PREVIEW / etf_5min / 2011-12-07

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-07.parquet
  size:    887 KB
  rows:    36,069

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
2011-12-07 04:00:00	SPY	ETF	127.35	127.35	127.35	127.35	100.0
2011-12-07 04:05:00	SPY	ETF	127.06	127.06	127.06	127.06	466.0
2011-12-07 04:10:00	SPY	ETF	127.2	127.2	127.2	127.2	267.0
2011-12-07 04:20:00	SPY	ETF	127.21	127.21	127.21	127.21	100.0
2011-12-07 04:25:00	SPY	ETF	127.19	127.19	127.13	127.13	700.0
2011-12-07 04:35:00	SPY	ETF	127.06	127.06	127.06	127.06	100.0
2011-12-07 04:40:00	SPY	ETF	127.06	127.06	127.03	127.06	1300.0
2011-12-07 04:45:00	SPY	ETF	127.06	127.06	127.06	127.06	100.0
2011-12-07 04:50:00	SPY	ETF	127.0	127.0	127.0	127.0	100.0
2011-12-07 04:55:00	SPY	ETF	126.86	126.86	126.86	126.86	100.0
2011-12-07 05:00:00	SPY	ETF	126.87	126.87	126.87	126.87	100.0
2011-12-07 05:05:00	SPY	ETF	126.86	126.86	126.8	126.8	600.0
2011-12-07 05:10:00	SPY	ETF	126.83	126.83	126.83	126.83	100.0
2011-12-07 05:15:00	SPY	ETF	126.88	126.96	126.88	126.96	300.0
2011-12-07 05:20:00	SPY	ETF	126.92	126.92	126.92	126.92	2500.0
2011-12-07 05:25:00	SPY	ETF	127.0	127.0	127.0	127.0	100.0
2011-12-07 05:30:00	SPY	ETF	127.02	127.02	127.01	127.01	5000.0
2011-12-07 05:35:00	SPY	ETF	127.11	127.11	126.98	127.01	7500.0
2011-12-07 05:40:00	SPY	ETF	127.04	127.04	126.9	126.9	600.0
2011-12-07 05:45:00	SPY	ETF	126.81	126.81	126.72	126.73	29200.0
2011-12-07 05:50:00	SPY	ETF	126.81	126.81	126.7	126.7	1700.0
2011-12-07 05:55:00	SPY	ETF	126.75	126.78	126.75	126.78	1760.0
2011-12-07 06:00:00	SPY	ETF	126.7	126.73	126.7	126.72	2800.0
2011-12-07 06:05:00	SPY	ETF	126.7	126.75	126.7	126.75	4470.0
2011-12-07 06:10:00	SPY	ETF	126.73	126.75	126.65	126.68	5400.0
2011-12-07 06:15:00	SPY	ETF	126.66	126.68	126.58	126.58	11895.0
2011-12-07 06:20:00	SPY	ETF	126.61	126.63	126.53	126.61	39000.0
2011-12-07 06:25:00	SPY	ETF	126.55	126.6	126.55	126.6	1200.0
2011-12-07 06:30:00	SPY	ETF	126.58	126.7	126.55	126.67	22235.0
2011-12-07 06:35:00	SPY	ETF	126.7	126.7	126.7	126.7	100100.0
2011-12-07 06:40:00	SPY	ETF	126.8	126.8	126.75	126.8	7000.0
2011-12-07 06:45:00	SPY	ETF	126.75	126.83	126.75	126.82	4600.0
2011-12-07 06:50:00	SPY	ETF	126.75	126.75	126.75	126.75	2800.0
2011-12-07 06:55:00	SPY	ETF	126.7	126.7	126.7	126.7	2000.0
2011-12-07 07:00:00	SPY	ETF	126.73	126.76	126.59	126.66	375100.0
2011-12-07 07:05:00	SPY	ETF	126.59	126.59	126.4	126.41	125640.0
2011-12-07 07:10:00	SPY	ETF	126.41	126.48	126.38	126.45	66000.0
2011-12-07 07:15:00	SPY	ETF	126.48	126.54	126.48	126.53	11600.0
2011-12-07 07:20:00	SPY	ETF	126.51	126.51	126.46	126.47	62390.0
2011-12-07 07:25:00	SPY	ETF	126.55	126.6	126.52	126.57	36100.0
2011-12-07 07:30:00	SPY	ETF	126.57	126.61	126.56	126.57	84740.0
2011-12-07 07:35:00	SPY	ETF	126.57	126.6	126.53	126.53	93337.0
2011-12-07 07:40:00	SPY	ETF	126.55	126.55	126.24	126.25	66360.0
2011-12-07 07:45:00	SPY	ETF	126.29	126.33	126.17	126.23	359266.0
2011-12-07 07:50:00	SPY	ETF	126.24	126.31	126.21	126.25	202420.0
2011-12-07 07:55:00	SPY	ETF	126.25	126.3	126.23	126.25	263396.0
2011-12-07 08:00:00	SPY	ETF	126.22	126.68	126.18	126.2	2068086.0
2011-12-07 08:05:00	SPY	ETF	126.21	126.24	126.1	126.24	343941.0
2011-12-07 08:10:00	SPY	ETF	126.24	126.29	126.15	126.22	58150.0
2011-12-07 08:15:00	SPY	ETF	126.21	126.21	126.09	126.09	86107.0

> showing 50 of 36,069 rows — these rows as CSV

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