PREVIEW / etf_5min / 2011-05-09

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-05-09.parquet
  size:    877 KB
  rows:    36,053

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
2011-05-09 04:00:00	SPY	ETF	134.54	134.96	134.54	134.96	3300.0
2011-05-09 04:10:00	SPY	ETF	134.88	134.96	134.85	134.85	1100.0
2011-05-09 04:15:00	SPY	ETF	134.78	134.78	134.78	134.78	200.0
2011-05-09 04:20:00	SPY	ETF	134.85	134.85	134.81	134.82	400.0
2011-05-09 04:25:00	SPY	ETF	134.8	134.8	134.8	134.8	200.0
2011-05-09 04:30:00	SPY	ETF	134.83	134.83	134.75	134.75	1100.0
2011-05-09 04:35:00	SPY	ETF	134.69	134.69	134.63	134.63	3400.0
2011-05-09 04:40:00	SPY	ETF	134.54	134.54	134.45	134.45	11630.0
2011-05-09 04:45:00	SPY	ETF	134.43	134.45	134.43	134.45	295.0
2011-05-09 04:50:00	SPY	ETF	134.46	134.58	134.46	134.58	5890.0
2011-05-09 05:00:00	SPY	ETF	134.53	134.53	134.53	134.53	100.0
2011-05-09 05:10:00	SPY	ETF	134.41	134.41	134.41	134.41	100.0
2011-05-09 05:25:00	SPY	ETF	134.58	134.58	134.58	134.58	100.0
2011-05-09 05:30:00	SPY	ETF	134.54	134.54	134.54	134.54	200.0
2011-05-09 06:15:00	SPY	ETF	134.51	134.56	134.51	134.56	2400.0
2011-05-09 06:20:00	SPY	ETF	134.6	134.6	134.55	134.55	5100.0
2011-05-09 06:25:00	SPY	ETF	134.5	134.5	134.5	134.5	200.0
2011-05-09 06:30:00	SPY	ETF	134.47	134.5	134.47	134.48	40700.0
2011-05-09 06:35:00	SPY	ETF	134.55	134.55	134.55	134.55	200.0
2011-05-09 06:40:00	SPY	ETF	134.51	134.55	134.5	134.55	839.0
2011-05-09 06:45:00	SPY	ETF	134.54	134.6	134.4	134.4	22900.0
2011-05-09 06:50:00	SPY	ETF	134.38	134.4	134.38	134.4	600.0
2011-05-09 06:55:00	SPY	ETF	134.46	134.53	134.45	134.51	6400.0
2011-05-09 07:00:00	SPY	ETF	134.5	134.54	134.5	134.54	7400.0
2011-05-09 07:05:00	SPY	ETF	134.54	134.54	134.47	134.49	24600.0
2011-05-09 07:10:00	SPY	ETF	134.48	134.59	134.48	134.59	5800.0
2011-05-09 07:15:00	SPY	ETF	134.56	134.64	134.53	134.64	29750.0
2011-05-09 07:20:00	SPY	ETF	134.62	134.64	134.56	134.61	7800.0
2011-05-09 07:25:00	SPY	ETF	134.6	134.6	134.5	134.5	56350.0
2011-05-09 07:30:00	SPY	ETF	134.51	134.51	134.42	134.42	133375.0
2011-05-09 07:35:00	SPY	ETF	134.41	134.44	134.38	134.4	32400.0
2011-05-09 07:40:00	SPY	ETF	134.41	134.41	134.35	134.41	11600.0
2011-05-09 07:45:00	SPY	ETF	134.44	134.49	134.44	134.49	27000.0
2011-05-09 07:50:00	SPY	ETF	134.49	134.49	134.43	134.43	4375.0
2011-05-09 07:55:00	SPY	ETF	134.42	134.42	134.34	134.35	30875.0
2011-05-09 08:00:00	SPY	ETF	134.28	134.47	134.28	134.45	181570.0
2011-05-09 08:05:00	SPY	ETF	134.37	134.46	134.35	134.43	40580.0
2011-05-09 08:10:00	SPY	ETF	134.41	134.42	134.2664	134.34	266029.0
2011-05-09 08:15:00	SPY	ETF	134.32	134.41	134.26	134.26	147249.0
2011-05-09 08:20:00	SPY	ETF	134.27	134.29	134.2	134.24	322744.0
2011-05-09 08:25:00	SPY	ETF	134.24	134.24	134.09	134.18	165165.0
2011-05-09 08:30:00	SPY	ETF	134.18	134.3	134.17	134.28	329710.0
2011-05-09 08:35:00	SPY	ETF	134.29	134.3	134.19	134.24	241102.0
2011-05-09 08:40:00	SPY	ETF	134.24	134.28	134.2	134.24	107634.0
2011-05-09 08:45:00	SPY	ETF	134.23	134.25	134.05	134.05	166736.0
2011-05-09 08:50:00	SPY	ETF	134.06	134.1	133.94	133.98	212725.0
2011-05-09 08:55:00	SPY	ETF	133.98	134.09	133.97	134.06	178334.0
2011-05-09 09:00:00	SPY	ETF	134.06	134.08	134.02	134.04	120129.0
2011-05-09 09:05:00	SPY	ETF	134.05	134.09	134.02	134.07	76678.0
2011-05-09 09:10:00	SPY	ETF	134.07	134.13	134.04	134.09	99619.0

> showing 50 of 36,053 rows — these rows as CSV

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