PREVIEW / etf_5min / 2011-07-29

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-07-29.parquet
  size:    946 KB
  rows:    39,287

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
2011-07-29 04:00:00	SPY	ETF	130.05	130.05	129.42	129.45	3500.0
2011-07-29 04:15:00	SPY	ETF	129.55	129.7	129.55	129.7	1100.0
2011-07-29 04:45:00	SPY	ETF	129.65	129.65	129.64	129.64	300.0
2011-07-29 04:55:00	SPY	ETF	129.83	129.83	129.83	129.83	200.0
2011-07-29 05:20:00	SPY	ETF	129.65	129.65	129.65	129.65	100.0
2011-07-29 05:30:00	SPY	ETF	129.5	129.53	129.5	129.53	200.0
2011-07-29 05:50:00	SPY	ETF	129.67	129.67	129.65	129.65	200.0
2011-07-29 05:55:00	SPY	ETF	129.7	129.8	129.7	129.73	2300.0
2011-07-29 06:00:00	SPY	ETF	129.74	129.74	129.74	129.74	100.0
2011-07-29 06:25:00	SPY	ETF	129.63	129.63	129.51	129.51	800.0
2011-07-29 06:30:00	SPY	ETF	129.51	129.51	129.51	129.51	250.0
2011-07-29 06:40:00	SPY	ETF	129.52	129.52	129.48	129.51	4900.0
2011-07-29 06:45:00	SPY	ETF	129.5	129.5	129.18	129.18	1050.0
2011-07-29 06:50:00	SPY	ETF	129.45	129.52	129.45	129.52	10600.0
2011-07-29 06:55:00	SPY	ETF	129.46	129.57	129.4	129.41	52600.0
2011-07-29 07:00:00	SPY	ETF	129.48	129.48	129.38	129.45	46520.0
2011-07-29 07:05:00	SPY	ETF	129.42	129.5	129.41	129.44	63150.0
2011-07-29 07:10:00	SPY	ETF	129.43	129.54	129.43	129.51	15250.0
2011-07-29 07:15:00	SPY	ETF	129.58	129.72	129.53	129.6	35350.0
2011-07-29 07:20:00	SPY	ETF	129.63	129.66	129.6	129.64	17402.0
2011-07-29 07:25:00	SPY	ETF	129.6	129.6	129.58	129.6	2400.0
2011-07-29 07:30:00	SPY	ETF	129.55	129.56	129.52	129.54	38200.0
2011-07-29 07:35:00	SPY	ETF	129.52	129.6	129.5	129.6	68390.0
2011-07-29 07:40:00	SPY	ETF	129.6	129.65	129.6	129.65	16076.0
2011-07-29 07:45:00	SPY	ETF	129.65	129.65	129.58	129.58	4070.0
2011-07-29 07:50:00	SPY	ETF	129.6	129.61	129.56	129.56	63600.0
2011-07-29 07:55:00	SPY	ETF	129.56	129.63	129.52	129.52	15350.0
2011-07-29 08:00:00	SPY	ETF	129.56	129.61	129.48	129.51	408200.0
2011-07-29 08:05:00	SPY	ETF	129.5	129.61	129.48	129.56	156105.0
2011-07-29 08:10:00	SPY	ETF	129.55	129.55	129.51	129.52	90950.0
2011-07-29 08:15:00	SPY	ETF	129.52	129.6	129.51	129.6	319316.0
2011-07-29 08:20:00	SPY	ETF	129.58	129.67	129.58	129.62	101487.0
2011-07-29 08:25:00	SPY	ETF	129.6	129.62	129.5	129.5	542719.0
2011-07-29 08:30:00	SPY	ETF	129.47	129.49	128.7	128.73	3215338.0
2011-07-29 08:35:00	SPY	ETF	128.74	128.96	128.67	128.91	1311615.0
2011-07-29 08:40:00	SPY	ETF	128.92	129.06	128.84	128.98	560426.0
2011-07-29 08:45:00	SPY	ETF	128.99	129.06	128.8	128.83	751323.0
2011-07-29 08:50:00	SPY	ETF	128.82	128.91	128.74	128.86	873556.0
2011-07-29 08:55:00	SPY	ETF	128.86	128.96	128.83	128.95	485096.0
2011-07-29 09:00:00	SPY	ETF	128.96	128.98	128.89	128.94	240489.0
2011-07-29 09:05:00	SPY	ETF	128.94	128.97	128.93	128.95	213662.0
2011-07-29 09:10:00	SPY	ETF	128.95	129.08	128.92	128.92	671364.0
2011-07-29 09:15:00	SPY	ETF	128.92	128.94	128.76	128.93	783482.0
2011-07-29 09:20:00	SPY	ETF	128.93	129.04	128.91	128.97	925625.0
2011-07-29 09:25:00	SPY	ETF	129.02	129.02	128.9	128.91	947590.0
2011-07-29 09:30:00	SPY	ETF	128.91	128.94	128.7	128.869	9249111.0
2011-07-29 09:35:00	SPY	ETF	128.86	128.97	128.53	128.68	7036989.0
2011-07-29 09:40:00	SPY	ETF	128.69	128.89	128.51	128.57	7210503.0
2011-07-29 09:45:00	SPY	ETF	128.57	128.83	128.36	128.83	9907683.0
2011-07-29 09:50:00	SPY	ETF	128.82	128.99	128.71	128.88	6288716.0

> showing 50 of 39,287 rows — these rows as CSV

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