PREVIEW / etf_5min / 2011-02-28

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-02-28.parquet
  size:    889 KB
  rows:    37,400

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
2011-02-28 04:00:00	SPY	ETF	132.02	132.07	132.02	132.06	5400.0
2011-02-28 04:05:00	SPY	ETF	132.07	132.09	132.07	132.09	300.0
2011-02-28 04:10:00	SPY	ETF	132.04	132.07	132.04	132.07	200.0
2011-02-28 04:15:00	SPY	ETF	132.17	132.17	132.17	132.17	200.0
2011-02-28 04:20:00	SPY	ETF	132.18	132.18	132.18	132.18	200.0
2011-02-28 04:30:00	SPY	ETF	132.15	132.15	132.15	132.15	200.0
2011-02-28 04:50:00	SPY	ETF	132.0	132.01	131.98	132.01	1450.0
2011-02-28 04:55:00	SPY	ETF	132.0	132.0	132.0	132.0	200.0
2011-02-28 05:25:00	SPY	ETF	132.15	132.15	132.15	132.15	200.0
2011-02-28 05:55:00	SPY	ETF	132.05	132.05	132.05	132.05	400.0
2011-02-28 06:00:00	SPY	ETF	131.97	131.97	131.97	131.97	5000.0
2011-02-28 06:10:00	SPY	ETF	132.1	132.1	132.1	132.1	100.0
2011-02-28 06:20:00	SPY	ETF	132.1	132.1	132.1	132.1	100.0
2011-02-28 06:25:00	SPY	ETF	132.19	132.19	132.19	132.19	100.0
2011-02-28 06:30:00	SPY	ETF	132.22	132.22	132.22	132.22	2200.0
2011-02-28 06:35:00	SPY	ETF	132.25	132.29	132.25	132.29	13750.0
2011-02-28 06:40:00	SPY	ETF	132.28	132.28	132.27	132.27	1500.0
2011-02-28 06:50:00	SPY	ETF	132.29	132.29	132.26	132.26	18800.0
2011-02-28 06:55:00	SPY	ETF	132.28	132.28	132.27	132.27	5000.0
2011-02-28 07:00:00	SPY	ETF	132.25	132.26	132.25	132.26	6335.0
2011-02-28 07:05:00	SPY	ETF	132.28	132.29	132.27	132.27	33100.0
2011-02-28 07:10:00	SPY	ETF	132.29	132.3	132.27	132.3	62100.0
2011-02-28 07:15:00	SPY	ETF	132.31	132.49	132.31	132.43	116650.0
2011-02-28 07:20:00	SPY	ETF	132.46	132.48	132.44	132.46	187820.0
2011-02-28 07:25:00	SPY	ETF	132.45	132.53	132.42	132.53	11697.0
2011-02-28 07:30:00	SPY	ETF	132.57	132.62	132.57	132.58	93322.0
2011-02-28 07:35:00	SPY	ETF	132.62	132.81	132.62	132.73	103800.0
2011-02-28 07:40:00	SPY	ETF	132.75	132.79	132.72	132.75	24320.0
2011-02-28 07:45:00	SPY	ETF	132.74	132.76	132.69	132.72	122600.0
2011-02-28 07:50:00	SPY	ETF	132.73	132.9	132.72	132.9	35830.0
2011-02-28 07:55:00	SPY	ETF	132.89	133.0	132.86	132.91	147212.0
2011-02-28 08:00:00	SPY	ETF	132.89	132.94	132.84	132.88	99211.0
2011-02-28 08:05:00	SPY	ETF	132.91	133.04	132.88	133.04	95084.0
2011-02-28 08:10:00	SPY	ETF	133.03	133.05	131.75	132.9	404019.0
2011-02-28 08:15:00	SPY	ETF	132.92	133.0	131.09	133.0	186764.0
2011-02-28 08:20:00	SPY	ETF	132.98	133.0	132.95	132.96	128900.0
2011-02-28 08:25:00	SPY	ETF	132.97	132.98	132.93	132.96	80173.0
2011-02-28 08:30:00	SPY	ETF	132.97	132.99	132.87	132.9	601779.0
2011-02-28 08:35:00	SPY	ETF	132.89	132.94	132.89	132.93	58155.0
2011-02-28 08:40:00	SPY	ETF	132.93	132.93	132.8	132.86	268924.0
2011-02-28 08:45:00	SPY	ETF	132.86	132.89	132.84	132.89	46216.0
2011-02-28 08:50:00	SPY	ETF	132.86	132.87	132.82	132.83	73100.0
2011-02-28 08:55:00	SPY	ETF	132.83	132.88	132.82	132.87	160180.0
2011-02-28 09:00:00	SPY	ETF	132.89	132.91	132.82	132.82	58505.0
2011-02-28 09:05:00	SPY	ETF	132.82	132.82	132.77	132.82	105346.0
2011-02-28 09:10:00	SPY	ETF	132.81	132.81	132.75	132.78	167803.0
2011-02-28 09:15:00	SPY	ETF	132.78	132.83	132.77	132.8	61993.0
2011-02-28 09:20:00	SPY	ETF	132.8	132.81	132.79	132.8	67841.0
2011-02-28 09:25:00	SPY	ETF	132.8	132.84	132.79	132.82	327799.0
2011-02-28 09:30:00	SPY	ETF	132.82	132.95	132.73	132.925	3969648.0

> showing 50 of 37,400 rows — these rows as CSV

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