PREVIEW / etf_5min / 2011-11-28

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-28.parquet
  size:    909 KB
  rows:    38,392

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
2011-11-28 04:00:00	SPY	ETF	118.53	118.96	118.53	118.93	14130.0
2011-11-28 04:05:00	SPY	ETF	118.96	118.96	118.84	118.84	5580.0
2011-11-28 04:10:00	SPY	ETF	118.81	118.93	118.81	118.89	3461.0
2011-11-28 04:15:00	SPY	ETF	118.78	118.84	118.76	118.84	1187.0
2011-11-28 04:20:00	SPY	ETF	118.84	118.94	118.83	118.89	3500.0
2011-11-28 04:25:00	SPY	ETF	118.88	119.06	118.88	118.95	10500.0
2011-11-28 04:30:00	SPY	ETF	118.99	119.08	118.99	119.04	700.0
2011-11-28 04:35:00	SPY	ETF	119.04	119.06	119.04	119.06	400.0
2011-11-28 04:40:00	SPY	ETF	119.1	119.14	119.1	119.14	995.0
2011-11-28 04:45:00	SPY	ETF	119.05	119.17	119.05	119.17	374.0
2011-11-28 04:50:00	SPY	ETF	119.07	119.28	119.07	119.28	4405.0
2011-11-28 04:55:00	SPY	ETF	119.3	119.32	119.23	119.24	2325.0
2011-11-28 05:00:00	SPY	ETF	119.28	119.48	119.28	119.37	103200.0
2011-11-28 05:05:00	SPY	ETF	119.36	119.38	119.3	119.35	700.0
2011-11-28 05:15:00	SPY	ETF	119.35	119.35	119.33	119.35	2694.0
2011-11-28 05:20:00	SPY	ETF	119.3	119.3	119.25	119.27	800.0
2011-11-28 05:25:00	SPY	ETF	119.25	119.3	119.25	119.3	13200.0
2011-11-28 05:30:00	SPY	ETF	119.23	119.23	119.17	119.17	7703.0
2011-11-28 05:35:00	SPY	ETF	119.14	119.14	119.05	119.09	28950.0
2011-11-28 05:40:00	SPY	ETF	119.11	119.12	119.05	119.05	2369.0
2011-11-28 05:45:00	SPY	ETF	119.04	119.1	119.0	119.0	97610.0
2011-11-28 05:55:00	SPY	ETF	119.14	119.16	119.1	119.11	7650.0
2011-11-28 06:00:00	SPY	ETF	119.16	119.2	119.11	119.18	18206.0
2011-11-28 06:05:00	SPY	ETF	119.05	119.16	119.05	119.16	12050.0
2011-11-28 06:10:00	SPY	ETF	119.13	119.15	119.13	119.15	700.0
2011-11-28 06:15:00	SPY	ETF	119.19	119.2	119.11	119.15	39300.0
2011-11-28 06:20:00	SPY	ETF	119.08	119.08	119.0	119.04	29120.0
2011-11-28 06:25:00	SPY	ETF	119.04	119.05	119.01	119.05	20600.0
2011-11-28 06:30:00	SPY	ETF	119.05	119.17	119.05	119.11	49900.0
2011-11-28 06:35:00	SPY	ETF	119.0	119.05	118.99	119.05	26200.0
2011-11-28 06:40:00	SPY	ETF	119.08	119.08	118.98	119.04	3825.0
2011-11-28 06:45:00	SPY	ETF	119.0	119.12	119.0	119.11	30400.0
2011-11-28 06:50:00	SPY	ETF	119.11	119.22	119.05	119.22	16350.0
2011-11-28 06:55:00	SPY	ETF	119.19	119.22	119.06	119.1	41476.0
2011-11-28 07:00:00	SPY	ETF	119.1	119.23	119.08	119.1	158204.0
2011-11-28 07:05:00	SPY	ETF	119.14	119.19	119.02	119.05	157843.0
2011-11-28 07:10:00	SPY	ETF	119.09	119.11	119.0	119.0	150776.0
2011-11-28 07:15:00	SPY	ETF	119.02	119.06	119.0	119.04	166176.0
2011-11-28 07:20:00	SPY	ETF	119.02	119.02	118.93	118.94	161275.0
2011-11-28 07:25:00	SPY	ETF	118.95	118.96	118.9	118.92	61124.0
2011-11-28 07:30:00	SPY	ETF	118.92	119.05	118.9	119.04	118769.0
2011-11-28 07:35:00	SPY	ETF	119.03	119.08	118.97	119.0	111022.0
2011-11-28 07:40:00	SPY	ETF	119.0	119.01	118.93	118.99	127001.0
2011-11-28 07:45:00	SPY	ETF	118.98	119.01	118.95	118.99	64332.0
2011-11-28 07:50:00	SPY	ETF	119.0	119.17	119.0	119.17	240330.0
2011-11-28 07:55:00	SPY	ETF	119.15	119.19	119.08	119.09	154302.0
2011-11-28 08:00:00	SPY	ETF	119.08	119.13	118.6	118.95	538328.0
2011-11-28 08:05:00	SPY	ETF	119.07	119.11	119.02	119.06	213121.0
2011-11-28 08:10:00	SPY	ETF	119.06	119.09	118.96	118.97	239505.0
2011-11-28 08:15:00	SPY	ETF	118.98	119.1	118.97	119.08	287215.0

> showing 50 of 38,392 rows — these rows as CSV

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