PREVIEW / etf_5min / 2011-05-31

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-05-31.parquet
  size:    861 KB
  rows:    36,383

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
2011-05-31 04:00:00	SPY	ETF	134.31	134.55	134.31	134.55	2870.0
2011-05-31 04:05:00	SPY	ETF	134.74	134.74	134.66	134.66	2091.0
2011-05-31 04:10:00	SPY	ETF	134.71	134.77	134.71	134.77	2000.0
2011-05-31 04:15:00	SPY	ETF	134.8	134.9	134.8	134.85	1700.0
2011-05-31 04:20:00	SPY	ETF	134.88	134.88	134.82	134.82	600.0
2011-05-31 04:25:00	SPY	ETF	134.86	134.87	134.82	134.86	500.0
2011-05-31 04:30:00	SPY	ETF	134.84	134.84	134.84	134.84	100.0
2011-05-31 04:40:00	SPY	ETF	134.78	134.8	134.78	134.8	2000.0
2011-05-31 04:50:00	SPY	ETF	134.77	134.87	134.77	134.87	400.0
2011-05-31 05:05:00	SPY	ETF	134.74	134.81	134.73	134.77	26700.0
2011-05-31 05:15:00	SPY	ETF	134.84	134.84	134.84	134.84	260.0
2011-05-31 05:25:00	SPY	ETF	134.8	134.8	134.8	134.8	10000.0
2011-05-31 05:35:00	SPY	ETF	134.82	134.82	134.82	134.82	100.0
2011-05-31 05:45:00	SPY	ETF	134.84	134.84	134.83	134.83	800.0
2011-05-31 05:55:00	SPY	ETF	134.85	134.85	134.85	134.85	200.0
2011-05-31 06:15:00	SPY	ETF	134.81	134.81	134.81	134.81	1000.0
2011-05-31 06:20:00	SPY	ETF	134.87	134.87	134.85	134.85	400.0
2011-05-31 06:35:00	SPY	ETF	134.75	134.75	134.75	134.75	5000.0
2011-05-31 06:40:00	SPY	ETF	134.7	134.75	134.7	134.75	3600.0
2011-05-31 06:45:00	SPY	ETF	134.75	134.75	134.75	134.75	4850.0
2011-05-31 06:50:00	SPY	ETF	134.75	134.76	134.72	134.76	2925.0
2011-05-31 07:00:00	SPY	ETF	134.79	134.8	134.74	134.74	49700.0
2011-05-31 07:05:00	SPY	ETF	134.71	134.73	134.69	134.69	7400.0
2011-05-31 07:10:00	SPY	ETF	134.69	134.75	134.69	134.74	34450.0
2011-05-31 07:15:00	SPY	ETF	134.74	134.78	134.72	134.75	39905.0
2011-05-31 07:20:00	SPY	ETF	134.75	134.75	134.72	134.72	151316.0
2011-05-31 07:25:00	SPY	ETF	134.72	134.74	134.7	134.72	41100.0
2011-05-31 07:30:00	SPY	ETF	134.75	134.78	134.74	134.75	22800.0
2011-05-31 07:35:00	SPY	ETF	134.74	134.76	134.74	134.75	16262.0
2011-05-31 07:40:00	SPY	ETF	134.73	134.73	134.64	134.66	16875.0
2011-05-31 07:45:00	SPY	ETF	134.67	134.67	134.61	134.62	88200.0
2011-05-31 07:50:00	SPY	ETF	134.62	134.65	134.61	134.63	21875.0
2011-05-31 07:55:00	SPY	ETF	134.62	134.62	134.57	134.58	45250.0
2011-05-31 08:00:00	SPY	ETF	134.59	134.62	134.49	134.55	82107.0
2011-05-31 08:05:00	SPY	ETF	134.56	134.65	134.55	134.62	127140.0
2011-05-31 08:10:00	SPY	ETF	134.61	134.64	134.58	134.62	59600.0
2011-05-31 08:15:00	SPY	ETF	134.63	134.67	134.58	134.66	65032.0
2011-05-31 08:20:00	SPY	ETF	134.65	134.66	134.61	134.65	48350.0
2011-05-31 08:25:00	SPY	ETF	134.64	134.65	134.61	134.62	61525.0
2011-05-31 08:30:00	SPY	ETF	134.61	134.66	134.59	134.61	128384.0
2011-05-31 08:35:00	SPY	ETF	134.61	134.64	134.57	134.61	95400.0
2011-05-31 08:40:00	SPY	ETF	134.62	134.63	134.59	134.61	91322.0
2011-05-31 08:45:00	SPY	ETF	134.62	134.65	134.6	134.62	78943.0
2011-05-31 08:50:00	SPY	ETF	134.61	134.62	134.59	134.6	56600.0
2011-05-31 08:55:00	SPY	ETF	134.61	134.65	134.6	134.63	109338.0
2011-05-31 09:00:00	SPY	ETF	134.62	134.76	134.62	134.72	363770.0
2011-05-31 09:05:00	SPY	ETF	134.72	134.78	134.7	134.74	161800.0
2011-05-31 09:10:00	SPY	ETF	134.73	134.74	134.7	134.71	61716.0
2011-05-31 09:15:00	SPY	ETF	134.71	134.75	134.71	134.73	153506.0
2011-05-31 09:20:00	SPY	ETF	134.73	134.75	134.72	134.75	100630.0

> showing 50 of 36,383 rows — these rows as CSV

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