.96	129.99	129.96	129.99	5280.0
2011-01-28 07:25:00	SPY	ETF	129.97	130.0	129.96	130.0	33700.0
2011-01-28 07:30:00	SPY	ETF	129.96	129.97	129.96	129.96	24280.0
2011-01-28 07:35:00	SPY	ETF	129.94	129.97	129.94	129.96	8700.0
2011-01-28 07:40:00	SPY	ETF	129.96	130.07	129.96	130.06	110700.0
2011-01-28 07:45:00	SPY	ETF	130.06	130.08	130.03	130.06	158400.0
2011-01-28 07:50:00	SPY	ETF	130.04	130.05	130.03	130.05	15100.0
2011-01-28 07:55:00	SPY	ETF	130.03	130.03	130.01	130.03	4100.0
2011-01-28 08:00:00	SPY	ETF	130.01	130.02	129.95	129.97	44910.0
2011-01-28 08:05:00	SPY	ETF	130.0	130.03	129.96	130.01	23650.0
2011-01-28 08:10:00	SPY	ETF	130.0	130.0	129.97	129.99	40200.0
2011-01-28 08:15:00	SPY	ETF	129.99	130.04	129.97	130.02	68219.0
2011-01-28 08:20:00	SPY	ETF	130.03	130.05	129.98	130.02	191340.0
2011-01-28 08:25:00	SPY	ETF	130.01	130.12	129.94	129.94	136230.0
2011-01-28 08:30:00	SPY	ETF	129.92	130.22	129.83	130.2	827750.0
2011-01-28 08:35:00	SPY	ETF	130.2	130.24	130.12	130.16	177483.0
2011-01-28 08:40:00	SPY	ETF	130.16	130.23	130.14	130.16	135637.0
2011-01-28 08:45:00	SPY	ETF	130.16	130.2	130.09	130.13	134300.0
2011-01-28 08:50:00	SPY	ETF	130.13	130.14	130.0	130.05	208450.0
2011-01-28 08:55:00	SPY	ETF	130.04	130.1	130.03	130.04	45886.0
2011-01-28 09:00:00	SPY	ETF	130.03	130.1	130.02	130.08	78972.0
2011-01-28 09:05:00	SPY	ETF	130.08	130.17	130.07	130.16	101077.0
2011-01-28 09:10:00	SPY	ETF	130.17	130.18	130.13	130.17	200416.0
2011-01-28 09:15:00	SPY	ETF	130.18	130.19	130.13	130.13	99313.0
2011-01-28 09:20:00	SPY	ETF	130.13	130.13	130.07	130.1	64501.0
2011-01-28 09:25:00	SPY	ETF	130.09	130.15	130.09	130.13	227423.0
2011-01-28 09:30:00	SPY	ETF	130.14	130.22	130.01	130.02	3772117.0
2011-01-28 09:35:00	SPY	ETF	130.02	130.14	130.02	130.07	2152572.0
2011-01-28 09:40:00	SPY	ETF	130.07	130.16	130.0301	130.132	1779221.0
2011-01-28 09:45:00	SPY	ETF	130.13	130.35	130.13	130.24	3603196.0
2011-01-28 09:50:00	SPY	ETF	130.24	130.29	130.08	130.09	2385669.0
2011-01-28 09:55:00	SPY	ETF	130.1	130.18	129.93	129.96	3906732.0
2011-01-28 10:00:00	SPY	ETF	129.94	129.97	129.7189	129.74	2915888.0
2011-01-28 10:05:00	SPY	ETF	129.73	129.76	129.62	129.72	3674324.0
2011-01-28 10:10:00	SPY	ETF	129.715	129.8	129.635	129.73	2207081.0

> showing 50 of 39,163 rows — these rows as CSV

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