PREVIEW / etf_5min / 2011-03-03

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-03.parquet
  size:    880 KB
  rows:    36,926

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
2011-03-03 04:00:00	SPY	ETF	131.5	131.55	131.5	131.55	1450.0
2011-03-03 04:30:00	SPY	ETF	131.62	131.62	131.6	131.6	7500.0
2011-03-03 04:40:00	SPY	ETF	131.71	131.71	131.71	131.71	1100.0
2011-03-03 04:45:00	SPY	ETF	131.69	131.69	131.69	131.69	2000.0
2011-03-03 04:55:00	SPY	ETF	131.69	131.69	131.69	131.69	300.0
2011-03-03 05:00:00	SPY	ETF	131.66	131.68	131.66	131.68	300.0
2011-03-03 05:05:00	SPY	ETF	131.71	131.75	131.71	131.75	12000.0
2011-03-03 05:10:00	SPY	ETF	131.76	131.88	131.76	131.84	5800.0
2011-03-03 05:15:00	SPY	ETF	131.93	131.99	131.93	131.99	3600.0
2011-03-03 05:35:00	SPY	ETF	131.88	131.88	131.88	131.88	212.0
2011-03-03 05:40:00	SPY	ETF	131.96	131.96	131.96	131.96	3600.0
2011-03-03 05:45:00	SPY	ETF	131.95	132.0	131.95	132.0	9300.0
2011-03-03 05:50:00	SPY	ETF	131.99	131.99	131.97	131.97	4100.0
2011-03-03 05:55:00	SPY	ETF	131.93	131.93	131.93	131.93	2000.0
2011-03-03 06:00:00	SPY	ETF	131.99	131.99	131.92	131.92	4410.0
2011-03-03 06:10:00	SPY	ETF	131.96	131.96	131.96	131.96	400.0
2011-03-03 06:15:00	SPY	ETF	131.92	131.92	131.92	131.92	100.0
2011-03-03 06:20:00	SPY	ETF	131.92	131.92	131.92	131.92	2600.0
2011-03-03 06:25:00	SPY	ETF	131.93	131.94	131.93	131.94	5100.0
2011-03-03 06:30:00	SPY	ETF	132.1	132.32	132.09	132.27	26521.0
2011-03-03 06:35:00	SPY	ETF	132.21	132.31	132.21	132.31	3600.0
2011-03-03 06:40:00	SPY	ETF	132.29	132.3	132.26	132.26	51750.0
2011-03-03 06:45:00	SPY	ETF	132.29	132.29	132.24	132.24	700.0
2011-03-03 06:50:00	SPY	ETF	132.25	132.3	132.23	132.24	89500.0
2011-03-03 06:55:00	SPY	ETF	132.28	132.33	132.28	132.29	79300.0
2011-03-03 07:00:00	SPY	ETF	132.33	132.33	132.26	132.26	96560.0
2011-03-03 07:05:00	SPY	ETF	132.27	132.28	132.24	132.26	25464.0
2011-03-03 07:10:00	SPY	ETF	132.27	132.27	132.19	132.19	34700.0
2011-03-03 07:15:00	SPY	ETF	132.19	132.2	132.19	132.19	137600.0
2011-03-03 07:20:00	SPY	ETF	132.18	132.21	132.16	132.2	55050.0
2011-03-03 07:25:00	SPY	ETF	132.2	132.21	132.16	132.19	24950.0
2011-03-03 07:30:00	SPY	ETF	132.19	132.24	132.19	132.22	9500.0
2011-03-03 07:35:00	SPY	ETF	132.22	132.22	132.16	132.16	10300.0
2011-03-03 07:40:00	SPY	ETF	132.18	132.23	132.16	132.2	68600.0
2011-03-03 07:45:00	SPY	ETF	132.22	132.23	132.11	132.11	70450.0
2011-03-03 07:50:00	SPY	ETF	132.14	132.17	132.14	132.15	1900.0
2011-03-03 07:55:00	SPY	ETF	132.17	132.25	132.17	132.24	33225.0
2011-03-03 08:00:00	SPY	ETF	132.21	132.25	132.15	132.16	478803.0
2011-03-03 08:05:00	SPY	ETF	132.17	132.24	123.03	132.23	89860.0
2011-03-03 08:10:00	SPY	ETF	132.23	132.25	132.19	132.19	59050.0
2011-03-03 08:15:00	SPY	ETF	132.18	132.19	132.12	132.16	135712.0
2011-03-03 08:20:00	SPY	ETF	132.16	132.19	132.12	132.19	79932.0
2011-03-03 08:25:00	SPY	ETF	132.15	132.3	132.15	132.27	94943.0
2011-03-03 08:30:00	SPY	ETF	132.27	132.54	132.27	132.44	1344165.0
2011-03-03 08:35:00	SPY	ETF	132.45	132.45	132.31	132.34	625293.0
2011-03-03 08:40:00	SPY	ETF	132.34	132.5	132.34	132.47	574098.0
2011-03-03 08:45:00	SPY	ETF	132.47	132.53	132.4	132.45	384202.0
2011-03-03 08:50:00	SPY	ETF	132.45	132.45	132.05	132.19	1029595.0
2011-03-03 08:55:00	SPY	ETF	132.2	132.36	132.2	132.24	365498.0
2011-03-03 09:00:00	SPY	ETF	132.23	132.31	132.18	132.26	191845.0

> showing 50 of 36,926 rows — these rows as CSV

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