PREVIEW / etf_5min / 2011-04-27

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-04-27.parquet
  size:    901 KB
  rows:    36,706

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
2011-04-27 04:00:00	SPY	ETF	134.62	134.62	134.61	134.61	200.0
2011-04-27 04:20:00	SPY	ETF	134.57	134.57	134.57	134.57	100.0
2011-04-27 04:45:00	SPY	ETF	134.73	134.73	134.73	134.73	100.0
2011-04-27 04:50:00	SPY	ETF	134.73	134.73	134.73	134.73	100.0
2011-04-27 05:00:00	SPY	ETF	134.88	134.88	134.88	134.88	100.0
2011-04-27 05:10:00	SPY	ETF	134.86	134.86	134.86	134.86	125.0
2011-04-27 05:50:00	SPY	ETF	134.99	134.99	134.99	134.99	125.0
2011-04-27 05:55:00	SPY	ETF	135.0	135.0	135.0	135.0	300.0
2011-04-27 06:20:00	SPY	ETF	134.92	134.96	134.92	134.96	400.0
2011-04-27 06:25:00	SPY	ETF	134.93	134.93	134.93	134.93	100.0
2011-04-27 06:35:00	SPY	ETF	134.94	134.94	134.94	134.94	400.0
2011-04-27 06:40:00	SPY	ETF	134.93	134.93	134.93	134.93	100.0
2011-04-27 06:45:00	SPY	ETF	134.95	134.97	134.95	134.97	3100.0
2011-04-27 06:50:00	SPY	ETF	135.0	135.02	135.0	135.0	25050.0
2011-04-27 06:55:00	SPY	ETF	135.03	135.04	135.0	135.0	3600.0
2011-04-27 07:00:00	SPY	ETF	135.01	135.05	135.0	135.05	4300.0
2011-04-27 07:05:00	SPY	ETF	135.06	135.06	135.02	135.05	10660.0
2011-04-27 07:10:00	SPY	ETF	135.05	135.06	135.0	135.0	5000.0
2011-04-27 07:15:00	SPY	ETF	134.98	135.06	134.97	135.05	24200.0
2011-04-27 07:20:00	SPY	ETF	135.05	135.05	134.97	134.98	59400.0
2011-04-27 07:25:00	SPY	ETF	135.0	135.04	135.0	135.04	7100.0
2011-04-27 07:30:00	SPY	ETF	135.04	135.06	135.0	135.0	52900.0
2011-04-27 07:35:00	SPY	ETF	134.98	134.98	134.95	134.95	17270.0
2011-04-27 07:40:00	SPY	ETF	134.96	135.01	134.96	135.01	9800.0
2011-04-27 07:45:00	SPY	ETF	135.0	135.0	134.98	134.98	3000.0
2011-04-27 07:50:00	SPY	ETF	134.97	134.97	134.92	134.95	118825.0
2011-04-27 07:55:00	SPY	ETF	134.94	134.95	134.89	134.93	186800.0
2011-04-27 08:00:00	SPY	ETF	134.93	134.94	134.89	134.89	1115168.0
2011-04-27 08:05:00	SPY	ETF	134.9	134.92	134.84	134.91	587912.0
2011-04-27 08:10:00	SPY	ETF	134.9	134.95	134.89	134.93	56540.0
2011-04-27 08:15:00	SPY	ETF	134.94	134.96	134.93	134.95	12900.0
2011-04-27 08:20:00	SPY	ETF	134.96	134.97	134.93	134.94	128000.0
2011-04-27 08:25:00	SPY	ETF	134.92	134.96	134.9	134.92	132180.0
2011-04-27 08:30:00	SPY	ETF	134.95	135.04	134.95	134.99	192750.0
2011-04-27 08:35:00	SPY	ETF	134.99	135.05	134.99	135.01	91025.0
2011-04-27 08:40:00	SPY	ETF	135.01	135.03	135.0	135.01	206590.0
2011-04-27 08:45:00	SPY	ETF	135.01	135.04	135.01	135.03	49170.0
2011-04-27 08:50:00	SPY	ETF	135.02	135.04	135.01	135.02	66000.0
2011-04-27 08:55:00	SPY	ETF	135.02	135.04	135.01	135.03	32218.0
2011-04-27 09:00:00	SPY	ETF	135.03	135.07	135.03	135.06	266548.0
2011-04-27 09:05:00	SPY	ETF	135.06	135.11	135.06	135.11	81404.0
2011-04-27 09:10:00	SPY	ETF	135.09	135.11	135.06	135.08	94045.0
2011-04-27 09:15:00	SPY	ETF	135.07	135.09	135.06	135.06	56010.0
2011-04-27 09:20:00	SPY	ETF	135.06	135.06	135.03	135.05	22000.0
2011-04-27 09:25:00	SPY	ETF	135.05	135.09	135.05	135.05	331531.0
2011-04-27 09:30:00	SPY	ETF	135.05	135.1	134.9	135.0	3811518.0
2011-04-27 09:35:00	SPY	ETF	135.0	135.0	134.85	134.88	3060500.0
2011-04-27 09:40:00	SPY	ETF	134.88	134.92	134.85	134.879	1641353.0
2011-04-27 09:45:00	SPY	ETF	134.87	135.01	134.83	135.005	1064984.0
2011-04-27 09:50:00	SPY	ETF	135.01	135.06	134.95	135.03	2374073.0

> showing 50 of 36,706 rows — these rows as CSV

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