PREVIEW / etf_5min / 2011-09-26

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-26.parquet
  size:    955 KB
  rows:    39,576

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
2011-09-26 04:00:00	SPY	ETF	113.6	113.76	113.51	113.67	9660.0
2011-09-26 04:05:00	SPY	ETF	113.25	113.5	113.25	113.5	1200.0
2011-09-26 04:10:00	SPY	ETF	113.58	113.68	113.51	113.57	2800.0
2011-09-26 04:15:00	SPY	ETF	113.73	114.0	113.73	113.98	2700.0
2011-09-26 04:20:00	SPY	ETF	114.03	114.21	114.01	114.01	2031.0
2011-09-26 04:25:00	SPY	ETF	114.06	114.06	114.06	114.06	300.0
2011-09-26 04:30:00	SPY	ETF	113.89	113.9	113.83	113.9	900.0
2011-09-26 04:35:00	SPY	ETF	113.93	113.93	113.9	113.9	700.0
2011-09-26 04:40:00	SPY	ETF	113.9	113.9	113.9	113.9	100.0
2011-09-26 04:45:00	SPY	ETF	113.99	113.99	113.99	113.99	400.0
2011-09-26 04:50:00	SPY	ETF	114.08	114.08	114.08	114.08	400.0
2011-09-26 04:55:00	SPY	ETF	114.31	114.55	114.31	114.55	5600.0
2011-09-26 05:00:00	SPY	ETF	114.46	114.63	114.46	114.63	1300.0
2011-09-26 05:05:00	SPY	ETF	114.66	114.66	114.61	114.61	325.0
2011-09-26 05:10:00	SPY	ETF	114.63	114.8	114.63	114.8	15950.0
2011-09-26 05:15:00	SPY	ETF	114.8	114.8	114.52	114.68	2000.0
2011-09-26 05:20:00	SPY	ETF	114.6	114.72	114.56	114.72	2290.0
2011-09-26 05:25:00	SPY	ETF	114.56	114.59	114.56	114.59	900.0
2011-09-26 05:30:00	SPY	ETF	114.55	114.61	114.55	114.61	700.0
2011-09-26 05:35:00	SPY	ETF	114.39	114.42	114.39	114.42	10400.0
2011-09-26 05:40:00	SPY	ETF	114.33	114.33	114.33	114.33	100.0
2011-09-26 05:45:00	SPY	ETF	114.41	114.59	114.41	114.59	2100.0
2011-09-26 05:50:00	SPY	ETF	114.42	114.42	114.42	114.42	200.0
2011-09-26 05:55:00	SPY	ETF	114.4	114.46	114.4	114.46	700.0
2011-09-26 06:00:00	SPY	ETF	114.36	114.54	114.3	114.54	6000.0
2011-09-26 06:05:00	SPY	ETF	114.54	114.59	114.48	114.59	729.0
2011-09-26 06:10:00	SPY	ETF	114.64	114.64	114.29	114.37	25500.0
2011-09-26 06:15:00	SPY	ETF	114.29	114.56	114.28	114.56	27799.0
2011-09-26 06:25:00	SPY	ETF	114.33	114.74	114.3	114.74	51400.0
2011-09-26 06:30:00	SPY	ETF	114.81	114.82	114.63	114.73	30990.0
2011-09-26 06:35:00	SPY	ETF	114.78	114.9	114.72	114.9	12000.0
2011-09-26 06:40:00	SPY	ETF	114.83	114.96	114.83	114.89	5329.0
2011-09-26 06:45:00	SPY	ETF	115.0	115.09	114.82	114.99	3646.0
2011-09-26 06:50:00	SPY	ETF	114.99	115.02	114.9	115.02	35240.0
2011-09-26 06:55:00	SPY	ETF	115.04	115.07	114.82	114.86	15000.0
2011-09-26 07:00:00	SPY	ETF	114.89	115.42	114.88	115.12	137816.0
2011-09-26 07:05:00	SPY	ETF	115.05	115.46	114.95	115.42	23012.0
2011-09-26 07:10:00	SPY	ETF	115.45	115.59	115.29	115.52	134228.0
2011-09-26 07:15:00	SPY	ETF	115.52	115.69	115.41	115.61	179727.0
2011-09-26 07:20:00	SPY	ETF	115.58	115.59	115.36	115.41	133119.0
2011-09-26 07:25:00	SPY	ETF	115.48	115.54	115.34	115.43	46100.0
2011-09-26 07:30:00	SPY	ETF	115.45	115.59	115.43	115.5	41128.0
2011-09-26 07:35:00	SPY	ETF	115.47	115.47	115.31	115.36	46075.0
2011-09-26 07:40:00	SPY	ETF	115.4	115.47	115.27	115.41	69270.0
2011-09-26 07:45:00	SPY	ETF	115.42	115.44	115.18	115.25	106816.0
2011-09-26 07:50:00	SPY	ETF	115.28	115.33	115.25	115.25	256180.0
2011-09-26 07:55:00	SPY	ETF	115.25	115.25	115.06	115.1	75890.0
2011-09-26 08:00:00	SPY	ETF	115.5	115.5	113.26	115.15	528619.0
2011-09-26 08:05:00	SPY	ETF	115.12	115.36	114.98	115.1	162628.0
2011-09-26 08:10:00	SPY	ETF	115.08	115.19	114.85	114.86	207271.0

> showing 50 of 39,576 rows — these rows as CSV

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