PREVIEW / etf_5min / 2011-10-20

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-10-20.parquet
  size:    876 KB
  rows:    35,887

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
2011-10-20 04:00:00	SPY	ETF	121.18	121.18	121.18	121.18	634.0
2011-10-20 04:05:00	SPY	ETF	121.15	121.18	121.15	121.18	664.0
2011-10-20 04:15:00	SPY	ETF	121.31	121.31	121.31	121.31	5000.0
2011-10-20 04:20:00	SPY	ETF	121.39	121.39	121.39	121.39	5000.0
2011-10-20 04:35:00	SPY	ETF	121.3	121.3	121.28	121.3	10061.0
2011-10-20 04:50:00	SPY	ETF	121.35	121.35	121.28	121.28	600.0
2011-10-20 04:55:00	SPY	ETF	121.22	121.22	121.19	121.19	2500.0
2011-10-20 05:00:00	SPY	ETF	121.14	121.18	121.14	121.18	5200.0
2011-10-20 05:05:00	SPY	ETF	121.14	121.15	121.06	121.15	8200.0
2011-10-20 05:10:00	SPY	ETF	121.24	121.24	121.24	121.24	500.0
2011-10-20 05:15:00	SPY	ETF	121.2	121.2	121.2	121.2	500.0
2011-10-20 05:25:00	SPY	ETF	121.56	121.88	121.49	121.88	3050.0
2011-10-20 05:30:00	SPY	ETF	121.92	122.11	121.72	121.72	35842.0
2011-10-20 05:35:00	SPY	ETF	121.7	121.75	121.7	121.73	10800.0
2011-10-20 05:40:00	SPY	ETF	121.72	121.93	121.72	121.93	51400.0
2011-10-20 05:45:00	SPY	ETF	121.91	121.93	121.79	121.8	23000.0
2011-10-20 05:50:00	SPY	ETF	121.78	121.78	121.62	121.64	18075.0
2011-10-20 05:55:00	SPY	ETF	121.71	121.71	121.71	121.71	507.0
2011-10-20 06:00:00	SPY	ETF	121.78	121.78	121.78	121.78	10800.0
2011-10-20 06:05:00	SPY	ETF	121.83	121.93	121.83	121.93	2500.0
2011-10-20 06:10:00	SPY	ETF	121.77	121.77	121.77	121.77	1000.0
2011-10-20 06:15:00	SPY	ETF	121.73	121.73	121.73	121.73	200.0
2011-10-20 06:20:00	SPY	ETF	121.75	121.81	121.75	121.79	5700.0
2011-10-20 06:25:00	SPY	ETF	121.86	121.91	121.84	121.88	1700.0
2011-10-20 06:30:00	SPY	ETF	121.85	121.86	121.69	121.86	36000.0
2011-10-20 06:35:00	SPY	ETF	121.86	121.86	121.8	121.85	12100.0
2011-10-20 06:40:00	SPY	ETF	121.83	122.01	121.83	121.94	11550.0
2011-10-20 06:45:00	SPY	ETF	122.03	122.13	121.88	121.95	65618.0
2011-10-20 06:50:00	SPY	ETF	121.88	121.92	121.88	121.92	5600.0
2011-10-20 06:55:00	SPY	ETF	121.89	121.95	121.89	121.95	5500.0
2011-10-20 07:00:00	SPY	ETF	121.9	121.95	121.78	121.78	47238.0
2011-10-20 07:05:00	SPY	ETF	121.79	121.79	121.6	121.7	62442.0
2011-10-20 07:10:00	SPY	ETF	121.63	121.72	121.61	121.65	17550.0
2011-10-20 07:15:00	SPY	ETF	121.63	121.63	121.45	121.55	73870.0
2011-10-20 07:20:00	SPY	ETF	121.53	121.53	121.38	121.5	85700.0
2011-10-20 07:25:00	SPY	ETF	121.5	121.65	121.5	121.52	18850.0
2011-10-20 07:30:00	SPY	ETF	121.51	121.65	121.51	121.65	16000.0
2011-10-20 07:35:00	SPY	ETF	121.68	121.68	121.5	121.58	56300.0
2011-10-20 07:40:00	SPY	ETF	121.55	121.64	121.55	121.6	34400.0
2011-10-20 07:45:00	SPY	ETF	121.6	121.82	121.6	121.79	88650.0
2011-10-20 07:50:00	SPY	ETF	121.8	121.8	121.67	121.67	81738.0
2011-10-20 07:55:00	SPY	ETF	121.69	121.79	121.69	121.76	26000.0
2011-10-20 08:00:00	SPY	ETF	121.76	121.95	121.7	121.85	160068.0
2011-10-20 08:05:00	SPY	ETF	121.85	121.89	121.8	121.84	45194.0
2011-10-20 08:10:00	SPY	ETF	121.8	121.85	121.73	121.84	77945.0
2011-10-20 08:15:00	SPY	ETF	121.83	121.98	121.83	121.93	66013.0
2011-10-20 08:20:00	SPY	ETF	121.93	121.97	121.84	121.89	106670.0
2011-10-20 08:25:00	SPY	ETF	121.88	121.93	121.79	121.86	85300.0
2011-10-20 08:30:00	SPY	ETF	121.85	121.97	121.62	121.76	358621.0
2011-10-20 08:35:00	SPY	ETF	121.74	121.87	121.7	121.82	141917.0

> showing 50 of 35,887 rows — these rows as CSV

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