PREVIEW / etf_5min / 2011-12-08

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-08.parquet
  size:    913 KB
  rows:    37,207

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
2011-12-08 04:05:00	SPY	ETF	126.76	126.77	126.7	126.7	10300.0
2011-12-08 04:10:00	SPY	ETF	126.6	126.64	126.59	126.59	24300.0
2011-12-08 04:15:00	SPY	ETF	126.6	126.6	126.56	126.56	200.0
2011-12-08 04:30:00	SPY	ETF	126.65	126.65	126.5	126.5	6900.0
2011-12-08 04:35:00	SPY	ETF	126.57	126.57	126.57	126.57	600.0
2011-12-08 04:40:00	SPY	ETF	126.7	126.7	126.7	126.7	800.0
2011-12-08 04:45:00	SPY	ETF	126.72	126.72	126.71	126.71	3000.0
2011-12-08 04:50:00	SPY	ETF	126.72	126.72	126.67	126.67	4000.0
2011-12-08 05:10:00	SPY	ETF	126.79	126.79	126.79	126.79	100.0
2011-12-08 05:20:00	SPY	ETF	126.85	126.85	126.85	126.85	350.0
2011-12-08 05:25:00	SPY	ETF	126.66	126.7	126.66	126.7	500.0
2011-12-08 05:40:00	SPY	ETF	126.72	126.72	126.65	126.65	3200.0
2011-12-08 05:45:00	SPY	ETF	126.6	126.6	126.47	126.5	50900.0
2011-12-08 05:50:00	SPY	ETF	126.61	126.61	126.57	126.57	18650.0
2011-12-08 05:55:00	SPY	ETF	126.62	126.79	126.4	126.4	25000.0
2011-12-08 06:00:00	SPY	ETF	126.39	126.39	126.39	126.39	2000.0
2011-12-08 06:05:00	SPY	ETF	126.49	126.49	126.4	126.4	800.0
2011-12-08 06:10:00	SPY	ETF	126.4	126.45	126.39	126.45	1100.0
2011-12-08 06:15:00	SPY	ETF	126.4	126.4	126.4	126.4	100.0
2011-12-08 06:20:00	SPY	ETF	126.55	126.55	126.54	126.54	5100.0
2011-12-08 06:25:00	SPY	ETF	126.56	126.56	126.56	126.56	400.0
2011-12-08 06:30:00	SPY	ETF	126.52	126.63	126.52	126.6	60600.0
2011-12-08 06:35:00	SPY	ETF	126.6	126.6	126.52	126.52	7000.0
2011-12-08 06:40:00	SPY	ETF	126.68	126.7	126.68	126.7	2200.0
2011-12-08 06:45:00	SPY	ETF	126.82	126.83	126.82	126.83	1100.0
2011-12-08 06:55:00	SPY	ETF	126.8	126.8	126.8	126.8	185.0
2011-12-08 07:00:00	SPY	ETF	126.73	126.8	126.69	126.72	22550.0
2011-12-08 07:05:00	SPY	ETF	126.75	126.82	126.71	126.81	20600.0
2011-12-08 07:10:00	SPY	ETF	126.82	126.82	126.79	126.82	7800.0
2011-12-08 07:15:00	SPY	ETF	126.82	126.82	126.7	126.7	15900.0
2011-12-08 07:20:00	SPY	ETF	126.7	126.82	126.66	126.8	17100.0
2011-12-08 07:25:00	SPY	ETF	126.79	126.82	126.75	126.81	4948.0
2011-12-08 07:30:00	SPY	ETF	126.83	127.0	126.83	126.95	8100.0
2011-12-08 07:35:00	SPY	ETF	126.94	126.97	126.91	126.96	24900.0
2011-12-08 07:40:00	SPY	ETF	126.95	126.97	126.89	126.96	86350.0
2011-12-08 07:45:00	SPY	ETF	126.93	127.05	126.6	126.88	382818.0
2011-12-08 07:50:00	SPY	ETF	126.92	126.95	126.9	126.92	126808.0
2011-12-08 07:55:00	SPY	ETF	126.94	127.06	126.91	126.91	207455.0
2011-12-08 08:00:00	SPY	ETF	126.91	127.05	126.6187	126.76	307826.0
2011-12-08 08:05:00	SPY	ETF	126.74	126.75	126.56	126.72	140900.0
2011-12-08 08:10:00	SPY	ETF	126.71	126.77	126.59	126.63	110187.0
2011-12-08 08:15:00	SPY	ETF	126.63	126.78	126.6	126.76	72590.0
2011-12-08 08:20:00	SPY	ETF	126.77	126.87	126.68	126.87	189900.0
2011-12-08 08:25:00	SPY	ETF	126.87	126.96	126.84	126.91	140908.0
2011-12-08 08:30:00	SPY	ETF	126.92	127.59	126.92	127.54	2309554.0
2011-12-08 08:35:00	SPY	ETF	127.54	127.77	127.47	127.61	1429798.0
2011-12-08 08:40:00	SPY	ETF	127.61	127.7	127.51	127.56	520005.0
2011-12-08 08:45:00	SPY	ETF	127.55	127.58	126.9	126.93	1428460.0
2011-12-08 08:50:00	SPY	ETF	126.93	126.93	126.41	126.56	2387181.0
2011-12-08 08:55:00	SPY	ETF	126.56	126.79	126.19	126.46	1846912.0

> showing 50 of 37,207 rows — these rows as CSV

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