PREVIEW / etf_5min / 2011-06-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-01.parquet
  size:    955 KB
  rows:    38,035

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
2011-06-01 04:00:00	SPY	ETF	135.0	135.0	134.85	134.85	500.0
2011-06-01 04:05:00	SPY	ETF	135.03	135.03	135.03	135.03	100.0
2011-06-01 04:30:00	SPY	ETF	134.9	135.04	134.9	135.04	400.0
2011-06-01 05:00:00	SPY	ETF	134.84	134.84	134.84	134.84	100.0
2011-06-01 05:05:00	SPY	ETF	134.84	134.84	134.84	134.84	100.0
2011-06-01 05:10:00	SPY	ETF	134.88	134.88	134.88	134.88	400.0
2011-06-01 05:20:00	SPY	ETF	134.88	134.88	134.88	134.88	1000.0
2011-06-01 05:35:00	SPY	ETF	134.8	134.8	134.8	134.8	100.0
2011-06-01 05:40:00	SPY	ETF	134.8	134.88	134.8	134.88	800.0
2011-06-01 05:45:00	SPY	ETF	134.88	134.9	134.88	134.9	1935.0
2011-06-01 05:50:00	SPY	ETF	134.9	134.97	134.9	134.97	1100.0
2011-06-01 05:55:00	SPY	ETF	134.81	134.81	134.81	134.81	100.0
2011-06-01 06:05:00	SPY	ETF	134.82	134.83	134.82	134.83	200.0
2011-06-01 06:10:00	SPY	ETF	134.81	134.88	134.5	134.75	3910.0
2011-06-01 06:20:00	SPY	ETF	134.76	134.76	134.72	134.72	1200.0
2011-06-01 06:25:00	SPY	ETF	134.72	134.72	134.69	134.69	800.0
2011-06-01 06:30:00	SPY	ETF	134.72	134.72	134.69	134.69	3600.0
2011-06-01 06:40:00	SPY	ETF	134.68	134.68	134.67	134.68	400.0
2011-06-01 06:45:00	SPY	ETF	134.68	134.7	134.68	134.7	50200.0
2011-06-01 06:50:00	SPY	ETF	134.74	134.75	134.72	134.72	2900.0
2011-06-01 07:00:00	SPY	ETF	134.77	134.79	134.69	134.73	10400.0
2011-06-01 07:05:00	SPY	ETF	134.73	134.81	134.72	134.76	65600.0
2011-06-01 07:10:00	SPY	ETF	134.76	134.76	134.68	134.68	21900.0
2011-06-01 07:15:00	SPY	ETF	134.68	134.71	134.65	134.71	30600.0
2011-06-01 07:20:00	SPY	ETF	134.74	134.76	134.74	134.75	21984.0
2011-06-01 07:25:00	SPY	ETF	134.77	134.81	134.75	134.78	35784.0
2011-06-01 07:30:00	SPY	ETF	134.83	134.86	134.81	134.81	23445.0
2011-06-01 07:35:00	SPY	ETF	134.84	134.84	134.8	134.81	11100.0
2011-06-01 07:40:00	SPY	ETF	134.81	134.81	134.81	134.81	30900.0
2011-06-01 07:45:00	SPY	ETF	134.8	134.85	134.79	134.85	2500.0
2011-06-01 07:50:00	SPY	ETF	134.85	134.85	134.81	134.81	26760.0
2011-06-01 07:55:00	SPY	ETF	134.81	134.86	134.8	134.84	10849.0
2011-06-01 08:00:00	SPY	ETF	134.84	134.87	134.79	134.8	57900.0
2011-06-01 08:05:00	SPY	ETF	134.78	134.82	134.73	134.74	77992.0
2011-06-01 08:10:00	SPY	ETF	134.74	134.84	134.72	134.72	76397.0
2011-06-01 08:15:00	SPY	ETF	134.71	134.72	134.27	134.43	1369562.0
2011-06-01 08:20:00	SPY	ETF	134.43	134.46	134.29	134.32	788034.0
2011-06-01 08:25:00	SPY	ETF	134.33	134.46	134.28	134.46	237750.0
2011-06-01 08:30:00	SPY	ETF	134.46	134.49	134.38	134.38	274798.0
2011-06-01 08:35:00	SPY	ETF	134.37	134.38	134.31	134.36	415094.0
2011-06-01 08:40:00	SPY	ETF	134.37	134.43	134.35	134.42	252128.0
2011-06-01 08:45:00	SPY	ETF	134.41	134.89	134.35	134.4	166896.0
2011-06-01 08:50:00	SPY	ETF	134.4	134.42	134.37	134.38	325829.0
2011-06-01 08:55:00	SPY	ETF	134.38	134.41	134.37	134.41	44020.0
2011-06-01 09:00:00	SPY	ETF	134.4	134.41	134.32	134.32	206441.0
2011-06-01 09:05:00	SPY	ETF	134.32	134.35	134.31	134.33	205553.0
2011-06-01 09:10:00	SPY	ETF	134.34	134.4	134.34	134.37	57858.0
2011-06-01 09:15:00	SPY	ETF	134.36	134.89	134.36	134.45	267457.0
2011-06-01 09:20:00	SPY	ETF	134.45	134.5	134.45	134.49	196523.0
2011-06-01 09:25:00	SPY	ETF	134.49	134.5	134.44	134.5	253309.0

> showing 50 of 38,035 rows — these rows as CSV

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