PREVIEW / etf_5min / 2011-11-08

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-08.parquet
  size:    910 KB
  rows:    36,611

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
2011-11-08 04:00:00	SPY	ETF	126.2	126.69	126.2	126.69	475.0
2011-11-08 04:05:00	SPY	ETF	126.82	126.9	126.82	126.9	1100.0
2011-11-08 04:30:00	SPY	ETF	126.78	126.81	126.7	126.7	51720.0
2011-11-08 04:40:00	SPY	ETF	126.67	126.67	126.57	126.57	50500.0
2011-11-08 04:45:00	SPY	ETF	126.49	126.57	126.49	126.57	5500.0
2011-11-08 04:50:00	SPY	ETF	126.52	126.52	126.52	126.52	1000.0
2011-11-08 05:00:00	SPY	ETF	126.48	126.5	126.46	126.49	10180.0
2011-11-08 05:05:00	SPY	ETF	126.5	126.5	126.5	126.5	1500.0
2011-11-08 05:25:00	SPY	ETF	126.7	126.7	126.7	126.7	200.0
2011-11-08 05:30:00	SPY	ETF	126.65	126.75	126.65	126.75	5100.0
2011-11-08 05:35:00	SPY	ETF	126.67	126.67	126.67	126.67	300.0
2011-11-08 05:50:00	SPY	ETF	126.6	126.6	126.6	126.6	100.0
2011-11-08 06:05:00	SPY	ETF	126.67	126.67	126.49	126.49	5200.0
2011-11-08 06:10:00	SPY	ETF	126.49	126.52	126.46	126.46	6700.0
2011-11-08 06:15:00	SPY	ETF	126.51	126.6	126.51	126.6	800.0
2011-11-08 06:20:00	SPY	ETF	126.56	126.6	126.56	126.6	800.0
2011-11-08 06:25:00	SPY	ETF	126.6	126.6	126.6	126.6	700.0
2011-11-08 06:30:00	SPY	ETF	126.63	126.72	126.63	126.72	6000.0
2011-11-08 06:35:00	SPY	ETF	126.81	126.87	126.79	126.87	880.0
2011-11-08 06:40:00	SPY	ETF	126.86	126.86	126.86	126.86	500.0
2011-11-08 06:45:00	SPY	ETF	126.83	126.83	126.77	126.77	800.0
2011-11-08 06:50:00	SPY	ETF	126.86	126.86	126.75	126.8	25600.0
2011-11-08 06:55:00	SPY	ETF	126.7	126.75	126.7	126.74	11700.0
2011-11-08 07:00:00	SPY	ETF	126.82	126.82	126.7	126.7	31200.0
2011-11-08 07:05:00	SPY	ETF	126.71	126.76	126.69	126.76	3350.0
2011-11-08 07:10:00	SPY	ETF	126.75	126.77	126.61	126.62	33614.0
2011-11-08 07:15:00	SPY	ETF	126.64	126.81	126.64	126.81	89300.0
2011-11-08 07:20:00	SPY	ETF	126.79	126.83	126.76	126.81	15125.0
2011-11-08 07:25:00	SPY	ETF	126.83	126.88	126.82	126.86	82200.0
2011-11-08 07:30:00	SPY	ETF	126.83	126.88	126.82	126.83	15960.0
2011-11-08 07:35:00	SPY	ETF	126.85	127.03	126.83	126.97	123943.0
2011-11-08 07:40:00	SPY	ETF	127.0	127.02	126.84	126.99	86784.0
2011-11-08 07:45:00	SPY	ETF	126.96	127.22	126.96	127.2	81290.0
2011-11-08 07:50:00	SPY	ETF	127.15	127.26	127.1	127.22	179959.0
2011-11-08 07:55:00	SPY	ETF	127.24	127.25	127.19	127.2	108550.0
2011-11-08 08:00:00	SPY	ETF	127.2	127.27	127.12	127.18	186243.0
2011-11-08 08:05:00	SPY	ETF	127.16	127.23	127.11	127.12	90617.0
2011-11-08 08:10:00	SPY	ETF	127.12	127.14	127.11	127.12	33150.0
2011-11-08 08:15:00	SPY	ETF	127.13	127.13	127.09	127.12	24600.0
2011-11-08 08:20:00	SPY	ETF	127.12	127.14	127.06	127.11	889043.0
2011-11-08 08:25:00	SPY	ETF	127.11	127.12	127.03	127.03	106148.0
2011-11-08 08:30:00	SPY	ETF	127.03	127.06	126.9	126.92	103280.0
2011-11-08 08:35:00	SPY	ETF	126.94	127.0	126.93	127.0	49104.0
2011-11-08 08:40:00	SPY	ETF	127.01	127.06	126.94	126.99	111990.0
2011-11-08 08:45:00	SPY	ETF	127.04	127.05	126.99	127.02	26401.0
2011-11-08 08:50:00	SPY	ETF	127.0	127.03	126.94	127.02	92314.0
2011-11-08 08:55:00	SPY	ETF	127.02	127.09	126.98	127.0	60677.0
2011-11-08 09:00:00	SPY	ETF	127.0	127.08	126.96	126.99	114978.0
2011-11-08 09:05:00	SPY	ETF	126.98	127.11	126.94	127.04	177123.0
2011-11-08 09:10:00	SPY	ETF	127.04	127.15	127.04	127.13	342453.0

> showing 50 of 36,611 rows — these rows as CSV

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