PREVIEW / etf_5min / 2011-09-19

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-19.parquet
  size:    874 KB
  rows:    36,509

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
2011-09-19 04:00:00	SPY	ETF	120.0	120.0	119.33	119.45	8086.0
2011-09-19 04:05:00	SPY	ETF	119.45	119.53	119.45	119.5	32212.0
2011-09-19 04:10:00	SPY	ETF	119.54	119.65	119.5	119.64	23068.0
2011-09-19 04:15:00	SPY	ETF	119.6	119.65	119.6	119.65	4370.0
2011-09-19 04:20:00	SPY	ETF	120.11	120.11	119.6	119.6	300.0
2011-09-19 04:25:00	SPY	ETF	119.62	119.62	119.58	119.6	75220.0
2011-09-19 04:30:00	SPY	ETF	119.6	119.6	119.5	119.6	102500.0
2011-09-19 04:35:00	SPY	ETF	119.6	119.6	119.57	119.58	74100.0
2011-09-19 04:40:00	SPY	ETF	119.5	119.55	119.4	119.5	21854.0
2011-09-19 04:45:00	SPY	ETF	119.4	119.4	119.4	119.4	100.0
2011-09-19 04:55:00	SPY	ETF	119.38	119.4	119.38	119.4	1721.0
2011-09-19 05:00:00	SPY	ETF	119.48	119.48	119.39	119.4	2800.0
2011-09-19 05:05:00	SPY	ETF	119.4	119.45	119.4	119.4	880.0
2011-09-19 05:10:00	SPY	ETF	119.4	119.4	119.4	119.4	200.0
2011-09-19 05:15:00	SPY	ETF	119.46	119.46	119.37	119.37	5110.0
2011-09-19 05:20:00	SPY	ETF	119.37	119.4	119.37	119.38	5410.0
2011-09-19 05:25:00	SPY	ETF	119.43	119.45	119.43	119.45	300.0
2011-09-19 05:30:00	SPY	ETF	119.46	119.46	119.46	119.46	120.0
2011-09-19 05:35:00	SPY	ETF	119.51	119.57	119.5	119.5	7450.0
2011-09-19 05:40:00	SPY	ETF	119.5	119.5	119.43	119.43	15420.0
2011-09-19 05:45:00	SPY	ETF	119.5	119.6	119.5	119.6	496.0
2011-09-19 05:50:00	SPY	ETF	119.66	119.66	119.66	119.66	227.0
2011-09-19 06:00:00	SPY	ETF	119.63	119.65	119.63	119.65	300.0
2011-09-19 06:05:00	SPY	ETF	119.62	119.62	119.62	119.62	300.0
2011-09-19 06:10:00	SPY	ETF	119.76	119.8	119.65	119.65	25350.0
2011-09-19 06:15:00	SPY	ETF	119.65	119.66	119.61	119.66	3000.0
2011-09-19 06:20:00	SPY	ETF	119.67	119.67	119.5	119.5	6650.0
2011-09-19 06:25:00	SPY	ETF	119.55	119.55	119.5	119.5	300.0
2011-09-19 06:30:00	SPY	ETF	119.55	119.55	119.55	119.55	100.0
2011-09-19 06:35:00	SPY	ETF	119.7	119.75	119.58	119.58	25500.0
2011-09-19 06:40:00	SPY	ETF	119.73	119.8	119.61	119.64	32126.0
2011-09-19 06:45:00	SPY	ETF	119.73	120.0	119.73	119.9	6550.0
2011-09-19 06:50:00	SPY	ETF	119.9	120.0	119.9	120.0	4280.0
2011-09-19 06:55:00	SPY	ETF	119.97	119.97	119.86	119.95	17000.0
2011-09-19 07:00:00	SPY	ETF	119.86	119.94	119.85	119.89	164018.0
2011-09-19 07:05:00	SPY	ETF	119.92	119.94	119.87	119.87	96220.0
2011-09-19 07:10:00	SPY	ETF	119.9	120.02	119.9	119.99	141950.0
2011-09-19 07:15:00	SPY	ETF	119.98	120.04	119.95	119.99	57441.0
2011-09-19 07:20:00	SPY	ETF	119.99	120.0	119.9	119.96	61150.0
2011-09-19 07:25:00	SPY	ETF	119.96	120.05	119.95	119.98	51529.0
2011-09-19 07:30:00	SPY	ETF	120.06	120.12	119.98	119.99	77836.0
2011-09-19 07:35:00	SPY	ETF	120.0	120.14	119.98	120.07	70240.0
2011-09-19 07:40:00	SPY	ETF	120.07	120.07	119.98	119.98	46790.0
2011-09-19 07:45:00	SPY	ETF	120.0	120.0	119.91	119.94	42133.0
2011-09-19 07:50:00	SPY	ETF	119.94	119.99	119.9	119.94	46135.0
2011-09-19 07:55:00	SPY	ETF	119.92	119.97	119.85	119.89	118240.0
2011-09-19 08:00:00	SPY	ETF	119.89	119.99	119.85	119.9	183594.0
2011-09-19 08:05:00	SPY	ETF	119.88	119.89	119.76	119.78	211997.0
2011-09-19 08:10:00	SPY	ETF	119.77	120.0	119.73	119.74	109645.0
2011-09-19 08:15:00	SPY	ETF	119.74	119.83	119.7	119.83	184498.0

> showing 50 of 36,509 rows — these rows as CSV

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