PREVIEW / etf_5min / 2011-07-05

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-07-05.parquet
  size:    843 KB
  rows:    36,026

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
2011-07-05 04:00:00	SPY	ETF	133.85	133.85	133.8	133.8	200.0
2011-07-05 04:15:00	SPY	ETF	133.97	133.97	133.97	133.97	100.0
2011-07-05 04:25:00	SPY	ETF	133.95	133.95	133.95	133.95	1000.0
2011-07-05 04:50:00	SPY	ETF	133.89	133.89	133.87	133.87	500.0
2011-07-05 05:00:00	SPY	ETF	133.82	133.82	133.8	133.8	1000.0
2011-07-05 05:05:00	SPY	ETF	133.89	133.89	133.89	133.89	300.0
2011-07-05 05:15:00	SPY	ETF	133.9	133.9	133.9	133.9	300.0
2011-07-05 05:25:00	SPY	ETF	133.9	133.9	133.9	133.9	200.0
2011-07-05 05:35:00	SPY	ETF	133.9	133.9	133.9	133.9	2500.0
2011-07-05 05:40:00	SPY	ETF	133.99	133.99	133.95	133.95	500.0
2011-07-05 05:45:00	SPY	ETF	134.05	134.05	134.05	134.05	200.0
2011-07-05 06:00:00	SPY	ETF	134.1	134.1	134.1	134.1	3000.0
2011-07-05 06:20:00	SPY	ETF	134.2	134.2	134.1	134.1	5100.0
2011-07-05 06:30:00	SPY	ETF	134.0	134.0	134.0	134.0	25000.0
2011-07-05 07:00:00	SPY	ETF	134.0	134.09	133.93	134.01	16700.0
2011-07-05 07:05:00	SPY	ETF	134.02	134.04	133.92	133.95	9500.0
2011-07-05 07:10:00	SPY	ETF	133.95	134.0	133.94	133.95	251400.0
2011-07-05 07:15:00	SPY	ETF	133.96	133.99	133.93	133.93	2369.0
2011-07-05 07:20:00	SPY	ETF	133.93	133.98	133.9	133.94	17000.0
2011-07-05 07:25:00	SPY	ETF	133.94	133.94	133.91	133.94	49558.0
2011-07-05 07:30:00	SPY	ETF	133.9	133.98	133.9	133.94	111000.0
2011-07-05 07:35:00	SPY	ETF	133.97	133.97	133.94	133.94	1500.0
2011-07-05 07:40:00	SPY	ETF	133.91	133.94	133.87	133.87	38335.0
2011-07-05 07:45:00	SPY	ETF	133.9	133.93	133.85	133.87	133125.0
2011-07-05 07:50:00	SPY	ETF	133.89	133.9	133.84	133.87	33300.0
2011-07-05 07:55:00	SPY	ETF	133.87	133.88	133.7	133.7	37400.0
2011-07-05 08:00:00	SPY	ETF	133.71	133.75	133.6	133.65	298471.0
2011-07-05 08:05:00	SPY	ETF	133.68	133.7	133.63	133.68	61200.0
2011-07-05 08:10:00	SPY	ETF	133.68	133.73	133.67	133.68	163800.0
2011-07-05 08:15:00	SPY	ETF	133.67	133.71	133.67	133.69	46680.0
2011-07-05 08:20:00	SPY	ETF	133.69	133.73	133.6455	133.67	190925.0
2011-07-05 08:25:00	SPY	ETF	133.68	133.72	133.68	133.68	47300.0
2011-07-05 08:30:00	SPY	ETF	133.66	133.66	133.57	133.61	184328.0
2011-07-05 08:35:00	SPY	ETF	133.62	133.64	133.61	133.62	65020.0
2011-07-05 08:40:00	SPY	ETF	133.62	133.68	133.61	133.63	96858.0
2011-07-05 08:45:00	SPY	ETF	133.63	133.74	133.63	133.71	86152.0
2011-07-05 08:50:00	SPY	ETF	133.71	133.73	133.67	133.68	44960.0
2011-07-05 08:55:00	SPY	ETF	133.69	133.76	133.67	133.76	46800.0
2011-07-05 09:00:00	SPY	ETF	133.76	133.79	133.7	133.71	149268.0
2011-07-05 09:05:00	SPY	ETF	133.7	133.79	133.7	133.77	61240.0
2011-07-05 09:10:00	SPY	ETF	133.77	133.81	133.75	133.79	144018.0
2011-07-05 09:15:00	SPY	ETF	133.78	133.8	133.75	133.77	90180.0
2011-07-05 09:20:00	SPY	ETF	133.77	133.79	133.76	133.78	28870.0
2011-07-05 09:25:00	SPY	ETF	133.79	133.8	133.71	133.77	291889.0
2011-07-05 09:30:00	SPY	ETF	133.78	133.8	133.61	133.71	3839181.0
2011-07-05 09:35:00	SPY	ETF	133.7	133.76	133.48	133.555	3398835.0
2011-07-05 09:40:00	SPY	ETF	133.555	133.7	133.5	133.69	2528395.0
2011-07-05 09:45:00	SPY	ETF	133.68	133.78	133.665	133.73	1599763.0
2011-07-05 09:50:00	SPY	ETF	133.739	133.74	133.64	133.71	1372543.0
2011-07-05 09:55:00	SPY	ETF	133.7	133.73	133.63	133.7	1500036.0

> showing 50 of 36,026 rows — these rows as CSV

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