PREVIEW / etf_5min / 2011-08-26

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-26.parquet
  size:    896 KB
  rows:    36,431

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
2011-08-26 04:10:00	SPY	ETF	116.4	116.4	116.4	116.4	400.0
2011-08-26 04:25:00	SPY	ETF	116.43	116.43	116.43	116.43	200.0
2011-08-26 04:30:00	SPY	ETF	116.65	116.72	116.65	116.72	5100.0
2011-08-26 04:50:00	SPY	ETF	116.53	116.53	116.38	116.38	4500.0
2011-08-26 04:55:00	SPY	ETF	116.41	116.41	116.41	116.41	500.0
2011-08-26 05:20:00	SPY	ETF	116.47	116.47	116.47	116.47	200.0
2011-08-26 05:30:00	SPY	ETF	116.56	116.56	116.56	116.56	400.0
2011-08-26 05:40:00	SPY	ETF	116.55	116.55	116.55	116.55	600.0
2011-08-26 05:45:00	SPY	ETF	116.58	116.63	116.58	116.63	600.0
2011-08-26 05:50:00	SPY	ETF	116.56	116.56	116.56	116.56	300.0
2011-08-26 05:55:00	SPY	ETF	116.53	116.53	116.43	116.43	700.0
2011-08-26 06:00:00	SPY	ETF	116.41	116.41	116.41	116.41	100.0
2011-08-26 06:10:00	SPY	ETF	116.36	116.36	116.36	116.36	3000.0
2011-08-26 06:25:00	SPY	ETF	116.26	116.26	116.26	116.26	100.0
2011-08-26 06:35:00	SPY	ETF	116.26	116.26	116.26	116.26	300.0
2011-08-26 06:40:00	SPY	ETF	116.35	116.35	116.35	116.35	100.0
2011-08-26 06:45:00	SPY	ETF	116.43	116.46	116.37	116.4	2200.0
2011-08-26 06:55:00	SPY	ETF	116.35	116.37	116.35	116.37	500.0
2011-08-26 07:00:00	SPY	ETF	116.4	116.42	116.26	116.26	5738.0
2011-08-26 07:05:00	SPY	ETF	116.29	116.38	116.29	116.38	12900.0
2011-08-26 07:10:00	SPY	ETF	116.35	116.35	116.23	116.23	3632.0
2011-08-26 07:15:00	SPY	ETF	116.24	116.26	116.06	116.08	25600.0
2011-08-26 07:20:00	SPY	ETF	116.12	116.13	116.12	116.13	20635.0
2011-08-26 07:25:00	SPY	ETF	116.11	116.21	116.07	116.19	112020.0
2011-08-26 07:30:00	SPY	ETF	116.16	116.16	115.97	115.97	22400.0
2011-08-26 07:35:00	SPY	ETF	115.97	115.97	115.82	115.83	54300.0
2011-08-26 07:40:00	SPY	ETF	115.91	115.99	115.9	115.97	21650.0
2011-08-26 07:45:00	SPY	ETF	115.98	116.16	115.98	116.16	3800.0
2011-08-26 07:50:00	SPY	ETF	116.13	116.13	116.01	116.05	148638.0
2011-08-26 07:55:00	SPY	ETF	116.08	116.13	116.01	116.09	59000.0
2011-08-26 08:00:00	SPY	ETF	116.09	116.12	115.88	115.98	155855.0
2011-08-26 08:05:00	SPY	ETF	115.97	116.02	115.71	115.92	297432.0
2011-08-26 08:10:00	SPY	ETF	115.92	116.02	115.87	115.94	97958.0
2011-08-26 08:15:00	SPY	ETF	115.95	116.04	115.93	115.97	132028.0
2011-08-26 08:20:00	SPY	ETF	115.96	116.02	115.88	115.95	611481.0
2011-08-26 08:25:00	SPY	ETF	115.96	115.97	115.7	115.97	186182.0
2011-08-26 08:30:00	SPY	ETF	115.85	116.04	115.71	115.9	890700.0
2011-08-26 08:35:00	SPY	ETF	115.9	115.94	115.64	115.73	317288.0
2011-08-26 08:40:00	SPY	ETF	115.74	115.74	115.45	115.65	564787.0
2011-08-26 08:45:00	SPY	ETF	115.62	116.31	115.33	115.4	624788.0
2011-08-26 08:50:00	SPY	ETF	115.39	115.45	115.22	115.31	549163.0
2011-08-26 08:55:00	SPY	ETF	115.29	115.37	115.22	115.35	187404.0
2011-08-26 09:00:00	SPY	ETF	115.37	115.43	115.33	115.37	336648.0
2011-08-26 09:05:00	SPY	ETF	115.35	115.42	115.33	115.42	150639.0
2011-08-26 09:10:00	SPY	ETF	115.42	115.77	115.42	115.7	513969.0
2011-08-26 09:15:00	SPY	ETF	115.74	115.79	115.47	115.48	272935.0
2011-08-26 09:20:00	SPY	ETF	115.45	115.47	115.2	115.31	445382.0
2011-08-26 09:25:00	SPY	ETF	115.3	115.7	115.3	115.7	569181.0
2011-08-26 09:30:00	SPY	ETF	115.69	115.74	115.46	115.68	4281807.0
2011-08-26 09:35:00	SPY	ETF	115.68	115.93	115.42	115.44	4621362.0

> showing 50 of 36,431 rows — these rows as CSV

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