PREVIEW / etf_5min / 2011-03-30

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-03-30.parquet
  size:    873 KB
  rows:    36,659

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
2011-03-30 04:00:00	SPY	ETF	132.45	132.51	132.45	132.51	344.0
2011-03-30 04:05:00	SPY	ETF	132.56	132.58	132.56	132.58	300.0
2011-03-30 04:10:00	SPY	ETF	132.61	132.61	132.61	132.61	500.0
2011-03-30 04:15:00	SPY	ETF	132.56	132.56	132.56	132.56	100.0
2011-03-30 04:20:00	SPY	ETF	132.55	132.55	132.55	132.55	5000.0
2011-03-30 04:25:00	SPY	ETF	132.49	132.49	132.45	132.45	500.0
2011-03-30 04:35:00	SPY	ETF	132.44	132.44	132.39	132.39	500.0
2011-03-30 04:45:00	SPY	ETF	132.48	132.48	132.48	132.48	100.0
2011-03-30 05:15:00	SPY	ETF	132.59	132.59	132.59	132.59	300.0
2011-03-30 05:20:00	SPY	ETF	132.6	132.6	132.6	132.6	100.0
2011-03-30 05:25:00	SPY	ETF	132.55	132.55	132.55	132.55	100.0
2011-03-30 05:30:00	SPY	ETF	132.56	132.56	132.56	132.56	7500.0
2011-03-30 05:35:00	SPY	ETF	132.51	132.51	132.51	132.51	5000.0
2011-03-30 05:40:00	SPY	ETF	132.45	132.45	132.45	132.45	100.0
2011-03-30 05:45:00	SPY	ETF	132.55	132.55	132.5	132.5	1600.0
2011-03-30 05:50:00	SPY	ETF	132.45	132.45	132.45	132.45	3000.0
2011-03-30 06:00:00	SPY	ETF	132.51	132.51	132.51	132.51	200.0
2011-03-30 06:05:00	SPY	ETF	132.53	132.54	132.53	132.54	225.0
2011-03-30 06:10:00	SPY	ETF	132.54	132.54	132.54	132.54	3000.0
2011-03-30 06:15:00	SPY	ETF	132.54	132.54	132.54	132.54	14000.0
2011-03-30 06:25:00	SPY	ETF	132.55	132.55	132.55	132.55	500.0
2011-03-30 06:30:00	SPY	ETF	132.56	132.59	132.56	132.57	4100.0
2011-03-30 06:35:00	SPY	ETF	132.57	132.79	132.57	132.69	18264.0
2011-03-30 06:40:00	SPY	ETF	132.72	132.73	132.71	132.73	2200.0
2011-03-30 06:45:00	SPY	ETF	132.78	132.85	132.73	132.77	7925.0
2011-03-30 06:50:00	SPY	ETF	132.77	132.77	132.68	132.68	1700.0
2011-03-30 06:55:00	SPY	ETF	132.7	132.7	132.67	132.67	24950.0
2011-03-30 07:00:00	SPY	ETF	132.69	132.72	132.66	132.7	39053.0
2011-03-30 07:05:00	SPY	ETF	132.7	132.72	132.66	132.72	7700.0
2011-03-30 07:10:00	SPY	ETF	132.7	132.78	132.7	132.7	37500.0
2011-03-30 07:15:00	SPY	ETF	132.7	132.83	132.7	132.83	37425.0
2011-03-30 07:20:00	SPY	ETF	132.81	132.83	132.75	132.75	13025.0
2011-03-30 07:25:00	SPY	ETF	132.74	132.83	132.72	132.77	40500.0
2011-03-30 07:30:00	SPY	ETF	132.77	132.8	132.72	132.75	15400.0
2011-03-30 07:35:00	SPY	ETF	132.75	132.82	132.75	132.82	18775.0
2011-03-30 07:40:00	SPY	ETF	132.8	132.8	132.79	132.79	3950.0
2011-03-30 07:45:00	SPY	ETF	132.78	132.78	132.77	132.77	161600.0
2011-03-30 07:50:00	SPY	ETF	132.77	132.77	132.7	132.7	30590.0
2011-03-30 07:55:00	SPY	ETF	132.7	132.76	132.7	132.75	10000.0
2011-03-30 08:00:00	SPY	ETF	132.75	132.81	132.69	132.8	126458.0
2011-03-30 08:05:00	SPY	ETF	132.77	132.78	132.72	132.74	20700.0
2011-03-30 08:10:00	SPY	ETF	132.75	132.76	132.69	132.74	78303.0
2011-03-30 08:15:00	SPY	ETF	132.74	132.8	132.68	132.7	237771.0
2011-03-30 08:20:00	SPY	ETF	132.7	132.7	132.62	132.68	294000.0
2011-03-30 08:25:00	SPY	ETF	132.67	132.7	132.62	132.62	212734.0
2011-03-30 08:30:00	SPY	ETF	132.63	132.7	132.62	132.65	63475.0
2011-03-30 08:35:00	SPY	ETF	132.65	132.74	132.64	132.7	237481.0
2011-03-30 08:40:00	SPY	ETF	132.69	132.69	132.65	132.65	50956.0
2011-03-30 08:45:00	SPY	ETF	132.67	132.69	132.65	132.66	54144.0
2011-03-30 08:50:00	SPY	ETF	132.65	132.69	132.64	132.66	133758.0

> showing 50 of 36,659 rows — these rows as CSV

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