PREVIEW / etf_5min / 2011-12-21

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-21.parquet
  size:    908 KB
  rows:    37,904

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
2011-12-21 04:00:00	SPY	ETF	124.49	124.6	124.49	124.6	910.0
2011-12-21 04:10:00	SPY	ETF	124.5	124.5	124.5	124.5	19975.0
2011-12-21 04:20:00	SPY	ETF	124.58	124.65	124.55	124.55	22450.0
2011-12-21 04:25:00	SPY	ETF	124.63	124.63	124.53	124.53	650.0
2011-12-21 04:35:00	SPY	ETF	124.6	124.6	124.6	124.6	300.0
2011-12-21 04:45:00	SPY	ETF	124.64	124.64	124.64	124.64	500.0
2011-12-21 04:50:00	SPY	ETF	124.69	124.7	124.69	124.7	2200.0
2011-12-21 04:55:00	SPY	ETF	124.64	124.64	124.64	124.64	200.0
2011-12-21 05:00:00	SPY	ETF	124.64	124.74	124.64	124.74	300.0
2011-12-21 05:05:00	SPY	ETF	124.63	124.63	124.63	124.63	100.0
2011-12-21 05:15:00	SPY	ETF	124.65	124.65	124.65	124.65	300.0
2011-12-21 05:20:00	SPY	ETF	124.77	125.12	124.67	125.1	41100.0
2011-12-21 05:25:00	SPY	ETF	125.2	125.2	125.0	125.17	29105.0
2011-12-21 05:30:00	SPY	ETF	125.15	125.2	125.15	125.2	1500.0
2011-12-21 05:35:00	SPY	ETF	125.08	125.15	124.98	125.15	994.0
2011-12-21 05:40:00	SPY	ETF	124.94	124.94	124.94	124.94	200.0
2011-12-21 05:50:00	SPY	ETF	124.78	124.8	124.69	124.69	2800.0
2011-12-21 05:55:00	SPY	ETF	124.71	124.71	124.57	124.57	5835.0
2011-12-21 06:00:00	SPY	ETF	124.55	124.55	124.41	124.41	14700.0
2011-12-21 06:10:00	SPY	ETF	124.74	124.74	124.64	124.69	1800.0
2011-12-21 06:15:00	SPY	ETF	124.61	124.82	124.61	124.82	7430.0
2011-12-21 06:20:00	SPY	ETF	124.82	124.82	124.82	124.82	300.0
2011-12-21 06:25:00	SPY	ETF	124.8	124.85	124.75	124.85	6600.0
2011-12-21 06:30:00	SPY	ETF	124.75	124.75	124.7	124.7	500.0
2011-12-21 06:35:00	SPY	ETF	124.69	124.69	124.32	124.32	18950.0
2011-12-21 06:40:00	SPY	ETF	124.31	124.31	124.16	124.27	14910.0
2011-12-21 06:45:00	SPY	ETF	124.28	124.42	124.28	124.42	11880.0
2011-12-21 06:50:00	SPY	ETF	124.32	124.32	124.29	124.3	6500.0
2011-12-21 06:55:00	SPY	ETF	124.29	124.34	124.19	124.34	21310.0
2011-12-21 07:00:00	SPY	ETF	124.32	124.44	124.3	124.36	14285.0
2011-12-21 07:05:00	SPY	ETF	124.35	124.38	124.32	124.32	11000.0
2011-12-21 07:10:00	SPY	ETF	124.31	124.43	124.31	124.43	5812.0
2011-12-21 07:15:00	SPY	ETF	124.44	124.44	124.28	124.37	54350.0
2011-12-21 07:20:00	SPY	ETF	124.36	124.4	124.36	124.4	34400.0
2011-12-21 07:25:00	SPY	ETF	124.37	124.37	124.24	124.25	12850.0
2011-12-21 07:30:00	SPY	ETF	124.23	124.27	124.17	124.19	19510.0
2011-12-21 07:35:00	SPY	ETF	124.26	124.27	124.24	124.27	59950.0
2011-12-21 07:40:00	SPY	ETF	124.26	124.26	123.95	124.0	902074.0
2011-12-21 07:45:00	SPY	ETF	124.03	124.03	123.71	123.77	278971.0
2011-12-21 07:50:00	SPY	ETF	123.78	123.85	123.71	123.85	155601.0
2011-12-21 07:55:00	SPY	ETF	123.87	123.93	123.82	123.9	145767.0
2011-12-21 08:00:00	SPY	ETF	123.87	124.8	123.73	123.73	1578558.0
2011-12-21 08:05:00	SPY	ETF	124.03	124.03	123.65	123.7	1160805.0
2011-12-21 08:10:00	SPY	ETF	123.7	123.73	123.53	123.53	75554.0
2011-12-21 08:15:00	SPY	ETF	123.53	123.63	123.47	123.5	1243657.0
2011-12-21 08:20:00	SPY	ETF	123.5	123.51	123.32	123.46	470743.0
2011-12-21 08:25:00	SPY	ETF	123.47	123.61	123.42	123.59	570160.0
2011-12-21 08:30:00	SPY	ETF	123.58	123.68	123.52	123.52	182843.0
2011-12-21 08:35:00	SPY	ETF	123.53	123.71	123.53	123.7	198732.0
2011-12-21 08:40:00	SPY	ETF	123.7	123.79	123.64	123.71	246870.0

> showing 50 of 37,904 rows — these rows as CSV

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