PREVIEW / etf_5min / 2011-06-15

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-15.parquet
  size:    932 KB
  rows:    38,059

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
2011-06-15 04:00:00	SPY	ETF	129.17	129.17	129.0	129.0	3400.0
2011-06-15 04:20:00	SPY	ETF	128.94	128.94	128.94	128.94	2000.0
2011-06-15 04:35:00	SPY	ETF	128.96	128.96	128.9	128.9	1610.0
2011-06-15 04:40:00	SPY	ETF	128.9	128.9	128.9	128.9	1150.0
2011-06-15 04:45:00	SPY	ETF	128.84	128.84	128.84	128.84	500.0
2011-06-15 05:00:00	SPY	ETF	128.9	128.9	128.9	128.9	100.0
2011-06-15 05:15:00	SPY	ETF	128.93	128.93	128.84	128.84	400.0
2011-06-15 05:35:00	SPY	ETF	128.88	128.89	128.88	128.89	30000.0
2011-06-15 05:50:00	SPY	ETF	128.97	128.97	128.97	128.97	166.0
2011-06-15 05:55:00	SPY	ETF	128.95	128.95	128.92	128.95	4000.0
2011-06-15 06:00:00	SPY	ETF	128.97	128.97	128.97	128.97	600.0
2011-06-15 06:05:00	SPY	ETF	128.97	128.97	128.97	128.97	517.0
2011-06-15 06:10:00	SPY	ETF	128.91	128.97	128.91	128.97	11200.0
2011-06-15 06:15:00	SPY	ETF	128.97	128.97	128.97	128.97	500.0
2011-06-15 06:25:00	SPY	ETF	128.99	129.07	128.99	129.07	2300.0
2011-06-15 06:45:00	SPY	ETF	129.05	129.05	129.05	129.05	9200.0
2011-06-15 06:50:00	SPY	ETF	129.0	129.0	128.95	128.95	10400.0
2011-06-15 06:55:00	SPY	ETF	128.88	129.0	128.84	128.89	54285.0
2011-06-15 07:00:00	SPY	ETF	128.89	128.96	128.86	128.96	12450.0
2011-06-15 07:05:00	SPY	ETF	128.96	128.96	128.92	128.92	13350.0
2011-06-15 07:10:00	SPY	ETF	128.92	128.94	128.9	128.91	6900.0
2011-06-15 07:15:00	SPY	ETF	128.91	128.91	128.88	128.89	27100.0
2011-06-15 07:20:00	SPY	ETF	128.91	128.96	128.87	128.96	35800.0
2011-06-15 07:25:00	SPY	ETF	128.92	128.95	128.92	128.95	5100.0
2011-06-15 07:30:00	SPY	ETF	128.95	128.95	128.94	128.94	17900.0
2011-06-15 07:35:00	SPY	ETF	128.95	129.01	128.95	128.99	16300.0
2011-06-15 07:40:00	SPY	ETF	128.99	128.99	128.92	128.92	32650.0
2011-06-15 07:45:00	SPY	ETF	128.91	128.94	128.91	128.94	8999.0
2011-06-15 07:50:00	SPY	ETF	128.92	128.94	128.85	128.86	29038.0
2011-06-15 07:55:00	SPY	ETF	128.9	128.91	128.84	128.84	52171.0
2011-06-15 08:00:00	SPY	ETF	128.83	128.91	128.83	128.86	75087.0
2011-06-15 08:05:00	SPY	ETF	128.88	128.88	128.77	128.81	104188.0
2011-06-15 08:10:00	SPY	ETF	128.81	128.84	128.78	128.81	57188.0
2011-06-15 08:15:00	SPY	ETF	128.83	128.84	128.79	128.81	87476.0
2011-06-15 08:20:00	SPY	ETF	128.8	128.81	128.7	128.73	249215.0
2011-06-15 08:25:00	SPY	ETF	128.73	129.23	128.42	128.46	1060738.0
2011-06-15 08:30:00	SPY	ETF	128.46	128.46	128.17	128.37	1689286.0
2011-06-15 08:35:00	SPY	ETF	128.37	128.43	128.31	128.41	791688.0
2011-06-15 08:40:00	SPY	ETF	128.41	128.42	128.32	128.33	412739.0
2011-06-15 08:45:00	SPY	ETF	128.34	128.43	128.33	128.38	353561.0
2011-06-15 08:50:00	SPY	ETF	128.39	128.42	128.35	128.36	120557.0
2011-06-15 08:55:00	SPY	ETF	128.37	128.41	128.2	128.23	237844.0
2011-06-15 09:00:00	SPY	ETF	128.23	128.24	128.12	128.22	684628.0
2011-06-15 09:05:00	SPY	ETF	128.22	128.23	128.13	128.18	195442.0
2011-06-15 09:10:00	SPY	ETF	128.18	128.26	128.17	128.25	248847.0
2011-06-15 09:15:00	SPY	ETF	128.25	128.4	128.2	128.27	911245.0
2011-06-15 09:20:00	SPY	ETF	128.27	128.31	128.22	128.29	333104.0
2011-06-15 09:25:00	SPY	ETF	128.3	128.33	128.23	128.26	951755.0
2011-06-15 09:30:00	SPY	ETF	128.24	128.29	128.0	128.2075	7478719.0
2011-06-15 09:35:00	SPY	ETF	128.19	128.285	128.15	128.18	3959916.0

> showing 50 of 38,059 rows — these rows as CSV

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