PREVIEW / etf_5min / 2011-08-30

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-08-30.parquet
  size:    905 KB
  rows:    37,440

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
2011-08-30 04:00:00	SPY	ETF	121.32	121.32	120.86	120.93	3854.0
2011-08-30 04:05:00	SPY	ETF	120.96	120.97	120.96	120.97	545.0
2011-08-30 04:10:00	SPY	ETF	120.92	120.92	120.88	120.88	300.0
2011-08-30 04:15:00	SPY	ETF	120.92	120.93	120.92	120.93	300.0
2011-08-30 04:20:00	SPY	ETF	120.97	120.97	120.97	120.97	200.0
2011-08-30 04:25:00	SPY	ETF	120.92	120.92	120.88	120.88	600.0
2011-08-30 04:30:00	SPY	ETF	120.88	120.88	120.84	120.84	400.0
2011-08-30 04:35:00	SPY	ETF	120.81	120.82	120.81	120.82	500.0
2011-08-30 04:40:00	SPY	ETF	120.88	120.88	120.83	120.88	500.0
2011-08-30 04:45:00	SPY	ETF	120.83	120.86	120.83	120.86	550.0
2011-08-30 04:50:00	SPY	ETF	120.83	120.83	120.79	120.79	750.0
2011-08-30 04:55:00	SPY	ETF	120.82	120.85	120.82	120.85	200.0
2011-08-30 05:00:00	SPY	ETF	120.85	120.89	120.85	120.89	500.0
2011-08-30 05:10:00	SPY	ETF	120.84	120.84	120.72	120.72	1600.0
2011-08-30 05:15:00	SPY	ETF	120.77	120.77	120.67	120.68	2400.0
2011-08-30 05:20:00	SPY	ETF	120.68	120.68	120.56	120.56	4000.0
2011-08-30 05:25:00	SPY	ETF	120.56	120.56	120.46	120.49	19750.0
2011-08-30 05:30:00	SPY	ETF	120.53	120.57	120.53	120.57	410.0
2011-08-30 05:35:00	SPY	ETF	120.58	120.58	120.58	120.58	200.0
2011-08-30 05:45:00	SPY	ETF	120.58	120.63	120.58	120.63	700.0
2011-08-30 05:50:00	SPY	ETF	120.65	120.69	120.65	120.69	600.0
2011-08-30 05:55:00	SPY	ETF	120.72	120.73	120.72	120.73	670.0
2011-08-30 06:00:00	SPY	ETF	120.68	120.68	120.64	120.66	1400.0
2011-08-30 06:05:00	SPY	ETF	120.68	120.68	120.61	120.61	800.0
2011-08-30 06:10:00	SPY	ETF	120.6	120.66	120.6	120.66	1400.0
2011-08-30 06:15:00	SPY	ETF	120.62	120.63	120.51	120.59	25938.0
2011-08-30 06:20:00	SPY	ETF	120.56	120.58	120.5	120.58	12950.0
2011-08-30 06:25:00	SPY	ETF	120.61	120.65	120.6	120.65	800.0
2011-08-30 06:30:00	SPY	ETF	120.69	120.71	120.46	120.55	15900.0
2011-08-30 06:35:00	SPY	ETF	120.56	120.63	120.56	120.63	7900.0
2011-08-30 06:40:00	SPY	ETF	120.65	120.65	120.6	120.65	610.0
2011-08-30 06:45:00	SPY	ETF	120.61	120.73	120.6	120.73	16100.0
2011-08-30 06:50:00	SPY	ETF	120.72	120.74	120.72	120.74	300.0
2011-08-30 06:55:00	SPY	ETF	120.75	120.88	120.75	120.88	5450.0
2011-08-30 07:00:00	SPY	ETF	120.85	120.89	120.83	120.85	63519.0
2011-08-30 07:05:00	SPY	ETF	120.85	120.85	120.8	120.84	5500.0
2011-08-30 07:10:00	SPY	ETF	120.85	120.93	120.85	120.85	54150.0
2011-08-30 07:15:00	SPY	ETF	120.9	120.9	120.84	120.87	36100.0
2011-08-30 07:20:00	SPY	ETF	120.84	120.84	120.79	120.79	8800.0
2011-08-30 07:25:00	SPY	ETF	120.77	120.81	120.69	120.81	51840.0
2011-08-30 07:30:00	SPY	ETF	120.81	120.85	120.78	120.78	57500.0
2011-08-30 07:35:00	SPY	ETF	120.8	120.8	120.69	120.75	34210.0
2011-08-30 07:40:00	SPY	ETF	120.75	120.8	120.74	120.79	65200.0
2011-08-30 07:45:00	SPY	ETF	120.76	120.78	120.7	120.7	33400.0
2011-08-30 07:50:00	SPY	ETF	120.7	120.7	120.61	120.64	58000.0
2011-08-30 07:55:00	SPY	ETF	120.68	120.7	120.65	120.65	31600.0
2011-08-30 08:00:00	SPY	ETF	120.67	120.68	120.57	120.63	246763.0
2011-08-30 08:05:00	SPY	ETF	120.63	120.64	120.42	120.42	205850.0
2011-08-30 08:10:00	SPY	ETF	120.45	120.51	120.38	120.46	208025.0
2011-08-30 08:15:00	SPY	ETF	120.45	120.69	120.44	120.63	195600.0

> showing 50 of 37,440 rows — these rows as CSV

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