PREVIEW / etf_5min / 2011-06-03

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-03.parquet
  size:    893 KB
  rows:    36,874

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
2011-06-03 04:00:00	SPY	ETF	131.52	131.53	131.51	131.51	1900.0
2011-06-03 04:05:00	SPY	ETF	131.49	131.5	131.45	131.45	600.0
2011-06-03 04:10:00	SPY	ETF	131.41	131.41	131.41	131.41	1100.0
2011-06-03 04:15:00	SPY	ETF	131.47	131.47	131.47	131.47	100.0
2011-06-03 04:20:00	SPY	ETF	131.52	131.52	131.51	131.52	900.0
2011-06-03 04:25:00	SPY	ETF	131.46	131.46	131.45	131.45	400.0
2011-06-03 05:10:00	SPY	ETF	131.5	131.5	131.45	131.45	250.0
2011-06-03 05:20:00	SPY	ETF	131.45	131.45	131.4	131.4	200.0
2011-06-03 05:25:00	SPY	ETF	131.49	131.49	131.49	131.49	100.0
2011-06-03 05:55:00	SPY	ETF	131.36	131.36	131.36	131.36	100.0
2011-06-03 06:00:00	SPY	ETF	131.39	131.39	131.39	131.39	173.0
2011-06-03 06:05:00	SPY	ETF	131.4	131.4	131.34	131.34	20227.0
2011-06-03 06:10:00	SPY	ETF	131.31	131.31	131.25	131.25	4000.0
2011-06-03 06:15:00	SPY	ETF	131.25	131.25	131.23	131.23	325.0
2011-06-03 06:20:00	SPY	ETF	131.29	131.29	131.29	131.29	400.0
2011-06-03 06:25:00	SPY	ETF	131.23	131.27	131.23	131.27	4250.0
2011-06-03 06:35:00	SPY	ETF	131.24	131.24	131.22	131.22	1300.0
2011-06-03 06:45:00	SPY	ETF	131.2	131.2	131.15	131.15	3300.0
2011-06-03 06:50:00	SPY	ETF	131.16	131.16	131.1	131.1	4883.0
2011-06-03 06:55:00	SPY	ETF	131.2	131.3	131.2	131.23	34700.0
2011-06-03 07:00:00	SPY	ETF	131.3	131.31	131.24	131.31	61200.0
2011-06-03 07:05:00	SPY	ETF	131.31	131.46	131.31	131.39	15900.0
2011-06-03 07:10:00	SPY	ETF	131.39	131.41	131.35	131.35	41300.0
2011-06-03 07:15:00	SPY	ETF	131.39	131.44	131.35	131.42	19300.0
2011-06-03 07:20:00	SPY	ETF	131.44	131.46	131.4	131.45	16900.0
2011-06-03 07:25:00	SPY	ETF	131.45	131.46	131.37	131.37	51600.0
2011-06-03 07:30:00	SPY	ETF	131.42	131.44	131.35	131.39	43000.0
2011-06-03 07:35:00	SPY	ETF	131.37	131.39	131.37	131.37	18800.0
2011-06-03 07:40:00	SPY	ETF	131.41	131.44	131.38	131.42	10150.0
2011-06-03 07:45:00	SPY	ETF	131.42	131.44	131.37	131.38	40800.0
2011-06-03 07:50:00	SPY	ETF	131.39	131.44	131.38	131.44	56400.0
2011-06-03 07:55:00	SPY	ETF	131.44	131.46	131.4	131.4	12000.0
2011-06-03 08:00:00	SPY	ETF	131.3	131.43	131.3	131.34	1021200.0
2011-06-03 08:05:00	SPY	ETF	131.33	131.38	131.27	131.29	82990.0
2011-06-03 08:10:00	SPY	ETF	131.31	131.36	131.26	131.26	93731.0
2011-06-03 08:15:00	SPY	ETF	131.26	131.45	131.25	131.4	328925.0
2011-06-03 08:20:00	SPY	ETF	131.4	131.45	131.3	131.3	201414.0
2011-06-03 08:25:00	SPY	ETF	131.3	131.55	131.28	131.4	505060.0
2011-06-03 08:30:00	SPY	ETF	131.38	131.4	130.2	130.23	5993946.0
2011-06-03 08:35:00	SPY	ETF	130.21	130.33	129.97	130.1	2546722.0
2011-06-03 08:40:00	SPY	ETF	130.1	130.2	130.04	130.15	1381306.0
2011-06-03 08:45:00	SPY	ETF	130.15	130.2	130.06	130.18	763945.0
2011-06-03 08:50:00	SPY	ETF	130.2	130.23	130.11	130.16	664047.0
2011-06-03 08:55:00	SPY	ETF	130.15	131.3012	130.11	130.24	413143.0
2011-06-03 09:00:00	SPY	ETF	130.24	130.24	130.08	130.1	354382.0
2011-06-03 09:05:00	SPY	ETF	130.09	130.3	130.05	130.26	412567.0
2011-06-03 09:10:00	SPY	ETF	130.27	130.3	130.22	130.23	246402.0
2011-06-03 09:15:00	SPY	ETF	130.22	130.25	130.06	130.09	570933.0
2011-06-03 09:20:00	SPY	ETF	130.09	130.2	130.09	130.16	248918.0
2011-06-03 09:25:00	SPY	ETF	130.15	130.2	130.04	130.14	542290.0

> showing 50 of 36,874 rows — these rows as CSV

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