PREVIEW / etf_5min / 2011-07-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-07-01.parquet
  size:    880 KB
  rows:    36,621

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
2011-07-01 04:00:00	SPY	ETF	131.65	131.65	131.65	131.65	100.0
2011-07-01 04:55:00	SPY	ETF	132.01	132.02	132.01	132.02	4500.0
2011-07-01 05:00:00	SPY	ETF	131.97	131.97	131.97	131.97	200.0
2011-07-01 05:10:00	SPY	ETF	131.94	132.0	131.94	132.0	1372.0
2011-07-01 05:25:00	SPY	ETF	132.01	132.01	132.01	132.01	100.0
2011-07-01 05:30:00	SPY	ETF	132.0	132.0	132.0	132.0	100.0
2011-07-01 05:35:00	SPY	ETF	132.0	132.0	132.0	132.0	500.0
2011-07-01 05:40:00	SPY	ETF	132.0	132.0	131.91	131.91	12000.0
2011-07-01 05:45:00	SPY	ETF	131.87	131.87	131.87	131.87	100.0
2011-07-01 05:50:00	SPY	ETF	131.97	131.97	131.97	131.97	500.0
2011-07-01 05:55:00	SPY	ETF	131.9	131.9	131.89	131.89	200.0
2011-07-01 06:00:00	SPY	ETF	132.03	132.04	132.03	132.04	1300.0
2011-07-01 06:05:00	SPY	ETF	132.04	132.04	132.04	132.04	100.0
2011-07-01 06:10:00	SPY	ETF	132.02	132.12	132.02	132.12	2700.0
2011-07-01 06:20:00	SPY	ETF	132.09	132.09	132.09	132.09	10000.0
2011-07-01 06:25:00	SPY	ETF	132.01	132.01	132.01	132.01	100.0
2011-07-01 06:30:00	SPY	ETF	132.1	132.15	132.1	132.12	19900.0
2011-07-01 06:35:00	SPY	ETF	132.1	132.13	132.1	132.1	1200.0
2011-07-01 06:40:00	SPY	ETF	132.1	132.1	132.08	132.08	1650.0
2011-07-01 06:45:00	SPY	ETF	132.1	132.1	132.09	132.1	16380.0
2011-07-01 06:50:00	SPY	ETF	132.06	132.06	132.01	132.01	3000.0
2011-07-01 06:55:00	SPY	ETF	132.05	132.05	132.05	132.05	2000.0
2011-07-01 07:00:00	SPY	ETF	132.03	132.07	132.02	132.02	12500.0
2011-07-01 07:05:00	SPY	ETF	132.01	132.03	131.98	132.0	38193.0
2011-07-01 07:10:00	SPY	ETF	132.03	132.05	131.97	132.02	9400.0
2011-07-01 07:15:00	SPY	ETF	132.02	132.03	131.93	131.95	17800.0
2011-07-01 07:20:00	SPY	ETF	131.94	131.97	131.92	131.97	3500.0
2011-07-01 07:25:00	SPY	ETF	131.98	132.0	131.92	132.0	7700.0
2011-07-01 07:30:00	SPY	ETF	132.0	132.04	131.99	132.04	28410.0
2011-07-01 07:35:00	SPY	ETF	132.04	132.1	132.02	132.05	42700.0
2011-07-01 07:40:00	SPY	ETF	132.08	132.09	132.03	132.07	532370.0
2011-07-01 07:45:00	SPY	ETF	132.07	132.08	132.05	132.08	22025.0
2011-07-01 07:50:00	SPY	ETF	132.06	132.06	131.99	132.0	4600.0
2011-07-01 07:55:00	SPY	ETF	131.97	132.01	131.9	132.01	46025.0
2011-07-01 08:00:00	SPY	ETF	131.98	132.0	131.95	131.95	63422.0
2011-07-01 08:05:00	SPY	ETF	131.95	132.05	131.9	132.05	28050.0
2011-07-01 08:10:00	SPY	ETF	132.0	132.02	131.94	131.98	23500.0
2011-07-01 08:15:00	SPY	ETF	131.96	132.03	131.95	132.03	32700.0
2011-07-01 08:20:00	SPY	ETF	132.01	132.12	132.01	132.09	1042919.0
2011-07-01 08:25:00	SPY	ETF	132.07	132.15	132.07	132.1	235400.0
2011-07-01 08:30:00	SPY	ETF	132.11	132.12	132.04	132.06	293405.0
2011-07-01 08:35:00	SPY	ETF	132.07	132.18	132.05	132.14	454261.0
2011-07-01 08:40:00	SPY	ETF	132.13	132.14	132.09	132.1	75309.0
2011-07-01 08:45:00	SPY	ETF	132.1	132.13	131.8778	132.02	171492.0
2011-07-01 08:50:00	SPY	ETF	132.02	132.07	131.96	132.0	146154.0
2011-07-01 08:55:00	SPY	ETF	132.01	132.03	131.98	132.0	38263.0
2011-07-01 09:00:00	SPY	ETF	131.99	132.11	131.98	132.03	54842.0
2011-07-01 09:05:00	SPY	ETF	132.02	132.04	131.96	131.97	82822.0
2011-07-01 09:10:00	SPY	ETF	131.97	131.98	131.93	131.94	183789.0
2011-07-01 09:15:00	SPY	ETF	131.94	131.97	131.93	131.96	72923.0

> showing 50 of 36,621 rows — these rows as CSV

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