PREVIEW / etf_5min / 2011-07-27

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-07-27.parquet
  size:    966 KB
  rows:    39,104

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
2011-07-27 04:30:00	SPY	ETF	133.09	133.09	133.09	133.09	900.0
2011-07-27 05:15:00	SPY	ETF	133.19	133.19	133.19	133.19	100.0
2011-07-27 05:50:00	SPY	ETF	133.14	133.14	133.14	133.14	10000.0
2011-07-27 06:20:00	SPY	ETF	133.0	133.0	133.0	133.0	500.0
2011-07-27 06:25:00	SPY	ETF	133.0	133.0	133.0	133.0	200.0
2011-07-27 06:30:00	SPY	ETF	133.09	133.09	133.09	133.09	5000.0
2011-07-27 06:35:00	SPY	ETF	133.01	133.01	132.98	132.98	1100.0
2011-07-27 06:40:00	SPY	ETF	132.93	133.01	132.93	133.01	700.0
2011-07-27 06:45:00	SPY	ETF	132.92	132.92	132.92	132.92	5600.0
2011-07-27 06:50:00	SPY	ETF	133.04	133.04	133.01	133.01	5400.0
2011-07-27 06:55:00	SPY	ETF	133.06	133.06	132.96	132.96	25100.0
2011-07-27 07:00:00	SPY	ETF	132.97	133.0	132.97	133.0	7100.0
2011-07-27 07:05:00	SPY	ETF	132.98	133.0	132.98	133.0	850.0
2011-07-27 07:10:00	SPY	ETF	133.05	133.08	133.05	133.08	2300.0
2011-07-27 07:15:00	SPY	ETF	133.08	133.08	133.01	133.05	3200.0
2011-07-27 07:20:00	SPY	ETF	133.01	133.03	132.98	132.98	104800.0
2011-07-27 07:25:00	SPY	ETF	132.96	132.96	132.83	132.87	563300.0
2011-07-27 07:30:00	SPY	ETF	132.93	132.99	132.93	132.99	800.0
2011-07-27 07:35:00	SPY	ETF	132.99	132.99	132.9	132.95	14800.0
2011-07-27 07:40:00	SPY	ETF	132.98	132.98	132.91	132.91	3600.0
2011-07-27 07:45:00	SPY	ETF	132.93	133.0	132.9	133.0	6100.0
2011-07-27 07:50:00	SPY	ETF	132.97	132.97	132.87	132.87	102000.0
2011-07-27 07:55:00	SPY	ETF	132.88	132.88	132.82	132.84	108360.0
2011-07-27 08:00:00	SPY	ETF	132.91	132.91	132.76	132.76	1029265.0
2011-07-27 08:05:00	SPY	ETF	132.77	132.82	132.68	132.8	134560.0
2011-07-27 08:10:00	SPY	ETF	132.79	132.8	132.72	132.72	141265.0
2011-07-27 08:15:00	SPY	ETF	132.72	132.74	132.63	132.71	192383.0
2011-07-27 08:20:00	SPY	ETF	132.71	132.82	132.69	132.78	104548.0
2011-07-27 08:25:00	SPY	ETF	132.78	132.78	132.695	132.7	455659.0
2011-07-27 08:30:00	SPY	ETF	132.65	132.7	132.5	132.61	1173697.0
2011-07-27 08:35:00	SPY	ETF	132.64	132.65	132.48	132.51	359783.0
2011-07-27 08:40:00	SPY	ETF	132.51	132.52	132.35	132.5	340601.0
2011-07-27 08:45:00	SPY	ETF	132.5	132.57	132.48	132.52	217944.0
2011-07-27 08:50:00	SPY	ETF	132.52	132.53	132.47	132.49	181167.0
2011-07-27 08:55:00	SPY	ETF	132.48	132.53	132.43	132.47	143372.0
2011-07-27 09:00:00	SPY	ETF	132.47	132.68	132.47	132.64	641171.0
2011-07-27 09:05:00	SPY	ETF	132.64	132.66	132.61	132.62	270407.0
2011-07-27 09:10:00	SPY	ETF	132.62	132.68	132.6	132.64	347633.0
2011-07-27 09:15:00	SPY	ETF	132.65	132.72	132.61	132.65	124748.0
2011-07-27 09:20:00	SPY	ETF	132.65	132.71	132.57	132.7	273022.0
2011-07-27 09:25:00	SPY	ETF	132.7	132.71	132.59	132.59	486016.0
2011-07-27 09:30:00	SPY	ETF	132.59	132.6	132.3	132.338	5095516.0
2011-07-27 09:35:00	SPY	ETF	132.33	132.43	132.28	132.3185	3186384.0
2011-07-27 09:40:00	SPY	ETF	132.31	132.63	132.13	132.22	5307544.0
2011-07-27 09:45:00	SPY	ETF	132.21	132.305	132.13	132.23	2421744.0
2011-07-27 09:50:00	SPY	ETF	132.23	132.63	132.06	132.07	2543344.0
2011-07-27 09:55:00	SPY	ETF	132.07	132.16	132.02	132.07	2857906.0
2011-07-27 10:00:00	SPY	ETF	132.07	132.11	131.95	131.98	2597223.0
2011-07-27 10:05:00	SPY	ETF	131.97	132.15	131.59	131.6	7893019.0
2011-07-27 10:10:00	SPY	ETF	131.6	131.81	131.52	131.7999	5617444.0

> showing 50 of 39,104 rows — these rows as CSV

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