PREVIEW / etf_5min / 2011-10-24

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-10-24.parquet
  size:    940 KB
  rows:    38,870

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
2011-10-24 04:00:00	SPY	ETF	124.23	124.52	124.23	124.5	30967.0
2011-10-24 04:10:00	SPY	ETF	124.64	124.64	124.5	124.53	3240.0
2011-10-24 04:15:00	SPY	ETF	124.63	124.63	124.5	124.5	2600.0
2011-10-24 04:25:00	SPY	ETF	124.41	124.41	124.41	124.41	7500.0
2011-10-24 04:30:00	SPY	ETF	124.28	124.28	124.18	124.28	8944.0
2011-10-24 04:35:00	SPY	ETF	124.16	124.16	124.16	124.16	500.0
2011-10-24 04:40:00	SPY	ETF	124.14	124.14	124.14	124.14	6100.0
2011-10-24 04:45:00	SPY	ETF	124.14	124.15	124.14	124.14	849.0
2011-10-24 04:50:00	SPY	ETF	124.05	124.05	124.05	124.05	7000.0
2011-10-24 04:55:00	SPY	ETF	124.06	124.1	124.06	124.1	4600.0
2011-10-24 05:00:00	SPY	ETF	124.05	124.05	123.99	123.99	10500.0
2011-10-24 05:05:00	SPY	ETF	124.15	124.15	124.15	124.15	270.0
2011-10-24 05:10:00	SPY	ETF	124.01	124.15	124.01	124.15	1400.0
2011-10-24 05:20:00	SPY	ETF	124.12	124.15	123.99	123.99	16300.0
2011-10-24 05:25:00	SPY	ETF	124.18	124.18	124.18	124.18	500.0
2011-10-24 05:30:00	SPY	ETF	124.23	124.23	124.2	124.2	400.0
2011-10-24 05:35:00	SPY	ETF	124.33	124.33	124.33	124.33	1000.0
2011-10-24 05:45:00	SPY	ETF	124.31	124.43	124.31	124.43	10000.0
2011-10-24 05:55:00	SPY	ETF	124.4	124.4	124.4	124.4	200.0
2011-10-24 06:00:00	SPY	ETF	124.4	124.43	124.4	124.43	1800.0
2011-10-24 06:05:00	SPY	ETF	124.38	124.41	124.38	124.41	300.0
2011-10-24 06:10:00	SPY	ETF	124.38	124.38	124.35	124.35	2800.0
2011-10-24 06:15:00	SPY	ETF	124.36	124.36	124.36	124.36	200.0
2011-10-24 06:20:00	SPY	ETF	124.41	124.41	124.38	124.38	251.0
2011-10-24 06:25:00	SPY	ETF	124.45	124.45	124.45	124.45	100.0
2011-10-24 06:30:00	SPY	ETF	124.48	124.48	124.42	124.42	1700.0
2011-10-24 06:35:00	SPY	ETF	124.38	124.38	124.05	124.05	34780.0
2011-10-24 06:40:00	SPY	ETF	124.05	124.15	124.05	124.13	6700.0
2011-10-24 06:45:00	SPY	ETF	124.01	124.03	123.87	123.87	44300.0
2011-10-24 06:50:00	SPY	ETF	123.91	123.98	123.85	123.9	30310.0
2011-10-24 06:55:00	SPY	ETF	123.9	123.95	123.85	123.9	39100.0
2011-10-24 07:00:00	SPY	ETF	123.85	123.93	123.79	123.85	71800.0
2011-10-24 07:05:00	SPY	ETF	123.87	123.92	123.85	123.92	251550.0
2011-10-24 07:10:00	SPY	ETF	123.94	124.02	123.9	124.0	11525.0
2011-10-24 07:15:00	SPY	ETF	124.02	124.04	123.96	123.96	31319.0
2011-10-24 07:20:00	SPY	ETF	123.96	124.0	123.9	123.95	45825.0
2011-10-24 07:25:00	SPY	ETF	123.96	123.97	123.9	123.94	40600.0
2011-10-24 07:30:00	SPY	ETF	123.9	124.1	123.9	124.06	122774.0
2011-10-24 07:35:00	SPY	ETF	124.03	124.05	123.88	124.0	73201.0
2011-10-24 07:40:00	SPY	ETF	124.0	124.02	123.96	124.0	76275.0
2011-10-24 07:45:00	SPY	ETF	123.97	124.02	123.9	124.01	37650.0
2011-10-24 07:50:00	SPY	ETF	124.01	124.15	123.96	124.15	40453.0
2011-10-24 07:55:00	SPY	ETF	124.15	124.15	124.0	124.09	29400.0
2011-10-24 08:00:00	SPY	ETF	124.13	124.35	124.05	124.1	99960.0
2011-10-24 08:05:00	SPY	ETF	123.9	124.43	123.9	124.07	301690.0
2011-10-24 08:10:00	SPY	ETF	124.07	124.18	124.07	124.175	126974.0
2011-10-24 08:15:00	SPY	ETF	124.17	124.18	124.04	124.05	89018.0
2011-10-24 08:20:00	SPY	ETF	124.03	124.05	123.96	124.05	230345.0
2011-10-24 08:25:00	SPY	ETF	124.05	124.18	124.05	124.14	64381.0
2011-10-24 08:30:00	SPY	ETF	124.13	124.14	123.95	124.04	177680.0

> showing 50 of 38,870 rows — these rows as CSV

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