PREVIEW / etf_5min / 2011-09-30

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-09-30.parquet
  size:    917 KB
  rows:    38,062

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
2011-09-30 04:00:00	SPY	ETF	115.45	115.45	115.2	115.2	1200.0
2011-09-30 04:05:00	SPY	ETF	115.2	115.2	115.2	115.2	350.0
2011-09-30 04:10:00	SPY	ETF	115.33	115.33	115.33	115.33	200.0
2011-09-30 04:15:00	SPY	ETF	115.39	115.39	115.39	115.39	1650.0
2011-09-30 04:25:00	SPY	ETF	115.26	115.26	115.26	115.26	100.0
2011-09-30 04:30:00	SPY	ETF	115.2	115.2	115.2	115.2	500.0
2011-09-30 04:35:00	SPY	ETF	115.17	115.22	115.17	115.22	10130.0
2011-09-30 04:45:00	SPY	ETF	115.37	115.37	115.29	115.29	600.0
2011-09-30 04:50:00	SPY	ETF	115.39	115.39	115.35	115.35	10600.0
2011-09-30 04:55:00	SPY	ETF	115.35	115.45	115.35	115.43	10400.0
2011-09-30 05:00:00	SPY	ETF	115.35	115.35	115.31	115.31	4100.0
2011-09-30 05:05:00	SPY	ETF	115.23	115.23	115.1	115.1	2700.0
2011-09-30 05:10:00	SPY	ETF	115.02	115.02	114.95	114.95	1700.0
2011-09-30 05:20:00	SPY	ETF	115.1	115.1	115.01	115.01	15300.0
2011-09-30 05:25:00	SPY	ETF	115.05	115.05	115.02	115.02	1000.0
2011-09-30 05:35:00	SPY	ETF	114.97	114.97	114.93	114.93	1800.0
2011-09-30 05:45:00	SPY	ETF	114.99	115.0	114.95	114.95	4213.0
2011-09-30 05:50:00	SPY	ETF	115.0	115.0	114.83	114.86	17238.0
2011-09-30 05:55:00	SPY	ETF	114.84	114.84	114.79	114.79	1000.0
2011-09-30 06:00:00	SPY	ETF	114.81	114.9	114.8	114.9	3210.0
2011-09-30 06:05:00	SPY	ETF	114.9	114.95	114.82	114.95	1729.0
2011-09-30 06:10:00	SPY	ETF	114.95	115.01	114.95	115.01	6550.0
2011-09-30 06:15:00	SPY	ETF	114.91	114.91	114.79	114.79	9600.0
2011-09-30 06:20:00	SPY	ETF	114.79	114.81	114.54	114.54	21750.0
2011-09-30 06:25:00	SPY	ETF	114.64	114.69	114.64	114.69	6900.0
2011-09-30 06:30:00	SPY	ETF	114.7	114.75	114.64	114.72	111000.0
2011-09-30 06:35:00	SPY	ETF	114.74	114.79	114.57	114.66	40500.0
2011-09-30 06:40:00	SPY	ETF	114.6	114.74	114.55	114.74	269450.0
2011-09-30 06:45:00	SPY	ETF	114.79	114.9	114.79	114.84	20600.0
2011-09-30 06:50:00	SPY	ETF	114.77	114.83	114.75	114.8	29200.0
2011-09-30 06:55:00	SPY	ETF	114.77	114.8	114.7	114.8	42850.0
2011-09-30 07:00:00	SPY	ETF	114.83	114.97	114.77	114.95	120884.0
2011-09-30 07:05:00	SPY	ETF	114.97	115.09	114.9	114.9	31725.0
2011-09-30 07:10:00	SPY	ETF	114.91	114.91	114.78	114.78	10401.0
2011-09-30 07:15:00	SPY	ETF	114.77	114.79	114.7	114.73	42901.0
2011-09-30 07:20:00	SPY	ETF	114.73	114.9	114.7	114.9	24130.0
2011-09-30 07:25:00	SPY	ETF	114.88	114.88	114.67	114.77	16300.0
2011-09-30 07:30:00	SPY	ETF	114.75	114.9	114.7	114.84	44400.0
2011-09-30 07:35:00	SPY	ETF	114.82	115.03	114.81	115.03	52220.0
2011-09-30 07:40:00	SPY	ETF	115.03	115.05	114.92	115.0	31996.0
2011-09-30 07:45:00	SPY	ETF	114.98	115.07	114.93	114.95	32365.0
2011-09-30 07:50:00	SPY	ETF	114.93	114.95	114.79	114.8	82330.0
2011-09-30 07:55:00	SPY	ETF	114.79	114.79	114.65	114.75	101125.0
2011-09-30 08:00:00	SPY	ETF	114.7	115.14	114.64	114.7	277787.0
2011-09-30 08:05:00	SPY	ETF	114.6	115.06	114.6	114.97	134049.0
2011-09-30 08:10:00	SPY	ETF	114.98	115.14	114.95	115.05	222120.0
2011-09-30 08:15:00	SPY	ETF	115.05	115.2	114.64	115.13	241859.0
2011-09-30 08:20:00	SPY	ETF	115.12	115.16	114.91	115.05	595040.0
2011-09-30 08:25:00	SPY	ETF	115.06	115.16	115.03	115.05	56117.0
2011-09-30 08:30:00	SPY	ETF	115.04	115.17	114.92	115.02	668882.0

> showing 50 of 38,062 rows — these rows as CSV

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