PREVIEW / etf_5min / 2011-10-31

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-10-31.parquet
  size:    914 KB
  rows:    38,369

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
2011-10-31 04:00:00	SPY	ETF	128.1	128.1	127.65	127.65	1861.0
2011-10-31 04:15:00	SPY	ETF	127.6	127.6	127.6	127.6	100.0
2011-10-31 04:20:00	SPY	ETF	127.53	127.53	127.5	127.5	2300.0
2011-10-31 04:25:00	SPY	ETF	127.53	127.53	127.53	127.53	392.0
2011-10-31 04:35:00	SPY	ETF	127.46	127.46	127.46	127.46	100.0
2011-10-31 04:40:00	SPY	ETF	127.45	127.45	127.4	127.4	1700.0
2011-10-31 04:55:00	SPY	ETF	127.43	127.46	127.43	127.46	8400.0
2011-10-31 05:00:00	SPY	ETF	127.4	127.41	127.36	127.36	855.0
2011-10-31 05:05:00	SPY	ETF	127.46	127.48	127.46	127.48	2000.0
2011-10-31 05:10:00	SPY	ETF	127.4	127.44	127.31	127.31	7563.0
2011-10-31 05:15:00	SPY	ETF	127.3	127.3	127.3	127.3	600.0
2011-10-31 05:20:00	SPY	ETF	127.27	127.27	127.25	127.25	300.0
2011-10-31 05:25:00	SPY	ETF	127.28	127.28	127.28	127.28	100.0
2011-10-31 05:30:00	SPY	ETF	127.4	127.4	127.31	127.31	2400.0
2011-10-31 05:35:00	SPY	ETF	127.34	127.35	127.25	127.25	16740.0
2011-10-31 05:40:00	SPY	ETF	127.25	127.26	127.23	127.23	1300.0
2011-10-31 05:45:00	SPY	ETF	127.3	127.3	127.21	127.21	1300.0
2011-10-31 05:50:00	SPY	ETF	127.21	127.3	127.21	127.3	1100.0
2011-10-31 06:00:00	SPY	ETF	127.39	127.39	127.35	127.35	300.0
2011-10-31 06:05:00	SPY	ETF	127.35	127.39	127.35	127.39	5800.0
2011-10-31 06:15:00	SPY	ETF	127.3	127.44	127.3	127.4	700.0
2011-10-31 06:20:00	SPY	ETF	127.38	127.44	127.36	127.44	12300.0
2011-10-31 06:25:00	SPY	ETF	127.45	127.51	127.45	127.51	3000.0
2011-10-31 06:30:00	SPY	ETF	127.46	127.46	127.42	127.42	700.0
2011-10-31 06:35:00	SPY	ETF	127.43	127.43	127.43	127.43	100.0
2011-10-31 06:40:00	SPY	ETF	127.49	127.49	127.48	127.48	2700.0
2011-10-31 06:45:00	SPY	ETF	127.49	127.49	127.48	127.48	1390.0
2011-10-31 06:50:00	SPY	ETF	127.45	127.51	127.42	127.46	67000.0
2011-10-31 06:55:00	SPY	ETF	127.5	127.56	127.5	127.53	10600.0
2011-10-31 07:00:00	SPY	ETF	127.55	127.61	127.5	127.53	53946.0
2011-10-31 07:05:00	SPY	ETF	127.54	127.57	127.51	127.55	33100.0
2011-10-31 07:10:00	SPY	ETF	127.57	127.57	127.38	127.41	67671.0
2011-10-31 07:15:00	SPY	ETF	127.41	127.45	127.35	127.35	205494.0
2011-10-31 07:20:00	SPY	ETF	127.38	127.38	127.25	127.31	194250.0
2011-10-31 07:25:00	SPY	ETF	127.25	127.41	127.24	127.35	21500.0
2011-10-31 07:30:00	SPY	ETF	127.31	127.33	127.2	127.22	28900.0
2011-10-31 07:35:00	SPY	ETF	127.23	127.27	127.14	127.2	71200.0
2011-10-31 07:40:00	SPY	ETF	127.2	127.24	127.15	127.17	237300.0
2011-10-31 07:45:00	SPY	ETF	127.15	127.25	127.15	127.24	48539.0
2011-10-31 07:50:00	SPY	ETF	127.23	127.27	127.2	127.25	12640.0
2011-10-31 07:55:00	SPY	ETF	127.24	127.38	127.24	127.37	37150.0
2011-10-31 08:00:00	SPY	ETF	127.38	127.45	127.25	127.36	112712.0
2011-10-31 08:05:00	SPY	ETF	127.37	127.39	127.31	127.36	242655.0
2011-10-31 08:10:00	SPY	ETF	127.37	127.4	127.33	127.37	21299.0
2011-10-31 08:15:00	SPY	ETF	127.35	127.38	127.31	127.33	20210.0
2011-10-31 08:20:00	SPY	ETF	127.33	127.36	127.22	127.24	31010.0
2011-10-31 08:25:00	SPY	ETF	127.22	127.25	127.18	127.24	105980.0
2011-10-31 08:30:00	SPY	ETF	127.24	127.25	127.12	127.14	119344.0
2011-10-31 08:35:00	SPY	ETF	127.13	127.14	127.02	127.08	96080.0
2011-10-31 08:40:00	SPY	ETF	127.07	127.13	127.07	127.1	156954.0

> showing 50 of 38,369 rows — these rows as CSV

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