PREVIEW / etf_5min / 2011-03-04

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-04.parquet
  size:    889 KB
  rows:    36,901

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
2011-03-04 04:05:00	SPY	ETF	133.57	133.57	133.57	133.57	700.0
2011-03-04 04:15:00	SPY	ETF	133.55	133.55	133.55	133.55	100.0
2011-03-04 04:35:00	SPY	ETF	133.61	133.61	133.61	133.61	1000.0
2011-03-04 04:45:00	SPY	ETF	133.56	133.56	133.56	133.56	1500.0
2011-03-04 05:10:00	SPY	ETF	133.73	133.73	133.73	133.73	2000.0
2011-03-04 05:35:00	SPY	ETF	133.68	133.68	133.68	133.68	200.0
2011-03-04 05:40:00	SPY	ETF	133.68	133.68	133.68	133.68	200.0
2011-03-04 06:05:00	SPY	ETF	133.69	133.69	133.69	133.69	20000.0
2011-03-04 06:15:00	SPY	ETF	133.68	133.68	133.6	133.6	2200.0
2011-03-04 06:20:00	SPY	ETF	133.63	133.64	133.63	133.64	20000.0
2011-03-04 06:25:00	SPY	ETF	133.58	133.58	133.58	133.58	150.0
2011-03-04 06:30:00	SPY	ETF	133.58	133.58	133.54	133.54	4000.0
2011-03-04 06:35:00	SPY	ETF	133.51	133.51	133.5	133.5	4200.0
2011-03-04 06:40:00	SPY	ETF	133.55	133.55	133.48	133.48	52600.0
2011-03-04 06:45:00	SPY	ETF	133.5	133.52	133.5	133.52	35000.0
2011-03-04 06:50:00	SPY	ETF	133.48	133.48	133.48	133.48	100.0
2011-03-04 06:55:00	SPY	ETF	133.5	133.5	133.41	133.41	10515.0
2011-03-04 07:00:00	SPY	ETF	133.43	133.45	133.41	133.45	1300.0
2011-03-04 07:05:00	SPY	ETF	133.44	133.47	133.43	133.45	25200.0
2011-03-04 07:10:00	SPY	ETF	133.46	133.55	133.46	133.55	11300.0
2011-03-04 07:15:00	SPY	ETF	133.55	133.6	133.55	133.6	42600.0
2011-03-04 07:20:00	SPY	ETF	133.58	133.62	133.58	133.62	15150.0
2011-03-04 07:25:00	SPY	ETF	133.6	133.6	133.57	133.6	101170.0
2011-03-04 07:30:00	SPY	ETF	133.62	133.67	133.59	133.61	244300.0
2011-03-04 07:35:00	SPY	ETF	133.65	133.69	133.62	133.69	6300.0
2011-03-04 07:40:00	SPY	ETF	133.69	133.7	133.62	133.62	33086.0
2011-03-04 07:45:00	SPY	ETF	133.6	133.6	133.55	133.55	17900.0
2011-03-04 07:50:00	SPY	ETF	133.53	133.59	133.53	133.56	35400.0
2011-03-04 07:55:00	SPY	ETF	133.57	133.57	133.56	133.57	3500.0
2011-03-04 08:00:00	SPY	ETF	133.54	133.57	133.51	133.55	51800.0
2011-03-04 08:05:00	SPY	ETF	133.55	133.57	133.49	133.51	169449.0
2011-03-04 08:10:00	SPY	ETF	133.56	133.64	133.53	133.62	88100.0
2011-03-04 08:15:00	SPY	ETF	133.6	133.6	133.55	133.55	43650.0
2011-03-04 08:20:00	SPY	ETF	133.57	133.62	133.57	133.62	104400.0
2011-03-04 08:25:00	SPY	ETF	133.62	133.7	133.57	133.7	398389.0
2011-03-04 08:30:00	SPY	ETF	133.7	133.9	133.32	133.45	2536208.0
2011-03-04 08:35:00	SPY	ETF	133.47	133.54	133.23	133.24	1278575.0
2011-03-04 08:40:00	SPY	ETF	133.24	133.41	133.2	133.38	667674.0
2011-03-04 08:45:00	SPY	ETF	133.39	133.43	133.22	133.38	801721.0
2011-03-04 08:50:00	SPY	ETF	133.37	133.39	133.29	133.33	209589.0
2011-03-04 08:55:00	SPY	ETF	133.33	133.33	133.12	133.27	506163.0
2011-03-04 09:00:00	SPY	ETF	133.27	133.45	133.24	133.43	288942.0
2011-03-04 09:05:00	SPY	ETF	133.44	133.45	133.24	133.25	207836.0
2011-03-04 09:10:00	SPY	ETF	133.26	133.31	133.25	133.28	90731.0
2011-03-04 09:15:00	SPY	ETF	133.29	133.58	133.29	133.53	356153.0
2011-03-04 09:20:00	SPY	ETF	133.53	133.54	133.43	133.44	224448.0
2011-03-04 09:25:00	SPY	ETF	133.43	133.43	133.34	133.36	299094.0
2011-03-04 09:30:00	SPY	ETF	133.37	133.48	133.31	133.315	4340061.0
2011-03-04 09:35:00	SPY	ETF	133.315	133.37	133.16	133.351	4149612.0
2011-03-04 09:40:00	SPY	ETF	133.35	133.43	133.1	133.1	3212144.0

> showing 50 of 36,901 rows — these rows as CSV

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