PREVIEW / etf_5min / 2011-03-15

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-15.parquet
  size:    1.0 MB
  rows:    42,487

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
2011-03-15 04:00:00	SPY	ETF	127.75	127.75	127.51	127.69	12316.0
2011-03-15 04:05:00	SPY	ETF	127.69	127.86	127.69	127.86	5400.0
2011-03-15 04:10:00	SPY	ETF	127.74	127.86	127.72	127.85	36800.0
2011-03-15 04:15:00	SPY	ETF	127.81	128.02	127.81	127.96	78100.0
2011-03-15 04:20:00	SPY	ETF	127.98	128.08	127.98	127.98	50192.0
2011-03-15 04:25:00	SPY	ETF	128.2	128.2	128.02	128.03	8492.0
2011-03-15 04:30:00	SPY	ETF	128.09	128.12	128.0	128.01	44460.0
2011-03-15 04:35:00	SPY	ETF	128.09	128.1	127.91	127.91	31493.0
2011-03-15 04:40:00	SPY	ETF	127.95	127.95	127.91	127.91	7800.0
2011-03-15 04:45:00	SPY	ETF	127.91	127.91	127.86	127.86	2000.0
2011-03-15 04:50:00	SPY	ETF	127.87	127.87	127.68	127.68	3679.0
2011-03-15 04:55:00	SPY	ETF	127.69	127.75	127.64	127.75	26197.0
2011-03-15 05:00:00	SPY	ETF	127.65	127.67	127.48	127.55	12196.0
2011-03-15 05:05:00	SPY	ETF	127.53	127.53	127.4	127.4	1150.0
2011-03-15 05:10:00	SPY	ETF	127.35	127.45	127.35	127.35	16560.0
2011-03-15 05:15:00	SPY	ETF	127.37	127.41	127.15	127.15	11858.0
2011-03-15 05:20:00	SPY	ETF	127.25	127.25	126.9	126.9	35022.0
2011-03-15 05:25:00	SPY	ETF	127.0	127.09	126.61	126.8	10826.0
2011-03-15 05:30:00	SPY	ETF	126.8	126.8	126.75	126.75	7715.0
2011-03-15 05:35:00	SPY	ETF	126.9	127.1	126.75	127.05	3363.0
2011-03-15 05:40:00	SPY	ETF	127.04	127.3	126.82	127.0	13699.0
2011-03-15 05:45:00	SPY	ETF	126.97	127.1	126.87	127.03	54518.0
2011-03-15 05:50:00	SPY	ETF	127.0	127.24	126.86	126.92	20012.0
2011-03-15 05:55:00	SPY	ETF	126.9	126.98	126.75	126.87	17650.0
2011-03-15 06:00:00	SPY	ETF	126.87	127.08	126.87	126.95	29060.0
2011-03-15 06:05:00	SPY	ETF	126.94	126.96	125.8	126.8	61240.0
2011-03-15 06:10:00	SPY	ETF	126.7	127.18	126.65	126.9	7100.0
2011-03-15 06:15:00	SPY	ETF	126.91	127.01	126.82	126.9	44350.0
2011-03-15 06:20:00	SPY	ETF	126.84	126.89	126.7	126.7	7100.0
2011-03-15 06:25:00	SPY	ETF	126.66	126.83	126.64	126.83	9300.0
2011-03-15 06:30:00	SPY	ETF	126.85	126.88	126.77	126.79	75800.0
2011-03-15 06:35:00	SPY	ETF	126.79	126.84	126.7	126.72	123500.0
2011-03-15 06:40:00	SPY	ETF	126.72	126.72	126.55	126.66	128968.0
2011-03-15 06:45:00	SPY	ETF	126.66	126.75	126.62	126.66	71182.0
2011-03-15 06:50:00	SPY	ETF	126.66	126.87	126.66	126.81	155329.0
2011-03-15 06:55:00	SPY	ETF	126.8	126.98	126.76	126.76	235883.0
2011-03-15 07:00:00	SPY	ETF	126.85	127.14	126.84	127.12	381875.0
2011-03-15 07:05:00	SPY	ETF	127.12	127.28	127.1	127.26	169155.0
2011-03-15 07:10:00	SPY	ETF	127.25	127.32	127.11	127.15	197722.0
2011-03-15 07:15:00	SPY	ETF	127.15	127.19	126.96	127.04	153982.0
2011-03-15 07:20:00	SPY	ETF	127.0	127.17	126.99	127.12	633711.0
2011-03-15 07:25:00	SPY	ETF	127.12	127.18	127.06	127.11	435633.0
2011-03-15 07:30:00	SPY	ETF	127.07	127.16	127.05	127.1	374266.0
2011-03-15 07:35:00	SPY	ETF	127.1	127.1	126.78	126.81	251278.0
2011-03-15 07:40:00	SPY	ETF	126.82	126.83	126.75	126.81	157679.0
2011-03-15 07:45:00	SPY	ETF	126.8	127.02	126.8	126.96	320146.0
2011-03-15 07:50:00	SPY	ETF	126.92	126.95	126.63	126.8	1192898.0
2011-03-15 07:55:00	SPY	ETF	126.76	126.95	126.7	126.87	300324.0
2011-03-15 08:00:00	SPY	ETF	126.84	127.21	126.68	126.75	3150377.0
2011-03-15 08:05:00	SPY	ETF	126.75	126.84	126.68	126.84	821783.0

> showing 50 of 42,487 rows — these rows as CSV

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