PREVIEW / etf_5min / 2011-01-31

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-01-31.parquet
  size:    874 KB
  rows:    36,994

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
2011-01-31 04:00:00	SPY	ETF	127.32	127.4	127.31	127.4	1900.0
2011-01-31 04:05:00	SPY	ETF	127.44	127.47	127.44	127.47	600.0
2011-01-31 04:15:00	SPY	ETF	127.39	127.39	127.39	127.39	100.0
2011-01-31 04:30:00	SPY	ETF	127.47	127.47	127.47	127.47	100.0
2011-01-31 04:35:00	SPY	ETF	127.45	127.49	127.45	127.49	600.0
2011-01-31 04:55:00	SPY	ETF	127.5	127.5	127.5	127.5	200.0
2011-01-31 05:00:00	SPY	ETF	127.54	127.65	127.54	127.65	3100.0
2011-01-31 05:05:00	SPY	ETF	127.69	127.69	127.63	127.63	1288.0
2011-01-31 05:10:00	SPY	ETF	127.66	127.7	127.66	127.7	4100.0
2011-01-31 05:15:00	SPY	ETF	127.66	127.7	127.64	127.7	1500.0
2011-01-31 05:20:00	SPY	ETF	127.7	127.75	127.7	127.75	1100.0
2011-01-31 05:25:00	SPY	ETF	127.75	127.79	127.75	127.79	2000.0
2011-01-31 05:30:00	SPY	ETF	127.78	127.78	127.78	127.78	200.0
2011-01-31 05:40:00	SPY	ETF	127.8	127.8	127.8	127.8	500.0
2011-01-31 05:45:00	SPY	ETF	127.78	127.78	127.78	127.78	100.0
2011-01-31 05:50:00	SPY	ETF	127.81	127.85	127.81	127.85	1800.0
2011-01-31 06:00:00	SPY	ETF	127.79	127.85	127.79	127.85	500.0
2011-01-31 06:05:00	SPY	ETF	127.85	127.9	127.85	127.9	1200.0
2011-01-31 06:10:00	SPY	ETF	127.87	127.87	127.87	127.87	100.0
2011-01-31 06:15:00	SPY	ETF	127.9	127.9	127.9	127.9	200.0
2011-01-31 06:20:00	SPY	ETF	127.85	127.87	127.85	127.85	5000.0
2011-01-31 06:25:00	SPY	ETF	127.86	127.86	127.78	127.78	9600.0
2011-01-31 06:30:00	SPY	ETF	127.77	127.77	127.77	127.77	14850.0
2011-01-31 06:35:00	SPY	ETF	127.72	127.72	127.72	127.72	200.0
2011-01-31 06:40:00	SPY	ETF	127.76	127.76	127.76	127.76	700.0
2011-01-31 06:45:00	SPY	ETF	127.78	127.83	127.78	127.83	35100.0
2011-01-31 06:50:00	SPY	ETF	127.78	127.81	127.78	127.81	5200.0
2011-01-31 06:55:00	SPY	ETF	127.76	127.76	127.73	127.74	38100.0
2011-01-31 07:00:00	SPY	ETF	127.71	127.72	127.68	127.72	18742.0
2011-01-31 07:05:00	SPY	ETF	127.72	127.74	127.71	127.74	65700.0
2011-01-31 07:10:00	SPY	ETF	127.71	127.73	127.68	127.72	68500.0
2011-01-31 07:15:00	SPY	ETF	127.69	127.85	127.69	127.84	164000.0
2011-01-31 07:20:00	SPY	ETF	127.85	127.9	127.84	127.85	114000.0
2011-01-31 07:25:00	SPY	ETF	127.87	127.87	127.8	127.81	38250.0
2011-01-31 07:30:00	SPY	ETF	127.85	128.09	127.85	128.06	73382.0
2011-01-31 07:35:00	SPY	ETF	128.06	128.1	128.05	128.07	164300.0
2011-01-31 07:40:00	SPY	ETF	128.08	128.12	128.01	128.05	117448.0
2011-01-31 07:45:00	SPY	ETF	128.01	128.01	127.96	128.01	41738.0
2011-01-31 07:50:00	SPY	ETF	128.03	128.05	128.01	128.01	7100.0
2011-01-31 07:55:00	SPY	ETF	128.02	128.06	128.01	128.03	94000.0
2011-01-31 08:00:00	SPY	ETF	128.03	128.15	127.99	128.15	124236.0
2011-01-31 08:05:00	SPY	ETF	128.15	128.21	128.14	128.21	162495.0
2011-01-31 08:10:00	SPY	ETF	128.2	128.21	127.89	128.09	88148.0
2011-01-31 08:15:00	SPY	ETF	128.1	128.16	128.07	128.14	68375.0
2011-01-31 08:20:00	SPY	ETF	128.11	128.18	128.1	128.16	67567.0
2011-01-31 08:25:00	SPY	ETF	128.16	128.19	128.11	128.11	47768.0
2011-01-31 08:30:00	SPY	ETF	128.11	128.18	128.08	128.12	122462.0
2011-01-31 08:35:00	SPY	ETF	128.13	128.17	128.05	128.16	401250.0
2011-01-31 08:40:00	SPY	ETF	128.16	128.18	128.15	128.18	68322.0
2011-01-31 08:45:00	SPY	ETF	128.18	128.19	128.14	128.15	161411.0

> showing 50 of 36,994 rows — these rows as CSV

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