PREVIEW / etf_5min / 2011-12-06

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-06.parquet
  size:    854 KB
  rows:    35,574

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
2011-12-06 04:00:00	SPY	ETF	126.32	126.32	126.32	126.32	225.0
2011-12-06 04:05:00	SPY	ETF	126.06	126.14	126.06	126.14	260.0
2011-12-06 04:10:00	SPY	ETF	126.18	126.18	126.17	126.17	20000.0
2011-12-06 04:25:00	SPY	ETF	125.89	125.89	125.89	125.89	100.0
2011-12-06 04:30:00	SPY	ETF	125.89	125.89	125.76	125.76	3050.0
2011-12-06 04:35:00	SPY	ETF	125.81	125.81	125.76	125.76	7900.0
2011-12-06 04:45:00	SPY	ETF	126.01	126.01	126.01	126.01	300.0
2011-12-06 04:50:00	SPY	ETF	125.91	125.91	125.91	125.91	250.0
2011-12-06 04:55:00	SPY	ETF	126.1	126.1	126.1	126.1	200.0
2011-12-06 05:05:00	SPY	ETF	126.15	126.15	126.15	126.15	100.0
2011-12-06 05:15:00	SPY	ETF	126.16	126.16	126.16	126.16	100.0
2011-12-06 05:20:00	SPY	ETF	126.11	126.21	126.11	126.21	3900.0
2011-12-06 05:25:00	SPY	ETF	126.3	126.39	126.3	126.39	2500.0
2011-12-06 05:30:00	SPY	ETF	126.38	126.38	126.38	126.38	475.0
2011-12-06 05:35:00	SPY	ETF	126.38	126.44	126.38	126.44	1625.0
2011-12-06 05:45:00	SPY	ETF	126.49	126.5	126.49	126.5	2100.0
2011-12-06 05:50:00	SPY	ETF	126.46	126.46	126.46	126.46	1500.0
2011-12-06 05:55:00	SPY	ETF	126.6	126.69	126.6	126.69	700.0
2011-12-06 06:00:00	SPY	ETF	126.66	126.66	126.58	126.58	21100.0
2011-12-06 06:05:00	SPY	ETF	126.61	126.65	126.6	126.6	2400.0
2011-12-06 06:10:00	SPY	ETF	126.63	126.63	126.5	126.5	8500.0
2011-12-06 06:15:00	SPY	ETF	126.5	126.58	126.5	126.5	9300.0
2011-12-06 06:20:00	SPY	ETF	126.54	126.54	126.5	126.5	200.0
2011-12-06 06:25:00	SPY	ETF	126.5	126.5	126.5	126.5	1200.0
2011-12-06 06:30:00	SPY	ETF	126.4	126.46	126.4	126.43	3550.0
2011-12-06 06:35:00	SPY	ETF	126.4	126.4	126.35	126.35	5375.0
2011-12-06 06:40:00	SPY	ETF	126.39	126.39	126.38	126.38	340.0
2011-12-06 06:45:00	SPY	ETF	126.35	126.38	126.3	126.38	65500.0
2011-12-06 06:55:00	SPY	ETF	126.37	126.5	126.35	126.5	15575.0
2011-12-06 07:00:00	SPY	ETF	126.5	126.5	126.45	126.5	99600.0
2011-12-06 07:05:00	SPY	ETF	126.49	126.55	126.49	126.55	81702.0
2011-12-06 07:10:00	SPY	ETF	126.59	126.64	126.55	126.61	51400.0
2011-12-06 07:15:00	SPY	ETF	126.63	126.63	126.55	126.58	21580.0
2011-12-06 07:20:00	SPY	ETF	126.55	126.58	126.32	126.35	89945.0
2011-12-06 07:25:00	SPY	ETF	126.4	126.51	126.4	126.5	45291.0
2011-12-06 07:30:00	SPY	ETF	126.52	126.53	126.45	126.45	14450.0
2011-12-06 07:35:00	SPY	ETF	126.54	126.54	126.4	126.41	52400.0
2011-12-06 07:40:00	SPY	ETF	126.4	126.4	126.37	126.4	22540.0
2011-12-06 07:45:00	SPY	ETF	126.4	126.41	126.33	126.33	21700.0
2011-12-06 07:50:00	SPY	ETF	126.31	126.36	126.24	126.36	43820.0
2011-12-06 07:55:00	SPY	ETF	126.34	126.37	126.3	126.3	34900.0
2011-12-06 08:00:00	SPY	ETF	126.3	126.48	126.2	126.37	907060.0
2011-12-06 08:05:00	SPY	ETF	126.45	126.48	126.4	126.42	53777.0
2011-12-06 08:10:00	SPY	ETF	126.4	126.42	126.33	126.35	139242.0
2011-12-06 08:15:00	SPY	ETF	126.35	126.36	126.26	126.29	106643.0
2011-12-06 08:20:00	SPY	ETF	126.29	126.32	126.18	126.26	95378.0
2011-12-06 08:25:00	SPY	ETF	126.25	126.26	126.1	126.16	178974.0
2011-12-06 08:30:00	SPY	ETF	126.1	126.15	126.07	126.11	98996.0
2011-12-06 08:35:00	SPY	ETF	126.11	126.16	126.03	126.11	146815.0
2011-12-06 08:40:00	SPY	ETF	126.1	126.22	126.07	126.19	412920.0

> showing 50 of 35,574 rows — these rows as CSV

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