PREVIEW / etf_5min / 2011-02-24

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-02-24.parquet
  size:    929 KB
  rows:    38,218

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
2011-02-24 04:00:00	SPY	ETF	130.25	130.25	130.15	130.16	13189.0
2011-02-24 04:05:00	SPY	ETF	130.11	130.11	129.98	129.98	3300.0
2011-02-24 04:10:00	SPY	ETF	130.03	130.03	129.93	129.93	4600.0
2011-02-24 04:15:00	SPY	ETF	129.9	129.97	129.9	129.97	1100.0
2011-02-24 04:30:00	SPY	ETF	130.13	130.29	130.13	130.29	500.0
2011-02-24 04:40:00	SPY	ETF	130.15	130.18	130.15	130.16	1700.0
2011-02-24 04:45:00	SPY	ETF	130.11	130.11	130.11	130.11	500.0
2011-02-24 04:50:00	SPY	ETF	130.15	130.2	130.15	130.2	600.0
2011-02-24 05:00:00	SPY	ETF	130.26	130.26	130.26	130.26	100.0
2011-02-24 05:05:00	SPY	ETF	130.41	130.41	130.41	130.41	200.0
2011-02-24 05:10:00	SPY	ETF	130.41	130.41	130.41	130.41	100.0
2011-02-24 05:15:00	SPY	ETF	130.37	130.37	130.37	130.37	500.0
2011-02-24 05:30:00	SPY	ETF	130.48	130.5	130.48	130.5	20200.0
2011-02-24 05:35:00	SPY	ETF	130.5	130.5	130.5	130.5	8500.0
2011-02-24 05:40:00	SPY	ETF	130.51	130.51	130.51	130.51	1500.0
2011-02-24 05:55:00	SPY	ETF	130.3	130.3	130.3	130.3	300.0
2011-02-24 06:00:00	SPY	ETF	130.4	130.4	130.37	130.37	300.0
2011-02-24 06:05:00	SPY	ETF	130.4	130.4	130.4	130.4	500.0
2011-02-24 06:10:00	SPY	ETF	130.4	130.45	130.4	130.45	27800.0
2011-02-24 06:15:00	SPY	ETF	130.43	130.43	130.43	130.43	200.0
2011-02-24 06:20:00	SPY	ETF	130.32	130.32	130.32	130.32	200.0
2011-02-24 06:30:00	SPY	ETF	130.31	130.31	130.26	130.3	10269.0
2011-02-24 06:35:00	SPY	ETF	130.25	130.27	130.25	130.27	200.0
2011-02-24 06:40:00	SPY	ETF	130.25	130.25	130.23	130.23	11000.0
2011-02-24 06:45:00	SPY	ETF	130.23	130.23	130.15	130.15	21793.0
2011-02-24 06:50:00	SPY	ETF	130.16	130.24	130.16	130.21	123300.0
2011-02-24 06:55:00	SPY	ETF	130.21	130.26	130.19	130.19	6800.0
2011-02-24 07:00:00	SPY	ETF	130.19	130.27	130.16	130.27	112150.0
2011-02-24 07:05:00	SPY	ETF	130.26	130.26	130.18	130.26	32850.0
2011-02-24 07:10:00	SPY	ETF	130.29	130.29	130.19	130.19	37965.0
2011-02-24 07:15:00	SPY	ETF	130.19	130.29	130.19	130.27	6580.0
2011-02-24 07:20:00	SPY	ETF	130.24	130.34	130.2	130.34	77500.0
2011-02-24 07:25:00	SPY	ETF	130.33	130.36	130.3	130.35	68015.0
2011-02-24 07:30:00	SPY	ETF	130.34	130.34	130.28	130.28	47668.0
2011-02-24 07:35:00	SPY	ETF	130.27	130.27	130.19	130.19	15290.0
2011-02-24 07:40:00	SPY	ETF	130.19	130.22	130.13	130.15	93378.0
2011-02-24 07:45:00	SPY	ETF	130.13	130.25	130.13	130.25	123992.0
2011-02-24 07:50:00	SPY	ETF	130.29	130.32	130.16	130.17	190000.0
2011-02-24 07:55:00	SPY	ETF	130.16	130.19	130.13	130.19	34320.0
2011-02-24 08:00:00	SPY	ETF	130.2	130.34	130.2	130.34	119550.0
2011-02-24 08:05:00	SPY	ETF	130.34	130.39	130.26	130.39	296020.0
2011-02-24 08:10:00	SPY	ETF	130.39	130.48	130.37	130.45	300550.0
2011-02-24 08:15:00	SPY	ETF	130.45	130.56	130.42	130.54	750114.0
2011-02-24 08:20:00	SPY	ETF	130.53	130.53	130.46	130.5	971672.0
2011-02-24 08:25:00	SPY	ETF	130.5	130.54	130.42	130.52	366193.0
2011-02-24 08:30:00	SPY	ETF	130.55	130.59	130.3	130.37	928743.0
2011-02-24 08:35:00	SPY	ETF	130.38	130.46	130.36	130.43	454531.0
2011-02-24 08:40:00	SPY	ETF	130.43	130.65	130.43	130.61	389325.0
2011-02-24 08:45:00	SPY	ETF	130.6	130.63	130.58	130.63	139049.0
2011-02-24 08:50:00	SPY	ETF	130.63	130.76	130.63	130.69	341478.0

> showing 50 of 38,218 rows — these rows as CSV

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