PREVIEW / etf_5min / 2011-09-02

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-02.parquet
  size:    907 KB
  rows:    37,516

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
2011-09-02 04:00:00	SPY	ETF	120.28	120.28	120.0	120.0	4160.0
2011-09-02 04:05:00	SPY	ETF	120.06	120.08	120.06	120.08	1742.0
2011-09-02 04:10:00	SPY	ETF	120.05	120.05	120.05	120.05	1000.0
2011-09-02 04:15:00	SPY	ETF	120.01	120.01	119.91	119.91	5100.0
2011-09-02 04:25:00	SPY	ETF	119.86	119.86	119.75	119.75	6700.0
2011-09-02 04:30:00	SPY	ETF	119.86	119.86	119.86	119.86	100.0
2011-09-02 04:35:00	SPY	ETF	119.86	119.86	119.75	119.8	6400.0
2011-09-02 04:40:00	SPY	ETF	119.8	119.8	119.65	119.65	2900.0
2011-09-02 04:50:00	SPY	ETF	119.9	119.9	119.9	119.9	2500.0
2011-09-02 05:00:00	SPY	ETF	119.86	119.86	119.65	119.72	3700.0
2011-09-02 05:05:00	SPY	ETF	119.7	119.7	119.65	119.7	10800.0
2011-09-02 05:10:00	SPY	ETF	119.75	119.75	119.75	119.75	200.0
2011-09-02 05:45:00	SPY	ETF	119.86	119.86	119.86	119.86	100.0
2011-09-02 05:50:00	SPY	ETF	119.85	119.85	119.81	119.81	1800.0
2011-09-02 05:55:00	SPY	ETF	119.76	119.76	119.76	119.76	100.0
2011-09-02 06:05:00	SPY	ETF	119.76	119.76	119.76	119.76	200.0
2011-09-02 06:10:00	SPY	ETF	119.8	119.8	119.7	119.76	14230.0
2011-09-02 06:15:00	SPY	ETF	119.65	119.7	119.6	119.65	15650.0
2011-09-02 06:20:00	SPY	ETF	119.65	119.65	119.65	119.65	2500.0
2011-09-02 06:30:00	SPY	ETF	119.6	119.6	119.6	119.6	8400.0
2011-09-02 06:35:00	SPY	ETF	119.61	119.61	119.6	119.6	16800.0
2011-09-02 06:40:00	SPY	ETF	119.62	119.71	119.58	119.7	16100.0
2011-09-02 06:45:00	SPY	ETF	119.72	119.72	119.6	119.6	1379.0
2011-09-02 06:50:00	SPY	ETF	119.61	119.61	119.55	119.55	10880.0
2011-09-02 06:55:00	SPY	ETF	119.64	119.66	119.61	119.66	33265.0
2011-09-02 07:00:00	SPY	ETF	119.71	119.76	119.69	119.74	45530.0
2011-09-02 07:05:00	SPY	ETF	119.76	119.79	119.65	119.67	33500.0
2011-09-02 07:10:00	SPY	ETF	119.74	119.79	119.7	119.72	74300.0
2011-09-02 07:15:00	SPY	ETF	119.72	119.77	119.71	119.74	21100.0
2011-09-02 07:20:00	SPY	ETF	119.75	119.79	119.69	119.75	49700.0
2011-09-02 07:25:00	SPY	ETF	119.79	119.82	119.75	119.8	56100.0
2011-09-02 07:30:00	SPY	ETF	119.78	119.92	119.78	119.89	14254.0
2011-09-02 07:35:00	SPY	ETF	119.86	119.94	119.86	119.93	47600.0
2011-09-02 07:40:00	SPY	ETF	119.92	119.95	119.88	119.95	73443.0
2011-09-02 07:45:00	SPY	ETF	119.94	119.94	119.85	119.86	29330.0
2011-09-02 07:50:00	SPY	ETF	119.89	119.89	119.8	119.84	31989.0
2011-09-02 07:55:00	SPY	ETF	119.84	119.84	119.77	119.79	16650.0
2011-09-02 08:00:00	SPY	ETF	119.81	119.92	119.7	119.74	106833.0
2011-09-02 08:05:00	SPY	ETF	119.73	119.8	119.68	119.71	115700.0
2011-09-02 08:10:00	SPY	ETF	119.71	119.75	119.63	119.65	178335.0
2011-09-02 08:15:00	SPY	ETF	119.68	119.69	119.55	119.61	288148.0
2011-09-02 08:20:00	SPY	ETF	119.62	119.64	119.48	119.57	547922.0
2011-09-02 08:25:00	SPY	ETF	119.54	120.29	119.5	120.29	724255.0
2011-09-02 08:30:00	SPY	ETF	119.88	119.88	118.53	118.65	3999882.0
2011-09-02 08:35:00	SPY	ETF	118.66	119.07	118.62	118.92	2269094.0
2011-09-02 08:40:00	SPY	ETF	118.92	119.05	118.76	119.0	904525.0
2011-09-02 08:45:00	SPY	ETF	119.01	119.06	118.79	118.87	507571.0
2011-09-02 08:50:00	SPY	ETF	118.87	118.9	118.68	118.76	760765.0
2011-09-02 08:55:00	SPY	ETF	118.75	118.86	118.59	118.82	630105.0
2011-09-02 09:00:00	SPY	ETF	118.82	118.95	118.71	118.92	345154.0

> showing 50 of 37,516 rows — these rows as CSV

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