PREVIEW / etf_5min / 2011-06-13

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-13.parquet
  size:    908 KB
  rows:    36,943

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
2011-06-13 04:00:00	SPY	ETF	127.6	127.83	127.6	127.83	600.0
2011-06-13 04:55:00	SPY	ETF	127.64	127.64	127.64	127.64	325.0
2011-06-13 05:05:00	SPY	ETF	127.58	127.58	127.58	127.58	100.0
2011-06-13 05:40:00	SPY	ETF	127.48	127.57	127.48	127.57	900.0
2011-06-13 05:45:00	SPY	ETF	127.6	127.6	127.6	127.6	100.0
2011-06-13 06:00:00	SPY	ETF	127.68	127.68	127.6	127.6	10888.0
2011-06-13 06:10:00	SPY	ETF	127.6	127.6	127.57	127.57	870.0
2011-06-13 06:20:00	SPY	ETF	127.62	127.64	127.62	127.64	2100.0
2011-06-13 06:25:00	SPY	ETF	127.6	127.68	127.6	127.68	1200.0
2011-06-13 06:30:00	SPY	ETF	127.71	127.75	127.55	127.75	71600.0
2011-06-13 06:35:00	SPY	ETF	127.71	127.71	127.71	127.71	300.0
2011-06-13 06:45:00	SPY	ETF	127.73	127.73	127.73	127.73	100.0
2011-06-13 06:50:00	SPY	ETF	127.74	127.82	127.63	127.72	77000.0
2011-06-13 06:55:00	SPY	ETF	127.78	127.78	127.77	127.78	600.0
2011-06-13 07:00:00	SPY	ETF	127.78	127.86	127.78	127.83	30950.0
2011-06-13 07:05:00	SPY	ETF	127.86	127.89	127.83	127.89	17700.0
2011-06-13 07:10:00	SPY	ETF	127.91	127.95	127.88	127.94	60350.0
2011-06-13 07:15:00	SPY	ETF	127.93	127.96	127.89	127.89	57660.0
2011-06-13 07:20:00	SPY	ETF	127.86	127.95	127.86	127.92	124877.0
2011-06-13 07:25:00	SPY	ETF	127.93	127.94	127.92	127.92	3600.0
2011-06-13 07:30:00	SPY	ETF	127.9	127.93	127.85	127.87	3700.0
2011-06-13 07:35:00	SPY	ETF	127.87	127.87	127.78	127.8	234188.0
2011-06-13 07:40:00	SPY	ETF	127.81	127.83	127.77	127.77	156287.0
2011-06-13 07:45:00	SPY	ETF	127.76	127.8	127.75	127.8	47200.0
2011-06-13 07:50:00	SPY	ETF	127.76	127.76	127.73	127.76	54500.0
2011-06-13 07:55:00	SPY	ETF	127.75	127.79	127.74	127.78	34320.0
2011-06-13 08:00:00	SPY	ETF	127.76	127.83	127.38	127.81	392421.0
2011-06-13 08:05:00	SPY	ETF	127.83	127.92	127.8	127.87	128150.0
2011-06-13 08:10:00	SPY	ETF	127.87	127.92	127.85	127.9	185887.0
2011-06-13 08:15:00	SPY	ETF	127.88	127.89	127.8	127.82	271500.0
2011-06-13 08:20:00	SPY	ETF	127.82	127.9	127.82	127.89	97120.0
2011-06-13 08:25:00	SPY	ETF	127.89	127.95	127.8546	127.91	350513.0
2011-06-13 08:30:00	SPY	ETF	127.92	128.01	127.89	127.98	177885.0
2011-06-13 08:35:00	SPY	ETF	127.97	128.07	127.9	128.03	191372.0
2011-06-13 08:40:00	SPY	ETF	128.03	128.06	127.99	128.04	289382.0
2011-06-13 08:45:00	SPY	ETF	128.04	128.07	127.96	127.96	485993.0
2011-06-13 08:50:00	SPY	ETF	127.98	128.01	127.97	128.01	125728.0
2011-06-13 08:55:00	SPY	ETF	128.01	128.08	127.98	128.04	131184.0
2011-06-13 09:00:00	SPY	ETF	128.05	128.08	128.04	128.04	215170.0
2011-06-13 09:05:00	SPY	ETF	128.02	128.05	127.99	128.01	107728.0
2011-06-13 09:10:00	SPY	ETF	128.02	128.04	128.0	128.0	42508.0
2011-06-13 09:15:00	SPY	ETF	128.01	128.01	127.9	127.92	155910.0
2011-06-13 09:20:00	SPY	ETF	127.92	127.93	127.89	127.9	110535.0
2011-06-13 09:25:00	SPY	ETF	127.9	127.93	127.86	127.88	231254.0
2011-06-13 09:30:00	SPY	ETF	127.89	127.94	127.81	127.92	3757255.0
2011-06-13 09:35:00	SPY	ETF	127.92	128.1	127.91	128.01	2713442.0
2011-06-13 09:40:00	SPY	ETF	128.005	128.22	127.99	128.17	2890076.0
2011-06-13 09:45:00	SPY	ETF	128.18	128.21	128.06	128.07	2060733.0
2011-06-13 09:50:00	SPY	ETF	128.06	128.125	127.96	128.02	1882912.0
2011-06-13 09:55:00	SPY	ETF	128.03	128.2	128.0	128.13	1813382.0

> showing 50 of 36,943 rows — these rows as CSV

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