PREVIEW / etf_5min / 2011-10-18

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-10-18.parquet
  size:    919 KB
  rows:    36,986

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
2011-10-18 04:00:00	SPY	ETF	119.6	119.6	119.6	119.6	200.0
2011-10-18 04:10:00	SPY	ETF	119.73	119.73	119.73	119.73	100.0
2011-10-18 04:15:00	SPY	ETF	119.72	119.98	119.72	119.98	4700.0
2011-10-18 04:20:00	SPY	ETF	119.95	119.97	119.95	119.97	1400.0
2011-10-18 04:25:00	SPY	ETF	119.9	119.9	119.83	119.83	250.0
2011-10-18 04:30:00	SPY	ETF	119.78	119.78	119.74	119.75	1600.0
2011-10-18 04:35:00	SPY	ETF	119.69	119.69	119.66	119.66	10500.0
2011-10-18 04:40:00	SPY	ETF	119.87	119.9	119.87	119.9	4700.0
2011-10-18 04:45:00	SPY	ETF	119.88	119.88	119.88	119.88	1300.0
2011-10-18 05:00:00	SPY	ETF	119.77	119.77	119.77	119.77	100.0
2011-10-18 05:05:00	SPY	ETF	119.64	119.64	119.64	119.64	100.0
2011-10-18 05:15:00	SPY	ETF	119.51	119.51	119.47	119.47	5500.0
2011-10-18 05:20:00	SPY	ETF	119.6	119.92	119.6	119.92	11900.0
2011-10-18 05:25:00	SPY	ETF	119.98	119.98	119.98	119.98	100.0
2011-10-18 05:30:00	SPY	ETF	119.93	119.93	119.82	119.82	50000.0
2011-10-18 05:35:00	SPY	ETF	119.84	119.84	119.78	119.78	4300.0
2011-10-18 05:40:00	SPY	ETF	119.6	119.6	119.58	119.59	800.0
2011-10-18 05:45:00	SPY	ETF	119.59	119.64	119.59	119.64	6600.0
2011-10-18 05:50:00	SPY	ETF	119.67	119.71	119.59	119.71	3398.0
2011-10-18 05:55:00	SPY	ETF	119.74	119.75	119.7	119.7	1450.0
2011-10-18 06:00:00	SPY	ETF	119.77	119.77	119.69	119.69	10100.0
2011-10-18 06:05:00	SPY	ETF	119.79	119.79	119.79	119.79	200.0
2011-10-18 06:10:00	SPY	ETF	119.71	119.71	119.71	119.71	100.0
2011-10-18 06:15:00	SPY	ETF	119.74	119.74	119.74	119.74	10000.0
2011-10-18 06:30:00	SPY	ETF	119.7	119.8	119.7	119.8	400.0
2011-10-18 06:35:00	SPY	ETF	119.9	119.9	119.9	119.9	5000.0
2011-10-18 06:40:00	SPY	ETF	119.9	119.99	119.82	119.96	66951.0
2011-10-18 06:45:00	SPY	ETF	119.92	119.92	119.81	119.81	5100.0
2011-10-18 06:50:00	SPY	ETF	119.82	119.84	119.76	119.84	750.0
2011-10-18 06:55:00	SPY	ETF	119.87	119.89	119.77	119.89	62100.0
2011-10-18 07:00:00	SPY	ETF	119.94	120.05	119.85	119.87	127000.0
2011-10-18 07:05:00	SPY	ETF	119.78	119.78	119.56	119.62	542800.0
2011-10-18 07:10:00	SPY	ETF	119.62	119.68	119.51	119.58	145850.0
2011-10-18 07:15:00	SPY	ETF	119.56	119.66	119.56	119.66	12512.0
2011-10-18 07:20:00	SPY	ETF	119.68	119.76	119.63	119.63	71550.0
2011-10-18 07:25:00	SPY	ETF	119.6	119.76	119.6	119.76	71200.0
2011-10-18 07:30:00	SPY	ETF	119.79	119.86	119.73	119.76	28000.0
2011-10-18 07:35:00	SPY	ETF	119.74	119.74	119.21	119.31	337679.0
2011-10-18 07:40:00	SPY	ETF	119.25	119.5	119.25	119.5	111900.0
2011-10-18 07:45:00	SPY	ETF	119.5	119.53	119.33	119.35	118840.0
2011-10-18 07:50:00	SPY	ETF	119.36	119.38	119.24	119.33	132300.0
2011-10-18 07:55:00	SPY	ETF	119.33	119.33	119.15	119.29	81726.0
2011-10-18 08:00:00	SPY	ETF	119.3	119.39	119.25	119.36	252033.0
2011-10-18 08:05:00	SPY	ETF	119.967	119.967	119.28	119.28	191109.0
2011-10-18 08:10:00	SPY	ETF	119.31	119.6	119.3	119.57	125807.0
2011-10-18 08:15:00	SPY	ETF	119.58	119.7	119.58	119.62	128287.0
2011-10-18 08:20:00	SPY	ETF	119.64	119.77	119.63	119.77	496562.0
2011-10-18 08:25:00	SPY	ETF	119.76	119.78	119.7	119.76	551446.0
2011-10-18 08:30:00	SPY	ETF	119.72	119.93	119.56	119.75	867709.0
2011-10-18 08:35:00	SPY	ETF	119.77	119.83	119.64	119.72	321811.0

> showing 50 of 36,986 rows — these rows as CSV

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