PREVIEW / etf_5min / 2011-05-02

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-05-02.parquet
  size:    921 KB
  rows:    37,837

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
2011-05-02 04:00:00	SPY	ETF	137.0	137.29	137.0	137.24	3714.0
2011-05-02 04:05:00	SPY	ETF	137.29	137.29	137.21	137.21	10341.0
2011-05-02 04:10:00	SPY	ETF	137.24	137.25	137.24	137.25	200.0
2011-05-02 04:15:00	SPY	ETF	137.28	137.28	137.24	137.24	1100.0
2011-05-02 04:30:00	SPY	ETF	137.32	137.37	137.32	137.37	800.0
2011-05-02 04:35:00	SPY	ETF	137.38	137.38	137.38	137.38	400.0
2011-05-02 04:50:00	SPY	ETF	137.29	137.29	137.29	137.29	200.0
2011-05-02 04:55:00	SPY	ETF	137.32	137.32	137.31	137.31	1900.0
2011-05-02 05:00:00	SPY	ETF	137.26	137.26	137.26	137.26	300.0
2011-05-02 05:05:00	SPY	ETF	137.24	137.25	137.24	137.25	200.0
2011-05-02 05:10:00	SPY	ETF	137.25	137.26	137.25	137.26	300.0
2011-05-02 05:15:00	SPY	ETF	137.3	137.3	137.24	137.24	400.0
2011-05-02 05:30:00	SPY	ETF	137.31	137.31	137.3	137.3	2500.0
2011-05-02 05:35:00	SPY	ETF	137.3	137.3	137.3	137.3	500.0
2011-05-02 05:45:00	SPY	ETF	137.26	137.26	137.19	137.19	1900.0
2011-05-02 05:55:00	SPY	ETF	137.21	137.21	137.21	137.21	2300.0
2011-05-02 06:05:00	SPY	ETF	137.21	137.21	137.21	137.21	300.0
2011-05-02 06:10:00	SPY	ETF	137.19	137.2	137.18	137.2	3465.0
2011-05-02 06:15:00	SPY	ETF	137.21	137.21	137.21	137.21	100.0
2011-05-02 06:20:00	SPY	ETF	137.21	137.21	137.21	137.21	100.0
2011-05-02 06:30:00	SPY	ETF	137.24	137.24	137.15	137.15	10000.0
2011-05-02 06:35:00	SPY	ETF	137.13	137.13	137.1	137.11	1700.0
2011-05-02 06:40:00	SPY	ETF	137.03	137.1	137.03	137.09	3200.0
2011-05-02 06:45:00	SPY	ETF	137.07	137.07	137.07	137.07	200.0
2011-05-02 06:50:00	SPY	ETF	137.07	137.07	137.0	137.06	16400.0
2011-05-02 06:55:00	SPY	ETF	137.07	137.09	137.07	137.09	15675.0
2011-05-02 07:00:00	SPY	ETF	137.09	137.11	137.07	137.11	15950.0
2011-05-02 07:05:00	SPY	ETF	137.11	137.11	137.05	137.08	26900.0
2011-05-02 07:10:00	SPY	ETF	137.09	137.12	137.08	137.08	10300.0
2011-05-02 07:15:00	SPY	ETF	137.12	137.14	137.11	137.13	54600.0
2011-05-02 07:20:00	SPY	ETF	137.14	137.15	137.1	137.12	37550.0
2011-05-02 07:25:00	SPY	ETF	137.1	137.1	137.08	137.1	8900.0
2011-05-02 07:30:00	SPY	ETF	137.11	137.14	137.08	137.08	33626.0
2011-05-02 07:35:00	SPY	ETF	137.11	137.14	137.09	137.14	152200.0
2011-05-02 07:40:00	SPY	ETF	137.14	137.15	137.13	137.15	30400.0
2011-05-02 07:45:00	SPY	ETF	137.12	137.15	137.12	137.15	77800.0
2011-05-02 07:50:00	SPY	ETF	137.15	137.15	137.12	137.12	15350.0
2011-05-02 07:55:00	SPY	ETF	137.14	137.15	137.12	137.15	37376.0
2011-05-02 08:00:00	SPY	ETF	137.14	137.29	137.01	137.19	170587.0
2011-05-02 08:05:00	SPY	ETF	137.19	137.2	137.13	137.15	260128.0
2011-05-02 08:10:00	SPY	ETF	137.14	137.6	137.08	137.09	1049050.0
2011-05-02 08:15:00	SPY	ETF	137.08	137.09	137.04	137.09	101095.0
2011-05-02 08:20:00	SPY	ETF	137.09	137.1	137.0357	137.08	116750.0
2011-05-02 08:25:00	SPY	ETF	137.07	137.1	137.0025	137.09	86034.0
2011-05-02 08:30:00	SPY	ETF	137.08	137.15	137.08	137.14	91204.0
2011-05-02 08:35:00	SPY	ETF	137.14	137.18	137.14	137.14	35750.0
2011-05-02 08:40:00	SPY	ETF	137.15	137.17	137.14	137.15	62612.0
2011-05-02 08:45:00	SPY	ETF	137.16	137.19	137.15	137.18	31391.0
2011-05-02 08:50:00	SPY	ETF	137.19	137.2	137.17	137.2	59200.0
2011-05-02 08:55:00	SPY	ETF	137.2	137.21	137.17	137.17	195417.0

> showing 50 of 37,837 rows — these rows as CSV

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