PREVIEW / etf_5min / 2011-09-09

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-09.parquet
  size:    920 KB
  rows:    37,652

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
2011-09-09 04:00:00	SPY	ETF	119.2	119.2	118.88	118.88	700.0
2011-09-09 04:05:00	SPY	ETF	119.01	119.01	119.01	119.01	100.0
2011-09-09 04:10:00	SPY	ETF	118.94	118.94	118.94	118.94	200.0
2011-09-09 04:15:00	SPY	ETF	119.01	119.01	118.9	118.9	1292.0
2011-09-09 04:25:00	SPY	ETF	118.74	118.74	118.74	118.74	126.0
2011-09-09 04:35:00	SPY	ETF	118.8	118.8	118.8	118.8	500.0
2011-09-09 04:40:00	SPY	ETF	118.7	118.7	118.7	118.7	250.0
2011-09-09 04:55:00	SPY	ETF	118.73	118.82	118.73	118.82	351.0
2011-09-09 05:05:00	SPY	ETF	118.95	119.07	118.95	119.05	30000.0
2011-09-09 05:10:00	SPY	ETF	118.95	118.95	118.88	118.88	15300.0
2011-09-09 05:15:00	SPY	ETF	118.95	118.95	118.71	118.71	10100.0
2011-09-09 05:20:00	SPY	ETF	118.71	118.81	118.71	118.81	4900.0
2011-09-09 05:40:00	SPY	ETF	118.73	118.73	118.68	118.68	1100.0
2011-09-09 05:45:00	SPY	ETF	118.59	118.59	118.59	118.59	100.0
2011-09-09 05:50:00	SPY	ETF	118.65	118.65	118.65	118.65	100.0
2011-09-09 06:00:00	SPY	ETF	118.59	118.59	118.54	118.54	3450.0
2011-09-09 06:05:00	SPY	ETF	118.6	118.6	118.6	118.6	1000.0
2011-09-09 06:10:00	SPY	ETF	118.7	118.7	118.69	118.69	450.0
2011-09-09 06:20:00	SPY	ETF	118.89	118.89	118.89	118.89	4500.0
2011-09-09 06:25:00	SPY	ETF	118.94	118.97	118.94	118.97	500.0
2011-09-09 06:30:00	SPY	ETF	118.84	118.85	118.84	118.85	600.0
2011-09-09 06:35:00	SPY	ETF	118.84	118.84	118.83	118.84	1500.0
2011-09-09 06:40:00	SPY	ETF	118.8	118.8	118.8	118.8	200.0
2011-09-09 06:45:00	SPY	ETF	118.65	118.65	118.49	118.51	39367.0
2011-09-09 06:50:00	SPY	ETF	118.46	118.6	118.4	118.5	70300.0
2011-09-09 06:55:00	SPY	ETF	118.5	118.5	118.5	118.5	4800.0
2011-09-09 07:00:00	SPY	ETF	118.51	118.6	118.47	118.47	25683.0
2011-09-09 07:05:00	SPY	ETF	118.45	118.45	118.32	118.43	89860.0
2011-09-09 07:10:00	SPY	ETF	118.49	118.56	118.49	118.5	85000.0
2011-09-09 07:15:00	SPY	ETF	118.53	118.63	118.53	118.63	4300.0
2011-09-09 07:20:00	SPY	ETF	118.59	118.75	118.59	118.71	18864.0
2011-09-09 07:25:00	SPY	ETF	118.65	118.71	118.58	118.58	17300.0
2011-09-09 07:30:00	SPY	ETF	118.56	118.58	118.47	118.5	14221.0
2011-09-09 07:35:00	SPY	ETF	118.58	118.59	118.52	118.53	17635.0
2011-09-09 07:40:00	SPY	ETF	118.53	118.55	118.4	118.48	123500.0
2011-09-09 07:45:00	SPY	ETF	118.45	118.56	118.45	118.52	45046.0
2011-09-09 07:50:00	SPY	ETF	118.52	118.6	118.51	118.51	90323.0
2011-09-09 07:55:00	SPY	ETF	118.52	118.6	118.5	118.6	7679.0
2011-09-09 08:00:00	SPY	ETF	118.6	118.63	118.5	118.6	115352.0
2011-09-09 08:05:00	SPY	ETF	119.5	119.5	118.65	118.83	212825.0
2011-09-09 08:10:00	SPY	ETF	118.84	118.91	118.83	118.85	32595.0
2011-09-09 08:15:00	SPY	ETF	118.86	118.98	118.84	118.88	82267.0
2011-09-09 08:20:00	SPY	ETF	118.88	119.01	118.87	118.91	101928.0
2011-09-09 08:25:00	SPY	ETF	118.91	119.05	118.9	119.02	359989.0
2011-09-09 08:30:00	SPY	ETF	119.03	119.05	118.82	118.82	252499.0
2011-09-09 08:35:00	SPY	ETF	118.83	118.86	118.83	118.84	239100.0
2011-09-09 08:40:00	SPY	ETF	118.83	118.89	118.78	118.81	186690.0
2011-09-09 08:45:00	SPY	ETF	118.82	119.0	118.82	118.99	311305.0
2011-09-09 08:50:00	SPY	ETF	118.99	119.0	118.83	118.84	154831.0
2011-09-09 08:55:00	SPY	ETF	118.84	118.85	118.57	118.6	740734.0

> showing 50 of 37,652 rows — these rows as CSV

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