PREVIEW / etf_5min / 2011-08-16

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-16.parquet
  size:    951 KB
  rows:    39,858

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
2011-08-16 04:00:00	SPY	ETF	119.76	119.76	119.26	119.26	6835.0
2011-08-16 04:05:00	SPY	ETF	119.2	119.2	119.13	119.13	5050.0
2011-08-16 04:10:00	SPY	ETF	119.09	119.09	119.01	119.01	650.0
2011-08-16 04:15:00	SPY	ETF	119.0	119.0	118.94	118.94	300.0
2011-08-16 04:20:00	SPY	ETF	118.9	118.9	118.9	118.9	100.0
2011-08-16 04:25:00	SPY	ETF	118.8	118.8	118.8	118.8	100.0
2011-08-16 04:30:00	SPY	ETF	118.8	118.85	118.78	118.83	8900.0
2011-08-16 04:35:00	SPY	ETF	118.92	119.02	118.84	118.84	2600.0
2011-08-16 04:40:00	SPY	ETF	118.84	118.84	118.84	118.84	100.0
2011-08-16 04:45:00	SPY	ETF	118.91	118.91	118.91	118.91	2400.0
2011-08-16 04:55:00	SPY	ETF	118.85	118.85	118.85	118.85	600.0
2011-08-16 05:00:00	SPY	ETF	118.95	118.95	118.95	118.95	100.0
2011-08-16 05:10:00	SPY	ETF	119.06	119.16	119.06	119.14	1600.0
2011-08-16 05:20:00	SPY	ETF	119.16	119.16	119.04	119.04	3400.0
2011-08-16 05:30:00	SPY	ETF	119.06	119.06	118.92	118.92	8565.0
2011-08-16 05:35:00	SPY	ETF	119.25	119.26	119.25	119.25	15100.0
2011-08-16 05:40:00	SPY	ETF	119.2	119.2	119.2	119.2	200.0
2011-08-16 05:45:00	SPY	ETF	119.26	119.26	119.14	119.23	9500.0
2011-08-16 05:55:00	SPY	ETF	119.17	119.17	119.17	119.17	5000.0
2011-08-16 06:00:00	SPY	ETF	119.16	119.16	119.12	119.12	10900.0
2011-08-16 06:10:00	SPY	ETF	119.08	119.11	119.08	119.11	200.0
2011-08-16 06:15:00	SPY	ETF	119.11	119.11	119.1	119.1	10150.0
2011-08-16 06:20:00	SPY	ETF	119.1	119.1	119.1	119.1	5100.0
2011-08-16 06:25:00	SPY	ETF	119.07	119.12	119.07	119.12	400.0
2011-08-16 06:30:00	SPY	ETF	119.12	119.16	118.91	118.91	1460.0
2011-08-16 06:35:00	SPY	ETF	118.96	119.0	118.89	118.89	61500.0
2011-08-16 06:40:00	SPY	ETF	118.87	118.91	118.84	118.84	51700.0
2011-08-16 06:45:00	SPY	ETF	118.85	118.87	118.84	118.87	12000.0
2011-08-16 06:50:00	SPY	ETF	118.86	118.86	118.79	118.81	36150.0
2011-08-16 06:55:00	SPY	ETF	118.81	118.82	118.61	118.64	75850.0
2011-08-16 07:00:00	SPY	ETF	118.72	118.8	118.67	118.68	158934.0
2011-08-16 07:05:00	SPY	ETF	118.7	118.85	118.66	118.78	42000.0
2011-08-16 07:10:00	SPY	ETF	118.76	118.95	118.76	118.93	47800.0
2011-08-16 07:15:00	SPY	ETF	118.91	118.93	118.8	118.85	41050.0
2011-08-16 07:20:00	SPY	ETF	118.87	119.06	118.86	119.0	66850.0
2011-08-16 07:25:00	SPY	ETF	118.99	119.0	118.85	118.88	54050.0
2011-08-16 07:30:00	SPY	ETF	118.88	118.92	118.85	118.86	16800.0
2011-08-16 07:35:00	SPY	ETF	118.9	118.9	118.73	118.75	49571.0
2011-08-16 07:40:00	SPY	ETF	118.78	118.78	118.72	118.72	20064.0
2011-08-16 07:45:00	SPY	ETF	118.72	118.76	118.66	118.68	87000.0
2011-08-16 07:50:00	SPY	ETF	118.68	118.87	118.66	118.85	41200.0
2011-08-16 07:55:00	SPY	ETF	118.84	118.86	118.78	118.78	46650.0
2011-08-16 08:00:00	SPY	ETF	118.82	120.24	118.61	118.68	552999.0
2011-08-16 08:05:00	SPY	ETF	118.68	118.74	118.67	118.68	114980.0
2011-08-16 08:10:00	SPY	ETF	118.68	118.69	118.5	118.54	217742.0
2011-08-16 08:15:00	SPY	ETF	118.55	118.77	118.53	118.73	176600.0
2011-08-16 08:20:00	SPY	ETF	118.73	118.8	118.71	118.76	343799.0
2011-08-16 08:25:00	SPY	ETF	118.76	118.84	118.61	118.75	331757.0
2011-08-16 08:30:00	SPY	ETF	118.75	118.97	118.66	118.91	634560.0
2011-08-16 08:35:00	SPY	ETF	118.91	119.03	118.87	118.92	559238.0

> showing 50 of 39,858 rows — these rows as CSV

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