PREVIEW / etf_5min / 2011-12-09

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-09.parquet
  size:    874 KB
  rows:    36,031

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
2011-12-09 04:05:00	SPY	ETF	124.55	124.55	124.5	124.5	1100.0
2011-12-09 04:10:00	SPY	ETF	124.47	124.47	124.47	124.47	100.0
2011-12-09 04:15:00	SPY	ETF	124.52	124.52	124.45	124.5	1500.0
2011-12-09 04:25:00	SPY	ETF	124.4	124.4	124.4	124.4	3500.0
2011-12-09 04:30:00	SPY	ETF	124.35	124.35	124.17	124.17	1324.0
2011-12-09 04:35:00	SPY	ETF	124.25	124.37	124.25	124.37	4100.0
2011-12-09 04:40:00	SPY	ETF	124.2	124.21	124.2	124.21	2500.0
2011-12-09 04:45:00	SPY	ETF	124.27	124.27	124.27	124.27	1000.0
2011-12-09 04:50:00	SPY	ETF	124.4	124.4	124.27	124.27	1400.0
2011-12-09 04:55:00	SPY	ETF	124.28	124.32	124.28	124.32	4200.0
2011-12-09 05:00:00	SPY	ETF	124.32	124.32	124.27	124.29	1000.0
2011-12-09 05:05:00	SPY	ETF	124.33	124.34	124.33	124.34	200.0
2011-12-09 05:10:00	SPY	ETF	124.37	124.51	124.37	124.51	1400.0
2011-12-09 05:15:00	SPY	ETF	124.64	124.66	124.62	124.66	4300.0
2011-12-09 05:20:00	SPY	ETF	124.69	124.77	124.62	124.7	1000.0
2011-12-09 05:25:00	SPY	ETF	124.74	124.77	124.72	124.77	1701.0
2011-12-09 05:30:00	SPY	ETF	124.72	124.72	124.6	124.6	201.0
2011-12-09 05:40:00	SPY	ETF	124.66	124.77	124.66	124.67	802.0
2011-12-09 05:45:00	SPY	ETF	124.75	124.75	124.75	124.75	2000.0
2011-12-09 05:50:00	SPY	ETF	124.77	124.8	124.74	124.8	3300.0
2011-12-09 05:55:00	SPY	ETF	124.81	125.22	124.81	125.22	20688.0
2011-12-09 06:00:00	SPY	ETF	125.22	125.34	125.19	125.22	5868.0
2011-12-09 06:05:00	SPY	ETF	125.33	125.35	125.22	125.22	1400.0
2011-12-09 06:10:00	SPY	ETF	125.19	125.19	125.04	125.09	5400.0
2011-12-09 06:15:00	SPY	ETF	125.17	125.17	125.09	125.09	1300.0
2011-12-09 06:20:00	SPY	ETF	125.0	125.14	125.0	125.11	11100.0
2011-12-09 06:25:00	SPY	ETF	125.06	125.14	125.06	125.14	20200.0
2011-12-09 06:30:00	SPY	ETF	125.1	125.1	125.1	125.1	100.0
2011-12-09 06:35:00	SPY	ETF	125.15	125.3	125.15	125.29	9900.0
2011-12-09 06:40:00	SPY	ETF	125.16	125.16	125.14	125.14	5100.0
2011-12-09 06:45:00	SPY	ETF	125.17	125.28	125.16	125.26	5400.0
2011-12-09 06:50:00	SPY	ETF	125.28	125.51	125.28	125.41	15350.0
2011-12-09 06:55:00	SPY	ETF	125.42	125.49	125.39	125.39	31850.0
2011-12-09 07:00:00	SPY	ETF	125.38	125.43	125.25	125.25	70925.0
2011-12-09 07:05:00	SPY	ETF	125.25	125.39	125.25	125.25	102650.0
2011-12-09 07:10:00	SPY	ETF	125.25	125.28	125.16	125.23	62550.0
2011-12-09 07:15:00	SPY	ETF	125.25	125.34	125.23	125.31	49850.0
2011-12-09 07:20:00	SPY	ETF	125.31	125.5	125.31	125.45	28626.0
2011-12-09 07:25:00	SPY	ETF	125.44	125.51	125.34	125.34	58400.0
2011-12-09 07:30:00	SPY	ETF	125.32	125.4	125.28	125.34	59800.0
2011-12-09 07:35:00	SPY	ETF	125.32	125.32	125.13	125.18	56191.0
2011-12-09 07:40:00	SPY	ETF	125.19	125.2	125.08	125.13	151303.0
2011-12-09 07:45:00	SPY	ETF	125.12	125.22	125.1	125.2	34920.0
2011-12-09 07:50:00	SPY	ETF	125.21	125.29	125.13	125.23	59591.0
2011-12-09 07:55:00	SPY	ETF	125.21	125.31	125.13	125.14	41112.0
2011-12-09 08:00:00	SPY	ETF	125.12	125.23	124.82	124.82	629336.0
2011-12-09 08:05:00	SPY	ETF	125.24	125.24	124.7	124.84	406154.0
2011-12-09 08:10:00	SPY	ETF	124.84	124.93	124.83	124.91	227050.0
2011-12-09 08:15:00	SPY	ETF	124.91	125.01	124.9	125.0	230595.0
2011-12-09 08:20:00	SPY	ETF	125.03	125.07	124.9	124.94	194323.0

> showing 50 of 36,031 rows — these rows as CSV

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