PREVIEW / etf_5min / 2011-09-06

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-06.parquet
  size:    953 KB
  rows:    39,138

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
2011-09-06 04:00:00	SPY	ETF	116.0	116.0	115.84	115.99	1700.0
2011-09-06 04:05:00	SPY	ETF	115.99	116.0	115.99	116.0	3161.0
2011-09-06 04:10:00	SPY	ETF	115.92	116.0	115.92	116.0	246.0
2011-09-06 04:15:00	SPY	ETF	116.02	116.2	116.02	116.18	1890.0
2011-09-06 04:20:00	SPY	ETF	115.85	115.85	115.38	115.38	200.0
2011-09-06 04:25:00	SPY	ETF	115.5	115.5	115.4	115.4	1600.0
2011-09-06 04:30:00	SPY	ETF	115.41	115.44	115.31	115.31	3270.0
2011-09-06 04:35:00	SPY	ETF	115.4	115.62	115.31	115.62	900.0
2011-09-06 04:40:00	SPY	ETF	115.32	115.32	115.32	115.32	550.0
2011-09-06 04:45:00	SPY	ETF	115.3	115.59	115.27	115.59	1200.0
2011-09-06 04:50:00	SPY	ETF	115.49	115.49	115.49	115.49	500.0
2011-09-06 04:55:00	SPY	ETF	115.6	115.75	115.6	115.75	1500.0
2011-09-06 05:00:00	SPY	ETF	115.75	115.79	115.45	115.78	1300.0
2011-09-06 05:05:00	SPY	ETF	115.78	115.94	115.78	115.94	1600.0
2011-09-06 05:10:00	SPY	ETF	115.94	115.99	115.94	115.99	300.0
2011-09-06 05:15:00	SPY	ETF	115.99	115.99	115.6	115.71	17100.0
2011-09-06 05:20:00	SPY	ETF	115.84	115.84	115.79	115.79	1375.0
2011-09-06 05:25:00	SPY	ETF	115.9	115.9	115.9	115.9	5000.0
2011-09-06 05:30:00	SPY	ETF	115.88	115.88	115.88	115.88	200.0
2011-09-06 05:35:00	SPY	ETF	115.85	115.85	115.72	115.75	800.0
2011-09-06 05:40:00	SPY	ETF	115.75	115.79	115.75	115.79	5100.0
2011-09-06 05:50:00	SPY	ETF	115.59	115.64	115.59	115.64	800.0
2011-09-06 05:55:00	SPY	ETF	115.77	115.79	115.77	115.79	700.0
2011-09-06 06:00:00	SPY	ETF	115.75	115.75	115.56	115.6	800.0
2011-09-06 06:05:00	SPY	ETF	115.49	115.49	115.49	115.49	300.0
2011-09-06 06:10:00	SPY	ETF	115.61	115.81	115.61	115.81	1648.0
2011-09-06 06:15:00	SPY	ETF	115.81	115.89	115.72	115.89	2600.0
2011-09-06 06:20:00	SPY	ETF	115.89	115.96	115.86	115.88	5100.0
2011-09-06 06:25:00	SPY	ETF	115.8	115.8	115.8	115.8	660.0
2011-09-06 06:30:00	SPY	ETF	115.8	115.8	115.67	115.67	1150.0
2011-09-06 06:35:00	SPY	ETF	115.7	115.84	115.7	115.83	4900.0
2011-09-06 06:40:00	SPY	ETF	115.82	115.88	115.75	115.75	17625.0
2011-09-06 06:45:00	SPY	ETF	115.8	115.86	115.8	115.86	1900.0
2011-09-06 06:50:00	SPY	ETF	115.76	115.76	115.76	115.76	100.0
2011-09-06 06:55:00	SPY	ETF	115.75	115.76	115.75	115.76	700.0
2011-09-06 07:00:00	SPY	ETF	115.75	115.92	115.75	115.82	25070.0
2011-09-06 07:05:00	SPY	ETF	115.82	115.86	115.62	115.65	141658.0
2011-09-06 07:10:00	SPY	ETF	115.67	115.67	115.14	115.23	119130.0
2011-09-06 07:15:00	SPY	ETF	115.26	115.29	115.12	115.2	135714.0
2011-09-06 07:20:00	SPY	ETF	115.26	115.26	115.15	115.16	38489.0
2011-09-06 07:25:00	SPY	ETF	115.15	115.15	115.04	115.07	49864.0
2011-09-06 07:30:00	SPY	ETF	115.05	115.16	115.02	115.05	71278.0
2011-09-06 07:35:00	SPY	ETF	115.05	115.18	115.04	115.1	74233.0
2011-09-06 07:40:00	SPY	ETF	115.13	115.14	115.05	115.06	69581.0
2011-09-06 07:45:00	SPY	ETF	115.06	115.22	115.06	115.18	45276.0
2011-09-06 07:50:00	SPY	ETF	115.15	115.19	115.03	115.03	77473.0
2011-09-06 07:55:00	SPY	ETF	115.02	115.02	114.8	114.84	119330.0
2011-09-06 08:00:00	SPY	ETF	114.84	115.86	114.05	115.5086	1187809.0
2011-09-06 08:05:00	SPY	ETF	114.95	115.11	114.95	115.05	91304.0
2011-09-06 08:10:00	SPY	ETF	115.06	115.19	114.8	114.8	155753.0

> showing 50 of 39,138 rows — these rows as CSV

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