PREVIEW / etf_5min / 2011-05-23

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-05-23.parquet
  size:    898 KB
  rows:    38,587

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
2011-05-23 04:00:00	SPY	ETF	132.6	132.6	132.6	132.6	890.0
2011-05-23 04:05:00	SPY	ETF	132.37	132.37	132.37	132.37	100.0
2011-05-23 04:10:00	SPY	ETF	132.25	132.28	132.25	132.28	400.0
2011-05-23 04:15:00	SPY	ETF	132.25	132.25	132.2	132.2	5633.0
2011-05-23 04:20:00	SPY	ETF	132.22	132.22	132.08	132.09	690.0
2011-05-23 04:25:00	SPY	ETF	132.1	132.15	132.1	132.15	200.0
2011-05-23 04:30:00	SPY	ETF	132.24	132.24	132.24	132.24	100.0
2011-05-23 04:35:00	SPY	ETF	132.37	132.37	132.28	132.28	200.0
2011-05-23 04:45:00	SPY	ETF	132.3	132.34	132.3	132.34	764.0
2011-05-23 04:50:00	SPY	ETF	132.28	132.28	132.22	132.24	1660.0
2011-05-23 05:00:00	SPY	ETF	132.26	132.26	132.26	132.26	600.0
2011-05-23 05:05:00	SPY	ETF	132.22	132.22	132.11	132.11	1100.0
2011-05-23 05:10:00	SPY	ETF	132.05	132.05	131.86	131.94	5000.0
2011-05-23 05:15:00	SPY	ETF	131.83	131.94	131.76	131.92	21700.0
2011-05-23 05:20:00	SPY	ETF	131.98	131.98	131.98	131.98	10000.0
2011-05-23 05:30:00	SPY	ETF	131.97	131.97	131.96	131.97	400.0
2011-05-23 05:35:00	SPY	ETF	131.97	131.97	131.97	131.97	400.0
2011-05-23 05:45:00	SPY	ETF	131.98	132.01	131.98	132.01	2000.0
2011-05-23 05:50:00	SPY	ETF	131.98	132.04	131.98	132.04	3825.0
2011-05-23 05:55:00	SPY	ETF	132.09	132.09	132.04	132.04	400.0
2011-05-23 06:00:00	SPY	ETF	132.09	132.09	132.09	132.09	500.0
2011-05-23 06:05:00	SPY	ETF	132.07	132.07	132.07	132.07	700.0
2011-05-23 06:15:00	SPY	ETF	132.1	132.12	132.1	132.12	6167.0
2011-05-23 06:20:00	SPY	ETF	132.12	132.12	132.12	132.12	100.0
2011-05-23 06:25:00	SPY	ETF	132.03	132.12	132.03	132.12	1600.0
2011-05-23 06:30:00	SPY	ETF	132.14	132.21	132.14	132.21	6400.0
2011-05-23 06:35:00	SPY	ETF	132.18	132.23	132.16	132.23	12400.0
2011-05-23 06:40:00	SPY	ETF	132.2	132.2	132.01	132.2	2600.0
2011-05-23 06:45:00	SPY	ETF	132.01	132.01	132.01	132.01	300.0
2011-05-23 06:50:00	SPY	ETF	132.13	132.13	132.01	132.1	51634.0
2011-05-23 06:55:00	SPY	ETF	132.02	132.03	131.96	132.0	109600.0
2011-05-23 07:00:00	SPY	ETF	132.0	132.0	131.96	131.97	29371.0
2011-05-23 07:05:00	SPY	ETF	131.99	132.08	131.96	132.05	32180.0
2011-05-23 07:10:00	SPY	ETF	132.05	132.08	131.99	132.03	35120.0
2011-05-23 07:15:00	SPY	ETF	132.05	132.16	132.05	132.13	13200.0
2011-05-23 07:20:00	SPY	ETF	132.16	132.16	132.09	132.11	34700.0
2011-05-23 07:25:00	SPY	ETF	132.1	132.1	132.04	132.09	54300.0
2011-05-23 07:30:00	SPY	ETF	132.1	132.23	132.07	132.23	54900.0
2011-05-23 07:35:00	SPY	ETF	132.23	132.25	132.18	132.22	63890.0
2011-05-23 07:40:00	SPY	ETF	132.23	132.26	132.19	132.22	13635.0
2011-05-23 07:45:00	SPY	ETF	132.27	132.33	132.25	132.25	20900.0
2011-05-23 07:50:00	SPY	ETF	132.27	132.28	132.15	132.15	21900.0
2011-05-23 07:55:00	SPY	ETF	132.13	132.16	132.1	132.16	10131.0
2011-05-23 08:00:00	SPY	ETF	132.16	133.07	132.12	133.07	255563.0
2011-05-23 08:05:00	SPY	ETF	132.11	132.16	132.0	132.1	672480.0
2011-05-23 08:10:00	SPY	ETF	132.1	132.5	132.05	132.1091	126533.0
2011-05-23 08:15:00	SPY	ETF	132.06	132.07	131.99	132.0	203893.0
2011-05-23 08:20:00	SPY	ETF	132.0	132.05	131.97	132.01	514370.0
2011-05-23 08:25:00	SPY	ETF	132.03	132.11	132.03	132.1	100978.0
2011-05-23 08:30:00	SPY	ETF	132.08	132.08	132.01	132.05	122918.0

> showing 50 of 38,587 rows — these rows as CSV

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