PREVIEW / etf_5min / 2011-12-05

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-05.parquet
  size:    900 KB
  rows:    36,931

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
2011-12-05 04:00:00	SPY	ETF	125.72	125.87	125.72	125.87	2891.0
2011-12-05 04:05:00	SPY	ETF	125.89	125.93	125.89	125.93	800.0
2011-12-05 04:10:00	SPY	ETF	125.95	126.1	125.95	126.1	600.0
2011-12-05 04:15:00	SPY	ETF	125.96	125.99	125.96	125.99	3700.0
2011-12-05 04:20:00	SPY	ETF	125.99	125.99	125.93	125.93	1575.0
2011-12-05 04:25:00	SPY	ETF	125.9	125.91	125.9	125.91	600.0
2011-12-05 04:30:00	SPY	ETF	125.89	125.92	125.89	125.92	200.0
2011-12-05 04:40:00	SPY	ETF	126.01	126.05	126.01	126.05	1100.0
2011-12-05 04:45:00	SPY	ETF	126.07	126.13	126.06	126.13	2800.0
2011-12-05 04:50:00	SPY	ETF	126.11	126.11	126.11	126.11	1000.0
2011-12-05 04:55:00	SPY	ETF	126.15	126.37	126.15	126.37	17050.0
2011-12-05 05:05:00	SPY	ETF	126.26	126.29	126.23	126.23	65600.0
2011-12-05 05:10:00	SPY	ETF	126.28	126.28	126.2	126.2	16116.0
2011-12-05 05:15:00	SPY	ETF	126.25	126.25	126.25	126.25	200.0
2011-12-05 05:20:00	SPY	ETF	126.2	126.2	126.2	126.2	300.0
2011-12-05 05:25:00	SPY	ETF	126.26	126.3	126.26	126.3	1900.0
2011-12-05 05:30:00	SPY	ETF	126.3	126.3	126.3	126.3	1390.0
2011-12-05 05:45:00	SPY	ETF	126.27	126.27	126.27	126.27	200.0
2011-12-05 05:50:00	SPY	ETF	126.2	126.2	126.2	126.2	100.0
2011-12-05 05:55:00	SPY	ETF	126.22	126.26	126.22	126.26	500.0
2011-12-05 06:00:00	SPY	ETF	126.2	126.2	126.02	126.05	3000.0
2011-12-05 06:05:00	SPY	ETF	126.0	126.04	126.0	126.04	600.0
2011-12-05 06:10:00	SPY	ETF	126.02	126.04	126.02	126.04	800.0
2011-12-05 06:15:00	SPY	ETF	126.08	126.08	125.95	125.98	1800.0
2011-12-05 06:20:00	SPY	ETF	125.95	126.03	125.95	126.03	1400.0
2011-12-05 06:25:00	SPY	ETF	126.05	126.15	126.02	126.15	136700.0
2011-12-05 06:30:00	SPY	ETF	126.11	126.13	126.1	126.13	4800.0
2011-12-05 06:35:00	SPY	ETF	126.11	126.11	126.11	126.11	100.0
2011-12-05 06:40:00	SPY	ETF	126.09	126.2	126.09	126.19	23470.0
2011-12-05 06:45:00	SPY	ETF	126.23	126.24	126.14	126.2	16300.0
2011-12-05 06:50:00	SPY	ETF	126.2	126.2	126.11	126.14	12600.0
2011-12-05 06:55:00	SPY	ETF	126.12	126.12	126.1	126.12	4770.0
2011-12-05 07:00:00	SPY	ETF	126.1	126.27	126.06	126.27	276020.0
2011-12-05 07:05:00	SPY	ETF	126.27	126.37	126.22	126.34	469526.0
2011-12-05 07:10:00	SPY	ETF	126.34	126.38	126.27	126.28	71354.0
2011-12-05 07:15:00	SPY	ETF	126.29	126.5	126.29	126.5	98945.0
2011-12-05 07:20:00	SPY	ETF	126.49	126.56	126.48	126.48	102003.0
2011-12-05 07:25:00	SPY	ETF	126.4	126.5	126.4	126.46	120950.0
2011-12-05 07:30:00	SPY	ETF	126.49	126.58	126.49	126.54	64339.0
2011-12-05 07:35:00	SPY	ETF	126.54	126.54	126.42	126.47	66125.0
2011-12-05 07:40:00	SPY	ETF	126.46	126.57	126.45	126.57	70750.0
2011-12-05 07:45:00	SPY	ETF	126.58	126.58	126.5	126.53	155150.0
2011-12-05 07:50:00	SPY	ETF	126.51	126.54	126.5	126.54	19800.0
2011-12-05 07:55:00	SPY	ETF	126.52	126.52	126.42	126.47	53735.0
2011-12-05 08:00:00	SPY	ETF	126.43	126.58	125.75	126.14	1361961.0
2011-12-05 08:05:00	SPY	ETF	126.4	126.43	126.2	126.42	350950.0
2011-12-05 08:10:00	SPY	ETF	126.41	126.5	126.41	126.46	152263.0
2011-12-05 08:15:00	SPY	ETF	126.49	126.53	126.46	126.49	84452.0
2011-12-05 08:20:00	SPY	ETF	126.49	126.69	126.48	126.58	217857.0
2011-12-05 08:25:00	SPY	ETF	126.58	126.67	126.57	126.62	123093.0

> showing 50 of 36,931 rows — these rows as CSV

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