PREVIEW / etf_5min / 2011-03-22

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-22.parquet
  size:    843 KB
  rows:    35,430

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
2011-03-22 04:00:00	SPY	ETF	129.69	129.69	129.69	129.69	100.0
2011-03-22 04:10:00	SPY	ETF	129.76	129.76	129.76	129.76	100.0
2011-03-22 04:30:00	SPY	ETF	129.89	129.97	129.89	129.97	1700.0
2011-03-22 04:35:00	SPY	ETF	129.94	130.0	129.94	130.0	400.0
2011-03-22 05:25:00	SPY	ETF	130.27	130.35	130.27	130.35	550.0
2011-03-22 05:45:00	SPY	ETF	129.89	129.89	129.81	129.81	2126.0
2011-03-22 06:05:00	SPY	ETF	129.73	129.73	129.73	129.73	500.0
2011-03-22 06:10:00	SPY	ETF	129.79	129.79	129.78	129.78	500.0
2011-03-22 06:30:00	SPY	ETF	129.79	129.79	129.79	129.79	100.0
2011-03-22 06:35:00	SPY	ETF	129.71	129.71	129.71	129.71	7500.0
2011-03-22 06:40:00	SPY	ETF	129.81	129.82	129.74	129.74	10000.0
2011-03-22 06:45:00	SPY	ETF	129.7	129.7	129.67	129.67	5000.0
2011-03-22 06:50:00	SPY	ETF	129.67	129.67	129.51	129.54	21600.0
2011-03-22 06:55:00	SPY	ETF	129.58	129.62	129.54	129.59	9895.0
2011-03-22 07:00:00	SPY	ETF	129.59	129.61	129.54	129.58	86105.0
2011-03-22 07:05:00	SPY	ETF	129.59	129.59	129.53	129.56	11500.0
2011-03-22 07:10:00	SPY	ETF	129.58	129.66	129.58	129.66	14000.0
2011-03-22 07:15:00	SPY	ETF	129.68	129.76	129.68	129.76	24275.0
2011-03-22 07:20:00	SPY	ETF	129.74	129.74	129.69	129.69	7500.0
2011-03-22 07:25:00	SPY	ETF	129.73	129.76	129.72	129.72	7700.0
2011-03-22 07:30:00	SPY	ETF	129.75	129.81	129.75	129.76	41200.0
2011-03-22 07:35:00	SPY	ETF	129.72	129.76	129.72	129.75	3100.0
2011-03-22 07:40:00	SPY	ETF	129.73	129.73	129.7	129.73	900.0
2011-03-22 07:45:00	SPY	ETF	129.8	129.8	129.62	129.62	7400.0
2011-03-22 07:50:00	SPY	ETF	129.66	129.67	129.6	129.67	21100.0
2011-03-22 07:55:00	SPY	ETF	129.69	129.73	129.69	129.73	63400.0
2011-03-22 08:00:00	SPY	ETF	129.72	129.81	129.72	129.75	67400.0
2011-03-22 08:05:00	SPY	ETF	129.72	129.9	129.67	129.67	76700.0
2011-03-22 08:10:00	SPY	ETF	129.67	129.69	129.58	129.58	48200.0
2011-03-22 08:15:00	SPY	ETF	129.59	129.64	129.57	129.62	45198.0
2011-03-22 08:20:00	SPY	ETF	129.62	129.7	129.6	129.68	25116.0
2011-03-22 08:25:00	SPY	ETF	129.7	129.76	129.7	129.75	23900.0
2011-03-22 08:30:00	SPY	ETF	129.7	129.81	129.69	129.78	89360.0
2011-03-22 08:35:00	SPY	ETF	129.78	129.8	129.71	129.73	72273.0
2011-03-22 08:40:00	SPY	ETF	129.73	129.73	129.68	129.68	74850.0
2011-03-22 08:45:00	SPY	ETF	129.68	129.74	129.64	129.73	44175.0
2011-03-22 08:50:00	SPY	ETF	129.73	129.75	129.68	129.68	29010.0
2011-03-22 08:55:00	SPY	ETF	129.65	129.73	129.61	129.67	923665.0
2011-03-22 09:00:00	SPY	ETF	129.67	129.74	129.67	129.74	64510.0
2011-03-22 09:05:00	SPY	ETF	129.74	129.8	129.72	129.72	236955.0
2011-03-22 09:10:00	SPY	ETF	129.71	129.79	129.71	129.73	318602.0
2011-03-22 09:15:00	SPY	ETF	129.77	129.79	129.75	129.75	33793.0
2011-03-22 09:20:00	SPY	ETF	129.74	129.79	129.74	129.77	97577.0
2011-03-22 09:25:00	SPY	ETF	129.77	129.79	129.71	129.72	261697.0
2011-03-22 09:30:00	SPY	ETF	129.72	129.84	129.6	129.82	4535131.0
2011-03-22 09:35:00	SPY	ETF	129.82	129.89	129.73	129.82	2257551.0
2011-03-22 09:40:00	SPY	ETF	129.82	129.83	129.57	129.63	3390785.0
2011-03-22 09:45:00	SPY	ETF	129.63	129.64	129.47	129.52	2181049.0
2011-03-22 09:50:00	SPY	ETF	129.51	129.64	129.499	129.6	1531765.0
2011-03-22 09:55:00	SPY	ETF	129.59	129.69	129.47	129.47	1367739.0

> showing 50 of 35,430 rows — these rows as CSV

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