PREVIEW / etf_5min / 2011-08-02

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-02.parquet
  size:    1.0 MB
  rows:    41,092

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
2011-08-02 04:00:00	SPY	ETF	128.13	128.13	127.9	127.98	1876.0
2011-08-02 04:05:00	SPY	ETF	127.91	128.08	127.91	128.08	300.0
2011-08-02 04:10:00	SPY	ETF	128.07	128.07	127.98	128.03	600.0
2011-08-02 04:30:00	SPY	ETF	127.9	127.9	127.9	127.9	100.0
2011-08-02 04:40:00	SPY	ETF	127.79	127.82	127.75	127.82	4100.0
2011-08-02 04:50:00	SPY	ETF	127.83	127.84	127.83	127.84	500.0
2011-08-02 04:55:00	SPY	ETF	127.83	127.83	127.83	127.83	200.0
2011-08-02 05:05:00	SPY	ETF	127.94	127.94	127.94	127.94	100.0
2011-08-02 05:15:00	SPY	ETF	127.85	127.85	127.84	127.84	400.0
2011-08-02 05:20:00	SPY	ETF	127.69	127.79	127.66	127.73	1150.0
2011-08-02 05:25:00	SPY	ETF	127.67	127.67	127.64	127.65	900.0
2011-08-02 05:30:00	SPY	ETF	127.77	127.77	127.77	127.77	200.0
2011-08-02 05:40:00	SPY	ETF	127.8	127.8	127.8	127.8	350.0
2011-08-02 05:45:00	SPY	ETF	127.78	127.78	127.78	127.78	100.0
2011-08-02 05:50:00	SPY	ETF	127.7	127.7	127.6	127.66	1100.0
2011-08-02 05:55:00	SPY	ETF	127.63	127.7	127.63	127.7	3500.0
2011-08-02 06:00:00	SPY	ETF	127.7	127.7	127.7	127.7	4200.0
2011-08-02 06:10:00	SPY	ETF	127.86	127.95	127.86	127.95	250.0
2011-08-02 06:15:00	SPY	ETF	127.9	127.96	127.9	127.9	850.0
2011-08-02 06:20:00	SPY	ETF	127.9	127.9	127.9	127.9	100.0
2011-08-02 06:25:00	SPY	ETF	128.03	128.05	128.03	128.05	2000.0
2011-08-02 06:35:00	SPY	ETF	127.95	127.95	127.95	127.95	800.0
2011-08-02 06:40:00	SPY	ETF	128.0	128.01	127.9	127.9	1850.0
2011-08-02 06:45:00	SPY	ETF	127.96	127.96	127.75	127.75	22500.0
2011-08-02 06:50:00	SPY	ETF	127.84	127.84	127.84	127.84	100.0
2011-08-02 06:55:00	SPY	ETF	127.84	127.95	127.84	127.87	11900.0
2011-08-02 07:00:00	SPY	ETF	127.88	127.99	127.85	127.94	14200.0
2011-08-02 07:05:00	SPY	ETF	127.91	127.92	127.87	127.91	27697.0
2011-08-02 07:10:00	SPY	ETF	127.93	127.95	127.86	127.95	37500.0
2011-08-02 07:15:00	SPY	ETF	127.97	127.97	127.87	127.94	37178.0
2011-08-02 07:20:00	SPY	ETF	127.94	127.94	127.72	127.72	93950.0
2011-08-02 07:25:00	SPY	ETF	127.72	127.78	127.63	127.73	151100.0
2011-08-02 07:30:00	SPY	ETF	127.74	127.75	127.54	127.54	39500.0
2011-08-02 07:35:00	SPY	ETF	127.58	127.68	127.53	127.67	74270.0
2011-08-02 07:40:00	SPY	ETF	127.67	127.72	127.64	127.72	75425.0
2011-08-02 07:45:00	SPY	ETF	127.7	127.79	127.66	127.78	272097.0
2011-08-02 07:50:00	SPY	ETF	127.78	127.86	127.78	127.8	336070.0
2011-08-02 07:55:00	SPY	ETF	127.8	127.85	127.78	127.78	83100.0
2011-08-02 08:00:00	SPY	ETF	127.79	127.8	127.57	127.57	898385.0
2011-08-02 08:05:00	SPY	ETF	127.75	127.77	127.65	127.7	135453.0
2011-08-02 08:10:00	SPY	ETF	127.72	127.73	127.62	127.63	146324.0
2011-08-02 08:15:00	SPY	ETF	127.63	127.63	127.55	127.58	307994.0
2011-08-02 08:20:00	SPY	ETF	127.57	127.63	127.07	127.26	968768.0
2011-08-02 08:25:00	SPY	ETF	127.28	127.39	127.22	127.34	731990.0
2011-08-02 08:30:00	SPY	ETF	127.34	127.5	127.15	127.46	1073381.0
2011-08-02 08:35:00	SPY	ETF	127.46	127.46	127.38	127.45	550759.0
2011-08-02 08:40:00	SPY	ETF	127.44	127.67	127.41	127.56	415548.0
2011-08-02 08:45:00	SPY	ETF	127.56	127.76	127.56	127.67	616611.0
2011-08-02 08:50:00	SPY	ETF	127.69	127.73	127.65	127.69	254424.0
2011-08-02 08:55:00	SPY	ETF	127.69	127.94	127.69	127.9	616891.0

> showing 50 of 41,092 rows — these rows as CSV

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