PREVIEW / etf_5min / 2011-02-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-02-01.parquet
  size:    934 KB
  rows:    38,312

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
2011-02-01 04:00:00	SPY	ETF	128.89	128.89	128.89	128.89	100.0
2011-02-01 04:25:00	SPY	ETF	128.98	128.98	128.98	128.98	100.0
2011-02-01 04:30:00	SPY	ETF	129.01	129.05	129.01	129.05	700.0
2011-02-01 05:00:00	SPY	ETF	129.17	129.19	129.17	129.19	200.0
2011-02-01 05:10:00	SPY	ETF	129.19	129.19	129.19	129.19	500.0
2011-02-01 05:15:00	SPY	ETF	129.18	129.2	129.18	129.2	19000.0
2011-02-01 05:20:00	SPY	ETF	129.2	129.2	129.2	129.2	1000.0
2011-02-01 05:40:00	SPY	ETF	129.2	129.2	129.2	129.2	14000.0
2011-02-01 05:50:00	SPY	ETF	129.24	129.26	129.24	129.26	1000.0
2011-02-01 05:55:00	SPY	ETF	129.25	129.25	129.25	129.25	2500.0
2011-02-01 06:00:00	SPY	ETF	129.25	129.25	129.25	129.25	3200.0
2011-02-01 06:20:00	SPY	ETF	129.26	129.3	129.26	129.28	1800.0
2011-02-01 06:25:00	SPY	ETF	129.27	129.27	129.27	129.27	600.0
2011-02-01 06:30:00	SPY	ETF	129.29	129.29	129.29	129.29	200.0
2011-02-01 06:35:00	SPY	ETF	129.29	129.34	129.29	129.33	276000.0
2011-02-01 06:40:00	SPY	ETF	129.29	129.29	129.28	129.28	2800.0
2011-02-01 06:45:00	SPY	ETF	129.28	129.28	129.28	129.28	100.0
2011-02-01 06:50:00	SPY	ETF	129.28	129.28	129.27	129.27	2500.0
2011-02-01 06:55:00	SPY	ETF	129.29	129.29	129.29	129.29	35500.0
2011-02-01 07:00:00	SPY	ETF	129.28	129.32	129.28	129.29	81325.0
2011-02-01 07:05:00	SPY	ETF	129.29	129.32	129.26	129.28	150300.0
2011-02-01 07:10:00	SPY	ETF	129.29	129.3	129.26	129.26	1900.0
2011-02-01 07:15:00	SPY	ETF	129.25	129.26	129.23	129.24	48700.0
2011-02-01 07:20:00	SPY	ETF	129.24	129.24	129.2	129.22	32400.0
2011-02-01 07:25:00	SPY	ETF	129.22	129.23	129.21	129.23	15700.0
2011-02-01 07:30:00	SPY	ETF	129.24	129.24	129.24	129.24	25000.0
2011-02-01 07:35:00	SPY	ETF	129.24	129.24	129.13	129.13	43125.0
2011-02-01 07:40:00	SPY	ETF	129.15	129.2	129.13	129.2	13826.0
2011-02-01 07:45:00	SPY	ETF	129.2	129.39	129.2	129.36	67400.0
2011-02-01 07:50:00	SPY	ETF	129.36	129.38	129.33	129.33	65250.0
2011-02-01 07:55:00	SPY	ETF	129.33	129.37	129.33	129.35	3000.0
2011-02-01 08:00:00	SPY	ETF	129.33	129.35	129.15	129.32	488888.0
2011-02-01 08:05:00	SPY	ETF	129.32	129.37	129.3	129.33	32868.0
2011-02-01 08:10:00	SPY	ETF	129.34	129.37	129.33	129.33	32590.0
2011-02-01 08:15:00	SPY	ETF	129.34	129.46	129.31	129.43	112183.0
2011-02-01 08:20:00	SPY	ETF	129.43	129.47	129.42	129.44	258746.0
2011-02-01 08:25:00	SPY	ETF	129.45	129.5	129.42	129.42	93565.0
2011-02-01 08:30:00	SPY	ETF	129.42	129.42	129.38	129.4	61890.0
2011-02-01 08:35:00	SPY	ETF	129.39	129.4	129.36	129.36	42767.0
2011-02-01 08:40:00	SPY	ETF	129.36	129.38	129.34	129.36	105386.0
2011-02-01 08:45:00	SPY	ETF	129.37	129.39	129.36	129.38	58759.0
2011-02-01 08:50:00	SPY	ETF	129.38	129.41	129.37	129.39	127259.0
2011-02-01 08:55:00	SPY	ETF	129.39	129.44	128.67	129.4	120241.0
2011-02-01 09:00:00	SPY	ETF	129.41	129.44	129.4	129.43	48870.0
2011-02-01 09:05:00	SPY	ETF	128.68	129.43	128.67	129.4	90012.0
2011-02-01 09:10:00	SPY	ETF	129.39	129.51	129.39	129.48	205364.0
2011-02-01 09:15:00	SPY	ETF	129.48	129.53	129.46	129.48	432145.0
2011-02-01 09:20:00	SPY	ETF	129.47	129.48	129.45	129.45	71269.0
2011-02-01 09:25:00	SPY	ETF	129.46	129.48	129.44	129.46	194775.0
2011-02-01 09:30:00	SPY	ETF	129.46	129.66	129.3801	129.65	5745654.0

> showing 50 of 38,312 rows — these rows as CSV

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