PREVIEW / etf_5min / 2011-11-29

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-29.parquet
  size:    866 KB
  rows:    36,196

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
2011-11-29 04:05:00	SPY	ETF	119.5	119.52	119.5	119.52	200.0
2011-11-29 04:10:00	SPY	ETF	119.55	119.55	119.55	119.55	100.0
2011-11-29 04:15:00	SPY	ETF	119.82	119.84	119.82	119.84	10400.0
2011-11-29 04:20:00	SPY	ETF	119.89	120.01	119.89	120.01	30750.0
2011-11-29 04:25:00	SPY	ETF	120.01	120.01	120.01	120.01	5000.0
2011-11-29 04:35:00	SPY	ETF	120.14	120.2	120.14	120.2	400.0
2011-11-29 04:40:00	SPY	ETF	120.14	120.14	120.1	120.1	50200.0
2011-11-29 04:55:00	SPY	ETF	120.04	120.2	120.04	120.2	1250.0
2011-11-29 05:00:00	SPY	ETF	120.24	120.38	120.24	120.38	600.0
2011-11-29 05:05:00	SPY	ETF	120.41	120.41	120.41	120.41	100.0
2011-11-29 05:10:00	SPY	ETF	120.29	120.67	120.29	120.67	4200.0
2011-11-29 05:15:00	SPY	ETF	120.71	121.18	120.65	120.71	5492.0
2011-11-29 05:20:00	SPY	ETF	120.71	120.81	120.71	120.75	2000.0
2011-11-29 05:25:00	SPY	ETF	120.73	120.82	120.67	120.82	2060.0
2011-11-29 05:30:00	SPY	ETF	120.9	121.04	120.85	121.01	7756.0
2011-11-29 05:35:00	SPY	ETF	121.02	121.09	120.98	121.09	7450.0
2011-11-29 05:40:00	SPY	ETF	120.99	120.99	120.96	120.96	400.0
2011-11-29 05:45:00	SPY	ETF	120.91	120.96	120.88	120.88	2475.0
2011-11-29 05:50:00	SPY	ETF	120.83	120.84	120.76	120.84	7400.0
2011-11-29 05:55:00	SPY	ETF	120.78	120.92	120.78	120.92	6500.0
2011-11-29 06:00:00	SPY	ETF	120.88	120.9	120.78	120.86	5003.0
2011-11-29 06:05:00	SPY	ETF	120.8	120.8	120.7	120.7	1400.0
2011-11-29 06:10:00	SPY	ETF	120.75	120.75	120.7	120.7	11200.0
2011-11-29 06:15:00	SPY	ETF	120.72	120.83	120.71	120.83	65970.0
2011-11-29 06:20:00	SPY	ETF	120.85	120.99	120.85	120.96	29700.0
2011-11-29 06:25:00	SPY	ETF	120.88	120.91	120.86	120.91	31000.0
2011-11-29 06:30:00	SPY	ETF	120.83	120.93	120.83	120.83	23150.0
2011-11-29 06:35:00	SPY	ETF	120.92	120.95	120.88	120.95	1200.0
2011-11-29 06:40:00	SPY	ETF	120.95	120.98	120.9	120.91	9500.0
2011-11-29 06:45:00	SPY	ETF	120.92	120.95	120.81	120.81	3000.0
2011-11-29 06:50:00	SPY	ETF	120.8	120.8	120.73	120.73	13977.0
2011-11-29 06:55:00	SPY	ETF	120.8	120.8	120.75	120.75	7100.0
2011-11-29 07:00:00	SPY	ETF	120.73	120.73	120.39	120.55	84995.0
2011-11-29 07:05:00	SPY	ETF	120.55	120.57	120.39	120.4	676077.0
2011-11-29 07:10:00	SPY	ETF	120.4	120.45	120.29	120.35	218890.0
2011-11-29 07:15:00	SPY	ETF	120.35	120.5	120.32	120.5	128400.0
2011-11-29 07:20:00	SPY	ETF	120.5	120.54	120.38	120.41	17940.0
2011-11-29 07:25:00	SPY	ETF	120.39	120.53	120.39	120.47	67789.0
2011-11-29 07:30:00	SPY	ETF	120.43	120.5	120.36	120.44	41300.0
2011-11-29 07:35:00	SPY	ETF	120.48	120.52	120.45	120.5	29750.0
2011-11-29 07:40:00	SPY	ETF	120.5	120.59	120.48	120.5	33200.0
2011-11-29 07:45:00	SPY	ETF	120.49	120.5	120.39	120.43	39600.0
2011-11-29 07:50:00	SPY	ETF	120.42	120.42	120.2	120.28	698750.0
2011-11-29 07:55:00	SPY	ETF	120.28	120.31	120.25	120.28	131330.0
2011-11-29 08:00:00	SPY	ETF	120.25	120.41	120.18	120.36	342002.0
2011-11-29 08:05:00	SPY	ETF	120.42	120.43	120.28	120.3	1651644.0
2011-11-29 08:10:00	SPY	ETF	120.3	120.69	120.2	120.25	168622.0
2011-11-29 08:15:00	SPY	ETF	120.27	120.28	120.18	120.2	101758.0
2011-11-29 08:20:00	SPY	ETF	120.2	120.35	120.2	120.31	181778.0
2011-11-29 08:25:00	SPY	ETF	120.32	120.42	120.28	120.28	120932.0

> showing 50 of 36,196 rows — these rows as CSV

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