PREVIEW / etf_5min / 2011-09-23

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-23.parquet
  size:    973 KB
  rows:    40,356

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
2011-09-23 04:00:00	SPY	ETF	113.66	113.79	113.66	113.79	1700.0
2011-09-23 04:05:00	SPY	ETF	113.79	113.89	113.79	113.82	2100.0
2011-09-23 04:10:00	SPY	ETF	113.94	113.94	113.84	113.84	400.0
2011-09-23 04:15:00	SPY	ETF	113.93	113.97	113.93	113.93	677.0
2011-09-23 04:20:00	SPY	ETF	114.03	114.04	114.03	114.03	1470.0
2011-09-23 04:35:00	SPY	ETF	114.12	114.23	114.12	114.23	600.0
2011-09-23 04:40:00	SPY	ETF	114.17	114.17	114.11	114.16	1780.0
2011-09-23 04:45:00	SPY	ETF	114.06	114.06	114.06	114.06	400.0
2011-09-23 04:55:00	SPY	ETF	114.04	114.04	114.04	114.04	300.0
2011-09-23 05:00:00	SPY	ETF	114.2	114.23	114.2	114.23	650.0
2011-09-23 05:10:00	SPY	ETF	113.78	113.78	113.78	113.78	129.0
2011-09-23 05:15:00	SPY	ETF	113.64	113.64	113.5	113.5	348.0
2011-09-23 05:30:00	SPY	ETF	113.69	113.69	113.51	113.51	200.0
2011-09-23 05:45:00	SPY	ETF	113.53	113.53	113.51	113.51	1700.0
2011-09-23 05:50:00	SPY	ETF	113.51	113.55	113.11	113.11	3000.0
2011-09-23 05:55:00	SPY	ETF	113.06	113.06	113.02	113.02	800.0
2011-09-23 06:00:00	SPY	ETF	113.28	113.28	113.28	113.28	200.0
2011-09-23 06:05:00	SPY	ETF	113.02	113.02	112.81	112.88	920.0
2011-09-23 06:10:00	SPY	ETF	112.88	112.88	112.88	112.88	100.0
2011-09-23 06:15:00	SPY	ETF	112.82	112.93	112.78	112.78	12547.0
2011-09-23 06:20:00	SPY	ETF	112.78	112.87	112.6	112.75	2955.0
2011-09-23 06:25:00	SPY	ETF	112.65	112.65	112.24	112.24	4130.0
2011-09-23 06:30:00	SPY	ETF	112.32	112.43	112.02	112.07	48680.0
2011-09-23 06:35:00	SPY	ETF	112.3	112.3	112.03	112.07	11830.0
2011-09-23 06:40:00	SPY	ETF	112.22	112.25	111.95	112.2	23442.0
2011-09-23 06:45:00	SPY	ETF	112.0	112.04	111.91	111.92	14600.0
2011-09-23 06:50:00	SPY	ETF	111.92	112.03	111.76	111.76	22815.0
2011-09-23 06:55:00	SPY	ETF	111.8	112.25	111.75	112.25	152300.0
2011-09-23 07:00:00	SPY	ETF	112.2	112.25	112.01	112.11	43042.0
2011-09-23 07:05:00	SPY	ETF	112.09	112.32	112.02	112.27	1438669.0
2011-09-23 07:10:00	SPY	ETF	112.2	112.35	112.09	112.11	118880.0
2011-09-23 07:15:00	SPY	ETF	112.09	112.17	112.0	112.07	383500.0
2011-09-23 07:20:00	SPY	ETF	112.07	112.07	111.82	111.92	74450.0
2011-09-23 07:25:00	SPY	ETF	111.87	112.1	111.87	111.97	88680.0
2011-09-23 07:30:00	SPY	ETF	112.0	112.08	111.75	111.8	145547.0
2011-09-23 07:35:00	SPY	ETF	111.79	111.79	111.59	111.68	205680.0
2011-09-23 07:40:00	SPY	ETF	111.69	111.73	111.52	111.58	66410.0
2011-09-23 07:45:00	SPY	ETF	111.51	111.53	111.39	111.48	269005.0
2011-09-23 07:50:00	SPY	ETF	111.5	111.58	111.37	111.37	198997.0
2011-09-23 07:55:00	SPY	ETF	111.37	111.48	111.16	111.28	229295.0
2011-09-23 08:00:00	SPY	ETF	111.32	111.5	110.95	110.99	1578208.0
2011-09-23 08:05:00	SPY	ETF	112.235	112.235	110.85	111.24	2315225.0
2011-09-23 08:10:00	SPY	ETF	111.23	114.33	111.18	111.27	310511.0
2011-09-23 08:15:00	SPY	ETF	111.27	113.72	111.15	111.47	837948.0
2011-09-23 08:20:00	SPY	ETF	111.48	111.67	111.47	111.48	460563.0
2011-09-23 08:25:00	SPY	ETF	111.47	112.29	111.45	112.21	799160.0
2011-09-23 08:30:00	SPY	ETF	112.22	112.22	111.83	111.94	1155465.0
2011-09-23 08:35:00	SPY	ETF	111.94	111.96	111.41	111.52	1166499.0
2011-09-23 08:40:00	SPY	ETF	111.53	111.82	111.41	111.43	471098.0
2011-09-23 08:45:00	SPY	ETF	111.42	111.8	111.4	111.74	717502.0

> showing 50 of 40,356 rows — these rows as CSV

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