PREVIEW / etf_5min / 2011-06-22

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-22.parquet
  size:    852 KB
  rows:    35,979

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
2011-06-22 04:00:00	SPY	ETF	129.25	129.25	129.25	129.25	100.0
2011-06-22 04:05:00	SPY	ETF	128.91	128.91	128.91	128.91	100.0
2011-06-22 04:15:00	SPY	ETF	129.13	129.13	129.13	129.13	500.0
2011-06-22 04:20:00	SPY	ETF	129.09	129.09	129.09	129.09	1000.0
2011-06-22 04:35:00	SPY	ETF	129.02	129.02	129.02	129.02	100.0
2011-06-22 04:55:00	SPY	ETF	129.0	129.0	129.0	129.0	400.0
2011-06-22 05:05:00	SPY	ETF	129.01	129.01	128.97	128.97	600.0
2011-06-22 05:10:00	SPY	ETF	128.96	128.96	128.96	128.96	200.0
2011-06-22 05:15:00	SPY	ETF	128.91	128.91	128.88	128.88	300.0
2011-06-22 05:35:00	SPY	ETF	128.87	128.87	128.87	128.87	4750.0
2011-06-22 05:40:00	SPY	ETF	128.87	128.87	128.86	128.86	2350.0
2011-06-22 05:45:00	SPY	ETF	128.77	128.86	128.77	128.86	15100.0
2011-06-22 05:50:00	SPY	ETF	128.77	128.77	128.69	128.77	5000.0
2011-06-22 05:55:00	SPY	ETF	128.7	128.77	128.7	128.77	3200.0
2011-06-22 06:00:00	SPY	ETF	128.79	128.79	128.74	128.74	1800.0
2011-06-22 06:05:00	SPY	ETF	128.72	128.77	128.68	128.71	3000.0
2011-06-22 06:15:00	SPY	ETF	128.69	128.84	128.69	128.84	600.0
2011-06-22 06:20:00	SPY	ETF	128.8	128.82	128.8	128.82	300.0
2011-06-22 06:30:00	SPY	ETF	128.82	128.82	128.78	128.78	5100.0
2011-06-22 06:35:00	SPY	ETF	128.89	128.89	128.89	128.89	100.0
2011-06-22 06:40:00	SPY	ETF	128.82	128.85	128.77	128.85	500.0
2011-06-22 06:45:00	SPY	ETF	128.82	128.92	128.82	128.92	2900.0
2011-06-22 06:50:00	SPY	ETF	128.81	128.81	128.73	128.73	1600.0
2011-06-22 06:55:00	SPY	ETF	128.75	128.81	128.73	128.78	20400.0
2011-06-22 07:00:00	SPY	ETF	128.78	128.81	128.75	128.81	64800.0
2011-06-22 07:05:00	SPY	ETF	128.81	128.81	128.75	128.81	23660.0
2011-06-22 07:10:00	SPY	ETF	128.8	128.81	128.8	128.81	28800.0
2011-06-22 07:15:00	SPY	ETF	128.8	128.91	128.75	128.91	51700.0
2011-06-22 07:20:00	SPY	ETF	128.91	128.94	128.84	128.85	111350.0
2011-06-22 07:25:00	SPY	ETF	128.88	128.89	128.86	128.88	5350.0
2011-06-22 07:30:00	SPY	ETF	128.89	128.89	128.79	128.79	25550.0
2011-06-22 07:40:00	SPY	ETF	128.86	128.94	128.86	128.94	28850.0
2011-06-22 07:45:00	SPY	ETF	128.94	129.11	128.94	129.05	529626.0
2011-06-22 07:50:00	SPY	ETF	129.08	129.13	129.08	129.1	293950.0
2011-06-22 07:55:00	SPY	ETF	129.07	129.16	129.07	129.16	53500.0
2011-06-22 08:00:00	SPY	ETF	129.16	129.22	129.13	129.15	339505.0
2011-06-22 08:05:00	SPY	ETF	129.16	129.16	129.08	129.08	72920.0
2011-06-22 08:10:00	SPY	ETF	129.09	129.11	128.74	129.07	141550.0
2011-06-22 08:15:00	SPY	ETF	129.08	129.13	129.07	129.08	115954.0
2011-06-22 08:20:00	SPY	ETF	129.08	129.08	128.94	128.98	168500.0
2011-06-22 08:25:00	SPY	ETF	129.0	129.02	128.94	129.01	39202.0
2011-06-22 08:30:00	SPY	ETF	129.0	129.03	128.78	128.79	252193.0
2011-06-22 08:35:00	SPY	ETF	128.79	128.94	128.77	128.91	359403.0
2011-06-22 08:40:00	SPY	ETF	128.92	128.93	128.77	128.84	302796.0
2011-06-22 08:45:00	SPY	ETF	128.84	128.94	128.83	128.91	237031.0
2011-06-22 08:50:00	SPY	ETF	128.92	128.94	128.9	128.92	40096.0
2011-06-22 08:55:00	SPY	ETF	128.91	128.92	128.89	128.89	61313.0
2011-06-22 09:00:00	SPY	ETF	128.9	129.05	128.9	129.02	364257.0
2011-06-22 09:05:00	SPY	ETF	129.02	129.45	128.98	128.99	147460.0
2011-06-22 09:10:00	SPY	ETF	128.99	129.03	128.98	129.03	86002.0

> showing 50 of 35,979 rows — these rows as CSV

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