PREVIEW / etf_5min / 2011-12-22

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-22.parquet
  size:    877 KB
  rows:    37,583

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
2011-12-22 04:00:00	SPY	ETF	124.4	124.44	124.4	124.44	4050.0
2011-12-22 04:05:00	SPY	ETF	124.46	124.46	124.46	124.46	500.0
2011-12-22 04:15:00	SPY	ETF	124.33	124.33	124.33	124.33	400.0
2011-12-22 04:20:00	SPY	ETF	124.5	124.5	124.5	124.5	20100.0
2011-12-22 04:30:00	SPY	ETF	124.64	124.65	124.64	124.65	390.0
2011-12-22 04:35:00	SPY	ETF	124.67	124.7	124.67	124.7	100400.0
2011-12-22 04:50:00	SPY	ETF	124.7	124.7	124.7	124.7	700.0
2011-12-22 04:55:00	SPY	ETF	124.74	124.75	124.74	124.75	20100.0
2011-12-22 05:00:00	SPY	ETF	124.8	124.8	124.8	124.8	4000.0
2011-12-22 05:05:00	SPY	ETF	124.88	124.88	124.88	124.88	462.0
2011-12-22 05:15:00	SPY	ETF	124.56	124.64	124.56	124.58	22000.0
2011-12-22 05:20:00	SPY	ETF	124.66	124.69	124.65	124.65	16000.0
2011-12-22 05:25:00	SPY	ETF	124.65	124.68	124.65	124.68	4100.0
2011-12-22 05:30:00	SPY	ETF	124.53	124.59	124.5	124.5	4150.0
2011-12-22 05:35:00	SPY	ETF	124.51	124.51	124.51	124.51	100.0
2011-12-22 05:40:00	SPY	ETF	124.6	124.6	124.5	124.58	12950.0
2011-12-22 05:45:00	SPY	ETF	124.6	124.72	124.6	124.72	5800.0
2011-12-22 05:50:00	SPY	ETF	124.75	124.75	124.67	124.67	300.0
2011-12-22 05:55:00	SPY	ETF	124.75	124.75	124.74	124.74	15000.0
2011-12-22 06:05:00	SPY	ETF	124.65	124.65	124.64	124.64	10200.0
2011-12-22 06:10:00	SPY	ETF	124.68	124.68	124.67	124.67	250.0
2011-12-22 06:15:00	SPY	ETF	124.7	124.7	124.62	124.62	6465.0
2011-12-22 06:20:00	SPY	ETF	124.56	124.56	124.56	124.56	100.0
2011-12-22 06:30:00	SPY	ETF	124.68	124.68	124.68	124.68	500.0
2011-12-22 06:35:00	SPY	ETF	124.68	124.68	124.68	124.68	150.0
2011-12-22 06:40:00	SPY	ETF	124.72	124.73	124.72	124.72	4845.0
2011-12-22 06:45:00	SPY	ETF	124.67	124.75	124.67	124.75	8300.0
2011-12-22 06:50:00	SPY	ETF	124.76	124.76	124.76	124.76	4100.0
2011-12-22 06:55:00	SPY	ETF	124.68	124.69	124.68	124.69	200.0
2011-12-22 07:00:00	SPY	ETF	124.65	124.67	124.59	124.61	16000.0
2011-12-22 07:05:00	SPY	ETF	124.66	124.67	124.65	124.67	3350.0
2011-12-22 07:10:00	SPY	ETF	124.64	124.72	124.64	124.71	7050.0
2011-12-22 07:15:00	SPY	ETF	124.68	124.72	124.68	124.7	16100.0
2011-12-22 07:20:00	SPY	ETF	124.74	124.77	124.73	124.73	4150.0
2011-12-22 07:25:00	SPY	ETF	124.76	124.82	124.71	124.8	14400.0
2011-12-22 07:30:00	SPY	ETF	124.78	124.83	124.73	124.73	15104.0
2011-12-22 07:35:00	SPY	ETF	124.75	124.77	124.71	124.77	35870.0
2011-12-22 07:40:00	SPY	ETF	124.77	124.81	124.75	124.75	124200.0
2011-12-22 07:45:00	SPY	ETF	124.77	124.78	124.67	124.7	83300.0
2011-12-22 07:50:00	SPY	ETF	124.7	124.71	124.66	124.7	19030.0
2011-12-22 07:55:00	SPY	ETF	124.72	124.75	124.72	124.72	43000.0
2011-12-22 08:00:00	SPY	ETF	124.74	124.74	124.65	124.68	165315.0
2011-12-22 08:05:00	SPY	ETF	124.67	124.73	124.66	124.68	71107.0
2011-12-22 08:10:00	SPY	ETF	124.68	124.74	124.67	124.7	38641.0
2011-12-22 08:15:00	SPY	ETF	124.69	124.8	124.68	124.8	107302.0
2011-12-22 08:20:00	SPY	ETF	124.77	124.89	124.75	124.87	225277.0
2011-12-22 08:25:00	SPY	ETF	124.87	124.88	124.77	124.81	163571.0
2011-12-22 08:30:00	SPY	ETF	124.81	125.0	124.7	124.84	303438.0
2011-12-22 08:35:00	SPY	ETF	124.83	124.84	124.75	124.75	110946.0
2011-12-22 08:40:00	SPY	ETF	124.75	124.75	124.52	124.58	346467.0

> showing 50 of 37,583 rows — these rows as CSV

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