PREVIEW / etf_5min / 2011-06-23

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-23.parquet
  size:    931 KB
  rows:    37,566

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
2011-06-23 04:05:00	SPY	ETF	128.0	128.0	128.0	128.0	100.0
2011-06-23 04:10:00	SPY	ETF	128.17	128.17	128.17	128.17	100.0
2011-06-23 04:25:00	SPY	ETF	128.09	128.14	128.07	128.14	2600.0
2011-06-23 04:50:00	SPY	ETF	128.0	128.06	128.0	128.06	2600.0
2011-06-23 05:00:00	SPY	ETF	128.0	128.0	128.0	128.0	100.0
2011-06-23 05:05:00	SPY	ETF	128.02	128.02	128.02	128.02	500.0
2011-06-23 05:15:00	SPY	ETF	127.94	127.94	127.94	127.94	100.0
2011-06-23 05:25:00	SPY	ETF	127.93	127.93	127.81	127.81	500.0
2011-06-23 05:30:00	SPY	ETF	127.81	127.81	127.81	127.81	300.0
2011-06-23 05:40:00	SPY	ETF	127.8	127.8	127.8	127.8	200.0
2011-06-23 05:50:00	SPY	ETF	127.86	127.93	127.86	127.93	10600.0
2011-06-23 05:55:00	SPY	ETF	127.9	127.9	127.82	127.82	500.0
2011-06-23 06:00:00	SPY	ETF	127.84	127.84	127.84	127.84	100.0
2011-06-23 06:05:00	SPY	ETF	128.05	128.05	128.05	128.05	500.0
2011-06-23 06:10:00	SPY	ETF	127.97	127.97	127.97	127.97	100.0
2011-06-23 06:15:00	SPY	ETF	127.92	127.92	127.92	127.92	200.0
2011-06-23 06:25:00	SPY	ETF	127.91	127.91	127.91	127.91	100.0
2011-06-23 06:30:00	SPY	ETF	127.85	127.85	127.82	127.83	3315.0
2011-06-23 06:35:00	SPY	ETF	127.81	127.82	127.81	127.82	1900.0
2011-06-23 06:40:00	SPY	ETF	127.79	127.81	127.77	127.81	900.0
2011-06-23 06:45:00	SPY	ETF	127.78	127.81	127.72	127.78	20815.0
2011-06-23 06:50:00	SPY	ETF	127.76	127.84	127.75	127.77	15400.0
2011-06-23 06:55:00	SPY	ETF	127.75	127.76	127.7	127.7	8200.0
2011-06-23 07:00:00	SPY	ETF	127.75	127.75	127.63	127.67	100690.0
2011-06-23 07:05:00	SPY	ETF	127.67	127.74	127.66	127.7	21537.0
2011-06-23 07:10:00	SPY	ETF	127.71	127.82	127.71	127.79	21600.0
2011-06-23 07:15:00	SPY	ETF	127.77	127.89	127.77	127.77	39315.0
2011-06-23 07:20:00	SPY	ETF	127.79	127.79	127.71	127.72	40700.0
2011-06-23 07:25:00	SPY	ETF	127.72	127.72	127.6	127.64	102850.0
2011-06-23 07:30:00	SPY	ETF	127.67	127.7	127.6	127.7	74900.0
2011-06-23 07:35:00	SPY	ETF	127.69	127.72	127.68	127.72	3030.0
2011-06-23 07:40:00	SPY	ETF	127.73	127.76	127.71	127.76	20200.0
2011-06-23 07:45:00	SPY	ETF	127.76	127.79	127.65	127.72	25904.0
2011-06-23 07:50:00	SPY	ETF	127.7	127.72	127.7	127.71	32010.0
2011-06-23 07:55:00	SPY	ETF	127.73	127.77	127.63	127.63	43800.0
2011-06-23 08:00:00	SPY	ETF	127.65	127.67	127.46	127.54	1005245.0
2011-06-23 08:05:00	SPY	ETF	127.56	127.59	127.53	127.55	189984.0
2011-06-23 08:10:00	SPY	ETF	127.57	127.57	127.44	127.53	205708.0
2011-06-23 08:15:00	SPY	ETF	127.52	127.55	127.49	127.49	99300.0
2011-06-23 08:20:00	SPY	ETF	127.49	127.49	127.37	127.41	295504.0
2011-06-23 08:25:00	SPY	ETF	127.39	127.49	127.38	127.45	243630.0
2011-06-23 08:30:00	SPY	ETF	127.45	127.45	127.19	127.27	1727398.0
2011-06-23 08:35:00	SPY	ETF	127.27	127.35	127.14	127.23	1240343.0
2011-06-23 08:40:00	SPY	ETF	127.22	127.28	127.14	127.2	386548.0
2011-06-23 08:45:00	SPY	ETF	127.2	127.21	126.99	127.04	734170.0
2011-06-23 08:50:00	SPY	ETF	127.04	127.04	126.79	126.93	1327250.0
2011-06-23 08:55:00	SPY	ETF	126.93	127.04	126.9	126.98	734625.0
2011-06-23 09:00:00	SPY	ETF	126.98	127.03	126.87	126.95	490403.0
2011-06-23 09:05:00	SPY	ETF	126.96	127.27	126.92	127.22	1075964.0
2011-06-23 09:10:00	SPY	ETF	127.22	127.31	127.18	127.22	760204.0

> showing 50 of 37,566 rows — these rows as CSV

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