PREVIEW / etf_5min / 2011-11-30

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-11-30.parquet
  size:    955 KB
  rows:    39,745

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
2011-11-30 04:15:00	SPY	ETF	119.62	119.62	119.62	119.62	200.0
2011-11-30 04:25:00	SPY	ETF	119.66	119.77	119.66	119.77	700.0
2011-11-30 04:30:00	SPY	ETF	119.65	119.65	119.6	119.6	2000.0
2011-11-30 04:35:00	SPY	ETF	119.54	119.54	119.41	119.41	1500.0
2011-11-30 04:45:00	SPY	ETF	119.43	119.43	119.43	119.43	100.0
2011-11-30 04:50:00	SPY	ETF	119.51	119.69	119.51	119.69	2000.0
2011-11-30 05:00:00	SPY	ETF	119.59	119.59	119.59	119.59	200.0
2011-11-30 05:15:00	SPY	ETF	119.74	119.97	119.74	119.97	1682.0
2011-11-30 05:20:00	SPY	ETF	119.92	119.92	119.81	119.81	700.0
2011-11-30 05:25:00	SPY	ETF	119.76	119.76	119.76	119.76	600.0
2011-11-30 05:45:00	SPY	ETF	119.76	119.76	119.76	119.76	200.0
2011-11-30 05:55:00	SPY	ETF	119.8	119.86	119.8	119.86	6500.0
2011-11-30 06:00:00	SPY	ETF	119.69	120.44	119.69	120.31	8750.0
2011-11-30 06:05:00	SPY	ETF	120.33	120.74	120.24	120.67	15350.0
2011-11-30 06:10:00	SPY	ETF	120.63	120.8	120.61	120.8	8044.0
2011-11-30 06:15:00	SPY	ETF	120.84	121.17	120.84	120.99	42424.0
2011-11-30 06:20:00	SPY	ETF	121.0	121.11	121.0	121.05	47050.0
2011-11-30 06:25:00	SPY	ETF	121.05	121.05	120.9	120.92	38863.0
2011-11-30 06:30:00	SPY	ETF	120.93	120.95	120.9	120.9	3600.0
2011-11-30 06:35:00	SPY	ETF	120.95	121.16	120.95	121.16	9075.0
2011-11-30 06:40:00	SPY	ETF	121.16	121.4	121.16	121.33	49305.0
2011-11-30 06:45:00	SPY	ETF	121.25	121.35	121.2	121.25	50450.0
2011-11-30 06:50:00	SPY	ETF	121.22	121.32	121.13	121.15	11550.0
2011-11-30 06:55:00	SPY	ETF	121.1	121.23	121.1	121.11	8400.0
2011-11-30 07:00:00	SPY	ETF	121.11	121.23	121.08	121.1	164399.0
2011-11-30 07:05:00	SPY	ETF	121.07	121.14	121.07	121.07	80175.0
2011-11-30 07:10:00	SPY	ETF	121.07	121.12	120.97	120.99	83924.0
2011-11-30 07:15:00	SPY	ETF	120.97	121.05	120.92	120.92	101850.0
2011-11-30 07:20:00	SPY	ETF	120.94	120.95	120.78	120.85	20943.0
2011-11-30 07:25:00	SPY	ETF	120.85	120.95	120.82	120.95	100818.0
2011-11-30 07:30:00	SPY	ETF	120.91	121.0	120.91	120.98	64750.0
2011-11-30 07:35:00	SPY	ETF	121.0	121.0	120.87	120.91	68128.0
2011-11-30 07:40:00	SPY	ETF	120.87	121.09	120.87	121.08	71200.0
2011-11-30 07:45:00	SPY	ETF	121.11	121.14	121.05	121.05	63000.0
2011-11-30 07:50:00	SPY	ETF	121.07	121.09	120.86	120.98	419300.0
2011-11-30 07:55:00	SPY	ETF	120.98	121.15	120.98	121.1	94925.0
2011-11-30 08:00:00	SPY	ETF	120.85	122.99	119.5	122.95	5376022.0
2011-11-30 08:05:00	SPY	ETF	122.95	123.46	121.0	123.21	2313995.0
2011-11-30 08:10:00	SPY	ETF	123.23	123.24	122.82	123.15	1742650.0
2011-11-30 08:15:00	SPY	ETF	123.17	123.49	121.01	123.27	2408856.0
2011-11-30 08:20:00	SPY	ETF	123.26	123.26	123.06	123.17	1455020.0
2011-11-30 08:25:00	SPY	ETF	123.17	123.49	123.14	123.46	1588279.0
2011-11-30 08:30:00	SPY	ETF	123.47	123.94	123.39	123.9	2674926.0
2011-11-30 08:35:00	SPY	ETF	123.91	124.0	123.67	123.74	1230510.0
2011-11-30 08:40:00	SPY	ETF	123.73	123.8	123.62	123.63	1015889.0
2011-11-30 08:45:00	SPY	ETF	123.63	123.67	123.47	123.53	842139.0
2011-11-30 08:50:00	SPY	ETF	123.52	123.67	123.52	123.58	415171.0
2011-11-30 08:55:00	SPY	ETF	123.58	123.81	120.8	123.79	639124.0
2011-11-30 09:00:00	SPY	ETF	123.8	123.92	123.73	123.75	876835.0
2011-11-30 09:05:00	SPY	ETF	123.74	123.75	123.51	123.52	1035343.0

> showing 50 of 39,745 rows — these rows as CSV

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