PREVIEW / etf_5min / 2011-06-14

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-14.parquet
  size:    856 KB
  rows:    35,614

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
2011-06-14 04:00:00	SPY	ETF	128.35	128.7	128.35	128.7	900.0
2011-06-14 04:05:00	SPY	ETF	128.81	128.81	128.81	128.81	190.0
2011-06-14 04:10:00	SPY	ETF	128.74	128.83	128.74	128.82	500.0
2011-06-14 04:15:00	SPY	ETF	128.88	128.88	128.84	128.84	700.0
2011-06-14 04:25:00	SPY	ETF	128.8	128.8	128.8	128.8	400.0
2011-06-14 04:30:00	SPY	ETF	128.8	128.8	128.8	128.8	200.0
2011-06-14 04:35:00	SPY	ETF	128.77	128.77	128.7	128.7	1750.0
2011-06-14 04:40:00	SPY	ETF	128.74	128.75	128.72	128.72	615.0
2011-06-14 04:45:00	SPY	ETF	128.74	128.74	128.74	128.74	400.0
2011-06-14 04:50:00	SPY	ETF	128.78	128.78	128.78	128.78	700.0
2011-06-14 04:55:00	SPY	ETF	128.84	128.84	128.84	128.84	100.0
2011-06-14 05:00:00	SPY	ETF	128.8	128.91	128.8	128.86	2344.0
2011-06-14 05:05:00	SPY	ETF	128.92	128.92	128.89	128.89	400.0
2011-06-14 05:10:00	SPY	ETF	128.85	128.85	128.85	128.85	500.0
2011-06-14 05:15:00	SPY	ETF	128.88	128.9	128.83	128.83	300.0
2011-06-14 05:20:00	SPY	ETF	128.71	128.71	128.71	128.71	900.0
2011-06-14 05:30:00	SPY	ETF	128.71	128.71	128.71	128.71	2500.0
2011-06-14 05:35:00	SPY	ETF	128.7	128.7	128.7	128.7	500.0
2011-06-14 05:45:00	SPY	ETF	128.68	128.68	128.68	128.68	600.0
2011-06-14 05:50:00	SPY	ETF	128.74	128.74	128.64	128.64	700.0
2011-06-14 06:00:00	SPY	ETF	128.66	128.66	128.66	128.66	800.0
2011-06-14 06:10:00	SPY	ETF	128.65	128.65	128.65	128.65	300.0
2011-06-14 06:15:00	SPY	ETF	128.71	128.71	128.71	128.71	500.0
2011-06-14 06:20:00	SPY	ETF	128.66	128.66	128.66	128.66	300.0
2011-06-14 06:25:00	SPY	ETF	128.65	128.7	128.65	128.7	2300.0
2011-06-14 06:35:00	SPY	ETF	128.68	128.68	128.65	128.68	8100.0
2011-06-14 06:40:00	SPY	ETF	128.66	128.69	128.65	128.69	2600.0
2011-06-14 06:45:00	SPY	ETF	128.65	128.65	128.46	128.47	11900.0
2011-06-14 06:50:00	SPY	ETF	128.62	128.62	128.48	128.53	5350.0
2011-06-14 06:55:00	SPY	ETF	128.46	128.47	128.42	128.43	25699.0
2011-06-14 07:00:00	SPY	ETF	128.45	128.49	128.42	128.48	37650.0
2011-06-14 07:05:00	SPY	ETF	128.49	128.54	128.49	128.5	29130.0
2011-06-14 07:10:00	SPY	ETF	128.52	128.56	128.47	128.51	51800.0
2011-06-14 07:15:00	SPY	ETF	128.54	128.58	128.51	128.58	16700.0
2011-06-14 07:20:00	SPY	ETF	128.58	128.64	128.58	128.63	103700.0
2011-06-14 07:25:00	SPY	ETF	128.63	128.66	128.6	128.6	43800.0
2011-06-14 07:30:00	SPY	ETF	128.6	128.61	128.55	128.58	11000.0
2011-06-14 07:35:00	SPY	ETF	128.6	128.64	128.58	128.61	56100.0
2011-06-14 07:40:00	SPY	ETF	128.58	128.59	128.5	128.54	8400.0
2011-06-14 07:45:00	SPY	ETF	128.58	128.61	128.53	128.61	29000.0
2011-06-14 07:50:00	SPY	ETF	128.6	128.6	128.56	128.59	31800.0
2011-06-14 07:55:00	SPY	ETF	128.58	128.64	128.58	128.6	124775.0
2011-06-14 08:00:00	SPY	ETF	128.6	128.73	128.01	128.71	448667.0
2011-06-14 08:05:00	SPY	ETF	128.7	128.93	128.67	128.67	239833.0
2011-06-14 08:10:00	SPY	ETF	128.66	128.7	128.63	128.68	57268.0
2011-06-14 08:15:00	SPY	ETF	128.66	128.68	128.61	128.65	57161.0
2011-06-14 08:20:00	SPY	ETF	128.64	128.71	128.64	128.64	44129.0
2011-06-14 08:25:00	SPY	ETF	128.65	128.65	128.59	128.63	117333.0
2011-06-14 08:30:00	SPY	ETF	128.59	129.07	128.59	128.98	1195013.0
2011-06-14 08:35:00	SPY	ETF	128.99	129.1	128.96	128.99	617315.0

> showing 50 of 35,614 rows — these rows as CSV

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