PREVIEW / etf_5min / 2011-09-08

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-08.parquet
  size:    870 KB
  rows:    35,556

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
2011-09-08 04:00:00	SPY	ETF	120.01	120.01	119.88	119.9	9031.0
2011-09-08 04:20:00	SPY	ETF	120.0	120.1	120.0	120.1	800.0
2011-09-08 04:30:00	SPY	ETF	120.32	120.32	120.32	120.32	200.0
2011-09-08 04:40:00	SPY	ETF	120.35	120.35	120.35	120.35	100.0
2011-09-08 04:50:00	SPY	ETF	120.35	120.35	120.35	120.35	100.0
2011-09-08 04:55:00	SPY	ETF	120.4	120.4	120.4	120.4	300.0
2011-09-08 05:00:00	SPY	ETF	120.4	120.4	120.4	120.4	300.0
2011-09-08 05:30:00	SPY	ETF	120.52	120.52	120.52	120.52	100.0
2011-09-08 06:00:00	SPY	ETF	120.65	120.67	120.65	120.67	1580.0
2011-09-08 06:10:00	SPY	ETF	120.73	120.8	120.68	120.8	14700.0
2011-09-08 06:15:00	SPY	ETF	120.72	120.74	120.72	120.74	400.0
2011-09-08 06:30:00	SPY	ETF	120.65	120.65	120.65	120.65	4800.0
2011-09-08 06:35:00	SPY	ETF	120.65	120.65	120.65	120.65	200.0
2011-09-08 06:40:00	SPY	ETF	120.6	120.6	120.6	120.6	2600.0
2011-09-08 06:45:00	SPY	ETF	120.46	120.46	120.4	120.4	6800.0
2011-09-08 06:50:00	SPY	ETF	120.43	120.43	120.41	120.42	620.0
2011-09-08 06:55:00	SPY	ETF	120.46	120.6	120.42	120.6	900.0
2011-09-08 07:00:00	SPY	ETF	120.42	120.49	120.37	120.45	66400.0
2011-09-08 07:05:00	SPY	ETF	120.45	120.52	120.39	120.5	66800.0
2011-09-08 07:10:00	SPY	ETF	120.52	120.52	120.45	120.49	8000.0
2011-09-08 07:15:00	SPY	ETF	120.56	120.59	120.55	120.56	20100.0
2011-09-08 07:20:00	SPY	ETF	120.56	120.58	120.53	120.53	10300.0
2011-09-08 07:25:00	SPY	ETF	120.5	120.5	120.4	120.4	60540.0
2011-09-08 07:30:00	SPY	ETF	120.38	120.43	120.38	120.41	60225.0
2011-09-08 07:35:00	SPY	ETF	120.42	120.46	120.4	120.45	72400.0
2011-09-08 07:40:00	SPY	ETF	120.48	120.54	120.46	120.54	77100.0
2011-09-08 07:45:00	SPY	ETF	120.53	120.53	119.89	119.94	280205.0
2011-09-08 07:50:00	SPY	ETF	119.99	120.18	119.91	120.1	133450.0
2011-09-08 07:55:00	SPY	ETF	120.1	120.1	119.87	119.97	59490.0
2011-09-08 08:00:00	SPY	ETF	119.99	120.5	119.9	119.9	1006209.0
2011-09-08 08:05:00	SPY	ETF	119.9	119.99	119.88	119.96	176120.0
2011-09-08 08:10:00	SPY	ETF	119.96	119.98	119.9	119.95	51452.0
2011-09-08 08:15:00	SPY	ETF	119.95	119.95	119.85	119.89	90889.0
2011-09-08 08:20:00	SPY	ETF	119.9	119.9	119.76	119.76	111255.0
2011-09-08 08:25:00	SPY	ETF	119.76	119.83	119.51	119.57	488839.0
2011-09-08 08:30:00	SPY	ETF	119.66	119.91	119.55	119.66	1291909.0
2011-09-08 08:35:00	SPY	ETF	119.66	119.73	119.41	119.45	789080.0
2011-09-08 08:40:00	SPY	ETF	119.46	119.46	119.22	119.3	1003033.0
2011-09-08 08:45:00	SPY	ETF	119.3	119.36	119.16	119.27	713782.0
2011-09-08 08:50:00	SPY	ETF	119.27	119.5	119.19	119.49	599896.0
2011-09-08 08:55:00	SPY	ETF	119.5	119.61	119.48	119.53	297996.0
2011-09-08 09:00:00	SPY	ETF	119.52	119.62	119.42	119.55	396822.0
2011-09-08 09:05:00	SPY	ETF	119.56	119.56	119.44	119.44	190484.0
2011-09-08 09:10:00	SPY	ETF	119.43	119.62	119.42	119.62	208532.0
2011-09-08 09:15:00	SPY	ETF	119.61	119.71	119.57	119.69	153690.0
2011-09-08 09:20:00	SPY	ETF	119.69	119.73	119.66	119.68	213958.0
2011-09-08 09:25:00	SPY	ETF	119.68	119.68	119.48	119.56	575439.0
2011-09-08 09:30:00	SPY	ETF	119.57	119.82	119.41	119.75	4956635.0
2011-09-08 09:35:00	SPY	ETF	119.76	120.23	119.75	120.09	5753016.0
2011-09-08 09:40:00	SPY	ETF	120.08	120.37	120.04	120.24	4444377.0

> showing 50 of 35,556 rows — these rows as CSV

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