PREVIEW / etf_5min / 2011-06-29

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-06-29.parquet
  size:    874 KB
  rows:    36,502

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
2011-06-29 04:00:00	SPY	ETF	129.98	130.08	129.98	130.08	200.0
2011-06-29 04:05:00	SPY	ETF	130.1	130.1	130.09	130.09	200.0
2011-06-29 04:20:00	SPY	ETF	130.2	130.31	130.2	130.31	1000.0
2011-06-29 04:35:00	SPY	ETF	130.2	130.2	130.2	130.2	500.0
2011-06-29 04:40:00	SPY	ETF	130.19	130.19	130.19	130.19	100.0
2011-06-29 04:45:00	SPY	ETF	130.22	130.22	130.22	130.22	200.0
2011-06-29 04:50:00	SPY	ETF	130.23	130.23	130.2	130.2	800.0
2011-06-29 05:15:00	SPY	ETF	130.07	130.2	130.07	130.2	300.0
2011-06-29 05:45:00	SPY	ETF	130.27	130.27	130.27	130.27	10000.0
2011-06-29 05:50:00	SPY	ETF	130.28	130.4	130.23	130.4	1543.0
2011-06-29 06:15:00	SPY	ETF	130.25	130.25	130.25	130.25	100.0
2011-06-29 06:25:00	SPY	ETF	130.25	130.27	130.16	130.19	5700.0
2011-06-29 06:30:00	SPY	ETF	130.21	130.21	130.21	130.21	200.0
2011-06-29 06:35:00	SPY	ETF	130.19	130.2	130.19	130.2	350.0
2011-06-29 06:40:00	SPY	ETF	130.3	130.6	130.3	130.5	13600.0
2011-06-29 06:45:00	SPY	ETF	130.59	130.6	130.5	130.57	66900.0
2011-06-29 06:50:00	SPY	ETF	130.45	130.7	130.45	130.69	18412.0
2011-06-29 06:55:00	SPY	ETF	130.7	130.7	130.56	130.56	115375.0
2011-06-29 07:00:00	SPY	ETF	130.63	130.76	130.62	130.72	116187.0
2011-06-29 07:05:00	SPY	ETF	130.71	130.79	130.63	130.76	38575.0
2011-06-29 07:10:00	SPY	ETF	130.69	130.77	130.63	130.63	100250.0
2011-06-29 07:15:00	SPY	ETF	130.64	130.68	130.59	130.65	151900.0
2011-06-29 07:20:00	SPY	ETF	130.63	130.85	130.63	130.8	164300.0
2011-06-29 07:25:00	SPY	ETF	130.8	130.88	130.75	130.75	66600.0
2011-06-29 07:30:00	SPY	ETF	130.75	130.8	130.68	130.78	55085.0
2011-06-29 07:35:00	SPY	ETF	130.78	130.78	130.7	130.72	64640.0
2011-06-29 07:40:00	SPY	ETF	130.71	130.76	130.68	130.72	34023.0
2011-06-29 07:45:00	SPY	ETF	130.72	130.75	130.63	130.64	157640.0
2011-06-29 07:50:00	SPY	ETF	130.64	130.71	130.64	130.64	117500.0
2011-06-29 07:55:00	SPY	ETF	130.62	130.62	130.45	130.48	132880.0
2011-06-29 08:00:00	SPY	ETF	130.49	130.8	130.47	130.6	191436.0
2011-06-29 08:05:00	SPY	ETF	130.6	130.62	130.5	130.56	47242.0
2011-06-29 08:10:00	SPY	ETF	130.58	130.8	130.54	130.55	81512.0
2011-06-29 08:15:00	SPY	ETF	130.56	130.59	130.51	130.53	426132.0
2011-06-29 08:20:00	SPY	ETF	130.55	130.59	130.53	130.59	257282.0
2011-06-29 08:25:00	SPY	ETF	130.59	130.61	130.54	130.58	302216.0
2011-06-29 08:30:00	SPY	ETF	130.59	130.6	130.53	130.59	231263.0
2011-06-29 08:35:00	SPY	ETF	130.58	130.58	130.454	130.53	497367.0
2011-06-29 08:40:00	SPY	ETF	130.53	130.57	130.46	130.54	179772.0
2011-06-29 08:45:00	SPY	ETF	130.55	130.55	130.09	130.39	2277552.0
2011-06-29 08:50:00	SPY	ETF	130.4	130.65	130.33	130.65	807029.0
2011-06-29 08:55:00	SPY	ETF	130.64	130.77	130.55	130.6	1441660.0
2011-06-29 09:00:00	SPY	ETF	130.59	130.86	130.5	130.65	2408330.0
2011-06-29 09:05:00	SPY	ETF	130.64	130.76	130.27	130.51	3971321.0
2011-06-29 09:10:00	SPY	ETF	130.51	130.52	130.18	130.18	1562655.0
2011-06-29 09:15:00	SPY	ETF	130.19	130.33	130.16	130.31	1672289.0
2011-06-29 09:20:00	SPY	ETF	130.32	130.45	130.29	130.29	1265979.0
2011-06-29 09:25:00	SPY	ETF	130.29	130.29	130.04	130.21	2250204.0
2011-06-29 09:30:00	SPY	ETF	130.2	130.35	130.07	130.149	6512517.0
2011-06-29 09:35:00	SPY	ETF	130.15	130.18	129.96	130.07	6171502.0

> showing 50 of 36,502 rows — these rows as CSV

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