PREVIEW / etf_5min / 2011-06-21

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-21.parquet
  size:    884 KB
  rows:    36,361

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
2011-06-21 04:00:00	SPY	ETF	128.43	128.43	128.43	128.43	380.0
2011-06-21 04:05:00	SPY	ETF	128.41	128.41	128.41	128.41	300.0
2011-06-21 04:10:00	SPY	ETF	128.43	128.43	128.43	128.43	120.0
2011-06-21 04:20:00	SPY	ETF	128.36	128.36	128.36	128.36	200.0
2011-06-21 04:45:00	SPY	ETF	128.43	128.43	128.43	128.43	100.0
2011-06-21 05:15:00	SPY	ETF	128.32	128.32	128.32	128.32	100.0
2011-06-21 06:00:00	SPY	ETF	128.27	128.27	128.26	128.26	1000.0
2011-06-21 06:05:00	SPY	ETF	128.24	128.24	128.24	128.24	400.0
2011-06-21 06:10:00	SPY	ETF	128.28	128.28	128.28	128.28	600.0
2011-06-21 06:25:00	SPY	ETF	128.38	128.41	128.38	128.41	500.0
2011-06-21 06:30:00	SPY	ETF	128.38	128.38	128.38	128.38	100.0
2011-06-21 06:35:00	SPY	ETF	128.39	128.39	128.39	128.39	734.0
2011-06-21 06:40:00	SPY	ETF	128.44	128.44	128.44	128.44	100.0
2011-06-21 06:45:00	SPY	ETF	128.45	128.45	128.43	128.45	7500.0
2011-06-21 06:50:00	SPY	ETF	128.46	128.54	128.45	128.48	15100.0
2011-06-21 06:55:00	SPY	ETF	128.48	128.48	128.41	128.41	2400.0
2011-06-21 07:00:00	SPY	ETF	128.46	128.48	128.38	128.38	26300.0
2011-06-21 07:05:00	SPY	ETF	128.34	128.38	128.34	128.38	38050.0
2011-06-21 07:10:00	SPY	ETF	128.38	128.38	128.27	128.31	25750.0
2011-06-21 07:15:00	SPY	ETF	128.31	128.31	128.3	128.3	2700.0
2011-06-21 07:20:00	SPY	ETF	128.32	128.4	128.32	128.4	16100.0
2011-06-21 07:25:00	SPY	ETF	128.4	128.43	128.39	128.43	12675.0
2011-06-21 07:30:00	SPY	ETF	128.4	128.43	128.37	128.42	24125.0
2011-06-21 07:35:00	SPY	ETF	128.4	128.48	128.39	128.44	59500.0
2011-06-21 07:40:00	SPY	ETF	128.45	128.63	128.45	128.58	109600.0
2011-06-21 07:45:00	SPY	ETF	128.55	128.58	128.52	128.52	95700.0
2011-06-21 07:50:00	SPY	ETF	128.52	128.6	128.52	128.58	98885.0
2011-06-21 07:55:00	SPY	ETF	128.56	128.6	128.52	128.53	94000.0
2011-06-21 08:00:00	SPY	ETF	128.51	128.56	128.47	128.53	174971.0
2011-06-21 08:05:00	SPY	ETF	128.54	128.56	128.49	128.5	96150.0
2011-06-21 08:10:00	SPY	ETF	128.5	128.55	128.44	128.52	104150.0
2011-06-21 08:15:00	SPY	ETF	128.52	128.56	128.51	128.54	54792.0
2011-06-21 08:20:00	SPY	ETF	128.54	128.54	128.47	128.52	153654.0
2011-06-21 08:25:00	SPY	ETF	128.53	128.57	128.52	128.53	32797.0
2011-06-21 08:30:00	SPY	ETF	128.52	128.55	128.48	128.5	55726.0
2011-06-21 08:35:00	SPY	ETF	128.5	128.56	128.38	128.43	109958.0
2011-06-21 08:40:00	SPY	ETF	128.43	128.43	128.38	128.38	118829.0
2011-06-21 08:45:00	SPY	ETF	128.37	128.42	128.35	128.38	122208.0
2011-06-21 08:50:00	SPY	ETF	128.38	128.38	128.34	128.36	246279.0
2011-06-21 08:55:00	SPY	ETF	128.37	128.45	128.37	128.4	95204.0
2011-06-21 09:00:00	SPY	ETF	128.4	128.44	128.37	128.39	145072.0
2011-06-21 09:05:00	SPY	ETF	128.38	128.39	128.33	128.39	89900.0
2011-06-21 09:10:00	SPY	ETF	128.38	128.41	128.35	128.35	113121.0
2011-06-21 09:15:00	SPY	ETF	128.35	128.36	128.3	128.32	101937.0
2011-06-21 09:20:00	SPY	ETF	128.31	128.38	128.31	128.37	246071.0
2011-06-21 09:25:00	SPY	ETF	128.37	128.43	128.36	128.37	479541.0
2011-06-21 09:30:00	SPY	ETF	128.36	128.37	128.22	128.2399	4694299.0
2011-06-21 09:35:00	SPY	ETF	128.24	128.36	128.19	128.305	3440202.0
2011-06-21 09:40:00	SPY	ETF	128.3	128.43	128.282	128.33	3449994.0
2011-06-21 09:45:00	SPY	ETF	128.32	128.35	128.21	128.315	2212346.0

> showing 50 of 36,361 rows — these rows as CSV

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