PREVIEW / etf_5min / 2011-09-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-01.parquet
  size:    890 KB
  rows:    36,878

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
2011-09-01 04:20:00	SPY	ETF	121.93	121.93	121.93	121.93	300.0
2011-09-01 04:35:00	SPY	ETF	121.99	122.03	121.97	122.03	80100.0
2011-09-01 04:40:00	SPY	ETF	121.8	121.8	121.79	121.8	500.0
2011-09-01 04:45:00	SPY	ETF	121.87	121.87	121.87	121.87	100.0
2011-09-01 04:55:00	SPY	ETF	121.85	121.85	121.85	121.85	2500.0
2011-09-01 05:05:00	SPY	ETF	121.76	121.76	121.75	121.75	295.0
2011-09-01 05:10:00	SPY	ETF	121.55	121.55	121.55	121.55	2400.0
2011-09-01 05:15:00	SPY	ETF	121.55	121.55	121.55	121.55	300.0
2011-09-01 05:20:00	SPY	ETF	121.55	121.58	121.5	121.5	1490.0
2011-09-01 05:25:00	SPY	ETF	121.48	121.48	121.45	121.45	2900.0
2011-09-01 05:30:00	SPY	ETF	121.52	121.68	121.52	121.68	300.0
2011-09-01 05:55:00	SPY	ETF	121.75	121.75	121.73	121.73	7100.0
2011-09-01 06:00:00	SPY	ETF	121.78	121.78	121.77	121.77	4272.0
2011-09-01 06:15:00	SPY	ETF	121.81	121.81	121.81	121.81	1500.0
2011-09-01 06:20:00	SPY	ETF	121.62	121.62	121.57	121.59	8300.0
2011-09-01 06:25:00	SPY	ETF	121.71	121.71	121.71	121.71	100.0
2011-09-01 06:30:00	SPY	ETF	121.65	121.81	121.65	121.81	1600.0
2011-09-01 06:35:00	SPY	ETF	121.82	121.88	121.82	121.82	350.0
2011-09-01 06:40:00	SPY	ETF	121.84	121.84	121.84	121.84	100.0
2011-09-01 06:50:00	SPY	ETF	121.8	121.8	121.76	121.76	250.0
2011-09-01 06:55:00	SPY	ETF	121.73	121.73	121.64	121.64	3200.0
2011-09-01 07:00:00	SPY	ETF	121.71	121.88	121.71	121.88	49000.0
2011-09-01 07:05:00	SPY	ETF	121.88	121.9	121.85	121.86	12300.0
2011-09-01 07:10:00	SPY	ETF	121.85	121.9	121.83	121.85	23500.0
2011-09-01 07:15:00	SPY	ETF	121.86	121.93	121.85	121.88	34800.0
2011-09-01 07:20:00	SPY	ETF	121.86	121.94	121.83	121.93	22600.0
2011-09-01 07:25:00	SPY	ETF	121.91	121.97	121.91	121.97	39100.0
2011-09-01 07:30:00	SPY	ETF	121.97	122.09	121.97	122.0	28396.0
2011-09-01 07:35:00	SPY	ETF	122.03	122.08	122.03	122.05	17179.0
2011-09-01 07:40:00	SPY	ETF	122.06	122.06	121.97	121.97	7500.0
2011-09-01 07:45:00	SPY	ETF	121.99	122.0	121.95	121.98	8995.0
2011-09-01 07:50:00	SPY	ETF	121.98	122.03	121.97	121.97	31564.0
2011-09-01 07:55:00	SPY	ETF	122.0	122.01	121.87	121.95	50700.0
2011-09-01 08:00:00	SPY	ETF	121.9	122.22	121.8	121.8	161991.0
2011-09-01 08:05:00	SPY	ETF	121.8	121.95	121.8	121.91	84580.0
2011-09-01 08:10:00	SPY	ETF	121.94	122.11	121.94	122.06	214202.0
2011-09-01 08:15:00	SPY	ETF	122.05	122.2	122.03	122.19	122301.0
2011-09-01 08:20:00	SPY	ETF	122.18	122.2	122.06	122.06	117453.0
2011-09-01 08:25:00	SPY	ETF	122.07	122.1	122.01	122.09	159779.0
2011-09-01 08:30:00	SPY	ETF	122.09	122.24	121.98	122.05	1106438.0
2011-09-01 08:35:00	SPY	ETF	122.05	122.12	122.04	122.1	259260.0
2011-09-01 08:40:00	SPY	ETF	122.11	122.29	122.11	122.27	796582.0
2011-09-01 08:45:00	SPY	ETF	122.28	122.31	122.23	122.24	125914.0
2011-09-01 08:50:00	SPY	ETF	122.23	122.34	122.23	122.29	123612.0
2011-09-01 08:55:00	SPY	ETF	122.3	122.43	122.3	122.37	410166.0
2011-09-01 09:00:00	SPY	ETF	122.37	122.41	122.06	122.34	114364.0
2011-09-01 09:05:00	SPY	ETF	122.33	122.35	122.27	122.32	76750.0
2011-09-01 09:10:00	SPY	ETF	122.31	122.33	122.24	122.29	116488.0
2011-09-01 09:15:00	SPY	ETF	122.29	122.32	122.06	122.32	35776.0
2011-09-01 09:20:00	SPY	ETF	122.32	122.33	122.27	122.32	57313.0

> showing 50 of 36,878 rows — these rows as CSV

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