PREVIEW / etf_5min / 2011-08-24

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-24.parquet
  size:    928 KB
  rows:    38,019

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
2011-08-24 04:00:00	SPY	ETF	115.45	115.45	114.99	115.3	15515.0
2011-08-24 04:05:00	SPY	ETF	115.22	115.4	115.22	115.4	700.0
2011-08-24 04:10:00	SPY	ETF	115.3	115.3	115.2	115.2	600.0
2011-08-24 04:15:00	SPY	ETF	115.39	115.39	115.34	115.34	300.0
2011-08-24 04:20:00	SPY	ETF	115.67	115.67	115.67	115.67	200.0
2011-08-24 04:25:00	SPY	ETF	115.58	115.58	115.58	115.58	200.0
2011-08-24 04:35:00	SPY	ETF	115.5	115.5	115.5	115.5	200.0
2011-08-24 04:45:00	SPY	ETF	115.54	115.54	115.54	115.54	133.0
2011-08-24 05:00:00	SPY	ETF	115.46	115.6	115.46	115.6	500.0
2011-08-24 05:05:00	SPY	ETF	115.63	115.75	115.63	115.75	2100.0
2011-08-24 05:10:00	SPY	ETF	115.9	115.9	115.8	115.8	900.0
2011-08-24 05:15:00	SPY	ETF	115.82	115.82	115.8	115.8	1300.0
2011-08-24 05:20:00	SPY	ETF	115.78	115.8	115.78	115.8	300.0
2011-08-24 05:30:00	SPY	ETF	115.79	115.8	115.79	115.8	600.0
2011-08-24 05:35:00	SPY	ETF	115.83	115.83	115.77	115.77	238.0
2011-08-24 05:40:00	SPY	ETF	115.71	115.71	115.64	115.64	600.0
2011-08-24 05:45:00	SPY	ETF	115.5	115.5	115.5	115.5	200.0
2011-08-24 05:50:00	SPY	ETF	115.74	115.74	115.74	115.74	800.0
2011-08-24 06:05:00	SPY	ETF	115.6	115.68	115.6	115.68	10200.0
2011-08-24 06:15:00	SPY	ETF	115.6	115.6	115.6	115.6	200.0
2011-08-24 06:20:00	SPY	ETF	115.59	115.59	115.51	115.51	5250.0
2011-08-24 06:35:00	SPY	ETF	115.66	115.66	115.57	115.58	2700.0
2011-08-24 06:40:00	SPY	ETF	115.52	115.59	115.45	115.45	4500.0
2011-08-24 06:45:00	SPY	ETF	115.49	115.54	115.25	115.29	11833.0
2011-08-24 06:50:00	SPY	ETF	115.34	115.39	115.22	115.39	28640.0
2011-08-24 06:55:00	SPY	ETF	115.41	115.41	115.22	115.3	94400.0
2011-08-24 07:00:00	SPY	ETF	115.27	115.37	115.25	115.32	114004.0
2011-08-24 07:05:00	SPY	ETF	115.35	115.45	115.35	115.45	60288.0
2011-08-24 07:10:00	SPY	ETF	115.45	115.57	115.45	115.55	86873.0
2011-08-24 07:15:00	SPY	ETF	115.54	115.69	115.53	115.69	197800.0
2011-08-24 07:20:00	SPY	ETF	115.69	115.75	115.63	115.63	48980.0
2011-08-24 07:25:00	SPY	ETF	115.72	115.82	115.69	115.72	52700.0
2011-08-24 07:30:00	SPY	ETF	115.69	115.7	115.63	115.68	39134.0
2011-08-24 07:35:00	SPY	ETF	115.74	115.77	115.63	115.77	16410.0
2011-08-24 07:40:00	SPY	ETF	115.78	115.79	115.65	115.66	77821.0
2011-08-24 07:45:00	SPY	ETF	115.65	115.67	115.54	115.6	44395.0
2011-08-24 07:50:00	SPY	ETF	115.61	115.67	115.53	115.55	36300.0
2011-08-24 07:55:00	SPY	ETF	115.52	115.54	115.35	115.4	147385.0
2011-08-24 08:00:00	SPY	ETF	115.39	115.55	115.38	115.47	441601.0
2011-08-24 08:05:00	SPY	ETF	115.505	115.51	115.36	115.45	738718.0
2011-08-24 08:10:00	SPY	ETF	115.44	115.51	115.39	115.47	58393.0
2011-08-24 08:15:00	SPY	ETF	115.46	115.55	115.41	115.47	315680.0
2011-08-24 08:20:00	SPY	ETF	115.46	115.57	115.46	115.56	233455.0
2011-08-24 08:25:00	SPY	ETF	115.56	115.6	115.43	115.51	262661.0
2011-08-24 08:30:00	SPY	ETF	115.53	116.29	115.5	116.23	2702144.0
2011-08-24 08:35:00	SPY	ETF	116.24	116.33	116.13	116.3	852784.0
2011-08-24 08:40:00	SPY	ETF	116.31	116.51	116.25	116.34	713116.0
2011-08-24 08:45:00	SPY	ETF	116.35	116.35	116.16	116.22	246650.0
2011-08-24 08:50:00	SPY	ETF	116.22	116.42	116.21	116.37	274554.0
2011-08-24 08:55:00	SPY	ETF	116.37	116.42	116.29	116.32	232780.0

> showing 50 of 38,019 rows — these rows as CSV

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