PREVIEW / etf_5min / 2011-06-09

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-09.parquet
  size:    841 KB
  rows:    34,617

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
2011-06-09 04:00:00	SPY	ETF	128.87	128.87	128.79	128.79	2238.0
2011-06-09 04:05:00	SPY	ETF	128.79	128.79	128.79	128.79	2200.0
2011-06-09 04:10:00	SPY	ETF	128.82	128.82	128.82	128.82	1500.0
2011-06-09 04:15:00	SPY	ETF	128.79	128.79	128.79	128.79	200.0
2011-06-09 04:20:00	SPY	ETF	128.74	128.74	128.74	128.74	1650.0
2011-06-09 04:35:00	SPY	ETF	128.89	128.89	128.89	128.89	150.0
2011-06-09 05:00:00	SPY	ETF	128.6	128.6	128.5	128.5	300.0
2011-06-09 05:05:00	SPY	ETF	128.4	128.45	128.4	128.45	1000.0
2011-06-09 05:30:00	SPY	ETF	128.54	128.54	128.54	128.54	100.0
2011-06-09 05:45:00	SPY	ETF	128.64	128.66	128.64	128.66	700.0
2011-06-09 06:05:00	SPY	ETF	128.6	128.6	128.6	128.6	100.0
2011-06-09 06:25:00	SPY	ETF	128.65	128.65	128.65	128.65	100.0
2011-06-09 06:35:00	SPY	ETF	128.66	128.71	128.66	128.71	350.0
2011-06-09 06:45:00	SPY	ETF	128.67	128.67	128.6	128.6	300.0
2011-06-09 06:55:00	SPY	ETF	128.66	128.73	128.66	128.73	5100.0
2011-06-09 07:00:00	SPY	ETF	128.67	128.67	128.59	128.63	39000.0
2011-06-09 07:05:00	SPY	ETF	128.64	128.69	128.62	128.69	87000.0
2011-06-09 07:10:00	SPY	ETF	128.65	128.67	128.6	128.64	80000.0
2011-06-09 07:15:00	SPY	ETF	128.67	128.72	128.67	128.72	57900.0
2011-06-09 07:20:00	SPY	ETF	128.71	128.74	128.7	128.73	7900.0
2011-06-09 07:25:00	SPY	ETF	128.72	128.81	128.72	128.8	14700.0
2011-06-09 07:30:00	SPY	ETF	128.77	128.81	128.75	128.81	10700.0
2011-06-09 07:35:00	SPY	ETF	128.79	128.79	128.76	128.76	17100.0
2011-06-09 07:40:00	SPY	ETF	128.76	128.8	128.76	128.8	15900.0
2011-06-09 07:45:00	SPY	ETF	128.8	128.8	128.71	128.75	38300.0
2011-06-09 07:50:00	SPY	ETF	128.69	128.78	128.69	128.78	34200.0
2011-06-09 07:55:00	SPY	ETF	128.76	128.8	128.76	128.77	14700.0
2011-06-09 08:00:00	SPY	ETF	128.77	128.77	128.7	128.74	341479.0
2011-06-09 08:05:00	SPY	ETF	128.75	128.76	128.71	128.75	115086.0
2011-06-09 08:10:00	SPY	ETF	128.74	128.77	128.71	128.72	449998.0
2011-06-09 08:15:00	SPY	ETF	128.72	128.72	128.61	128.63	87401.0
2011-06-09 08:20:00	SPY	ETF	128.63	128.7	128.63	128.67	122538.0
2011-06-09 08:25:00	SPY	ETF	128.68	128.72	128.62	128.62	112924.0
2011-06-09 08:30:00	SPY	ETF	128.62	128.95	128.49	128.94	1838912.0
2011-06-09 08:35:00	SPY	ETF	128.93	128.93	128.71	128.82	683109.0
2011-06-09 08:40:00	SPY	ETF	128.83	128.84	128.61	128.65	228237.0
2011-06-09 08:45:00	SPY	ETF	128.63	128.65	128.46	128.59	513250.0
2011-06-09 08:50:00	SPY	ETF	128.58	128.69	128.53	128.6	269895.0
2011-06-09 08:55:00	SPY	ETF	128.56	128.69	128.54	128.67	346857.0
2011-06-09 09:00:00	SPY	ETF	128.68	128.83	128.67	128.81	415097.0
2011-06-09 09:05:00	SPY	ETF	128.82	128.86	128.78	128.81	325445.0
2011-06-09 09:10:00	SPY	ETF	128.82	128.82	128.69	128.71	331346.0
2011-06-09 09:15:00	SPY	ETF	128.72	128.79	128.71	128.73	444946.0
2011-06-09 09:20:00	SPY	ETF	128.73	128.85	128.72	128.84	274657.0
2011-06-09 09:25:00	SPY	ETF	128.84	128.86	128.75	128.77	557841.0
2011-06-09 09:30:00	SPY	ETF	128.77	128.78	128.58	128.58	5392789.0
2011-06-09 09:35:00	SPY	ETF	128.58	128.64	128.46	128.55	3416117.0
2011-06-09 09:40:00	SPY	ETF	128.55	128.7	128.55	128.64	2913781.0
2011-06-09 09:45:00	SPY	ETF	128.63	128.82	128.54	128.805	3050630.0
2011-06-09 09:50:00	SPY	ETF	128.8	128.94	128.72	128.92	2261020.0

> showing 50 of 34,617 rows — these rows as CSV

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