PREVIEW / etf_5min / 2011-12-20

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-20.parquet
  size:    917 KB
  rows:    38,124

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
2011-12-20 04:00:00	SPY	ETF	121.26	121.42	121.26	121.42	1200.0
2011-12-20 04:30:00	SPY	ETF	121.32	121.32	121.32	121.32	100.0
2011-12-20 04:35:00	SPY	ETF	121.25	121.25	121.25	121.25	100.0
2011-12-20 04:45:00	SPY	ETF	121.32	121.32	121.32	121.32	150.0
2011-12-20 04:50:00	SPY	ETF	121.48	121.5	121.48	121.5	300.0
2011-12-20 04:55:00	SPY	ETF	121.52	121.74	121.52	121.55	4940.0
2011-12-20 05:00:00	SPY	ETF	121.56	121.56	121.55	121.55	800.0
2011-12-20 05:25:00	SPY	ETF	121.55	121.55	121.46	121.48	4639.0
2011-12-20 05:30:00	SPY	ETF	121.45	121.45	121.45	121.45	100.0
2011-12-20 05:35:00	SPY	ETF	121.55	121.57	121.54	121.56	25800.0
2011-12-20 05:40:00	SPY	ETF	121.57	121.6	121.57	121.6	6900.0
2011-12-20 05:45:00	SPY	ETF	121.65	121.66	121.65	121.66	22000.0
2011-12-20 05:50:00	SPY	ETF	121.65	121.7	121.65	121.65	26100.0
2011-12-20 05:55:00	SPY	ETF	121.53	121.53	121.53	121.53	130.0
2011-12-20 06:00:00	SPY	ETF	121.57	121.57	121.55	121.55	300.0
2011-12-20 06:10:00	SPY	ETF	121.47	121.47	121.46	121.46	200.0
2011-12-20 06:15:00	SPY	ETF	121.58	121.58	121.58	121.58	400.0
2011-12-20 06:20:00	SPY	ETF	121.58	121.58	121.5	121.56	17500.0
2011-12-20 06:25:00	SPY	ETF	121.64	121.65	121.62	121.62	7300.0
2011-12-20 06:30:00	SPY	ETF	121.67	121.68	121.54	121.54	41580.0
2011-12-20 06:35:00	SPY	ETF	121.58	121.58	121.58	121.58	100.0
2011-12-20 06:40:00	SPY	ETF	121.55	121.55	121.43	121.43	300.0
2011-12-20 06:45:00	SPY	ETF	121.43	121.43	121.4	121.4	10400.0
2011-12-20 06:50:00	SPY	ETF	121.4	121.47	121.4	121.47	54600.0
2011-12-20 06:55:00	SPY	ETF	121.46	121.47	121.42	121.43	16300.0
2011-12-20 07:00:00	SPY	ETF	121.42	121.45	121.38	121.45	10975.0
2011-12-20 07:05:00	SPY	ETF	121.42	121.42	121.33	121.35	18000.0
2011-12-20 07:10:00	SPY	ETF	121.36	121.38	121.32	121.32	10700.0
2011-12-20 07:15:00	SPY	ETF	121.35	121.35	121.32	121.34	9634.0
2011-12-20 07:20:00	SPY	ETF	121.37	121.43	121.35	121.4	62850.0
2011-12-20 07:25:00	SPY	ETF	121.38	121.39	121.35	121.35	22900.0
2011-12-20 07:30:00	SPY	ETF	121.35	121.41	121.31	121.41	24934.0
2011-12-20 07:35:00	SPY	ETF	121.41	121.66	121.41	121.66	356623.0
2011-12-20 07:40:00	SPY	ETF	121.65	121.67	121.6	121.67	57950.0
2011-12-20 07:45:00	SPY	ETF	121.64	121.65	121.6	121.61	42822.0
2011-12-20 07:50:00	SPY	ETF	121.6	121.73	121.57	121.73	50045.0
2011-12-20 07:55:00	SPY	ETF	121.74	121.75	121.68	121.73	19050.0
2011-12-20 08:00:00	SPY	ETF	121.75	121.78	121.35	121.61	277109.0
2011-12-20 08:05:00	SPY	ETF	121.49	121.65	121.49	121.53	1810440.0
2011-12-20 08:10:00	SPY	ETF	121.53	121.64	121.53	121.6	33174.0
2011-12-20 08:15:00	SPY	ETF	121.58	121.61	120.95	121.55	230800.0
2011-12-20 08:20:00	SPY	ETF	121.55	121.73	121.55	121.64	99454.0
2011-12-20 08:25:00	SPY	ETF	121.63	121.68	121.6	121.65	32600.0
2011-12-20 08:30:00	SPY	ETF	121.66	121.75	121.57	121.69	348942.0
2011-12-20 08:35:00	SPY	ETF	121.69	121.81	121.67	121.8	219573.0
2011-12-20 08:40:00	SPY	ETF	121.8	121.85	121.69	121.81	332255.0
2011-12-20 08:45:00	SPY	ETF	121.81	122.05	121.81	121.94	433783.0
2011-12-20 08:50:00	SPY	ETF	121.95	122.02	121.9	121.96	290814.0
2011-12-20 08:55:00	SPY	ETF	121.96	121.98	121.91	121.92	265900.0
2011-12-20 09:00:00	SPY	ETF	121.92	122.19	121.92	122.03	1140475.0

> showing 50 of 38,124 rows — these rows as CSV

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