PREVIEW / etf_5min / 2011-11-09

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-09.parquet
  size:    965 KB
  rows:    39,806

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
2011-11-09 04:00:00	SPY	ETF	127.11	127.11	126.8	126.83	6381.0
2011-11-09 04:05:00	SPY	ETF	126.73	126.73	126.21	126.21	2700.0
2011-11-09 04:10:00	SPY	ETF	126.19	126.19	125.82	125.99	8150.0
2011-11-09 04:15:00	SPY	ETF	126.1	126.13	126.06	126.07	9205.0
2011-11-09 04:20:00	SPY	ETF	126.1	126.11	125.81	125.81	3250.0
2011-11-09 04:25:00	SPY	ETF	125.79	125.94	125.79	125.94	3100.0
2011-11-09 04:30:00	SPY	ETF	125.76	125.94	125.62	125.89	4954.0
2011-11-09 04:35:00	SPY	ETF	125.9	126.01	125.9	126.01	1950.0
2011-11-09 04:40:00	SPY	ETF	126.0	126.0	125.73	125.73	11225.0
2011-11-09 04:45:00	SPY	ETF	125.79	125.84	125.78	125.79	3400.0
2011-11-09 04:50:00	SPY	ETF	125.81	125.84	125.78	125.78	6700.0
2011-11-09 04:55:00	SPY	ETF	125.68	125.68	125.6	125.6	1200.0
2011-11-09 05:00:00	SPY	ETF	125.69	125.69	125.69	125.69	500.0
2011-11-09 05:05:00	SPY	ETF	125.84	125.84	125.5	125.5	9140.0
2011-11-09 05:10:00	SPY	ETF	125.48	125.66	125.46	125.64	18700.0
2011-11-09 05:15:00	SPY	ETF	125.49	125.69	125.41	125.44	26391.0
2011-11-09 05:20:00	SPY	ETF	125.41	125.41	125.26	125.4	20650.0
2011-11-09 05:25:00	SPY	ETF	125.32	125.49	125.25	125.44	3522.0
2011-11-09 05:30:00	SPY	ETF	125.52	125.52	125.46	125.51	1000.0
2011-11-09 05:35:00	SPY	ETF	125.43	125.43	125.21	125.21	23900.0
2011-11-09 05:40:00	SPY	ETF	125.25	125.25	125.1	125.11	9825.0
2011-11-09 05:45:00	SPY	ETF	125.23	125.3	125.23	125.3	2990.0
2011-11-09 05:50:00	SPY	ETF	125.24	125.4	125.24	125.35	8120.0
2011-11-09 05:55:00	SPY	ETF	125.37	125.4	125.31	125.4	15860.0
2011-11-09 06:00:00	SPY	ETF	125.33	125.33	125.13	125.2	85600.0
2011-11-09 06:05:00	SPY	ETF	125.3	125.3	124.95	125.08	30561.0
2011-11-09 06:10:00	SPY	ETF	124.99	125.21	124.99	125.05	102300.0
2011-11-09 06:15:00	SPY	ETF	125.11	125.11	124.8	124.94	64168.0
2011-11-09 06:20:00	SPY	ETF	124.89	124.95	124.7	124.75	52100.0
2011-11-09 06:25:00	SPY	ETF	124.76	124.79	124.63	124.74	309500.0
2011-11-09 06:30:00	SPY	ETF	124.63	124.7	124.6	124.68	384775.0
2011-11-09 06:35:00	SPY	ETF	124.65	124.7	124.59	124.7	272403.0
2011-11-09 06:40:00	SPY	ETF	124.7	124.77	124.6	124.69	153989.0
2011-11-09 06:45:00	SPY	ETF	124.7	124.85	124.7	124.8	147100.0
2011-11-09 06:50:00	SPY	ETF	124.8	125.18	124.73	125.0	195146.0
2011-11-09 06:55:00	SPY	ETF	125.01	125.09	124.9	124.91	47100.0
2011-11-09 07:00:00	SPY	ETF	124.98	125.07	124.82	125.07	624487.0
2011-11-09 07:05:00	SPY	ETF	125.07	125.25	124.99	125.25	1151056.0
2011-11-09 07:10:00	SPY	ETF	125.23	125.36	125.14	125.21	303295.0
2011-11-09 07:15:00	SPY	ETF	125.26	125.28	125.18	125.22	218836.0
2011-11-09 07:20:00	SPY	ETF	125.27	125.33	124.99	125.05	200425.0
2011-11-09 07:25:00	SPY	ETF	125.08	125.1	124.87	125.05	198389.0
2011-11-09 07:30:00	SPY	ETF	125.04	125.07	124.95	125.05	180720.0
2011-11-09 07:35:00	SPY	ETF	125.06	125.17	125.02	125.05	204910.0
2011-11-09 07:40:00	SPY	ETF	125.04	125.05	124.92	124.97	100400.0
2011-11-09 07:45:00	SPY	ETF	124.99	125.04	124.9	124.9	179400.0
2011-11-09 07:50:00	SPY	ETF	124.9	125.18	124.89	125.16	428485.0
2011-11-09 07:55:00	SPY	ETF	125.17	125.26	125.15	125.2	329014.0
2011-11-09 08:00:00	SPY	ETF	125.0	125.67	124.6	125.29	2659283.0
2011-11-09 08:05:00	SPY	ETF	125.3	125.67	124.82	125.23	845743.0

> showing 50 of 39,806 rows — these rows as CSV

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