PREVIEW / etf_5min / 2011-08-23

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-23.parquet
  size:    961 KB
  rows:    39,044

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
2011-08-23 04:00:00	SPY	ETF	114.5	115.1	114.5	115.1	5253.0
2011-08-23 04:05:00	SPY	ETF	115.03	115.03	115.01	115.01	678.0
2011-08-23 04:10:00	SPY	ETF	115.02	115.02	114.96	114.96	980.0
2011-08-23 04:15:00	SPY	ETF	114.96	114.98	114.95	114.98	730.0
2011-08-23 04:20:00	SPY	ETF	115.01	115.01	114.91	114.91	1650.0
2011-08-23 04:25:00	SPY	ETF	114.86	114.86	114.72	114.72	1400.0
2011-08-23 04:30:00	SPY	ETF	114.72	114.72	114.71	114.71	300.0
2011-08-23 04:35:00	SPY	ETF	114.75	114.75	114.61	114.61	1495.0
2011-08-23 04:40:00	SPY	ETF	114.6	114.6	114.49	114.53	1251.0
2011-08-23 04:45:00	SPY	ETF	114.57	114.7	114.57	114.7	400.0
2011-08-23 04:50:00	SPY	ETF	114.71	114.71	114.59	114.59	1200.0
2011-08-23 04:55:00	SPY	ETF	114.58	114.58	114.58	114.58	200.0
2011-08-23 05:00:00	SPY	ETF	114.52	114.52	114.32	114.37	1100.0
2011-08-23 05:05:00	SPY	ETF	114.35	114.35	114.3	114.3	300.0
2011-08-23 05:10:00	SPY	ETF	114.41	114.42	114.41	114.42	300.0
2011-08-23 05:15:00	SPY	ETF	114.5	114.59	114.47	114.54	900.0
2011-08-23 05:35:00	SPY	ETF	114.8	114.8	114.8	114.8	1000.0
2011-08-23 05:40:00	SPY	ETF	114.67	114.68	114.67	114.68	200.0
2011-08-23 05:45:00	SPY	ETF	114.53	114.53	114.53	114.53	100.0
2011-08-23 05:50:00	SPY	ETF	114.56	114.65	114.56	114.65	300.0
2011-08-23 06:00:00	SPY	ETF	114.69	114.7	114.69	114.7	300.0
2011-08-23 06:05:00	SPY	ETF	114.36	114.36	114.36	114.36	5000.0
2011-08-23 06:10:00	SPY	ETF	114.44	114.44	114.44	114.44	4000.0
2011-08-23 06:15:00	SPY	ETF	114.35	114.48	114.31	114.48	1700.0
2011-08-23 06:20:00	SPY	ETF	114.4	114.43	114.4	114.43	62000.0
2011-08-23 06:25:00	SPY	ETF	114.31	114.4	114.31	114.31	51100.0
2011-08-23 06:30:00	SPY	ETF	114.43	114.6	114.41	114.58	55600.0
2011-08-23 06:35:00	SPY	ETF	114.5	114.53	114.44	114.52	5100.0
2011-08-23 06:40:00	SPY	ETF	114.49	114.68	114.49	114.68	21700.0
2011-08-23 06:50:00	SPY	ETF	114.5	114.5	114.41	114.41	3200.0
2011-08-23 06:55:00	SPY	ETF	114.35	114.38	114.31	114.36	30456.0
2011-08-23 07:00:00	SPY	ETF	114.41	114.5	114.38	114.48	47210.0
2011-08-23 07:05:00	SPY	ETF	114.5	114.52	114.44	114.47	96300.0
2011-08-23 07:10:00	SPY	ETF	114.49	114.54	114.46	114.46	94600.0
2011-08-23 07:15:00	SPY	ETF	114.45	114.62	114.45	114.62	21025.0
2011-08-23 07:20:00	SPY	ETF	114.6	114.72	114.58	114.65	37851.0
2011-08-23 07:25:00	SPY	ETF	114.63	114.67	114.6	114.67	18888.0
2011-08-23 07:30:00	SPY	ETF	114.62	114.62	114.53	114.58	25233.0
2011-08-23 07:35:00	SPY	ETF	114.59	114.59	114.46	114.47	17118.0
2011-08-23 07:40:00	SPY	ETF	114.47	114.49	114.43	114.44	77520.0
2011-08-23 07:45:00	SPY	ETF	114.46	114.46	114.23	114.29	115577.0
2011-08-23 07:50:00	SPY	ETF	114.27	114.27	114.07	114.12	227758.0
2011-08-23 07:55:00	SPY	ETF	114.1	114.12	113.83	113.9	359560.0
2011-08-23 08:00:00	SPY	ETF	113.88	114.51	113.73	113.95	530316.0
2011-08-23 08:05:00	SPY	ETF	114.57	114.68	113.95	114.04	793018.0
2011-08-23 08:10:00	SPY	ETF	114.03	114.18	114.01	114.04	267492.0
2011-08-23 08:15:00	SPY	ETF	114.05	114.26	114.05	114.22	605043.0
2011-08-23 08:20:00	SPY	ETF	114.22	114.26	114.04	114.07	202577.0
2011-08-23 08:25:00	SPY	ETF	114.08	114.12	114.04	114.06	442366.0
2011-08-23 08:30:00	SPY	ETF	114.04	114.09	113.75	113.81	530298.0

> showing 50 of 39,044 rows — these rows as CSV

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