PREVIEW / etf_5min / 2011-11-03

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-03.parquet
  size:    916 KB
  rows:    37,039

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
2011-11-03 04:00:00	SPY	ETF	122.5	122.5	122.25	122.25	350.0
2011-11-03 04:05:00	SPY	ETF	122.52	122.52	122.51	122.51	450.0
2011-11-03 04:10:00	SPY	ETF	122.49	122.49	122.49	122.49	400.0
2011-11-03 04:15:00	SPY	ETF	122.69	122.69	122.69	122.69	100.0
2011-11-03 04:20:00	SPY	ETF	122.64	122.88	122.64	122.88	1100.0
2011-11-03 04:25:00	SPY	ETF	122.77	122.77	122.77	122.77	250.0
2011-11-03 04:30:00	SPY	ETF	122.67	122.67	122.67	122.67	169.0
2011-11-03 04:35:00	SPY	ETF	122.6	122.6	122.6	122.6	200.0
2011-11-03 04:40:00	SPY	ETF	122.89	122.89	122.62	122.62	2200.0
2011-11-03 04:50:00	SPY	ETF	122.96	123.03	122.96	123.03	1100.0
2011-11-03 04:55:00	SPY	ETF	123.11	123.13	123.11	123.13	300.0
2011-11-03 05:00:00	SPY	ETF	123.2	123.2	123.14	123.2	7000.0
2011-11-03 05:05:00	SPY	ETF	123.14	123.3	123.14	123.3	4067.0
2011-11-03 05:10:00	SPY	ETF	123.3	123.39	123.3	123.39	1200.0
2011-11-03 05:15:00	SPY	ETF	123.49	123.6	123.49	123.6	5269.0
2011-11-03 05:20:00	SPY	ETF	123.74	123.74	123.72	123.72	334.0
2011-11-03 05:25:00	SPY	ETF	123.75	123.75	123.46	123.47	2400.0
2011-11-03 05:30:00	SPY	ETF	123.55	123.55	123.55	123.55	500.0
2011-11-03 05:35:00	SPY	ETF	123.47	123.47	123.46	123.46	300.0
2011-11-03 05:40:00	SPY	ETF	123.4	123.4	123.35	123.35	4100.0
2011-11-03 05:45:00	SPY	ETF	123.52	123.52	123.52	123.52	150.0
2011-11-03 05:50:00	SPY	ETF	123.7	124.27	123.7	124.12	11251.0
2011-11-03 05:55:00	SPY	ETF	124.04	124.04	123.95	123.95	15200.0
2011-11-03 06:00:00	SPY	ETF	123.95	124.35	123.95	124.31	3757.0
2011-11-03 06:05:00	SPY	ETF	124.34	124.34	124.21	124.21	1923.0
2011-11-03 06:10:00	SPY	ETF	124.28	124.5	124.28	124.5	3900.0
2011-11-03 06:15:00	SPY	ETF	124.59	124.87	124.52	124.87	12808.0
2011-11-03 06:20:00	SPY	ETF	124.73	124.77	124.49	124.49	3400.0
2011-11-03 06:25:00	SPY	ETF	124.48	124.52	124.42	124.44	20660.0
2011-11-03 06:30:00	SPY	ETF	124.46	124.52	124.34	124.36	22380.0
2011-11-03 06:35:00	SPY	ETF	124.26	124.45	124.26	124.43	3920.0
2011-11-03 06:40:00	SPY	ETF	124.44	124.49	124.43	124.46	6500.0
2011-11-03 06:45:00	SPY	ETF	124.51	124.56	124.36	124.36	20346.0
2011-11-03 06:50:00	SPY	ETF	124.34	124.34	124.21	124.21	3120.0
2011-11-03 06:55:00	SPY	ETF	124.17	124.57	124.06	124.38	73068.0
2011-11-03 07:00:00	SPY	ETF	124.42	124.52	124.31	124.46	98828.0
2011-11-03 07:05:00	SPY	ETF	124.45	124.52	123.98	124.05	114200.0
2011-11-03 07:10:00	SPY	ETF	124.05	124.17	123.98	124.1	87600.0
2011-11-03 07:15:00	SPY	ETF	124.09	124.15	124.01	124.01	17700.0
2011-11-03 07:20:00	SPY	ETF	124.02	124.49	124.02	124.39	229818.0
2011-11-03 07:25:00	SPY	ETF	124.38	124.65	124.37	124.52	339174.0
2011-11-03 07:30:00	SPY	ETF	124.52	124.53	124.36	124.36	38690.0
2011-11-03 07:35:00	SPY	ETF	124.33	124.47	124.23	124.36	214100.0
2011-11-03 07:40:00	SPY	ETF	124.35	124.68	124.35	124.62	148450.0
2011-11-03 07:45:00	SPY	ETF	124.64	124.68	124.38	124.53	193710.0
2011-11-03 07:50:00	SPY	ETF	124.58	124.72	124.51	124.55	168150.0
2011-11-03 07:55:00	SPY	ETF	124.55	124.66	124.43	124.43	88882.0
2011-11-03 08:00:00	SPY	ETF	123.07	124.6	123.07	124.53	1917637.0
2011-11-03 08:05:00	SPY	ETF	124.56	124.77	124.53	124.75	171247.0
2011-11-03 08:10:00	SPY	ETF	124.75	125.04	124.75	124.96	841259.0

> showing 50 of 37,039 rows — these rows as CSV

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