PREVIEW / etf_5min / 2011-09-16

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-16.parquet
  size:    832 KB
  rows:    34,832

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
2011-09-16 04:00:00	SPY	ETF	120.6	120.6	120.3	120.33	11383.0
2011-09-16 04:05:00	SPY	ETF	120.4	120.4	120.25	120.25	1452.0
2011-09-16 04:10:00	SPY	ETF	120.2	120.23	120.17	120.18	1300.0
2011-09-16 04:15:00	SPY	ETF	120.2	120.2	120.2	120.2	1000.0
2011-09-16 04:20:00	SPY	ETF	120.23	120.28	120.15	120.28	900.0
2011-09-16 04:25:00	SPY	ETF	120.22	120.22	120.18	120.18	300.0
2011-09-16 04:30:00	SPY	ETF	120.12	120.12	120.12	120.12	200.0
2011-09-16 04:35:00	SPY	ETF	120.26	120.26	120.25	120.25	400.0
2011-09-16 04:40:00	SPY	ETF	120.33	120.33	120.33	120.33	2125.0
2011-09-16 04:45:00	SPY	ETF	120.26	120.26	120.15	120.15	749.0
2011-09-16 04:50:00	SPY	ETF	120.26	120.26	120.15	120.15	2000.0
2011-09-16 05:05:00	SPY	ETF	120.36	120.37	120.36	120.37	1000.0
2011-09-16 05:10:00	SPY	ETF	120.39	120.47	120.39	120.47	420.0
2011-09-16 05:15:00	SPY	ETF	120.53	120.57	120.53	120.57	666.0
2011-09-16 05:20:00	SPY	ETF	120.5	120.55	120.5	120.55	10700.0
2011-09-16 05:30:00	SPY	ETF	120.47	120.47	120.47	120.47	100.0
2011-09-16 05:35:00	SPY	ETF	120.47	120.47	120.47	120.47	100.0
2011-09-16 05:40:00	SPY	ETF	120.5	120.5	120.5	120.5	200.0
2011-09-16 05:45:00	SPY	ETF	120.52	120.7	120.52	120.7	300.0
2011-09-16 05:50:00	SPY	ETF	120.7	120.7	120.65	120.65	700.0
2011-09-16 05:55:00	SPY	ETF	120.68	120.68	120.68	120.68	100.0
2011-09-16 06:00:00	SPY	ETF	120.61	120.61	120.57	120.58	2700.0
2011-09-16 06:05:00	SPY	ETF	120.58	120.58	120.58	120.58	100.0
2011-09-16 06:10:00	SPY	ETF	120.52	120.52	120.45	120.51	12300.0
2011-09-16 06:15:00	SPY	ETF	120.4	120.49	120.3	120.45	11400.0
2011-09-16 06:20:00	SPY	ETF	120.5	120.5	120.38	120.38	6800.0
2011-09-16 06:25:00	SPY	ETF	120.5	120.5	120.5	120.5	7000.0
2011-09-16 06:30:00	SPY	ETF	120.5	120.55	120.5	120.55	16100.0
2011-09-16 06:35:00	SPY	ETF	120.66	120.66	120.62	120.62	8600.0
2011-09-16 06:40:00	SPY	ETF	120.62	120.67	120.55	120.67	10080.0
2011-09-16 06:45:00	SPY	ETF	120.7	120.75	120.65	120.72	11200.0
2011-09-16 06:50:00	SPY	ETF	120.76	120.98	120.76	120.86	17920.0
2011-09-16 06:55:00	SPY	ETF	120.9	120.96	120.62	120.65	8530.0
2011-09-16 07:00:00	SPY	ETF	120.65	120.7	120.55	120.57	21555.0
2011-09-16 07:05:00	SPY	ETF	120.58	120.62	120.45	120.54	229168.0
2011-09-16 07:10:00	SPY	ETF	120.58	120.78	120.55	120.71	308606.0
2011-09-16 07:15:00	SPY	ETF	120.69	120.73	120.46	120.6	150850.0
2011-09-16 07:20:00	SPY	ETF	120.61	120.7	120.51	120.56	170900.0
2011-09-16 07:25:00	SPY	ETF	120.55	120.62	120.55	120.62	18400.0
2011-09-16 07:30:00	SPY	ETF	120.61	120.7	120.51	120.56	133800.0
2011-09-16 07:35:00	SPY	ETF	120.56	120.56	120.23	120.3	97280.0
2011-09-16 07:40:00	SPY	ETF	120.35	120.4	120.28	120.36	106000.0
2011-09-16 07:45:00	SPY	ETF	120.36	120.5	120.34	120.41	82975.0
2011-09-16 07:50:00	SPY	ETF	120.44	120.5	120.36	120.39	43900.0
2011-09-16 07:55:00	SPY	ETF	120.41	120.52	120.38	120.52	68500.0
2011-09-16 08:00:00	SPY	ETF	120.52	120.63	120.38	120.48	539766.0
2011-09-16 08:05:00	SPY	ETF	120.5	120.55	120.28	120.3	222764.0
2011-09-16 08:10:00	SPY	ETF	120.27	120.35	120.22	120.29	258552.0
2011-09-16 08:15:00	SPY	ETF	120.3	120.37	120.26	120.3	382360.0
2011-09-16 08:20:00	SPY	ETF	120.31	120.4	120.25	120.39	100770.0

> showing 50 of 34,832 rows — these rows as CSV

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