PREVIEW / etf_5min / 2011-02-09

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-02-09.parquet
  size:    892 KB
  rows:    37,896

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
2011-02-09 04:05:00	SPY	ETF	132.29	132.29	132.29	132.29	100.0
2011-02-09 04:20:00	SPY	ETF	132.27	132.27	132.24	132.24	800.0
2011-02-09 04:25:00	SPY	ETF	132.22	132.22	132.21	132.21	600.0
2011-02-09 04:30:00	SPY	ETF	132.22	132.22	132.22	132.22	300.0
2011-02-09 04:35:00	SPY	ETF	132.23	132.23	132.23	132.23	200.0
2011-02-09 04:40:00	SPY	ETF	132.18	132.18	132.18	132.18	100.0
2011-02-09 05:35:00	SPY	ETF	132.23	132.24	132.23	132.24	9975.0
2011-02-09 05:45:00	SPY	ETF	132.2	132.2	132.14	132.14	1200.0
2011-02-09 05:50:00	SPY	ETF	132.14	132.15	132.14	132.15	10000.0
2011-02-09 05:55:00	SPY	ETF	132.14	132.15	132.1	132.1	6080.0
2011-02-09 06:10:00	SPY	ETF	132.1	132.1	132.1	132.1	100.0
2011-02-09 06:20:00	SPY	ETF	132.06	132.06	132.06	132.06	200.0
2011-02-09 06:25:00	SPY	ETF	132.06	132.06	132.06	132.06	700.0
2011-02-09 06:35:00	SPY	ETF	132.1	132.13	132.1	132.13	25500.0
2011-02-09 06:45:00	SPY	ETF	132.13	132.13	132.13	132.13	100.0
2011-02-09 06:50:00	SPY	ETF	132.16	132.16	132.06	132.06	10300.0
2011-02-09 07:00:00	SPY	ETF	132.14	132.19	132.14	132.17	90500.0
2011-02-09 07:05:00	SPY	ETF	132.19	132.2	132.17	132.19	8640.0
2011-02-09 07:10:00	SPY	ETF	132.18	132.2	132.17	132.17	13600.0
2011-02-09 07:15:00	SPY	ETF	132.19	132.22	132.17	132.22	22650.0
2011-02-09 07:20:00	SPY	ETF	132.22	132.25	132.2	132.25	40600.0
2011-02-09 07:25:00	SPY	ETF	132.24	132.25	132.19	132.21	81400.0
2011-02-09 07:30:00	SPY	ETF	132.21	132.21	132.18	132.18	8190.0
2011-02-09 07:35:00	SPY	ETF	132.18	132.19	132.12	132.12	20800.0
2011-02-09 07:40:00	SPY	ETF	132.13	132.13	132.09	132.12	25800.0
2011-02-09 07:45:00	SPY	ETF	132.1	132.11	132.08	132.1	52990.0
2011-02-09 07:50:00	SPY	ETF	132.11	132.13	132.09	132.1	10275.0
2011-02-09 07:55:00	SPY	ETF	132.1	132.15	132.09	132.14	13700.0
2011-02-09 08:00:00	SPY	ETF	132.2	132.2	132.08	132.15	574945.0
2011-02-09 08:05:00	SPY	ETF	132.15	132.16	132.1	132.15	26158.0
2011-02-09 08:10:00	SPY	ETF	131.97	132.15	131.97	132.1	48669.0
2011-02-09 08:15:00	SPY	ETF	132.1	132.1	132.04	132.05	37610.0
2011-02-09 08:20:00	SPY	ETF	132.05	132.1	132.04	132.09	146090.0
2011-02-09 08:25:00	SPY	ETF	132.09	132.09	132.05	132.06	141000.0
2011-02-09 08:30:00	SPY	ETF	132.06	132.1	132.06	132.09	47092.0
2011-02-09 08:35:00	SPY	ETF	132.09	132.14	132.08	132.14	110440.0
2011-02-09 08:40:00	SPY	ETF	132.15	132.23	132.15	132.17	109058.0
2011-02-09 08:45:00	SPY	ETF	132.17	132.19	132.13	132.19	62767.0
2011-02-09 08:50:00	SPY	ETF	132.18	132.19	132.17	132.17	19188.0
2011-02-09 08:55:00	SPY	ETF	132.17	132.18	132.14	132.17	119104.0
2011-02-09 09:00:00	SPY	ETF	132.16	132.18	132.15	132.18	126100.0
2011-02-09 09:05:00	SPY	ETF	132.18	132.18	132.14	132.14	56792.0
2011-02-09 09:10:00	SPY	ETF	132.14	132.14	132.1	132.12	532613.0
2011-02-09 09:15:00	SPY	ETF	132.12	132.19	132.12	132.19	134722.0
2011-02-09 09:20:00	SPY	ETF	132.18	132.2	132.18	132.2	50600.0
2011-02-09 09:25:00	SPY	ETF	132.2	132.22	132.18	132.22	225864.0
2011-02-09 09:30:00	SPY	ETF	132.21	132.35	132.19	132.34	2877289.0
2011-02-09 09:35:00	SPY	ETF	132.34	132.38	132.25	132.3	2860388.0
2011-02-09 09:40:00	SPY	ETF	132.305	132.36	132.25	132.34	2571377.0
2011-02-09 09:45:00	SPY	ETF	132.33	132.34	132.16	132.1701	2281238.0

> showing 50 of 37,896 rows — these rows as CSV

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