PREVIEW / etf_5min / 2011-03-23

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-23.parquet
  size:    889 KB
  rows:    35,828

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
2011-03-23 04:00:00	SPY	ETF	128.95	128.99	128.91	128.91	2340.0
2011-03-23 04:05:00	SPY	ETF	128.92	128.92	128.92	128.92	200.0
2011-03-23 04:10:00	SPY	ETF	129.01	129.07	129.01	129.07	300.0
2011-03-23 04:25:00	SPY	ETF	129.14	129.14	129.14	129.14	200.0
2011-03-23 04:45:00	SPY	ETF	128.99	128.99	128.99	128.99	100.0
2011-03-23 05:15:00	SPY	ETF	128.93	128.93	128.93	128.93	100.0
2011-03-23 05:20:00	SPY	ETF	129.01	129.01	129.01	129.01	1000.0
2011-03-23 05:30:00	SPY	ETF	129.3	129.3	129.3	129.3	100.0
2011-03-23 05:35:00	SPY	ETF	129.63	129.63	129.63	129.63	100.0
2011-03-23 05:50:00	SPY	ETF	129.54	129.54	129.54	129.54	100.0
2011-03-23 05:55:00	SPY	ETF	129.68	129.71	129.68	129.71	800.0
2011-03-23 06:15:00	SPY	ETF	129.64	129.69	129.64	129.65	1800.0
2011-03-23 06:20:00	SPY	ETF	129.65	129.7	129.63	129.63	12178.0
2011-03-23 06:25:00	SPY	ETF	129.61	129.61	129.61	129.61	100.0
2011-03-23 06:30:00	SPY	ETF	129.65	129.65	129.65	129.65	100.0
2011-03-23 06:40:00	SPY	ETF	129.66	129.66	129.58	129.62	26600.0
2011-03-23 06:45:00	SPY	ETF	129.6	129.6	129.58	129.58	800.0
2011-03-23 06:50:00	SPY	ETF	129.58	129.62	129.58	129.62	12800.0
2011-03-23 06:55:00	SPY	ETF	129.67	129.67	129.62	129.62	2000.0
2011-03-23 07:00:00	SPY	ETF	129.6	129.66	129.59	129.59	32680.0
2011-03-23 07:05:00	SPY	ETF	129.58	129.61	129.51	129.51	9650.0
2011-03-23 07:10:00	SPY	ETF	129.54	129.61	129.54	129.54	14100.0
2011-03-23 07:15:00	SPY	ETF	129.48	129.51	129.45	129.46	91300.0
2011-03-23 07:20:00	SPY	ETF	129.46	129.46	129.42	129.43	608000.0
2011-03-23 07:25:00	SPY	ETF	129.4	129.4	129.3	129.32	117587.0
2011-03-23 07:30:00	SPY	ETF	129.34	129.36	129.15	129.21	58340.0
2011-03-23 07:35:00	SPY	ETF	129.19	129.23	129.15	129.23	26480.0
2011-03-23 07:40:00	SPY	ETF	129.23	129.28	129.22	129.26	4400.0
2011-03-23 07:45:00	SPY	ETF	129.26	129.26	129.05	129.13	75400.0
2011-03-23 07:50:00	SPY	ETF	129.12	129.13	129.05	129.08	31291.0
2011-03-23 07:55:00	SPY	ETF	129.08	129.08	128.95	129.03	141990.0
2011-03-23 08:00:00	SPY	ETF	129.03	129.415	128.99	129.415	1151691.0
2011-03-23 08:05:00	SPY	ETF	129.22	129.22	129.09	129.16	43751.0
2011-03-23 08:10:00	SPY	ETF	129.21	129.21	129.12	129.13	65639.0
2011-03-23 08:15:00	SPY	ETF	129.16	129.16	129.03	129.09	114575.0
2011-03-23 08:20:00	SPY	ETF	129.12	129.12	128.95	129.0	69666.0
2011-03-23 08:25:00	SPY	ETF	129.0	129.11	128.89	129.1	105019.0
2011-03-23 08:30:00	SPY	ETF	129.1	129.13	129.08	129.1	42452.0
2011-03-23 08:35:00	SPY	ETF	129.09	129.12	128.98	128.98	46730.0
2011-03-23 08:40:00	SPY	ETF	128.98	129.07	128.96	129.01	84930.0
2011-03-23 08:45:00	SPY	ETF	129.02	129.14	128.87	128.88	208125.0
2011-03-23 08:50:00	SPY	ETF	128.88	128.96	128.85	128.93	161986.0
2011-03-23 08:55:00	SPY	ETF	128.95	129.0	128.92	128.94	51342.0
2011-03-23 09:00:00	SPY	ETF	128.93	129.0	128.9	128.99	164057.0
2011-03-23 09:05:00	SPY	ETF	128.98	129.07	128.97	129.05	99805.0
2011-03-23 09:10:00	SPY	ETF	129.05	129.11	129.05	129.06	280032.0
2011-03-23 09:15:00	SPY	ETF	129.06	129.07	128.92	128.94	262053.0
2011-03-23 09:20:00	SPY	ETF	128.95	129.01	128.9	128.9	112788.0
2011-03-23 09:25:00	SPY	ETF	128.91	128.99	128.89	128.91	172828.0
2011-03-23 09:30:00	SPY	ETF	128.93	129.01	128.835	128.95	3026902.0

> showing 50 of 35,828 rows — these rows as CSV

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