PREVIEW / etf_5min / 2011-12-01

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-01.parquet
  size:    900 KB
  rows:    37,036

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
2011-12-01 04:00:00	SPY	ETF	124.68	124.68	124.52	124.61	6056.0
2011-12-01 04:05:00	SPY	ETF	124.48	124.48	124.41	124.41	744.0
2011-12-01 04:10:00	SPY	ETF	124.41	124.41	124.33	124.36	1400.0
2011-12-01 04:15:00	SPY	ETF	124.35	124.35	124.35	124.35	700.0
2011-12-01 04:20:00	SPY	ETF	124.35	124.36	124.35	124.36	1500.0
2011-12-01 04:25:00	SPY	ETF	124.46	124.5	124.46	124.48	1350.0
2011-12-01 04:30:00	SPY	ETF	124.53	124.57	124.53	124.57	700.0
2011-12-01 04:35:00	SPY	ETF	124.58	124.64	124.58	124.64	300.0
2011-12-01 04:40:00	SPY	ETF	124.66	124.66	124.66	124.66	1500.0
2011-12-01 04:45:00	SPY	ETF	124.7	124.7	124.7	124.7	500.0
2011-12-01 04:55:00	SPY	ETF	124.79	124.79	124.79	124.79	100.0
2011-12-01 05:00:00	SPY	ETF	124.83	124.93	124.83	124.93	5880.0
2011-12-01 05:05:00	SPY	ETF	124.94	124.95	124.94	124.95	900.0
2011-12-01 05:10:00	SPY	ETF	124.94	124.94	124.94	124.94	500.0
2011-12-01 05:25:00	SPY	ETF	124.82	124.82	124.79	124.79	600.0
2011-12-01 05:30:00	SPY	ETF	124.77	124.77	124.75	124.75	400.0
2011-12-01 05:35:00	SPY	ETF	124.86	124.86	124.8	124.8	4200.0
2011-12-01 05:40:00	SPY	ETF	124.75	124.75	124.7	124.73	5100.0
2011-12-01 05:45:00	SPY	ETF	124.68	124.93	124.68	124.93	4900.0
2011-12-01 06:00:00	SPY	ETF	124.93	124.93	124.85	124.85	3100.0
2011-12-01 06:05:00	SPY	ETF	124.81	124.81	124.73	124.73	12400.0
2011-12-01 06:10:00	SPY	ETF	124.76	124.76	124.6	124.66	37200.0
2011-12-01 06:15:00	SPY	ETF	124.62	124.64	124.51	124.6	17400.0
2011-12-01 06:20:00	SPY	ETF	124.69	124.7	124.69	124.7	10100.0
2011-12-01 06:25:00	SPY	ETF	124.73	124.73	124.73	124.73	100.0
2011-12-01 06:30:00	SPY	ETF	124.69	124.78	124.69	124.78	200.0
2011-12-01 06:35:00	SPY	ETF	124.81	124.81	124.74	124.74	16200.0
2011-12-01 06:40:00	SPY	ETF	124.73	124.75	124.72	124.74	10300.0
2011-12-01 06:45:00	SPY	ETF	124.75	124.75	124.7	124.7	300.0
2011-12-01 06:50:00	SPY	ETF	124.66	124.66	124.66	124.66	7000.0
2011-12-01 06:55:00	SPY	ETF	124.86	124.86	124.86	124.86	400.0
2011-12-01 07:00:00	SPY	ETF	124.78	124.94	124.78	124.83	14500.0
2011-12-01 07:05:00	SPY	ETF	124.89	124.94	124.89	124.94	6200.0
2011-12-01 07:10:00	SPY	ETF	124.94	124.94	124.84	124.84	29377.0
2011-12-01 07:15:00	SPY	ETF	124.8	124.84	124.77	124.83	15600.0
2011-12-01 07:20:00	SPY	ETF	124.89	125.02	124.86	124.97	14725.0
2011-12-01 07:25:00	SPY	ETF	124.96	124.98	124.92	124.93	14657.0
2011-12-01 07:30:00	SPY	ETF	124.94	125.07	124.94	125.0	36198.0
2011-12-01 07:35:00	SPY	ETF	124.94	125.01	124.94	124.99	49950.0
2011-12-01 07:40:00	SPY	ETF	125.0	125.06	124.9	124.99	99900.0
2011-12-01 07:45:00	SPY	ETF	125.0	125.14	124.97	125.14	111880.0
2011-12-01 07:50:00	SPY	ETF	125.12	125.12	125.05	125.11	126170.0
2011-12-01 07:55:00	SPY	ETF	125.13	125.15	125.05	125.07	110465.0
2011-12-01 08:00:00	SPY	ETF	125.05	125.18	124.35	125.06	173910.0
2011-12-01 08:05:00	SPY	ETF	125.05	125.09	125.0	125.06	176604.0
2011-12-01 08:10:00	SPY	ETF	125.03	125.1	125.02	125.04	67317.0
2011-12-01 08:15:00	SPY	ETF	125.05	125.22	125.05	125.21	141700.0
2011-12-01 08:20:00	SPY	ETF	125.21	125.24	125.13	125.16	499760.0
2011-12-01 08:25:00	SPY	ETF	125.17	125.29	125.13	125.24	72980.0
2011-12-01 08:30:00	SPY	ETF	125.16	125.2	124.97	125.0	424706.0

> showing 50 of 37,036 rows — these rows as CSV

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