PREVIEW / etf_5min / 2011-05-24

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-05-24.parquet
  size:    854 KB
  rows:    35,722

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
2011-05-24 04:00:00	SPY	ETF	132.27	132.4	132.27	132.4	200.0
2011-05-24 04:05:00	SPY	ETF	132.33	132.41	132.33	132.41	4200.0
2011-05-24 04:40:00	SPY	ETF	132.42	132.47	132.42	132.47	1100.0
2011-05-24 04:45:00	SPY	ETF	132.45	132.45	132.45	132.45	100.0
2011-05-24 05:05:00	SPY	ETF	132.3	132.3	132.3	132.3	200.0
2011-05-24 05:10:00	SPY	ETF	132.3	132.38	132.3	132.38	20152.0
2011-05-24 05:15:00	SPY	ETF	132.38	132.4	132.38	132.38	7700.0
2011-05-24 05:20:00	SPY	ETF	132.44	132.44	132.44	132.44	500.0
2011-05-24 05:25:00	SPY	ETF	132.48	132.5	132.48	132.5	1180.0
2011-05-24 05:35:00	SPY	ETF	132.41	132.41	132.41	132.41	100.0
2011-05-24 05:40:00	SPY	ETF	132.49	132.59	132.49	132.59	1100.0
2011-05-24 05:55:00	SPY	ETF	132.55	132.56	132.55	132.56	1200.0
2011-05-24 06:05:00	SPY	ETF	132.49	132.5	132.29	132.29	21500.0
2011-05-24 06:10:00	SPY	ETF	132.35	132.35	132.35	132.35	100.0
2011-05-24 06:25:00	SPY	ETF	132.36	132.49	132.29	132.29	15050.0
2011-05-24 06:45:00	SPY	ETF	132.37	132.44	132.28	132.44	1800.0
2011-05-24 06:50:00	SPY	ETF	132.43	132.43	132.43	132.43	200.0
2011-05-24 06:55:00	SPY	ETF	132.44	132.47	132.41	132.45	4100.0
2011-05-24 07:00:00	SPY	ETF	132.43	132.43	132.37	132.37	16022.0
2011-05-24 07:05:00	SPY	ETF	132.36	132.36	132.28	132.33	14800.0
2011-05-24 07:10:00	SPY	ETF	132.33	132.38	132.33	132.37	2371.0
2011-05-24 07:15:00	SPY	ETF	132.35	132.35	132.28	132.28	3400.0
2011-05-24 07:20:00	SPY	ETF	132.27	132.33	132.27	132.27	20600.0
2011-05-24 07:25:00	SPY	ETF	132.27	132.27	132.15	132.15	22775.0
2011-05-24 07:30:00	SPY	ETF	132.18	132.26	132.17	132.18	4700.0
2011-05-24 07:35:00	SPY	ETF	132.22	132.28	132.22	132.28	27000.0
2011-05-24 07:40:00	SPY	ETF	132.25	132.33	132.25	132.33	30700.0
2011-05-24 07:45:00	SPY	ETF	132.34	132.43	132.32	132.41	144450.0
2011-05-24 07:50:00	SPY	ETF	132.41	132.43	132.32	132.37	99480.0
2011-05-24 07:55:00	SPY	ETF	132.38	132.4	132.35	132.4	2700.0
2011-05-24 08:00:00	SPY	ETF	132.4	132.5	132.37	132.43	221902.0
2011-05-24 08:05:00	SPY	ETF	132.44	132.44	132.39	132.42	317852.0
2011-05-24 08:10:00	SPY	ETF	132.42	132.5	132.42	132.48	27658.0
2011-05-24 08:15:00	SPY	ETF	132.49	132.51	132.47	132.51	37875.0
2011-05-24 08:20:00	SPY	ETF	132.49	132.54	132.47	132.47	194135.0
2011-05-24 08:25:00	SPY	ETF	132.46	132.5	132.41	132.42	118790.0
2011-05-24 08:30:00	SPY	ETF	132.45	132.48	132.42	132.48	131270.0
2011-05-24 08:35:00	SPY	ETF	132.48	132.55	132.47	132.54	100243.0
2011-05-24 08:40:00	SPY	ETF	132.54	132.58	132.49	132.55	551684.0
2011-05-24 08:45:00	SPY	ETF	132.54	132.55	132.44	132.44	131607.0
2011-05-24 08:50:00	SPY	ETF	132.43	132.49	132.43	132.49	222322.0
2011-05-24 08:55:00	SPY	ETF	132.49	132.52	132.48	132.52	89898.0
2011-05-24 09:00:00	SPY	ETF	132.51	132.56	132.47	132.5	166155.0
2011-05-24 09:05:00	SPY	ETF	132.55	132.58	132.49	132.56	193911.0
2011-05-24 09:10:00	SPY	ETF	132.56	132.57	132.52	132.54	149361.0
2011-05-24 09:15:00	SPY	ETF	132.54	132.54	132.48	132.54	156115.0
2011-05-24 09:20:00	SPY	ETF	132.54	132.54	132.43	132.45	259793.0
2011-05-24 09:25:00	SPY	ETF	132.44	132.47	132.4	132.44	322382.0
2011-05-24 09:30:00	SPY	ETF	132.44	132.51	132.33	132.43	4346163.0
2011-05-24 09:35:00	SPY	ETF	132.43	132.56	132.42	132.46	2841008.0

> showing 50 of 35,722 rows — these rows as CSV

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