PREVIEW / etf_5min / 2011-11-16

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-16.parquet
  size:    888 KB
  rows:    36,601

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
2011-11-16 04:00:00	SPY	ETF	125.76	125.85	125.62	125.62	2650.0
2011-11-16 04:05:00	SPY	ETF	125.67	125.74	125.67	125.7	3450.0
2011-11-16 04:10:00	SPY	ETF	125.9	125.9	125.9	125.9	100.0
2011-11-16 04:15:00	SPY	ETF	125.65	125.65	125.65	125.65	1000.0
2011-11-16 04:20:00	SPY	ETF	125.77	125.77	125.72	125.72	1850.0
2011-11-16 04:30:00	SPY	ETF	125.75	125.75	125.75	125.75	500.0
2011-11-16 04:35:00	SPY	ETF	125.92	125.93	125.92	125.93	4200.0
2011-11-16 04:40:00	SPY	ETF	125.89	125.89	125.89	125.89	500.0
2011-11-16 04:55:00	SPY	ETF	126.0	126.22	126.0	126.19	40790.0
2011-11-16 05:00:00	SPY	ETF	126.27	126.31	126.27	126.27	900.0
2011-11-16 05:05:00	SPY	ETF	126.31	126.34	126.3	126.3	1025.0
2011-11-16 05:15:00	SPY	ETF	126.23	126.23	126.21	126.22	30200.0
2011-11-16 05:25:00	SPY	ETF	126.2	126.22	126.2	126.2	80000.0
2011-11-16 05:30:00	SPY	ETF	126.13	126.13	125.96	125.96	650.0
2011-11-16 05:35:00	SPY	ETF	125.89	125.89	125.84	125.84	4550.0
2011-11-16 05:40:00	SPY	ETF	125.64	125.66	125.36	125.4	4000.0
2011-11-16 05:45:00	SPY	ETF	125.41	125.41	125.02	125.02	87373.0
2011-11-16 05:50:00	SPY	ETF	125.01	125.25	124.93	125.25	13147.0
2011-11-16 05:55:00	SPY	ETF	125.15	125.15	124.98	124.99	19800.0
2011-11-16 06:00:00	SPY	ETF	125.12	125.12	124.71	124.71	18187.0
2011-11-16 06:05:00	SPY	ETF	124.72	124.8	124.6	124.68	13460.0
2011-11-16 06:10:00	SPY	ETF	124.67	124.67	124.49	124.6	23354.0
2011-11-16 06:15:00	SPY	ETF	124.73	124.76	124.7	124.73	2201.0
2011-11-16 06:20:00	SPY	ETF	124.75	124.75	124.64	124.7	10700.0
2011-11-16 06:25:00	SPY	ETF	124.63	124.93	124.63	124.93	39400.0
2011-11-16 06:30:00	SPY	ETF	124.93	124.93	124.73	124.73	19500.0
2011-11-16 06:35:00	SPY	ETF	124.7	124.76	124.55	124.76	49400.0
2011-11-16 06:40:00	SPY	ETF	124.77	124.88	124.76	124.88	38600.0
2011-11-16 06:45:00	SPY	ETF	124.83	124.83	124.72	124.79	8650.0
2011-11-16 06:50:00	SPY	ETF	124.84	124.89	124.81	124.86	37534.0
2011-11-16 06:55:00	SPY	ETF	124.87	125.07	124.84	124.84	54180.0
2011-11-16 07:00:00	SPY	ETF	124.87	124.87	124.65	124.75	33800.0
2011-11-16 07:05:00	SPY	ETF	124.74	125.04	124.68	124.95	46050.0
2011-11-16 07:10:00	SPY	ETF	124.96	125.24	124.96	125.15	92270.0
2011-11-16 07:15:00	SPY	ETF	125.18	125.3	125.11	125.25	77440.0
2011-11-16 07:20:00	SPY	ETF	125.27	125.46	125.16	125.43	296279.0
2011-11-16 07:25:00	SPY	ETF	125.43	125.48	125.18	125.28	229390.0
2011-11-16 07:30:00	SPY	ETF	125.25	125.32	125.16	125.32	166750.0
2011-11-16 07:35:00	SPY	ETF	125.33	125.38	125.24	125.29	72503.0
2011-11-16 07:40:00	SPY	ETF	125.28	125.28	125.02	125.06	127494.0
2011-11-16 07:45:00	SPY	ETF	125.07	125.11	124.97	125.03	44185.0
2011-11-16 07:50:00	SPY	ETF	125.06	125.14	124.96	124.99	77618.0
2011-11-16 07:55:00	SPY	ETF	124.97	125.11	124.95	125.09	207370.0
2011-11-16 08:00:00	SPY	ETF	125.09	125.48	124.99	125.0	1036402.0
2011-11-16 08:05:00	SPY	ETF	125.0	125.0	124.75	124.92	716147.0
2011-11-16 08:10:00	SPY	ETF	124.91	125.02	124.79	124.9	220439.0
2011-11-16 08:15:00	SPY	ETF	124.9	125.06	124.9	125.02	120716.0
2011-11-16 08:20:00	SPY	ETF	125.05	125.83	124.52	125.08	176150.0
2011-11-16 08:25:00	SPY	ETF	125.07	125.12	124.94	125.08	242035.0
2011-11-16 08:30:00	SPY	ETF	125.05	125.11	124.73	124.74	748636.0

> showing 50 of 36,601 rows — these rows as CSV

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