PREVIEW / etf_5min / 2011-06-20

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-20.parquet
  size:    832 KB
  rows:    34,841

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
2011-06-20 04:00:00	SPY	ETF	126.56	126.56	126.21	126.21	1500.0
2011-06-20 04:05:00	SPY	ETF	126.28	126.34	126.28	126.34	400.0
2011-06-20 04:10:00	SPY	ETF	126.34	126.39	126.33	126.39	566.0
2011-06-20 04:15:00	SPY	ETF	126.33	126.34	126.33	126.34	600.0
2011-06-20 04:20:00	SPY	ETF	126.33	126.33	126.33	126.33	200.0
2011-06-20 04:25:00	SPY	ETF	126.32	126.32	126.32	126.32	100.0
2011-06-20 04:35:00	SPY	ETF	126.25	126.25	126.25	126.25	100.0
2011-06-20 04:50:00	SPY	ETF	126.29	126.47	126.29	126.45	1500.0
2011-06-20 04:55:00	SPY	ETF	126.36	126.36	126.36	126.36	100.0
2011-06-20 05:05:00	SPY	ETF	126.36	126.36	126.36	126.36	100.0
2011-06-20 05:15:00	SPY	ETF	126.38	126.38	126.38	126.38	300.0
2011-06-20 05:35:00	SPY	ETF	126.39	126.42	126.29	126.36	1400.0
2011-06-20 05:40:00	SPY	ETF	126.36	126.44	126.36	126.43	700.0
2011-06-20 05:45:00	SPY	ETF	126.39	126.39	126.39	126.39	200.0
2011-06-20 05:55:00	SPY	ETF	126.45	126.45	126.43	126.45	500.0
2011-06-20 06:00:00	SPY	ETF	126.43	126.43	126.43	126.43	400.0
2011-06-20 06:05:00	SPY	ETF	126.52	126.57	126.52	126.55	400.0
2011-06-20 06:10:00	SPY	ETF	126.58	126.58	126.58	126.58	100.0
2011-06-20 06:15:00	SPY	ETF	126.6	126.6	126.54	126.54	11300.0
2011-06-20 06:20:00	SPY	ETF	126.56	126.56	126.54	126.54	600.0
2011-06-20 06:25:00	SPY	ETF	126.54	126.57	126.54	126.54	6200.0
2011-06-20 06:30:00	SPY	ETF	126.54	127.3	126.54	127.3	9300.0
2011-06-20 06:35:00	SPY	ETF	126.66	126.66	126.46	126.46	2500.0
2011-06-20 06:40:00	SPY	ETF	126.5	126.5	126.44	126.45	41800.0
2011-06-20 06:45:00	SPY	ETF	126.45	126.45	126.41	126.41	23800.0
2011-06-20 06:50:00	SPY	ETF	126.4	126.54	126.39	126.43	89200.0
2011-06-20 06:55:00	SPY	ETF	126.45	126.47	126.35	126.43	21000.0
2011-06-20 07:00:00	SPY	ETF	126.43	126.45	126.35	126.4	52188.0
2011-06-20 07:05:00	SPY	ETF	126.37	126.42	126.34	126.36	54500.0
2011-06-20 07:10:00	SPY	ETF	126.4	126.47	126.4	126.47	118523.0
2011-06-20 07:15:00	SPY	ETF	126.4	126.42	126.38	126.38	8500.0
2011-06-20 07:20:00	SPY	ETF	126.39	126.41	126.35	126.36	11300.0
2011-06-20 07:25:00	SPY	ETF	126.35	126.42	126.34	126.4	15300.0
2011-06-20 07:30:00	SPY	ETF	126.42	126.44	126.39	126.41	55000.0
2011-06-20 07:35:00	SPY	ETF	126.42	126.42	126.28	126.29	76788.0
2011-06-20 07:40:00	SPY	ETF	126.3	126.3	126.18	126.28	89235.0
2011-06-20 07:45:00	SPY	ETF	126.28	126.4	126.28	126.35	214500.0
2011-06-20 07:50:00	SPY	ETF	126.39	126.4	126.35	126.4	65700.0
2011-06-20 07:55:00	SPY	ETF	126.39	126.4	126.31	126.32	40990.0
2011-06-20 08:00:00	SPY	ETF	126.35	126.39	126.25	126.35	359205.0
2011-06-20 08:05:00	SPY	ETF	126.35	126.5	126.35	126.37	138315.0
2011-06-20 08:10:00	SPY	ETF	126.39	126.39	126.33	126.38	37065.0
2011-06-20 08:15:00	SPY	ETF	126.38	126.6	126.26	126.27	531120.0
2011-06-20 08:20:00	SPY	ETF	126.26	126.41	126.26	126.41	42945.0
2011-06-20 08:25:00	SPY	ETF	126.41	126.48	126.41	126.47	122147.0
2011-06-20 08:30:00	SPY	ETF	126.49	126.62	126.46	126.46	166699.0
2011-06-20 08:35:00	SPY	ETF	126.47	126.56	126.47	126.47	227930.0
2011-06-20 08:40:00	SPY	ETF	126.47	127.02	126.43	126.59	126735.0
2011-06-20 08:45:00	SPY	ETF	126.59	126.67	126.57	126.59	432809.0
2011-06-20 08:50:00	SPY	ETF	126.59	126.6	126.51	126.53	178714.0

> showing 50 of 34,841 rows — these rows as CSV

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