PREVIEW / etf_5min / 2011-05-19

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-05-19.parquet
  size:    834 KB
  rows:    34,931

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
2011-05-19 04:00:00	SPY	ETF	134.3	134.3	134.3	134.3	8320.0
2011-05-19 04:15:00	SPY	ETF	134.36	134.36	134.36	134.36	100.0
2011-05-19 04:50:00	SPY	ETF	134.22	134.22	134.18	134.18	200.0
2011-05-19 04:55:00	SPY	ETF	134.25	134.25	134.25	134.25	100.0
2011-05-19 05:10:00	SPY	ETF	134.36	134.41	134.36	134.41	3850.0
2011-05-19 05:15:00	SPY	ETF	134.46	134.46	134.46	134.46	400.0
2011-05-19 05:25:00	SPY	ETF	134.5	134.52	134.5	134.52	300.0
2011-05-19 05:35:00	SPY	ETF	134.46	134.46	134.46	134.46	100.0
2011-05-19 05:50:00	SPY	ETF	134.5	134.94	134.5	134.94	5049.0
2011-05-19 05:55:00	SPY	ETF	134.89	134.89	134.89	134.89	300.0
2011-05-19 06:00:00	SPY	ETF	134.84	134.84	134.76	134.76	2400.0
2011-05-19 06:05:00	SPY	ETF	134.76	134.86	134.73	134.86	1550.0
2011-05-19 06:25:00	SPY	ETF	134.78	134.78	134.78	134.78	500.0
2011-05-19 06:30:00	SPY	ETF	134.78	134.95	134.77	134.95	44100.0
2011-05-19 06:35:00	SPY	ETF	134.8	134.8	134.8	134.8	300.0
2011-05-19 06:55:00	SPY	ETF	134.77	134.85	134.74	134.83	2300.0
2011-05-19 07:00:00	SPY	ETF	134.78	134.84	134.78	134.83	27050.0
2011-05-19 07:05:00	SPY	ETF	134.81	134.81	134.8	134.8	24000.0
2011-05-19 07:10:00	SPY	ETF	134.78	134.8	134.76	134.76	700.0
2011-05-19 07:20:00	SPY	ETF	134.78	134.78	134.74	134.75	2550.0
2011-05-19 07:25:00	SPY	ETF	134.75	134.79	134.75	134.79	25750.0
2011-05-19 07:30:00	SPY	ETF	134.77	134.77	134.75	134.76	16000.0
2011-05-19 07:35:00	SPY	ETF	134.75	134.77	134.7	134.74	117600.0
2011-05-19 07:40:00	SPY	ETF	134.73	134.77	134.73	134.74	25300.0
2011-05-19 07:45:00	SPY	ETF	134.71	134.71	134.65	134.65	73600.0
2011-05-19 07:50:00	SPY	ETF	134.68	134.69	134.68	134.68	71749.0
2011-05-19 07:55:00	SPY	ETF	134.7	134.74	134.68	134.69	59150.0
2011-05-19 08:00:00	SPY	ETF	134.69	134.71	134.66	134.69	18525.0
2011-05-19 08:05:00	SPY	ETF	134.67	134.7	134.65	134.69	76450.0
2011-05-19 08:10:00	SPY	ETF	134.68	134.72	134.68	134.72	35800.0
2011-05-19 08:15:00	SPY	ETF	134.72	134.76	134.71	134.72	173134.0
2011-05-19 08:20:00	SPY	ETF	134.72	134.75	134.71	134.71	69090.0
2011-05-19 08:25:00	SPY	ETF	134.72	134.77	134.71	134.75	131279.0
2011-05-19 08:30:00	SPY	ETF	134.75	134.95	134.75	134.9	827299.0
2011-05-19 08:35:00	SPY	ETF	134.9	134.91	134.83	134.85	188043.0
2011-05-19 08:40:00	SPY	ETF	134.86	134.86	134.81	134.85	80300.0
2011-05-19 08:45:00	SPY	ETF	134.85	134.87	134.81	134.82	122038.0
2011-05-19 08:50:00	SPY	ETF	134.83	134.86	134.8	134.84	142393.0
2011-05-19 08:55:00	SPY	ETF	134.84	134.94	134.83	134.93	166085.0
2011-05-19 09:00:00	SPY	ETF	134.93	134.93	134.85	134.87	109593.0
2011-05-19 09:05:00	SPY	ETF	134.88	134.88	134.8	134.81	100140.0
2011-05-19 09:10:00	SPY	ETF	134.81	134.9	134.81	134.88	116450.0
2011-05-19 09:15:00	SPY	ETF	134.89	134.89	134.8	134.81	129231.0
2011-05-19 09:20:00	SPY	ETF	134.81	134.84	134.75	134.78	243258.0
2011-05-19 09:25:00	SPY	ETF	134.78	134.87	134.77	134.81	274221.0
2011-05-19 09:30:00	SPY	ETF	134.8	134.87	134.75	134.85	3268960.0
2011-05-19 09:35:00	SPY	ETF	134.85	134.91	134.7	134.73	2051679.0
2011-05-19 09:40:00	SPY	ETF	134.73	134.77	134.67	134.73	1744275.0
2011-05-19 09:45:00	SPY	ETF	134.74	134.89	134.69	134.8034	2086226.0
2011-05-19 09:50:00	SPY	ETF	134.805	134.97	134.795	134.931	1368141.0

> showing 50 of 34,931 rows — these rows as CSV

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