PREVIEW / etf_5min / 2011-07-22

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-07-22.parquet
  size:    840 KB
  rows:    35,473

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
2011-07-22 04:00:00	SPY	ETF	134.88	134.88	134.88	134.88	100.0
2011-07-22 04:05:00	SPY	ETF	134.94	134.94	134.94	134.94	700.0
2011-07-22 04:25:00	SPY	ETF	135.01	135.01	135.01	135.01	200.0
2011-07-22 04:35:00	SPY	ETF	135.0	135.0	135.0	135.0	100.0
2011-07-22 04:40:00	SPY	ETF	135.14	135.15	135.14	135.15	888.0
2011-07-22 04:50:00	SPY	ETF	135.16	135.16	135.16	135.16	190.0
2011-07-22 05:05:00	SPY	ETF	135.13	135.13	135.1	135.1	242.0
2011-07-22 05:20:00	SPY	ETF	135.13	135.13	135.13	135.13	688.0
2011-07-22 05:30:00	SPY	ETF	135.09	135.09	135.09	135.09	100.0
2011-07-22 05:35:00	SPY	ETF	135.04	135.04	135.02	135.02	20000.0
2011-07-22 05:45:00	SPY	ETF	135.0	135.0	135.0	135.0	300.0
2011-07-22 06:15:00	SPY	ETF	135.04	135.1	135.04	135.1	1450.0
2011-07-22 06:25:00	SPY	ETF	135.09	135.09	135.09	135.09	100.0
2011-07-22 06:30:00	SPY	ETF	135.09	135.09	135.09	135.09	100.0
2011-07-22 06:35:00	SPY	ETF	135.05	135.05	135.0	135.05	1600.0
2011-07-22 06:40:00	SPY	ETF	135.0	135.0	135.0	135.0	100.0
2011-07-22 06:45:00	SPY	ETF	135.02	135.02	134.85	134.85	4200.0
2011-07-22 06:50:00	SPY	ETF	134.9	134.9	134.9	134.9	350.0
2011-07-22 06:55:00	SPY	ETF	134.93	134.93	134.91	134.91	350.0
2011-07-22 07:00:00	SPY	ETF	134.9	134.95	134.87	134.95	9500.0
2011-07-22 07:05:00	SPY	ETF	134.97	135.04	134.95	134.98	310700.0
2011-07-22 07:10:00	SPY	ETF	134.94	135.05	134.94	135.05	1400.0
2011-07-22 07:15:00	SPY	ETF	135.05	135.1	135.0	135.01	72100.0
2011-07-22 07:20:00	SPY	ETF	135.04	135.15	135.04	135.11	230900.0
2011-07-22 07:25:00	SPY	ETF	135.08	135.11	135.05	135.09	22000.0
2011-07-22 07:30:00	SPY	ETF	135.07	135.07	134.91	134.98	168590.0
2011-07-22 07:35:00	SPY	ETF	134.97	134.97	134.86	134.87	182300.0
2011-07-22 07:40:00	SPY	ETF	134.9	134.9	134.81	134.86	116200.0
2011-07-22 07:45:00	SPY	ETF	134.87	134.88	134.71	134.73	169204.0
2011-07-22 07:50:00	SPY	ETF	134.72	134.78	134.66	134.69	148500.0
2011-07-22 07:55:00	SPY	ETF	134.7	134.71	134.64	134.68	237750.0
2011-07-22 08:00:00	SPY	ETF	134.71	134.93	134.65	134.71	511222.0
2011-07-22 08:05:00	SPY	ETF	134.7	134.87	134.7	134.87	195180.0
2011-07-22 08:10:00	SPY	ETF	134.84	134.85	134.79	134.85	72780.0
2011-07-22 08:15:00	SPY	ETF	134.83	134.86	134.79	134.85	212200.0
2011-07-22 08:20:00	SPY	ETF	134.84	134.85	134.72	134.72	173745.0
2011-07-22 08:25:00	SPY	ETF	134.72	134.73	134.64	134.65	194805.0
2011-07-22 08:30:00	SPY	ETF	134.65	134.71	134.57	134.58	478191.0
2011-07-22 08:35:00	SPY	ETF	134.58	134.62	134.53	134.62	550596.0
2011-07-22 08:40:00	SPY	ETF	134.61	134.67	134.57	134.64	106032.0
2011-07-22 08:45:00	SPY	ETF	134.64	134.65	134.53	134.56	64700.0
2011-07-22 08:50:00	SPY	ETF	134.56	134.61	134.56	134.56	33450.0
2011-07-22 08:55:00	SPY	ETF	134.55	134.63	134.49	134.49	176624.0
2011-07-22 09:00:00	SPY	ETF	134.48	134.51	134.36	134.39	659710.0
2011-07-22 09:05:00	SPY	ETF	134.41	134.52	134.38	134.49	238888.0
2011-07-22 09:10:00	SPY	ETF	134.5	134.59	134.48	134.57	75590.0
2011-07-22 09:15:00	SPY	ETF	134.55	134.57	134.49	134.54	386495.0
2011-07-22 09:20:00	SPY	ETF	134.51	134.57	134.49	134.57	63497.0
2011-07-22 09:25:00	SPY	ETF	134.58	134.59	134.5	134.52	166096.0
2011-07-22 09:30:00	SPY	ETF	134.52	134.55	134.34	134.53	3087646.0

> showing 50 of 35,473 rows — these rows as CSV

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