PREVIEW / etf_5min / 2011-11-15

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-15.parquet
  size:    876 KB
  rows:    36,096

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
2011-11-15 04:00:00	SPY	ETF	125.48	125.48	125.22	125.22	1828.0
2011-11-15 04:05:00	SPY	ETF	124.99	124.99	124.99	124.99	200.0
2011-11-15 04:10:00	SPY	ETF	124.76	124.94	124.76	124.94	5300.0
2011-11-15 04:15:00	SPY	ETF	124.95	124.95	124.95	124.95	100.0
2011-11-15 04:20:00	SPY	ETF	124.97	124.97	124.87	124.89	1120.0
2011-11-15 04:25:00	SPY	ETF	125.0	125.0	125.0	125.0	200.0
2011-11-15 04:40:00	SPY	ETF	125.15	125.17	125.15	125.17	600.0
2011-11-15 04:45:00	SPY	ETF	124.97	124.97	124.92	124.95	800.0
2011-11-15 04:55:00	SPY	ETF	125.02	125.02	125.02	125.02	1500.0
2011-11-15 05:05:00	SPY	ETF	125.05	125.07	125.03	125.03	1100.0
2011-11-15 05:10:00	SPY	ETF	125.2	125.2	125.2	125.2	100.0
2011-11-15 05:15:00	SPY	ETF	125.22	125.22	125.22	125.22	300.0
2011-11-15 05:20:00	SPY	ETF	125.19	125.19	125.19	125.19	200.0
2011-11-15 05:25:00	SPY	ETF	125.17	125.17	125.17	125.17	10000.0
2011-11-15 05:30:00	SPY	ETF	124.88	124.88	124.84	124.84	400.0
2011-11-15 05:35:00	SPY	ETF	124.82	124.82	124.64	124.74	1100.0
2011-11-15 05:45:00	SPY	ETF	124.77	124.77	124.7	124.7	4700.0
2011-11-15 05:50:00	SPY	ETF	124.74	124.82	124.72	124.75	6300.0
2011-11-15 05:55:00	SPY	ETF	124.73	124.73	124.65	124.65	23200.0
2011-11-15 06:00:00	SPY	ETF	124.67	124.7	124.61	124.61	14100.0
2011-11-15 06:05:00	SPY	ETF	124.58	124.58	124.32	124.36	30092.0
2011-11-15 06:10:00	SPY	ETF	124.33	124.45	124.33	124.45	10450.0
2011-11-15 06:15:00	SPY	ETF	124.38	124.45	124.32	124.45	11888.0
2011-11-15 06:20:00	SPY	ETF	124.45	124.5	124.27	124.27	81990.0
2011-11-15 06:25:00	SPY	ETF	124.26	124.43	124.21	124.43	35470.0
2011-11-15 06:30:00	SPY	ETF	124.19	124.23	124.14	124.15	96730.0
2011-11-15 06:35:00	SPY	ETF	124.15	124.15	124.0	124.07	106130.0
2011-11-15 06:40:00	SPY	ETF	124.08	124.08	123.97	124.02	33270.0
2011-11-15 06:45:00	SPY	ETF	124.01	124.24	124.01	124.17	9400.0
2011-11-15 06:50:00	SPY	ETF	124.26	124.3	124.17	124.17	91400.0
2011-11-15 06:55:00	SPY	ETF	124.13	124.32	124.1	124.32	74000.0
2011-11-15 07:00:00	SPY	ETF	124.2	124.37	124.15	124.3	85505.0
2011-11-15 07:05:00	SPY	ETF	124.3	124.34	124.22	124.34	31305.0
2011-11-15 07:10:00	SPY	ETF	124.34	124.49	124.33	124.47	94160.0
2011-11-15 07:15:00	SPY	ETF	124.47	124.5	124.42	124.46	92100.0
2011-11-15 07:20:00	SPY	ETF	124.4	124.42	124.3	124.42	23887.0
2011-11-15 07:25:00	SPY	ETF	124.4	124.64	124.4	124.51	72813.0
2011-11-15 07:30:00	SPY	ETF	124.51	124.59	124.51	124.54	23535.0
2011-11-15 07:35:00	SPY	ETF	124.51	124.55	124.45	124.52	61062.0
2011-11-15 07:40:00	SPY	ETF	124.55	124.58	124.44	124.58	15964.0
2011-11-15 07:45:00	SPY	ETF	124.57	124.69	124.55	124.58	57175.0
2011-11-15 07:50:00	SPY	ETF	124.55	124.55	124.39	124.43	97400.0
2011-11-15 07:55:00	SPY	ETF	124.43	124.47	124.34	124.36	109206.0
2011-11-15 08:00:00	SPY	ETF	124.65	124.7	124.16	124.54	1092052.0
2011-11-15 08:05:00	SPY	ETF	124.56	124.56	124.46	124.54	408575.0
2011-11-15 08:10:00	SPY	ETF	124.52	124.54	124.44	124.51	55181.0
2011-11-15 08:15:00	SPY	ETF	124.49	124.65	124.49	124.62	59350.0
2011-11-15 08:20:00	SPY	ETF	124.63	124.81	124.63	124.77	190918.0
2011-11-15 08:25:00	SPY	ETF	124.76	124.84	124.65	124.77	220297.0
2011-11-15 08:30:00	SPY	ETF	124.8	125.09	124.74	124.79	2092255.0

> showing 50 of 36,096 rows — these rows as CSV

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