PREVIEW / etf_5min / 2011-03-07

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-07.parquet
  size:    902 KB
  rows:    36,896

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
2011-03-07 07:00:00	SPY	ETF	132.94	132.98	132.94	132.98	38677.0
2011-03-07 07:05:00	SPY	ETF	132.99	133.05	132.99	133.01	146720.0
2011-03-07 07:10:00	SPY	ETF	132.96	133.02	132.93	133.01	93200.0
2011-03-07 07:15:00	SPY	ETF	133.01	133.02	132.98	132.98	37699.0
2011-03-07 07:20:00	SPY	ETF	132.96	132.97	132.88	132.88	164650.0
2011-03-07 07:25:00	SPY	ETF	132.86	132.86	132.81	132.84	54500.0
2011-03-07 07:30:00	SPY	ETF	132.83	132.83	132.75	132.76	133960.0
2011-03-07 07:35:00	SPY	ETF	132.79	132.79	132.7	132.73	110500.0
2011-03-07 07:40:00	SPY	ETF	132.72	132.78	132.72	132.76	42084.0
2011-03-07 07:45:00	SPY	ETF	132.77	132.77	132.55	132.58	78967.0
2011-03-07 07:50:00	SPY	ETF	132.58	132.58	132.43	132.43	142700.0
2011-03-07 07:55:00	SPY	ETF	132.41	132.45	132.33	132.36	127820.0
2011-03-07 08:00:00	SPY	ETF	132.36	132.46	132.32	132.35	133060.0
2011-03-07 08:05:00	SPY	ETF	132.37	132.86	132.25	132.35	160125.0
2011-03-07 08:10:00	SPY	ETF	132.36	132.49	132.35	132.47	199311.0
2011-03-07 08:15:00	SPY	ETF	132.48	132.84	132.47	132.47	275077.0
2011-03-07 08:20:00	SPY	ETF	132.48	132.545	132.46	132.51	35200.0
2011-03-07 08:25:00	SPY	ETF	132.52	132.59	132.51	132.53	56767.0
2011-03-07 08:30:00	SPY	ETF	132.56	132.6	132.51	132.52	54005.0
2011-03-07 08:35:00	SPY	ETF	132.51	132.61	132.51	132.59	88548.0
2011-03-07 08:40:00	SPY	ETF	132.59	132.67	132.59	132.64	160984.0
2011-03-07 08:45:00	SPY	ETF	132.62	132.67	132.61	132.65	123424.0
2011-03-07 08:50:00	SPY	ETF	132.64	132.65	132.59	132.6	45730.0
2011-03-07 08:55:00	SPY	ETF	132.6	132.69	132.59	132.68	65200.0
2011-03-07 09:00:00	SPY	ETF	132.68	132.74	132.67	132.74	192630.0
2011-03-07 09:05:00	SPY	ETF	132.74	132.84	132.72	132.8	338626.0
2011-03-07 09:10:00	SPY	ETF	132.79	132.83	132.78	132.83	236055.0
2011-03-07 09:15:00	SPY	ETF	132.82	132.87	132.79	132.79	209648.0
2011-03-07 09:20:00	SPY	ETF	132.8	132.9	132.79	132.85	300481.0
2011-03-07 09:25:00	SPY	ETF	132.85	132.95	132.84	132.86	422421.0
2011-03-07 09:30:00	SPY	ETF	132.86	132.98	132.8	132.9	3880466.0
2011-03-07 09:35:00	SPY	ETF	132.9	133.13	132.75	133.0901	4677444.0
2011-03-07 09:40:00	SPY	ETF	133.09	133.1594	133.01	133.11	3181255.0
2011-03-07 09:45:00	SPY	ETF	133.12	133.148	132.93	133.0	2295085.0
2011-03-07 09:50:00	SPY	ETF	133.01	133.15	132.8	132.85	3963579.0
2011-03-07 09:55:00	SPY	ETF	132.85	133.08	132.83	133.03	2709963.0
2011-03-07 10:00:00	SPY	ETF	133.03	133.14	132.87	132.94	2476347.0
2011-03-07 10:05:00	SPY	ETF	132.95	132.97	132.7	132.78	2301953.0
2011-03-07 10:10:00	SPY	ETF	132.77	132.84	132.54	132.638	1945907.0
2011-03-07 10:15:00	SPY	ETF	132.64	132.66	132.55	132.58	1240078.0
2011-03-07 10:20:00	SPY	ETF	132.58	132.75	132.51	132.74	1850069.0
2011-03-07 10:25:00	SPY	ETF	132.74	132.82	132.6	132.76	1565482.0
2011-03-07 10:30:00	SPY	ETF	132.765	132.81	132.56	132.69	2027474.0
2011-03-07 10:35:00	SPY	ETF	132.7	132.72	132.31	132.33	3287422.0
2011-03-07 10:40:00	SPY	ETF	132.34	132.41	132.06	132.1	5902746.0
2011-03-07 10:45:00	SPY	ETF	132.09	132.12	132.0	132.11	2842645.0
2011-03-07 10:50:00	SPY	ETF	132.11	132.2	131.96	131.96	3397270.0
2011-03-07 10:55:00	SPY	ETF	131.97	132.16	131.94	132.04	2568626.0
2011-03-07 11:00:00	SPY	ETF	132.04	132.05	131.83	131.92	4179047.0
2011-03-07 11:05:00	SPY	ETF	131.92	131.93	131.69	131.86	3642198.0

> showing 50 of 36,896 rows — these rows as CSV

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