PREVIEW / etf_5min / 2011-08-03

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-03.parquet
  size:    1.0 MB
  rows:    43,830

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
2011-08-03 04:00:00	SPY	ETF	125.71	125.9	125.71	125.9	2461.0
2011-08-03 04:05:00	SPY	ETF	125.98	126.01	125.97	126.01	2600.0
2011-08-03 04:10:00	SPY	ETF	126.06	126.1	126.02	126.02	1600.0
2011-08-03 04:20:00	SPY	ETF	126.07	126.08	126.07	126.08	400.0
2011-08-03 04:25:00	SPY	ETF	126.1	126.17	126.03	126.17	500.0
2011-08-03 04:40:00	SPY	ETF	125.97	125.97	125.97	125.97	950.0
2011-08-03 04:45:00	SPY	ETF	125.94	125.95	125.94	125.95	300.0
2011-08-03 04:50:00	SPY	ETF	125.88	125.88	125.88	125.88	301.0
2011-08-03 05:00:00	SPY	ETF	125.94	126.0	125.94	126.0	200.0
2011-08-03 05:35:00	SPY	ETF	125.9	125.9	125.9	125.9	100.0
2011-08-03 05:50:00	SPY	ETF	125.89	125.89	125.89	125.89	8500.0
2011-08-03 06:00:00	SPY	ETF	125.86	125.86	125.86	125.86	100.0
2011-08-03 06:05:00	SPY	ETF	126.0	126.0	126.0	126.0	1000.0
2011-08-03 06:20:00	SPY	ETF	125.93	125.95	125.93	125.95	600.0
2011-08-03 06:25:00	SPY	ETF	125.93	125.99	125.93	125.94	25670.0
2011-08-03 06:30:00	SPY	ETF	125.99	126.09	125.98	126.09	700.0
2011-08-03 06:35:00	SPY	ETF	126.06	126.17	126.05	126.17	46200.0
2011-08-03 06:40:00	SPY	ETF	126.17	126.26	126.06	126.1	1950.0
2011-08-03 06:45:00	SPY	ETF	126.12	126.12	126.05	126.05	700.0
2011-08-03 06:50:00	SPY	ETF	126.05	126.05	126.0	126.04	6800.0
2011-08-03 06:55:00	SPY	ETF	126.02	126.07	126.01	126.07	20800.0
2011-08-03 07:00:00	SPY	ETF	126.0	126.02	125.92	126.01	79400.0
2011-08-03 07:05:00	SPY	ETF	125.98	125.99	125.87	125.92	138626.0
2011-08-03 07:10:00	SPY	ETF	125.92	125.96	125.87	125.87	25500.0
2011-08-03 07:15:00	SPY	ETF	125.87	125.98	125.87	125.97	76179.0
2011-08-03 07:20:00	SPY	ETF	125.95	125.99	125.84	125.85	62150.0
2011-08-03 07:25:00	SPY	ETF	125.83	125.9	125.79	125.79	70990.0
2011-08-03 07:30:00	SPY	ETF	125.83	125.83	125.64	125.7	206292.0
2011-08-03 07:35:00	SPY	ETF	125.7	125.73	125.65	125.72	88030.0
2011-08-03 07:40:00	SPY	ETF	125.7	125.76	125.56	125.6	162750.0
2011-08-03 07:45:00	SPY	ETF	125.6	125.61	125.51	125.61	244330.0
2011-08-03 07:50:00	SPY	ETF	125.61	125.63	125.54	125.56	108075.0
2011-08-03 07:55:00	SPY	ETF	125.55	125.75	125.53	125.75	204000.0
2011-08-03 08:00:00	SPY	ETF	125.76	125.78	125.54	125.58	256291.0
2011-08-03 08:05:00	SPY	ETF	125.56	125.7	125.55	125.67	258043.0
2011-08-03 08:10:00	SPY	ETF	125.66	125.75	125.35	125.6	435368.0
2011-08-03 08:15:00	SPY	ETF	125.46	125.93	125.12	125.81	2029133.0
2011-08-03 08:20:00	SPY	ETF	125.81	125.84	125.66	125.82	324810.0
2011-08-03 08:25:00	SPY	ETF	125.81	125.95	125.78	125.88	555535.0
2011-08-03 08:30:00	SPY	ETF	125.87	125.9	125.76	125.89	552468.0
2011-08-03 08:35:00	SPY	ETF	125.9	126.0	125.9	125.96	362039.0
2011-08-03 08:40:00	SPY	ETF	125.96	126.0	125.8	125.91	401698.0
2011-08-03 08:45:00	SPY	ETF	125.92	126.0	125.86	125.88	98900.0
2011-08-03 08:50:00	SPY	ETF	125.88	125.96	125.81	125.95	319193.0
2011-08-03 08:55:00	SPY	ETF	125.94	125.94	125.81	125.87	331458.0
2011-08-03 09:00:00	SPY	ETF	125.87	125.97	125.82	125.96	194407.0
2011-08-03 09:05:00	SPY	ETF	125.95	125.96	125.81	125.84	125932.0
2011-08-03 09:10:00	SPY	ETF	125.84	125.84	125.76	125.78	457261.0
2011-08-03 09:15:00	SPY	ETF	125.77	125.85	125.75	125.76	215497.0
2011-08-03 09:20:00	SPY	ETF	125.75	125.77	125.58	125.62	708307.0

> showing 50 of 43,830 rows — these rows as CSV

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