PREVIEW / etf_5min / 2011-03-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-01.parquet
  size:    949 KB
  rows:    38,228

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
2011-03-01 04:00:00	SPY	ETF	133.9	134.01	133.9	134.0	4178.0
2011-03-01 04:05:00	SPY	ETF	133.96	133.98	133.95	133.98	15727.0
2011-03-01 04:10:00	SPY	ETF	133.95	133.95	133.86	133.86	5500.0
2011-03-01 04:15:00	SPY	ETF	133.89	133.89	133.86	133.86	5600.0
2011-03-01 04:25:00	SPY	ETF	133.8	133.82	133.8	133.82	2127.0
2011-03-01 04:30:00	SPY	ETF	133.8	133.8	133.8	133.8	100.0
2011-03-01 04:40:00	SPY	ETF	133.81	133.81	133.81	133.81	200.0
2011-03-01 04:45:00	SPY	ETF	133.77	133.77	133.73	133.73	1050.0
2011-03-01 04:50:00	SPY	ETF	133.81	133.81	133.81	133.81	200.0
2011-03-01 04:55:00	SPY	ETF	133.79	133.8	133.79	133.8	300.0
2011-03-01 05:00:00	SPY	ETF	133.71	133.71	133.71	133.71	100.0
2011-03-01 05:05:00	SPY	ETF	133.7	133.7	133.7	133.7	2000.0
2011-03-01 05:10:00	SPY	ETF	133.81	133.81	133.81	133.81	1100.0
2011-03-01 05:15:00	SPY	ETF	133.8	133.8	133.8	133.8	400.0
2011-03-01 06:00:00	SPY	ETF	133.76	133.76	133.76	133.76	1000.0
2011-03-01 06:05:00	SPY	ETF	133.66	133.67	133.65	133.65	11100.0
2011-03-01 06:10:00	SPY	ETF	133.63	133.63	133.6	133.6	1100.0
2011-03-01 06:20:00	SPY	ETF	133.65	133.65	133.62	133.62	2000.0
2011-03-01 06:25:00	SPY	ETF	133.6	133.61	133.6	133.61	1100.0
2011-03-01 06:35:00	SPY	ETF	133.59	133.59	133.57	133.57	30000.0
2011-03-01 06:40:00	SPY	ETF	133.6	133.6	133.58	133.58	2500.0
2011-03-01 06:45:00	SPY	ETF	133.6	133.64	133.6	133.63	14837.0
2011-03-01 06:50:00	SPY	ETF	133.63	133.65	133.63	133.63	32100.0
2011-03-01 06:55:00	SPY	ETF	133.63	133.63	133.6	133.62	7537.0
2011-03-01 07:00:00	SPY	ETF	133.64	133.64	133.6	133.64	6400.0
2011-03-01 07:05:00	SPY	ETF	133.63	133.63	133.5	133.53	53650.0
2011-03-01 07:10:00	SPY	ETF	133.51	133.54	133.4	133.4	116849.0
2011-03-01 07:15:00	SPY	ETF	133.4	133.43	133.3	133.38	109200.0
2011-03-01 07:20:00	SPY	ETF	133.4	133.41	133.28	133.29	196899.0
2011-03-01 07:25:00	SPY	ETF	133.28	133.32	133.25	133.25	113760.0
2011-03-01 07:30:00	SPY	ETF	133.26	133.32	133.26	133.31	33595.0
2011-03-01 07:35:00	SPY	ETF	133.31	133.31	133.23	133.24	105836.0
2011-03-01 07:40:00	SPY	ETF	133.21	133.26	133.2	133.26	57000.0
2011-03-01 07:45:00	SPY	ETF	133.26	133.41	133.26	133.41	108645.0
2011-03-01 07:50:00	SPY	ETF	133.39	133.44	133.38	133.42	111800.0
2011-03-01 07:55:00	SPY	ETF	133.43	133.46	133.4	133.46	53951.0
2011-03-01 08:00:00	SPY	ETF	133.46	133.46	133.34	133.34	176399.0
2011-03-01 08:05:00	SPY	ETF	133.33	133.36	133.3	133.33	174140.0
2011-03-01 08:10:00	SPY	ETF	133.35	133.43	133.33	133.43	25412.0
2011-03-01 08:15:00	SPY	ETF	133.43	133.48	133.43	133.46	91649.0
2011-03-01 08:20:00	SPY	ETF	133.45	133.51	133.43	133.51	192750.0
2011-03-01 08:25:00	SPY	ETF	133.52	133.54	133.5	133.54	184750.0
2011-03-01 08:30:00	SPY	ETF	133.54	133.54	133.43	133.44	51403.0
2011-03-01 08:35:00	SPY	ETF	133.45	133.45	133.4	133.41	170622.0
2011-03-01 08:40:00	SPY	ETF	133.41	133.42	133.15	133.37	186781.0
2011-03-01 08:45:00	SPY	ETF	133.36	133.41	133.36	133.4	333390.0
2011-03-01 08:50:00	SPY	ETF	133.39	133.46	133.38	133.45	209679.0
2011-03-01 08:55:00	SPY	ETF	133.45	133.52	133.45	133.51	153716.0
2011-03-01 09:00:00	SPY	ETF	133.51	133.55	133.15	133.51	162958.0
2011-03-01 09:05:00	SPY	ETF	133.51	133.53	133.49	133.51	105905.0

> showing 50 of 38,228 rows — these rows as CSV

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