PREVIEW / etf_5min / 2011-02-23

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-02-23.parquet
  size:    987 KB
  rows:    39,729

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
2011-02-23 04:00:00	SPY	ETF	132.27	132.27	132.27	132.27	200.0
2011-02-23 04:05:00	SPY	ETF	132.19	132.21	132.19	132.21	350.0
2011-02-23 04:30:00	SPY	ETF	132.5	132.5	132.5	132.5	650.0
2011-02-23 04:35:00	SPY	ETF	132.56	132.56	132.56	132.56	100.0
2011-02-23 04:50:00	SPY	ETF	132.19	132.19	132.19	132.19	200.0
2011-02-23 04:55:00	SPY	ETF	132.25	132.25	132.25	132.25	100.0
2011-02-23 05:00:00	SPY	ETF	132.25	132.25	132.25	132.25	100.0
2011-02-23 05:15:00	SPY	ETF	132.25	132.25	132.0	132.0	300.0
2011-02-23 05:55:00	SPY	ETF	132.21	132.21	132.21	132.21	300.0
2011-02-23 06:00:00	SPY	ETF	132.26	132.26	132.24	132.24	600.0
2011-02-23 06:10:00	SPY	ETF	132.23	132.23	132.23	132.23	100.0
2011-02-23 06:20:00	SPY	ETF	132.41	132.41	132.41	132.41	6600.0
2011-02-23 06:25:00	SPY	ETF	132.37	132.37	132.37	132.37	7500.0
2011-02-23 06:30:00	SPY	ETF	132.4	132.44	132.4	132.43	10300.0
2011-02-23 06:35:00	SPY	ETF	132.43	132.47	132.42	132.44	88800.0
2011-02-23 06:40:00	SPY	ETF	132.44	132.44	132.41	132.44	56900.0
2011-02-23 06:45:00	SPY	ETF	132.37	132.37	132.37	132.37	300.0
2011-02-23 06:50:00	SPY	ETF	132.41	132.41	132.41	132.41	400.0
2011-02-23 06:55:00	SPY	ETF	132.43	132.46	132.43	132.46	13800.0
2011-02-23 07:00:00	SPY	ETF	132.46	132.46	132.41	132.41	76400.0
2011-02-23 07:05:00	SPY	ETF	132.42	132.43	132.38	132.38	49900.0
2011-02-23 07:10:00	SPY	ETF	132.38	132.4	132.36	132.38	28500.0
2011-02-23 07:15:00	SPY	ETF	132.38	132.38	132.35	132.38	23870.0
2011-02-23 07:20:00	SPY	ETF	132.38	132.43	132.38	132.43	16620.0
2011-02-23 07:25:00	SPY	ETF	132.43	132.47	132.43	132.45	40400.0
2011-02-23 07:30:00	SPY	ETF	132.45	132.49	132.34	132.35	54000.0
2011-02-23 07:35:00	SPY	ETF	132.35	132.38	132.33	132.38	12880.0
2011-02-23 07:40:00	SPY	ETF	132.38	132.4	132.36	132.39	130150.0
2011-02-23 07:45:00	SPY	ETF	132.37	132.39	132.35	132.35	126400.0
2011-02-23 07:50:00	SPY	ETF	132.39	132.39	132.36	132.38	27757.0
2011-02-23 07:55:00	SPY	ETF	132.36	132.37	132.3	132.34	49300.0
2011-02-23 08:00:00	SPY	ETF	132.34	132.44	132.21	132.25	509457.0
2011-02-23 08:05:00	SPY	ETF	132.4	132.4	132.18	132.2	104100.0
2011-02-23 08:10:00	SPY	ETF	132.19	132.44	132.08	132.08	613550.0
2011-02-23 08:15:00	SPY	ETF	132.08	132.12	132.08	132.1	66776.0
2011-02-23 08:20:00	SPY	ETF	132.1	132.22	132.1	132.22	88125.0
2011-02-23 08:25:00	SPY	ETF	132.21	132.22	132.11	132.12	102755.0
2011-02-23 08:30:00	SPY	ETF	132.12	132.12	132.01	132.03	168936.0
2011-02-23 08:35:00	SPY	ETF	132.03	132.12	132.02	132.12	275008.0
2011-02-23 08:40:00	SPY	ETF	132.11	132.16	132.09	132.1	229941.0
2011-02-23 08:45:00	SPY	ETF	132.1	132.13	132.07	132.1	56178.0
2011-02-23 08:50:00	SPY	ETF	132.11	132.11	132.02	132.04	97950.0
2011-02-23 08:55:00	SPY	ETF	132.03	132.09	132.01	132.06	108164.0
2011-02-23 09:00:00	SPY	ETF	132.05	132.07	132.0	132.01	85250.0
2011-02-23 09:05:00	SPY	ETF	132.0	132.01	131.87	131.88	473552.0
2011-02-23 09:10:00	SPY	ETF	131.88	131.9	131.83	131.84	201826.0
2011-02-23 09:15:00	SPY	ETF	131.83	131.87	131.8	131.82	279949.0
2011-02-23 09:20:00	SPY	ETF	131.82	131.84	131.75	131.77	582240.0
2011-02-23 09:25:00	SPY	ETF	131.77	131.78	131.7	131.75	275360.0
2011-02-23 09:30:00	SPY	ETF	131.75	131.9	131.62	131.9	5462444.0

> showing 50 of 39,729 rows — these rows as CSV

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