PREVIEW / etf_5min / 2011-03-18

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-18.parquet
  size:    888 KB
  rows:    36,900

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
2011-03-18 04:00:00	SPY	ETF	128.35	128.35	128.25	128.35	6600.0
2011-03-18 04:05:00	SPY	ETF	128.35	128.35	128.18	128.18	1500.0
2011-03-18 04:10:00	SPY	ETF	128.24	128.24	128.24	128.24	1500.0
2011-03-18 04:15:00	SPY	ETF	128.1	128.16	128.1	128.16	600.0
2011-03-18 04:30:00	SPY	ETF	128.23	128.26	128.2	128.2	500.0
2011-03-18 04:45:00	SPY	ETF	128.21	128.21	128.21	128.21	100.0
2011-03-18 05:05:00	SPY	ETF	128.06	128.06	128.06	128.06	500.0
2011-03-18 05:15:00	SPY	ETF	127.9	127.9	127.88	127.88	2200.0
2011-03-18 05:20:00	SPY	ETF	128.02	128.12	128.02	128.05	14300.0
2011-03-18 05:25:00	SPY	ETF	128.09	128.09	128.05	128.05	2000.0
2011-03-18 05:30:00	SPY	ETF	128.01	128.04	128.01	128.01	2200.0
2011-03-18 05:35:00	SPY	ETF	127.99	127.99	127.99	127.99	126.0
2011-03-18 06:05:00	SPY	ETF	128.2	128.2	128.2	128.2	200.0
2011-03-18 06:15:00	SPY	ETF	127.96	127.96	127.94	127.94	1100.0
2011-03-18 06:20:00	SPY	ETF	127.89	127.89	127.79	127.86	15400.0
2011-03-18 06:25:00	SPY	ETF	127.9	127.9	127.9	127.9	100.0
2011-03-18 06:30:00	SPY	ETF	127.95	127.95	127.95	127.95	650.0
2011-03-18 06:35:00	SPY	ETF	127.95	128.07	127.95	128.07	13250.0
2011-03-18 06:40:00	SPY	ETF	128.09	128.09	128.02	128.05	40500.0
2011-03-18 06:45:00	SPY	ETF	128.1	128.1	128.1	128.1	200.0
2011-03-18 06:50:00	SPY	ETF	128.07	128.07	128.0	128.0	41900.0
2011-03-18 06:55:00	SPY	ETF	128.07	128.19	128.07	128.15	34050.0
2011-03-18 07:00:00	SPY	ETF	128.15	128.19	128.05	128.16	42675.0
2011-03-18 07:05:00	SPY	ETF	128.15	128.3	128.15	128.2	16600.0
2011-03-18 07:10:00	SPY	ETF	128.2	128.25	128.19	128.22	45375.0
2011-03-18 07:15:00	SPY	ETF	128.24	128.24	128.15	128.15	28080.0
2011-03-18 07:20:00	SPY	ETF	128.14	128.2	128.14	128.19	9150.0
2011-03-18 07:25:00	SPY	ETF	128.2	128.24	128.17	128.24	34440.0
2011-03-18 07:30:00	SPY	ETF	128.24	128.39	128.23	128.39	90213.0
2011-03-18 07:35:00	SPY	ETF	128.35	128.36	128.27	128.32	46600.0
2011-03-18 07:40:00	SPY	ETF	128.32	128.42	128.32	128.37	48780.0
2011-03-18 07:45:00	SPY	ETF	128.38	128.42	128.37	128.42	48960.0
2011-03-18 07:50:00	SPY	ETF	128.44	128.44	128.3	128.3	93100.0
2011-03-18 07:55:00	SPY	ETF	128.31	128.32	128.22	128.22	22364.0
2011-03-18 08:00:00	SPY	ETF	128.22	128.25	128.16	128.19	350248.0
2011-03-18 08:05:00	SPY	ETF	128.19	128.3	128.19	128.28	1040580.0
2011-03-18 08:10:00	SPY	ETF	128.28	128.29	128.22	128.27	40163.0
2011-03-18 08:15:00	SPY	ETF	128.3	128.32	128.21	128.25	73770.0
2011-03-18 08:20:00	SPY	ETF	128.25	128.3	128.21	128.23	625200.0
2011-03-18 08:25:00	SPY	ETF	128.24	128.24	127.88	128.23	479354.0
2011-03-18 08:30:00	SPY	ETF	128.24	128.32	128.24	128.27	1350175.0
2011-03-18 08:35:00	SPY	ETF	128.27	128.62	128.23	128.6	301660.0
2011-03-18 08:40:00	SPY	ETF	128.6	129.13	128.6	129.05	3496211.0
2011-03-18 08:45:00	SPY	ETF	129.04	129.07	128.82	128.85	2236477.0
2011-03-18 08:50:00	SPY	ETF	128.85	128.96	128.73	128.8	1893341.0
2011-03-18 08:55:00	SPY	ETF	128.8	128.86	128.71	128.8	382739.0
2011-03-18 09:00:00	SPY	ETF	128.8	128.8	128.25	128.75	381826.0
2011-03-18 09:05:00	SPY	ETF	128.74	128.86	128.71	128.83	422718.0
2011-03-18 09:10:00	SPY	ETF	128.83	128.92	128.75	128.91	1259655.0
2011-03-18 09:15:00	SPY	ETF	128.91	129.03	127.85	128.95	539534.0

> showing 50 of 36,900 rows — these rows as CSV

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