PREVIEW / etf_5min / 2011-09-28

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-28.parquet
  size:    923 KB
  rows:    37,755

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
2011-09-28 04:05:00	SPY	ETF	117.56	117.56	117.56	117.56	100.0
2011-09-28 04:10:00	SPY	ETF	117.35	117.35	117.31	117.31	310.0
2011-09-28 04:15:00	SPY	ETF	117.31	117.31	117.31	117.31	262.0
2011-09-28 04:25:00	SPY	ETF	117.4	117.4	117.39	117.39	1700.0
2011-09-28 04:35:00	SPY	ETF	117.4	117.4	117.2	117.2	4680.0
2011-09-28 04:40:00	SPY	ETF	117.25	117.25	117.25	117.25	400.0
2011-09-28 04:45:00	SPY	ETF	117.28	117.3	117.28	117.3	2500.0
2011-09-28 04:50:00	SPY	ETF	117.25	117.25	117.25	117.25	200.0
2011-09-28 04:55:00	SPY	ETF	117.5	117.62	117.5	117.62	300.0
2011-09-28 05:00:00	SPY	ETF	117.52	117.52	117.52	117.52	5000.0
2011-09-28 05:05:00	SPY	ETF	117.62	117.68	117.62	117.68	200.0
2011-09-28 05:10:00	SPY	ETF	117.8	117.8	117.8	117.8	700.0
2011-09-28 05:15:00	SPY	ETF	117.9	118.0	117.9	118.0	3050.0
2011-09-28 05:20:00	SPY	ETF	117.94	117.94	117.94	117.94	4950.0
2011-09-28 05:25:00	SPY	ETF	117.77	117.77	117.77	117.77	300.0
2011-09-28 05:35:00	SPY	ETF	117.71	117.71	117.71	117.71	100.0
2011-09-28 05:40:00	SPY	ETF	117.65	117.65	117.65	117.65	1000.0
2011-09-28 05:45:00	SPY	ETF	117.79	117.8	117.79	117.8	600.0
2011-09-28 05:50:00	SPY	ETF	117.92	118.1	117.92	118.1	600.0
2011-09-28 05:55:00	SPY	ETF	118.16	118.3	118.16	118.3	12700.0
2011-09-28 06:00:00	SPY	ETF	118.32	118.36	118.24	118.24	108000.0
2011-09-28 06:05:00	SPY	ETF	118.23	118.23	118.08	118.08	17000.0
2011-09-28 06:10:00	SPY	ETF	118.1	118.27	118.07	118.25	20700.0
2011-09-28 06:15:00	SPY	ETF	118.27	118.58	118.22	118.5	35900.0
2011-09-28 06:20:00	SPY	ETF	118.5	118.72	118.5	118.56	68210.0
2011-09-28 06:25:00	SPY	ETF	118.64	118.67	118.47	118.47	8200.0
2011-09-28 06:30:00	SPY	ETF	118.45	118.45	118.4	118.45	12000.0
2011-09-28 06:35:00	SPY	ETF	118.45	118.45	118.37	118.4	18600.0
2011-09-28 06:40:00	SPY	ETF	118.4	118.5	118.4	118.42	32000.0
2011-09-28 06:45:00	SPY	ETF	118.45	118.65	118.45	118.52	53100.0
2011-09-28 06:50:00	SPY	ETF	118.49	118.58	118.49	118.58	4700.0
2011-09-28 06:55:00	SPY	ETF	118.51	118.52	118.5	118.52	25462.0
2011-09-28 07:00:00	SPY	ETF	118.5	118.56	118.35	118.54	54200.0
2011-09-28 07:05:00	SPY	ETF	118.45	118.52	118.42	118.42	60900.0
2011-09-28 07:10:00	SPY	ETF	118.5	118.5	118.4	118.4	26600.0
2011-09-28 07:15:00	SPY	ETF	118.4	118.4	118.26	118.26	66290.0
2011-09-28 07:20:00	SPY	ETF	118.26	118.31	118.21	118.21	33150.0
2011-09-28 07:25:00	SPY	ETF	118.23	118.27	118.17	118.2	41840.0
2011-09-28 07:30:00	SPY	ETF	118.22	118.25	118.15	118.25	193790.0
2011-09-28 07:35:00	SPY	ETF	118.24	118.32	118.21	118.26	46850.0
2011-09-28 07:40:00	SPY	ETF	118.27	118.27	118.15	118.2	36100.0
2011-09-28 07:45:00	SPY	ETF	118.16	118.18	118.04	118.09	109230.0
2011-09-28 07:50:00	SPY	ETF	118.06	118.25	118.05	118.21	181800.0
2011-09-28 07:55:00	SPY	ETF	118.16	118.2	118.14	118.14	82800.0
2011-09-28 08:00:00	SPY	ETF	118.14	118.5	117.9	118.06	858759.0
2011-09-28 08:05:00	SPY	ETF	118.06	118.07	117.96	118.04	175520.0
2011-09-28 08:10:00	SPY	ETF	118.03	118.09	117.9	117.94	393565.0
2011-09-28 08:15:00	SPY	ETF	117.94	117.96	117.83	117.92	670235.0
2011-09-28 08:20:00	SPY	ETF	117.94	117.98	117.84	117.98	146934.0
2011-09-28 08:25:00	SPY	ETF	117.98	118.25	117.98	118.21	193826.0

> showing 50 of 37,755 rows — these rows as CSV

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