PREVIEW / etf_5min / 2011-06-16

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-16.parquet
  size:    907 KB
  rows:    37,441

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
2011-06-16 04:00:00	SPY	ETF	127.0	127.16	127.0	127.16	8150.0
2011-06-16 04:05:00	SPY	ETF	127.2	127.29	127.2	127.29	3800.0
2011-06-16 04:15:00	SPY	ETF	127.3	127.37	127.3	127.37	2200.0
2011-06-16 04:20:00	SPY	ETF	127.33	127.37	127.33	127.37	600.0
2011-06-16 04:25:00	SPY	ETF	127.44	127.46	127.42	127.43	1754.0
2011-06-16 04:35:00	SPY	ETF	127.43	127.43	127.43	127.43	448.0
2011-06-16 04:45:00	SPY	ETF	127.4	127.4	127.4	127.4	100.0
2011-06-16 04:55:00	SPY	ETF	127.35	127.35	127.35	127.35	500.0
2011-06-16 05:05:00	SPY	ETF	127.1	127.1	127.1	127.1	2500.0
2011-06-16 05:10:00	SPY	ETF	127.1	127.1	127.05	127.05	300.0
2011-06-16 05:15:00	SPY	ETF	127.03	127.03	127.02	127.02	300.0
2011-06-16 05:20:00	SPY	ETF	126.9	126.95	126.9	126.95	1500.0
2011-06-16 05:25:00	SPY	ETF	126.93	126.96	126.93	126.96	500.0
2011-06-16 05:30:00	SPY	ETF	126.85	126.85	126.85	126.85	4900.0
2011-06-16 05:35:00	SPY	ETF	126.85	126.85	126.76	126.76	2100.0
2011-06-16 05:40:00	SPY	ETF	126.85	126.85	126.85	126.85	300.0
2011-06-16 05:45:00	SPY	ETF	126.88	126.88	126.88	126.88	100.0
2011-06-16 05:50:00	SPY	ETF	127.12	127.12	127.11	127.11	600.0
2011-06-16 05:55:00	SPY	ETF	126.95	126.95	126.95	126.95	200.0
2011-06-16 06:00:00	SPY	ETF	126.92	126.92	126.92	126.92	200.0
2011-06-16 06:05:00	SPY	ETF	126.85	126.85	126.85	126.85	500.0
2011-06-16 06:15:00	SPY	ETF	126.85	126.93	126.85	126.93	10000.0
2011-06-16 06:20:00	SPY	ETF	126.84	126.97	126.84	126.97	5300.0
2011-06-16 06:25:00	SPY	ETF	126.95	126.95	126.95	126.95	600.0
2011-06-16 06:30:00	SPY	ETF	126.9	126.95	126.84	126.89	10305.0
2011-06-16 06:35:00	SPY	ETF	126.85	127.04	126.82	127.04	8800.0
2011-06-16 06:40:00	SPY	ETF	127.0	127.0	126.95	126.97	1100.0
2011-06-16 06:45:00	SPY	ETF	127.0	127.0	126.9	126.91	10300.0
2011-06-16 06:50:00	SPY	ETF	126.86	127.05	126.86	127.05	400.0
2011-06-16 06:55:00	SPY	ETF	127.06	127.08	127.02	127.04	1250.0
2011-06-16 07:00:00	SPY	ETF	127.01	127.15	127.01	127.04	17700.0
2011-06-16 07:05:00	SPY	ETF	127.07	127.07	127.0	127.02	13250.0
2011-06-16 07:10:00	SPY	ETF	126.98	127.02	126.91	126.91	29996.0
2011-06-16 07:15:00	SPY	ETF	126.95	126.95	126.83	126.86	67200.0
2011-06-16 07:20:00	SPY	ETF	126.87	126.88	126.78	126.82	36400.0
2011-06-16 07:25:00	SPY	ETF	126.8	126.85	126.76	126.85	80300.0
2011-06-16 07:30:00	SPY	ETF	126.81	126.81	126.74	126.77	72970.0
2011-06-16 07:35:00	SPY	ETF	126.77	126.82	126.68	126.69	278597.0
2011-06-16 07:40:00	SPY	ETF	126.69	126.75	126.68	126.69	29750.0
2011-06-16 07:45:00	SPY	ETF	126.7	126.72	126.66	126.66	166900.0
2011-06-16 07:50:00	SPY	ETF	126.73	126.75	126.66	126.67	8300.0
2011-06-16 07:55:00	SPY	ETF	126.68	126.68	126.48	126.5	69730.0
2011-06-16 08:00:00	SPY	ETF	126.48	126.71	126.45	126.71	132455.0
2011-06-16 08:05:00	SPY	ETF	126.53	126.55	126.44	126.46	281501.0
2011-06-16 08:10:00	SPY	ETF	126.46	126.61	126.46	126.55	102576.0
2011-06-16 08:15:00	SPY	ETF	126.53	126.53	126.46	126.47	118585.0
2011-06-16 08:20:00	SPY	ETF	126.47	126.52	126.45	126.51	284085.0
2011-06-16 08:25:00	SPY	ETF	126.51	126.7	126.51	126.65	331184.0
2011-06-16 08:30:00	SPY	ETF	126.65	126.94	126.65	126.76	1234262.0
2011-06-16 08:35:00	SPY	ETF	126.77	126.8	126.74	126.76	387076.0

> showing 50 of 37,441 rows — these rows as CSV

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