PREVIEW / etf_5min / 2011-10-28

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-10-28.parquet
  size:    891 KB
  rows:    37,910

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
2011-10-28 04:00:00	SPY	ETF	128.5	128.5	128.29	128.3	1700.0
2011-10-28 04:10:00	SPY	ETF	128.69	128.69	128.69	128.69	100.0
2011-10-28 04:20:00	SPY	ETF	128.61	128.63	128.61	128.63	11798.0
2011-10-28 04:25:00	SPY	ETF	128.51	128.51	128.51	128.51	4950.0
2011-10-28 04:35:00	SPY	ETF	128.51	128.51	128.51	128.51	300.0
2011-10-28 04:50:00	SPY	ETF	128.54	128.54	128.54	128.54	300.0
2011-10-28 05:05:00	SPY	ETF	128.59	128.59	128.59	128.59	2450.0
2011-10-28 05:15:00	SPY	ETF	128.31	128.31	128.31	128.31	4000.0
2011-10-28 05:20:00	SPY	ETF	128.38	128.38	128.31	128.31	1600.0
2011-10-28 05:30:00	SPY	ETF	128.21	128.21	128.2	128.2	200.0
2011-10-28 05:35:00	SPY	ETF	128.26	128.26	128.25	128.25	200.0
2011-10-28 05:40:00	SPY	ETF	128.29	128.29	128.29	128.29	400.0
2011-10-28 05:45:00	SPY	ETF	128.18	128.18	128.18	128.18	500.0
2011-10-28 05:50:00	SPY	ETF	128.21	128.36	128.21	128.36	1100.0
2011-10-28 05:55:00	SPY	ETF	128.41	128.46	128.41	128.46	500.0
2011-10-28 06:00:00	SPY	ETF	128.41	128.41	128.34	128.34	13119.0
2011-10-28 06:05:00	SPY	ETF	128.29	128.29	128.29	128.29	100.0
2011-10-28 06:10:00	SPY	ETF	128.21	128.26	128.21	128.26	10100.0
2011-10-28 06:15:00	SPY	ETF	128.21	128.24	128.08	128.09	82695.0
2011-10-28 06:20:00	SPY	ETF	128.12	128.21	128.01	128.01	29311.0
2011-10-28 06:25:00	SPY	ETF	128.09	128.09	128.0	128.0	4190.0
2011-10-28 06:30:00	SPY	ETF	128.0	128.04	127.91	128.04	19500.0
2011-10-28 06:35:00	SPY	ETF	128.07	128.07	128.01	128.01	10800.0
2011-10-28 06:40:00	SPY	ETF	128.09	128.09	127.91	127.91	25700.0
2011-10-28 06:45:00	SPY	ETF	127.94	127.94	127.9	127.93	1300.0
2011-10-28 06:50:00	SPY	ETF	128.0	128.06	128.0	128.06	25560.0
2011-10-28 06:55:00	SPY	ETF	128.06	128.16	128.03	128.14	6800.0
2011-10-28 07:00:00	SPY	ETF	128.11	128.28	128.11	128.19	50325.0
2011-10-28 07:05:00	SPY	ETF	128.13	128.25	128.13	128.25	34100.0
2011-10-28 07:10:00	SPY	ETF	128.24	128.33	128.19	128.21	15800.0
2011-10-28 07:15:00	SPY	ETF	128.23	128.32	128.23	128.32	1900.0
2011-10-28 07:20:00	SPY	ETF	128.23	128.27	128.13	128.15	43100.0
2011-10-28 07:25:00	SPY	ETF	128.13	128.14	127.96	128.03	38727.0
2011-10-28 07:30:00	SPY	ETF	128.03	128.03	127.91	127.95	61584.0
2011-10-28 07:35:00	SPY	ETF	128.02	128.11	128.0	128.0	53500.0
2011-10-28 07:40:00	SPY	ETF	128.0	128.11	128.0	128.08	62544.0
2011-10-28 07:45:00	SPY	ETF	128.1	128.1	127.94	127.95	113476.0
2011-10-28 07:50:00	SPY	ETF	127.98	128.06	127.96	128.02	86775.0
2011-10-28 07:55:00	SPY	ETF	128.08	128.1	127.99	128.06	33650.0
2011-10-28 08:00:00	SPY	ETF	128.03	128.18	128.01	128.15	643599.0
2011-10-28 08:05:00	SPY	ETF	128.12	128.2	127.9	128.09	275473.0
2011-10-28 08:10:00	SPY	ETF	128.1	128.12	128.02	128.04	219722.0
2011-10-28 08:15:00	SPY	ETF	128.04	128.13	128.03	128.09	52950.0
2011-10-28 08:20:00	SPY	ETF	128.1	128.18	128.1	128.17	80408.0
2011-10-28 08:25:00	SPY	ETF	128.17	128.24	128.14	128.17	93970.0
2011-10-28 08:30:00	SPY	ETF	128.18	128.24	128.06	128.11	205303.0
2011-10-28 08:35:00	SPY	ETF	128.12	128.18	128.09	128.17	100247.0
2011-10-28 08:40:00	SPY	ETF	128.16	128.17	128.02	128.06	162701.0
2011-10-28 08:45:00	SPY	ETF	128.06	128.06	127.93	127.96	263399.0
2011-10-28 08:50:00	SPY	ETF	127.96	128.13	127.94	128.12	258150.0

> showing 50 of 37,910 rows — these rows as CSV

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