PREVIEW / etf_5min / 2011-09-15

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-15.parquet
  size:    883 KB
  rows:    36,639

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
2011-09-15 04:00:00	SPY	ETF	119.54	119.54	119.54	119.54	100.0
2011-09-15 04:05:00	SPY	ETF	119.65	119.65	119.65	119.65	1500.0
2011-09-15 04:30:00	SPY	ETF	119.72	119.72	119.72	119.72	809.0
2011-09-15 04:35:00	SPY	ETF	119.89	119.89	119.84	119.84	200.0
2011-09-15 04:40:00	SPY	ETF	119.84	119.84	119.84	119.84	100.0
2011-09-15 04:45:00	SPY	ETF	119.92	119.92	119.92	119.92	1000.0
2011-09-15 05:00:00	SPY	ETF	119.9	119.9	119.8	119.8	2350.0
2011-09-15 05:05:00	SPY	ETF	119.93	119.93	119.93	119.93	400.0
2011-09-15 05:10:00	SPY	ETF	119.9	119.9	119.9	119.9	600.0
2011-09-15 05:30:00	SPY	ETF	119.69	119.75	119.64	119.75	2450.0
2011-09-15 05:35:00	SPY	ETF	119.85	119.85	119.85	119.85	750.0
2011-09-15 05:40:00	SPY	ETF	119.78	119.9	119.78	119.9	8450.0
2011-09-15 05:45:00	SPY	ETF	120.01	120.01	119.91	119.91	750.0
2011-09-15 05:50:00	SPY	ETF	119.85	119.95	119.85	119.93	1700.0
2011-09-15 05:55:00	SPY	ETF	119.93	119.95	119.93	119.95	1600.0
2011-09-15 06:00:00	SPY	ETF	120.0	120.05	120.0	120.05	5700.0
2011-09-15 06:05:00	SPY	ETF	119.96	119.96	119.96	119.96	100.0
2011-09-15 06:10:00	SPY	ETF	119.99	120.05	119.99	120.05	1700.0
2011-09-15 06:15:00	SPY	ETF	119.99	119.99	119.99	119.99	2100.0
2011-09-15 06:20:00	SPY	ETF	119.99	119.99	119.99	119.99	300.0
2011-09-15 06:25:00	SPY	ETF	119.92	119.92	119.9	119.9	700.0
2011-09-15 06:30:00	SPY	ETF	119.9	119.9	119.9	119.9	2400.0
2011-09-15 06:35:00	SPY	ETF	119.99	120.05	119.99	120.05	19841.0
2011-09-15 06:40:00	SPY	ETF	120.06	120.2	120.06	120.2	4500.0
2011-09-15 06:45:00	SPY	ETF	120.15	120.23	120.15	120.23	5500.0
2011-09-15 06:50:00	SPY	ETF	120.1	120.19	120.1	120.17	6350.0
2011-09-15 06:55:00	SPY	ETF	120.16	120.22	120.16	120.22	7000.0
2011-09-15 07:00:00	SPY	ETF	120.2	120.2	120.09	120.17	20950.0
2011-09-15 07:05:00	SPY	ETF	120.16	120.27	120.16	120.2	82022.0
2011-09-15 07:10:00	SPY	ETF	120.17	120.18	120.03	120.12	73710.0
2011-09-15 07:15:00	SPY	ETF	120.12	120.19	120.05	120.05	167150.0
2011-09-15 07:20:00	SPY	ETF	120.08	120.19	120.05	120.15	228100.0
2011-09-15 07:25:00	SPY	ETF	120.19	120.27	120.13	120.18	99588.0
2011-09-15 07:30:00	SPY	ETF	120.22	120.24	120.14	120.2	33970.0
2011-09-15 07:35:00	SPY	ETF	120.16	120.19	120.08	120.08	41000.0
2011-09-15 07:40:00	SPY	ETF	120.07	120.14	120.0	120.02	57140.0
2011-09-15 07:45:00	SPY	ETF	120.05	120.1	120.0	120.02	123062.0
2011-09-15 07:50:00	SPY	ETF	120.07	120.12	120.03	120.12	13200.0
2011-09-15 07:55:00	SPY	ETF	120.13	120.2	120.11	120.14	68185.0
2011-09-15 08:00:00	SPY	ETF	120.08	120.2	119.97	120.04	440219.0
2011-09-15 08:05:00	SPY	ETF	120.04	120.08	120.0	120.04	187327.0
2011-09-15 08:10:00	SPY	ETF	120.02	120.09	119.98	120.07	136204.0
2011-09-15 08:15:00	SPY	ETF	120.05	120.14	120.05	120.12	146140.0
2011-09-15 08:20:00	SPY	ETF	120.11	120.15	120.07	120.12	511961.0
2011-09-15 08:25:00	SPY	ETF	120.13	120.13	119.94	119.97	555693.0
2011-09-15 08:30:00	SPY	ETF	119.98	119.98	119.4	119.54	2257023.0
2011-09-15 08:35:00	SPY	ETF	119.54	119.87	119.54	119.83	1053070.0
2011-09-15 08:40:00	SPY	ETF	119.84	120.03	119.62	119.85	470695.0
2011-09-15 08:45:00	SPY	ETF	119.84	119.87	119.58	119.68	447350.0
2011-09-15 08:50:00	SPY	ETF	119.67	119.83	119.59	119.6	231087.0

> showing 50 of 36,639 rows — these rows as CSV

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